Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 133,221
Positions
27,816 2,174 12,429 18,803 3,756 12 11,929 49,847 17,925 15,302 3,176 3,260 25,743 40,642
Changes from: October 28, 2014 Total Change is: 11,549
5,640 1,310 2,522 -1,000 -39 10 586 3,968 1,757 2,412 -246 452 -828 1,815
Percent of Open Interest Represented by Each Category of Trader
20.9 1.6 9.3 14.1 2.8 0.0 9.0 37.4 13.5 11.5 2.4 2.4 19.3 30.5
Number of Traders in Each Category Total Traders: 81
8 4 10 6 5 . 13 25 16 11 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 66,491
Positions
41,385 4,108 2,262 1,213 3,240 443 9,168 27,244 4,958 503 0 0 6,560 24,237
Changes from: October 28, 2014 Total Change is: 3,582
945 356 228 0 -156 0 1,722 878 636 0 0 0 51 1,639
Percent of Open Interest Represented by Each Category of Trader
62.2 6.2 3.4 1.8 4.9 0.7 13.8 41.0 7.5 0.8 0.0 0.0 9.9 36.5
Number of Traders in Each Category Total Traders: 43
7 . . . 5 . 13 13 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 184,169
Positions
54,636 21,074 7,981 10,999 43,410 4,357 51,786 31,253 25,667 4,617 15,334 4,687 19,439 30,405
Changes from: October 28, 2014 Total Change is: 9,548
5,315 1,757 -440 1,143 -727 89 2,964 3,993 3,839 482 1,832 -1,586 -2,259 791
Percent of Open Interest Represented by Each Category of Trader
29.7 11.4 4.3 6.0 23.6 2.4 28.1 17.0 13.9 2.5 8.3 2.5 10.6 16.5
Number of Traders in Each Category Total Traders: 111
8 8 9 6 17 8 29 26 27 6 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 282,438
Positions
110,942 16,071 12,569 30,892 27,041 1,642 32,167 88,055 43,382 17,659 14,849 13,939 19,246 64,890
Changes from: October 28, 2014 Total Change is: 56,719
21,223 2,031 -212 -1,441 -5,600 621 3,823 16,417 19,445 9,230 9,616 5,082 -1,052 9,320
Percent of Open Interest Represented by Each Category of Trader
39.3 5.7 4.5 10.9 9.6 0.6 11.4 31.2 15.4 6.3 5.3 4.9 6.8 23.0
Number of Traders in Each Category Total Traders: 142
14 5 9 9 17 8 21 48 27 8 20 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 598,537
Positions
264,910 42,111 42,613 41,154 85,120 14,748 58,945 188,219 75,864 41,735 29,925 19,872 38,696 100,065
Changes from: October 28, 2014 Total Change is: 47,425
20,561 7,187 4,740 1,445 -1,746 1,055 5,450 8,665 8,562 109 2,260 4,948 555 11,753
Percent of Open Interest Represented by Each Category of Trader
44.3 7.0 7.1 6.9 14.2 2.5 9.8 31.4 12.7 7.0 5.0 3.3 6.5 16.7
Number of Traders in Each Category Total Traders: 253
20 14 14 16 30 23 33 63 40 25 52 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 16,166
Positions
3,160 4,373 0 4,055 1,639 730 1,467 3,570 0 1,185 0 0 5,569 5,854
Changes from: October 28, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
19.5 27.1 0.0 25.1 10.1 4.5 9.1 22.1 0.0 7.3 0.0 0.0 34.4 36.2
Number of Traders in Each Category Total Traders: 20
. . 0 5 . 4 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 157,691
Positions
76,714 12,470 10,508 1,415 11,744 2,576 26,673 39,378 14,636 846 24,827 3,578 20,744 37,974
Changes from: October 28, 2014 Total Change is: 6,422
5,868 -2,728 654 0 -1,882 583 -2,343 927 792 -77 2,855 931 16 4,290
Percent of Open Interest Represented by Each Category of Trader
48.6 7.9 6.7 0.9 7.4 1.6 16.9 25.0 9.3 0.5 15.7 2.3 13.2 24.1
Number of Traders in Each Category Total Traders: 93
9 6 9 . 9 5 15 35 14 4 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 54,011
Positions
31,177 25,297 12,598 0 1,962 0 6,030 10,430 1,228 811 971 973 1,194 552
Changes from: October 28, 2014 Total Change is: 6,016
1,078 1,442 3,566 0 -38 0 370 977 0 106 100 0 897 -31
Percent of Open Interest Represented by Each Category of Trader
