Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 126,594
Positions
29,319 1,954 7,989 18,036 3,954 2 13,953 50,921 16,011 14,917 3,814 2,514 23,855 39,436
Changes from: November 11, 2014 Total Change is: -2,225
-262 118 376 -354 117 -17 -748 -3,164 -1 281 288 -311 -1,190 368
Percent of Open Interest Represented by Each Category of Trader
23.2 1.5 6.3 14.2 3.1 0.0 11.0 40.2 12.6 11.8 3.0 2.0 18.8 31.2
Number of Traders in Each Category Total Traders: 81
8 . 10 5 5 . 14 27 18 8 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 67,274
Positions
40,941 3,754 2,349 1,662 3,538 707 9,562 30,004 4,828 503 0 0 6,722 22,095
Changes from: November 11, 2014 Total Change is: -378
-1,055 -186 81 442 328 264 -280 -858 616 0 0 0 -447 -624
Percent of Open Interest Represented by Each Category of Trader
60.9 5.6 3.5 2.5 5.3 1.1 14.2 44.6 7.2 0.7 0.0 0.0 10.0 32.8
Number of Traders in Each Category Total Traders: 48
7 . . . 5 . 13 17 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 210,309
Positions
76,791 29,067 5,646 9,099 43,085 4,958 53,505 45,627 25,478 5,018 13,731 6,075 23,740 36,641
Changes from: November 11, 2014 Total Change is: 24,527
16,109 3,602 61 -1,457 859 390 17 9,461 5,305 415 -1,134 1,412 2,274 4,570
Percent of Open Interest Represented by Each Category of Trader
36.5 13.8 2.7 4.3 20.5 2.4 25.4 21.7 12.1 2.4 6.5 2.9 11.3 17.4
Number of Traders in Each Category Total Traders: 112
8 8 9 6 15 8 31 28 22 8 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 309,406
Positions
139,086 14,196 12,756 27,464 33,619 1,346 39,369 110,290 38,316 16,101 19,451 15,400 19,568 64,031
Changes from: November 11, 2014 Total Change is: 19,622
10,575 -2,604 2,459 -389 424 -32 1,584 9,709 4,322 -1,689 2,221 1,846 947 1,277
Percent of Open Interest Represented by Each Category of Trader
45.0 4.6 4.1 8.9 10.9 0.4 12.7 35.6 12.4 5.2 6.3 5.0 6.3 20.7
Number of Traders in Each Category Total Traders: 148
15 . 8 10 18 9 23 50 27 10 19 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 569,263
Positions
269,120 54,025 31,428 42,183 87,641 12,691 52,549 183,458 62,492 44,933 24,063 14,802 39,066 98,663
Changes from: November 11, 2014 Total Change is: -1,096
84 -1,109 -897 91 3,090 121 -4,357 259 2,594 2,136 -1,054 -1,732 864 -2,369
Percent of Open Interest Represented by Each Category of Trader
47.3 9.5 5.5 7.4 15.4 2.2 9.2 32.2 11.0 7.9 4.2 2.6 6.9 17.3
Number of Traders in Each Category Total Traders: 238
20 14 12 15 29 22 31 61 37 27 41 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 145,117
Positions
76,673 12,266 8,708 1,415 10,622 1,926 21,556 32,685 11,798 519 26,096 3,289 19,234 37,728
Changes from: November 11, 2014 Total Change is: -6,474
-3,962 -608 704 0 -451 -94 -2,892 -3,888 212 -403 424 -160 122 -2,612
Percent of Open Interest Represented by Each Category of Trader
52.8 8.5 6.0 1.0 7.3 1.3 14.9 22.5 8.1 0.4 18.0 2.3 13.3 26.0
Number of Traders in Each Category Total Traders: 87
9 6 8 . 11 . 12 31 13 . 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 59,343
Positions
31,126 26,395 19,596 0 2,279 0 4,956 7,229 1,337 1,089 871 973 266 663
Changes from: November 11, 2014 Total Change is: 2,657
712 779 1,999 0 183 0 0 -477 0 -1 0 0 -52 173
Percent of Open Interest Represented by Each Category of Trader
52.5 44.5 33.0 0.0 3.8 0.0 8.4 12.2 2.3 1.8 1.5 1.6 0.4 1.1
Number of Traders in Each Category Total Traders: 32
8 10 6 0 . 0 . 6 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 167,844
Positions
50,631 43,196 3,745 53,771 1,614 0 26,349 80,729 26,221 2,961 6,870 256 3,910 5,214