57.7 46.8 23.3 0.0 3.6 0.0 11.2 19.3 2.3 1.5 1.8 1.8 2.2 1.0
Number of Traders in Each Category Total Traders: 33
7 10 6 0 . 0 . 6 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 160,199
Positions
48,786 44,200 1,723 54,161 1,440 0 25,214 77,655 22,836 3,409 6,353 1 4,069 5,991
Changes from: October 28, 2014 Total Change is: 15,926
1,072 676 250 18 188 0 3,825 4,011 10,791 -62 -202 1 31 210
Percent of Open Interest Represented by Each Category of Trader
30.5 27.6 1.1 33.8 0.9 0.0 15.7 48.5 14.3 2.1 4.0 0.0 2.5 3.7
Number of Traders in Each Category Total Traders: 124
6 11 5 6 4 0 23 49 8 16 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 70,667
Positions
8,947 54,276 6,036 1,624 0 0 1,260 3,258 429 45,438 0 6,025 908 643
Changes from: October 28, 2014 Total Change is: 23,608
1,457 26,561 -116 -111 0 0 -1,397 -1,128 -1,188 24,778 -400 0 185 -121
Percent of Open Interest Represented by Each Category of Trader
12.7 76.8 8.5 2.3 0.0 0.0 1.8 4.6 0.6 64.3 0.0 8.5 1.3 0.9
Number of Traders in Each Category Total Traders: 24
. 7 . . 0 0 . 6 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 23,722
Positions
10,523 3,053 9 1,046 362 0 9,071 13,217 479 1,011 1,079 0 1,583 5,523
Changes from: October 28, 2014 Total Change is: 1,696
511 -651 -13 -26 244 0 1,533 1,847 50 216 -483 0 -575 702
Percent of Open Interest Represented by Each Category of Trader
44.4 12.9 0.0 4.4 1.5 0.0 38.2 55.7 2.0 4.3 4.5 0.0 6.7 23.3
Number of Traders in Each Category Total Traders: 66
5 5 . . . 0 19 18 4 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 69,727
Positions
23,137 38,887 887 4,558 2,244 424 26,714 10,846 1,798 3,409 3,561 598 8,203 10,483
Changes from: October 28, 2014 Total Change is: 10,664
-840 9,359 39 -230 -238 90 9,270 776 277 -116 -971 138 2,036 1,194
Percent of Open Interest Represented by Each Category of Trader
33.2 55.8 1.3 6.5 3.2 0.6 38.3 15.6 2.6 4.9 5.1 0.9 11.8 15.0
Number of Traders in Each Category Total Traders: 106
17 16 4 9 . 4 25 15 10 10 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 139,453
Positions
46,274 77,775 1,773 9,116 4,487 847 53,427 21,692 3,595 6,819 7,122 1,196 16,406 20,966
Changes from: October 28, 2014 Total Change is: 21,328
-1,679 18,719 78 -459 -476 179 18,539 1,552 554 -232 -1,942 277 4,072 2,388
Percent of Open Interest Represented by Each Category of Trader
33.2 55.8 1.3 6.5 3.2 0.6 38.3 15.6 2.6 4.9 5.1 0.9 11.8 15.0
Number of Traders in Each Category Total Traders: 106
17 16 4 9 . 4 25 15 10 10 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 970,169
Positions
41,573 172,724 50,048 311,429 132,759 52,162 97,423 162,750 213,940 41,559 45,240 38,043 123,993 102,504
Changes from: October 28, 2014 Total Change is: 14,465
50 23,386 807 -5,731 3,952 -238 6,073 -30,501 23,146 -984 631 3,745 -12,403 -10,463
Percent of Open Interest Represented by Each Category of Trader
4.3 17.8 5.2 32.1 13.7 5.4 10.0 16.8 22.1 4.3 4.7 3.9 12.8 10.6
Number of Traders in Each Category Total Traders: 634
33 39 37 124 60 84 102 136 125 75 64 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 239,311
Positions
24,055 55,042 6,026 59,034 30,475 3,695 11,027 13,600 57,010 11,467 9,475 14,906 52,091 49,081
Changes from: October 28, 2014 Total Change is: 5,030
-1,276 4,342 683 -1,151 1,259 -35 -941 -1,101 6,703 -222 382 2,619 -1,350 -9,822
Percent of Open Interest Represented by Each Category of Trader
10.1 23.0 2.5 24.7 12.7 1.5 4.6 5.7 23.8 4.8 4.0 6.2 21.8 20.5
Number of Traders in Each Category Total Traders: 106
8 11 7 17 9 9 17 22 35 10 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 3,654,292