Changes from: November 11, 2014 Total Change is: -1
1,615 1,825 -46 -338 156 0 2,330 1,047 -3,357 -494 355 220 69 -202
Percent of Open Interest Represented by Each Category of Trader
30.2 25.7 2.2 32.0 1.0 0.0 15.7 48.1 15.6 1.8 4.1 0.2 2.3 3.1
Number of Traders in Each Category Total Traders: 123
6 9 4 6 4 0 24 49 9 16 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 69,924
Positions
11,058 57,903 2,981 789 0 0 793 4,795 730 50,062 0 2,970 541 545
Changes from: November 11, 2014 Total Change is: -3,518
-252 2,972 -3,055 -302 0 0 -654 -843 463 3,414 0 -3,055 -77 0
Percent of Open Interest Represented by Each Category of Trader
15.8 82.8 4.3 1.1 0.0 0.0 1.1 6.9 1.0 71.6 0.0 4.2 0.8 0.8
Number of Traders in Each Category Total Traders: 25
4 6 . . 0 0 . 8 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 19,908
Positions
7,380 3,240 1 898 813 0 8,137 9,374 222 829 1,112 0 2,441 5,146
Changes from: November 11, 2014 Total Change is: 98
-170 211 -44 -140 254 0 -167 35 -88 172 -88 0 535 -182
Percent of Open Interest Represented by Each Category of Trader
37.1 16.3 0.0 4.5 4.1 0.0 40.9 47.1 1.1 4.2 5.6 0.0 12.3 25.8
Number of Traders in Each Category Total Traders: 63
6 6 . . 4 0 10 22 . 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 75,575
Positions
22,948 41,563 1,071 5,378 2,172 312 30,949 11,762 2,019 3,356 3,868 847 8,695 11,961
Changes from: November 11, 2014 Total Change is: 4,078
639 2,992 22 223 -3 -19 2,179 570 147 76 -229 81 728 517
Percent of Open Interest Represented by Each Category of Trader
30.4 55.0 1.4 7.1 2.9 0.4 41.0 15.6 2.7 4.4 5.1 1.1 11.5 15.8
Number of Traders in Each Category Total Traders: 108
16 15 4 11 . 4 24 19 8 10 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 151,151
Positions
45,897 83,126 2,143 10,755 4,344 624 61,897 23,525 4,038 6,712 7,736 1,695 17,390 23,921
Changes from: November 11, 2014 Total Change is: 8,156
1,278 5,983 45 446 -6 -37 4,359 1,140 294 152 -459 163 1,457 1,034
Percent of Open Interest Represented by Each Category of Trader
30.4 55.0 1.4 7.1 2.9 0.4 41.0 15.6 2.7 4.4 5.1 1.1 11.5 15.8
Number of Traders in Each Category Total Traders: 108
16 15 4 11 . 4 24 19 8 10 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,056,790
Positions
40,188 199,621 59,376 327,675 128,611 51,403 110,138 166,658 263,284 41,027 46,410 44,088 119,610 97,338
Changes from: November 11, 2014 Total Change is: 45,966
-2,000 17,133 7,805 11,499 -2,371 2 5,564 1,600 19,599 601 1,054 3,759 -863 -2,616
Percent of Open Interest Represented by Each Category of Trader
3.8 18.9 5.6 31.0 12.2 4.9 10.4 15.8 24.9 3.9 4.4 4.2 11.3 9.2
Number of Traders in Each Category Total Traders: 654
31 43 41 122 58 80 103 140 124 79 76 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 262,893
Positions
19,513 56,983 8,018 60,119 29,608 4,495 13,028 17,335 76,301 10,987 9,324 17,962 52,468 42,867
Changes from: November 11, 2014 Total Change is: 12,275
-1,691 2,878 1,190 1,452 -1,087 271 2,728 3,428 6,829 -440 35 1,994 -59 -3,264
Percent of Open Interest Represented by Each Category of Trader
7.4 21.7 3.0 22.9 11.3 1.7 5.0 6.6 29.0 4.2 3.5 6.8 20.0 16.3
Number of Traders in Each Category Total Traders: 110
7 12 6 17 9 9 19 20 37 12 12 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 3,969,484
Positions
199,690 809,505 160,476 1,382,954 540,186 189,367 569,184 830,253 851,280 152,400 187,634 128,427 335,707 272,356
Changes from: November 11, 2014 Total Change is: 168,453
-15,808 57,013 47,339 56,195 -459 -7,304 24,872 1,552 53,153 5,487 5,379 8,541 -4,020 3,239
Percent of Open Interest Represented by Each Category of Trader
5.0 20.4 4.0 34.8 13.6 4.8 14.3 20.9 21.4 3.8 4.7 3.2 8.5 6.9
Number of Traders in Each Category Total Traders: 626
35 39 37 116 56 73 103 133 117 76 68 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 99,291
Positions
6,778 32,953 394 45,164 46,507 2,195 22,138 11,356 1,640 698 401 0 20,284 3,845
Changes from: November 11, 2014 Total Change is: 1,969
-3,304 1,079 202 2,988 1,215 -395 3,386 -1,585 989 0 0 0 -1,897 464
Percent of Open Interest Represented by Each Category of Trader
6.8 33.2 0.4 45.5 46.8 2.2 22.3 11.4 1.7 0.7 0.4 0.0 20.4 3.9
Number of Traders in Each Category Total Traders: 96
7 11 . 37 11 14 15 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 91,464
Positions
4,263 49,420 6,605 37,133 5,817 695 22,239 10,745 7,137 3,048 3,313 999 9,346 6,732
Changes from: November 11, 2014 Total Change is: 6,945
-337 576 1,128 1,789 -13 152 725 1,275 2,335 224 126 172 758 1,194
Percent of Open Interest Represented by Each Category of Trader
4.7 54.0 7.2 40.6 6.4 0.8 24.3 11.7 7.8 3.3 3.6 1.1 10.2 7.4
Number of Traders in Each Category Total Traders: 258
20 23 14 34 19 10 66 48 27 19 29 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 11,514
Positions
4,779 8,758 100 894 0 0 1,914 1,729 0 838 0 0 2,989 927
Changes from: November 11, 2014 Total Change is: 1,794
-47 700 0 3 0 0 1,053 792 0 0 0 0 785 302
Percent of Open Interest Represented by Each Category of Trader
41.5 76.1 0.9 7.8 0.0 0.0 16.6 15.0 0.0 7.3 0.0 0.0 26.0 8.1
Number of Traders in Each Category Total Traders: 21
5 6 . . 0 0 5 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 399,751
Positions
20,277 226,171 9,667 181,195 29,086 3,476 110,189 53,647 27,121 11,048 16,563 4,997 31,782 29,023
Changes from: November 11, 2014 Total Change is: 25,754
-36 793 4,225 8,930 -63 761 3,324 7,380 6,709 1,118 628 860 -137 4,460
Percent of Open Interest Represented by Each Category of Trader
5.1 56.6 2.4 45.3 7.3 0.9 27.6 13.4 6.8 2.8 4.1 1.2 8.0 7.3
Number of Traders in Each Category Total Traders: 256
18 25 10 34 19 10 65 49 25 17 29 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 386,504
Positions
104,648 71,909 21,511 122,781 139,281 24,935 78,962 95,952 5,908 6,554 8,386 617 20,589 18,005
Changes from: November 11, 2014 Total Change is: 193
-2,270 2,565 -339 -4,285 -773 2,183 1,420 -4,111 -222 6 456 49 3,652 385
Percent of Open Interest Represented by Each Category of Trader
27.1 18.6 5.6 31.8 36.0 6.5 20.4 24.8 1.5 1.7 2.2 0.2 5.3 4.7
Number of Traders in Each Category Total Traders: 261
21 13 6 52 43 26 43 61 21 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 70,753
Positions
4,984 19,725 161 31,479 0 82 15,657 24,301 918 4,589 1,533 0 12,883 24,033
Changes from: November 11, 2014 Total Change is: 2,309
141 -173 161 -359 0 16 4,559 1,560 234 -1,474 151 0 -969 360
Percent of Open Interest Represented by Each Category of Trader
7.0 27.9 0.2 44.5 0.0 0.1 22.1 34.3 1.3 6.5 2.2 0.0 18.2 34.0
Number of Traders in Each Category Total Traders: 73
7 8 . 21 0 . 16 13 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 126,538
Positions
34,549 23,156 4,654 9,264 2,031 1,119 52,155 19,180 2,787 10,958 1,908 1 11,051 71,702
Changes from: November 11, 2014 Total Change is: -1,070
-1,447 -2,833 1,328 314 -1,175 2 -3,563 1,565 681 1,930 840 -288 -27 -1,190
Percent of Open Interest Represented by Each Category of Trader
27.3 18.3 3.7 7.3 1.6 0.9 41.2 15.2 2.2 8.7 1.5 0.0 8.7 56.7
Number of Traders in Each Category Total Traders: 101