Positions
212,323 713,141 95,377 1,304,222 553,670 200,084 510,815 824,584 705,815 152,013 180,378 114,129 359,513 267,114
Changes from: October 28, 2014 Total Change is: 47,173
-9,697 78,891 16,942 -23,278 13,085 -633 36,990 -145,079 80,293 -4,045 1,009 5,867 -55,266 -3,202
Percent of Open Interest Represented by Each Category of Trader
5.8 19.5 2.6 35.7 15.2 5.5 14.0 22.6 19.3 4.2 4.9 3.1 9.8 7.3
Number of Traders in Each Category Total Traders: 605
35 36 31 119 57 77 103 126 117 70 59 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 98,801
Positions
15,195 31,397 256 39,810 46,966 2,698 17,890 12,908 566 822 401 0 21,565 3,609
Changes from: October 28, 2014 Total Change is: -6,572
-5,720 517 78 -1,462 -2,930 284 4,100 -3,518 -74 0 0 0 -3,778 -929
Percent of Open Interest Represented by Each Category of Trader
15.4 31.8 0.3 40.3 47.5 2.7 18.1 13.1 0.6 0.8 0.4 0.0 21.8 3.7
Number of Traders in Each Category Total Traders: 88
7 10 . 32 12 14 13 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 72,935
Positions
4,297 43,021 970 32,684 5,894 629 19,475 10,041 3,858 2,020 3,159 832 8,171 4,532
Changes from: October 28, 2014 Total Change is: 2,812
-423 4,611 16 789 -453 -218 3,108 -137 103 93 -181 18 -674 -948
Percent of Open Interest Represented by Each Category of Trader
5.9 59.0 1.3 44.8 8.1 0.9 26.7 13.8 5.3 2.8 4.3 1.1 11.2 6.2
Number of Traders in Each Category Total Traders: 228
17 21 5 30 18 10 53 47 25 13 28 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 364,675
Positions
21,484 215,103 4,849 163,418 29,472 3,145 97,377 50,207 19,289 10,099 15,794 4,158 40,856 22,658
Changes from: October 28, 2014 Total Change is: 14,060
-2,113 23,057 81 3,944 -2,263 -1,092 15,540 -687 516 463 -904 92 -3,370 -4,740
Percent of Open Interest Represented by Each Category of Trader
5.9 59.0 1.3 44.8 8.1 0.9 26.7 13.8 5.3 2.8 4.3 1.1 11.2 6.2
Number of Traders in Each Category Total Traders: 228
17 21 5 30 18 10 53 47 25 13 28 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 385,781
Positions
114,775 66,848 21,961 120,941 144,879 22,765 75,183 98,416 5,751 7,296 8,132 636 16,474 16,394
Changes from: October 28, 2014 Total Change is: -16,040
-17,147 15,192 411 7,456 -15,321 -10,776 4,421 -219 -1,335 684 -2,731 42 204 -1,304
Percent of Open Interest Represented by Each Category of Trader
29.8 17.3 5.7 31.3 37.6 5.9 19.5 25.5 1.5 1.9 2.1 0.2 4.3 4.2
Number of Traders in Each Category Total Traders: 263
21 14 5 53 48 26 34 63 18 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 64,650
Positions
5,185 19,782 0 31,752 0 97 10,125 17,265 1,388 3,634 1,707 0 12,469 24,411
Changes from: October 28, 2014 Total Change is: 11,250
1,355 909 0 1,865 0 41 6,043 4,179 1,338 -1,463 710 -41 2,112 4,114
Percent of Open Interest Represented by Each Category of Trader
8.0 30.6 0.0 49.1 0.0 0.2 15.7 26.7 2.1 5.6 2.6 0.0 19.3 37.8
Number of Traders in Each Category Total Traders: 71
6 7 0 19 0 . 15 14 5 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 118,205
Positions
35,136 24,623 4,927 8,039 1,582 1,106 45,571 14,982 2,293 9,639 1,129 471 11,023 67,092
Changes from: October 28, 2014 Total Change is: 29,497
7,028 8,024 2,060 -1,040 1,058 140 18,629 7,191 609 771 -484 431 869 10,468
Percent of Open Interest Represented by Each Category of Trader
29.7 20.8 4.2 6.8 1.3 0.9 38.6 12.7 1.9 8.2 1.0 0.4 9.3 56.8
Number of Traders in Each Category Total Traders: 93
15 13 5 8 . . 37 6 7 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 116,206
Positions
9,655 66,489 492 67,563 28,106 5,565 24,079 8,892 2,778 881 988 0 5,193 2,896
Changes from: October 28, 2014 Total Change is: -1,649
-262 -885 -7 -1,162 -1,041 298 -424 948 -351 14 -17 0 245 -594
Percent of Open Interest Represented by Each Category of Trader
8.3 57.2 0.4 58.1 24.2 4.8 20.7 7.7 2.4 0.8 0.9 0.0 4.5 2.5
Number of Traders in Each Category Total Traders: 103
8 12 . 39 20 14 12 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 341,083
Positions
54,146 174,565 2,182 109,782 58,935 49,853 90,780 42,401 2,163 16,963 9,054 622 14,592 1,308
Changes from: October 28, 2014 Total Change is: 1,477
-3,423 6,943 -197 1,719 -2,781 34 1,851 -1,473 213 1,463 219 -446 263 -1,035
Percent of Open Interest Represented by Each Category of Trader
15.9 51.2 0.6 32.2 17.3 14.6 26.6 12.4 0.6 5.0 2.7 0.2 4.3 0.4
Number of Traders in Each Category Total Traders: 210
23 17 7 57 26 30 40 15 9 23 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 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 928,707
Positions
9,681 105,447 21,806 395,889 152,717 127,552 90,511 190,278 74,870 21,108 62,186 6,145 181,145 187,705
Changes from: October 28, 2014 Total Change is: -18,712
-663 5,106 708 -25,647 2,191 -1,000 1,651 -24,201 3,254 4,056 -8,891 -727 -344 4,847
Percent of Open Interest Represented by Each Category of Trader
1.0 11.4 2.3 42.6 16.4 13.7 9.7 20.5 8.1 2.3 6.7 0.7 19.5 20.2
Number of Traders in Each Category Total Traders: 175
6 17 13 34 35 40 31 31 42 11 10 10
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Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 518,597
Positions
25,579 77,826 346 253,993 32,439 86,210 21,738 209,412 7,807 7,117 7,002 60 115,747 97,495
Changes from: October 28, 2014 Total Change is: 6,973
-2,065 2,368 -176 -2,125 -9,956 7,067 3,229 7,845 264 1,507 0 0 -728 -439
Percent of Open Interest Represented by Each Category of Trader
4.9 15.0 0.1 49.0 6.3 16.6 4.2 40.4 1.5 1.4 1.4 0.0 22.3 18.8
Number of Traders in Each Category Total Traders: 83
. 7 . 40 11 25 6 12 11 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,369,547
Positions
92,113 182,059 7,187 240,231 498,064 91,322 621,213 184,546 71,834 122,557 174,506 19,182 103,908 140,847
Changes from: October 28, 2014 Total Change is: -62,777
-15,569 -31,156 3,061 -12,085 -17,696 2,010 -25,479 -30,945 3,319 -15,756 519 3,565 -5,844 4,546
Percent of Open Interest Represented by Each Category of Trader
6.7 13.3 0.5 17.5 36.4 6.7 45.4 13.5 5.2 8.9 12.7 1.4 7.6 10.3
Number of Traders in Each Category Total Traders: 266
13 29 7 40 47 36 52 30 35 17 38 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,385,496
Positions
122,924 158,469 219,778 1,018,315 785,989 453,140 486,744 692,468 347,365 308,174 172,501 113,509 315,547 442,278
Changes from: October 28, 2014 Total Change is: 118,184
21,009 14,164 43,009 13,927 -45,332 33,059 573 106,518 1,761 15,770 -10,075 8,854 -19,778 -33,773
Percent of Open Interest Represented by Each Category of Trader
3.6 4.7 6.5 30.1 23.2 13.4 14.4 20.5 10.3 9.1 5.1 3.4 9.3 13.1
Number of Traders in Each Category Total Traders: 382
25 32 43 40 82 73 53 68 82 31 51 34
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Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,264,553
Positions
105,080 133,734 85,118 450,151 573,202 338,972 563,006 205,391 267,922 149,128 226,298 51,341 253,836 382,574
Changes from: October 28, 2014 Total Change is: 66,255
16,764 3,951 -4,472 -29,776 62,113 -7,657 84,154 -807 22,672 18,129 -404 -1,898 -31,659 -7,242
Percent of Open Interest Represented by Each Category of Trader
4.6 5.9 3.8 19.9 25.3 15.0 24.9 9.1 11.8 6.6 10.0 2.3 11.2 16.9
Number of Traders in Each Category Total Traders: 287