15 13 4 10 . . 36 9 10 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 122,704
Positions
8,329 69,920 476 70,374 28,814 5,466 27,815 11,280 2,684 1,076 988 0 6,484 3,076
Changes from: November 11, 2014 Total Change is: 4,641
-416 2,299 -21 1,400 1,339 -330 2,548 1,139 -32 201 0 0 1,291 247
Percent of Open Interest Represented by Each Category of Trader
6.8 57.0 0.4 57.4 23.5 4.5 22.7 9.2 2.2 0.9 0.8 0.0 5.3 2.5
Number of Traders in Each Category Total Traders: 105
8 12 . 39 20 14 12 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 339,323
Positions
52,299 178,507 2,534 114,499 51,085 50,887 83,864 43,822 1,534 18,543 9,219 395 14,768 1,340
Changes from: November 11, 2014 Total Change is: 1,612
769 3,369 289 1,344 -2,307 10 -1,193 358 205 1,011 -82 28 -851 -258
Percent of Open Interest Represented by Each Category of Trader
15.4 52.6 0.7 33.7 15.1 15.0 24.7 12.9 0.5 5.5 2.7 0.1 4.4 0.4
Number of Traders in Each Category Total Traders: 209
25 17 8 57 24 28 36 17 9 24 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 913,787
Positions
9,323 128,912 22,133 382,527 147,068 121,816 94,601 195,892 72,051 21,698 40,529 7,269 182,369 178,117
Changes from: November 11, 2014 Total Change is: -5,728
-634 9,776 -1,946 -12,312 1,215 -3,003 10,852 864 1,723 3,419 -11,083 -203 -3,624 -3,071
Percent of Open Interest Represented by Each Category of Trader
1.0 14.1 2.4 41.9 16.1 13.3 10.4 21.4 7.9 2.4 4.4 0.8 20.0 19.5
Number of Traders in Each Category Total Traders: 174
7 15 13 35 34 40 35 26 40 10 12 10
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Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 534,415
Positions
21,634 84,701 1,042 259,495 32,641 84,241 32,494 220,259 9,230 7,117 7,002 60 119,102 95,240
Changes from: November 11, 2014 Total Change is: 19,535
200 5,152 473 2,007 -787 2,798 9,103 14,032 770 0 0 0 4,183 -2,904
Percent of Open Interest Represented by Each Category of Trader
4.0 15.8 0.2 48.6 6.1 15.8 6.1 41.2 1.7 1.3 1.3 0.0 22.3 17.8
Number of Traders in Each Category Total Traders: 86
. 9 4 40 10 25 9 12 13 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,563,307
Positions
77,457 158,527 27,566 259,466 516,024 104,575 749,282 220,751 113,633 106,353 257,853 20,477 104,499 143,900
Changes from: November 11, 2014 Total Change is: 115,456
-22,357 3,565 12,174 14,974 5,696 7,962 91,470 12,413 35,162 -6,358 50,568 -1,032 -16,540 -11,053
Percent of Open Interest Represented by Each Category of Trader
5.0 10.1 1.8 16.6 33.0 6.7 47.9 14.1 7.3 6.8 16.5 1.3 6.7 9.2
Number of Traders in Each Category Total Traders: 265
13 27 10 39 47 37 52 32 39 19 35 12
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Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 3,522,494
Positions
109,513 170,788 256,154 1,054,637 827,296 380,632 469,732 717,804 407,043 366,694 168,668 132,504 345,585 461,605
Changes from: November 11, 2014 Total Change is: 117,303
-8,505 12,138 36,110 10,292 34,616 -32,835 5,530 28,811 49,440 41,766 -371 8,138 7,367 -18,743
Percent of Open Interest Represented by Each Category of Trader
3.1 4.8 7.3 29.9 23.5 10.8 13.3 20.4 11.6 10.4 4.8 3.8 9.8 13.1
Number of Traders in Each Category Total Traders: 395
23 36 46 39 81 73 63 68 95 32 53 32
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Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 2,319,666
Positions
99,898 150,645 75,500 443,517 607,656 328,130 623,815 217,899 277,847 152,658 221,316 56,973 261,328 383,699
Changes from: November 11, 2014 Total Change is: 36,274