19 28 28 38 46 48 56 46 50 18 36 16
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Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 663,313
Positions
264,446 137,894 186,542 0 9,071 15,147 19,597 113,553 91,007 15,693 15,669 36,454 34,426 57,974
Changes from: October 28, 2014 Total Change is: 2,439
-4,661 -9,850 649 0 212 865 12,869 9,983 -3,808 -2,164 3,469 2,058 -3,369 -1,138
Percent of Open Interest Represented by Each Category of Trader
39.9 20.8 28.1 0.0 1.4 2.3 3.0 17.1 13.7 2.4 2.4 5.5 5.2 8.7
Number of Traders in Each Category Total Traders: 99
16 24 28 0 . . 14 25 23 . 10 8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is19,610,455
Positions
2,310,411 2,001,655 4,232,383 1,113,948 843,695 529,886 1,480,407 1,426,258 7,458,289 409,299 604,528 1,208,213 867,618 1,305,547
Changes from: October 28, 2014 Total Change is: 619,369
41,367 94,467 45,346 198,952 35,437 36,460 78,583 138,157 203,498 44,873 -4,995 32,658 -62,368 38,341
Percent of Open Interest Represented by Each Category of Trader
11.8 10.2 21.6 5.7 4.3 2.7 7.5 7.3 38.0 2.1 3.1 6.2 4.4 6.7
Number of Traders in Each Category Total Traders: 326
25 65 88 13 29 31 44 89 113 8 47 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 49,353
Positions
31,612 5,132 0 7,396 11,732 4,931 4,586 18,670 55 620 8,640 0 153 193
Changes from: October 28, 2014 Total Change is: -2,753
-3,222 -390 0 0 -608 6 473 -1,220 0 0 -512 0 -10 -29
Percent of Open Interest Represented by Each Category of Trader
64.1 10.4 0.0 15.0 23.8 10.0 9.3 37.8 0.1 1.3 17.5 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 49
7 8 0 . 10 . 6 8 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 53,996
Positions
41,715 16,168 0 0 14,403 948 7,700 9,192 2,831 490 10,145 0 312 309
Changes from: October 28, 2014 Total Change is: 1,336
794 92 0 0 1,063 0 502 191 0 -35 0 0 75 -10
Percent of Open Interest Represented by Each Category of Trader
77.3 29.9 0.0 0.0 26.7 1.8 14.3 17.0 5.2 0.9 18.8 0.0 0.6 0.6
Number of Traders in Each Category Total Traders: 48
. 7 0 0 15 . 7 8 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 93,257
Positions
16,772 56,606 882 10,297 0 118 26,488 31,924 2,109 23,492 176 122 12,978 1,319
Changes from: October 28, 2014 Total Change is: 13,114
751 508 -3 1,668 0 -84 319 13,711 -272 8,577 -90 -475 2,633 -181
Percent of Open Interest Represented by Each Category of Trader
18.0 60.7 0.9 11.0 0.0 0.1 28.4 34.2 2.3 25.2 0.2 0.1 13.9 1.4
Number of Traders in Each Category Total Traders: 183
8 . . 17 0 . 47 17 15 88 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 354,875
Positions
48,829 86,743 39,879 27,150 20,374 47,398 80,730 44,036 55,072 9,502 5,803 24,982 21,333 30,588
Changes from: October 28, 2014 Total Change is: -720
-4,445 -16,602 909 17,732 -1,149 -1,335 -13,907 8,168 2,003 -2,812 -827 493 642 7,620
Percent of Open Interest Represented by Each Category of Trader
13.8 24.4 11.2 7.7 5.7 13.4 22.7 12.4 15.5 2.7 1.6 7.0 6.0 8.6
Number of Traders in Each Category Total Traders: 183
16 17 23 10 17 11 37 47 59 5 16 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 4, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 11,384
Positions
72 3,138 0 3,130 694 756 6,898 5,674 350 25 750 0 153 22
Changes from: October 28, 2014 Total Change is: -1,119
72 0 0 -5 66 -38 -1,055 -157 0 0 -1,000 0 -93 10
Percent of Open Interest Represented by Each Category of Trader
0.6 27.6 0.0 27.5 6.1 6.6 60.6 49.8 3.1 0.2 6.6 0.0 1.3 0.2
Number of Traders in Each Category Total Traders: 22
. . 0 5 . . 4 6 . . . 0
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Updated November 7, 2014