-9,071 8,072 -3,518 12,403 35,239 -21,441 29,674 15,722 -113 1,648 638 4,740 21,952 -3,066
Percent of Open Interest Represented by Each Category of Trader
4.3 6.5 3.3 19.1 26.2 14.1 26.9 9.4 12.0 6.6 9.5 2.5 11.3 16.5
Number of Traders in Each Category Total Traders: 282
13 32 25 38 50 49 42 55 52 16 36 14
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Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 715,038
Positions
295,076 164,533 188,453 0 3,697 19,119 26,306 128,188 92,250 16,660 16,431 45,981 31,193 56,386
Changes from: November 11, 2014 Total Change is: 24,793
13,948 15,763 4,796 0 -5,379 4,219 411 -1,455 2,630 -4,533 -173 6,439 -3,118 -2,048
Percent of Open Interest Represented by Each Category of Trader
41.3 23.0 26.4 0.0 0.5 2.7 3.7 17.9 12.9 2.3 2.3 6.4 4.4 7.9
Number of Traders in Each Category Total Traders: 105
17 26 34 0 . . 16 24 25 . 11 8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 is19,039,738
Positions
2,168,767 2,050,930 4,089,199 1,178,757 877,442 515,574 1,513,778 1,302,750 7,167,054 411,506 564,639 1,150,176 844,928 1,321,975
Changes from: November 11, 2014 Total Change is: -664,236
-82,147 34,317 -135,728 75,512 1,481 -26,174 -15,665 -68,244 -424,761 -24,877 -19,967 -58,553 28,157 33,392
Percent of Open Interest Represented by Each Category of Trader
11.4 10.8 21.5 6.2 4.6 2.7 8.0 6.8 37.6 2.2 3.0 6.0 4.4 6.9
Number of Traders in Each Category Total Traders: 321
23 68 89 12 30 30 41 87 110 9 46 41
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Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 50,591
Positions
33,596 6,064 0 4,625 11,465 4,935 6,152 19,135 50 1,112 8,640 29 92 273
Changes from: November 11, 2014 Total Change is: 136
209 554 0 -1,039 -515 4 964 -163 0 -12 109 29 -19 118
Percent of Open Interest Represented by Each Category of Trader
66.4 12.0 0.0 9.1 22.7 9.8 12.2 37.8 0.1 2.2 17.1 0.1 0.2 0.5
Number of Traders in Each Category Total Traders: 48
6 10 0 . 10 4 4 8 . . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 53,863
Positions
40,520 16,111 0 0 14,491 1,013 8,916 8,908 2,831 427 10,392 0 156 117
Changes from: November 11, 2014 Total Change is: 47
-1,026 327 0 0 -152 0 1,078 -144 0 20 -3 0 -25 19
Percent of Open Interest Represented by Each Category of Trader
75.2 29.9 0.0 0.0 26.9 1.9 16.6 16.5 5.3 0.8 19.3 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 47
5 5 0 0 14 . 7 6 . . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 91,732
Positions
15,409 57,054 844 11,952 86 86 28,642 29,771 2,032 19,874 359 177 12,715 1,322
Changes from: November 11, 2014 Total Change is: -4,445
-1,326 56 1 656 86 -5 1,543 -778 -38 -1,283 149 6 -3,998 -3,922
Percent of Open Interest Represented by Each Category of Trader
16.8 62.2 0.9 13.0 0.1 0.1 31.2 32.5 2.2 21.7 0.4 0.2 13.9 1.4
Number of Traders in Each Category Total Traders: 167
7 . . 16 . . 46 18 13 72 . 5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 18, 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 385,463
Positions
45,533 79,726 50,836 50,476 25,810 44,478 75,010 58,615 58,948 10,311 7,621 27,973 21,898 31,456
Changes from: November 11, 2014 Total Change is: -7,471
-7,079 -16,276 6,832 20,625 -1,126 -2,369 -20,086 3,921 -1,666 164 450 -578 -3,314 3,341
Percent of Open Interest Represented by Each Category of Trader
11.8 20.7 13.2 13.1 6.7 11.5 19.5 15.2 15.3 2.7 2.0 7.3 5.7 8.2
Number of Traders in Each Category Total Traders: 188
16 16 22 7 18 13 38 49 53 8 18 24
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Updated November 21, 2014