Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 136,950
Positions
40,205 2,878 9,420 22,755 5,074 81 8,054 49,587 20,133 8,509 5,778 3,768 24,024 40,230
Changes from: February 10, 2015 Total Change is: -4,411
-2,177 300 -453 -41 49 63 -2,110 -2,421 -271 1,137 -422 419 -980 -1,677
Percent of Open Interest Represented by Each Category of Trader
29.4 2.1 6.9 16.6 3.7 0.1 5.9 36.2 14.7 6.2 4.2 2.8 17.5 29.4
Number of Traders in Each Category Total Traders: 81
8 4 9 7 7 . 10 25 14 9 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 43,721
Positions
18,000 5,087 489 1,712 2,512 13 6,007 11,641 6,963 0 2,390 471 10,067 14,155
Changes from: February 10, 2015 Total Change is: -344
352 -203 -1 -34 -50 0 -1,081 -977 210 0 -16 22 188 670
Percent of Open Interest Represented by Each Category of Trader
41.2 11.6 1.1 3.9 5.7 0.0 13.7 26.6 15.9 0.0 5.5 1.1 23.0 32.4
Number of Traders in Each Category Total Traders: 30
5 . 4 . . . 8 8 8 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 207,343
Positions
99,155 9,542 6,988 8,149 54,994 4,007 33,296 56,555 26,770 4,992 11,389 4,592 19,394 32,504
Changes from: February 10, 2015 Total Change is: -2,879
-11,892 -308 -59 1,143 -1,567 1,091 2,844 -1,560 663 906 -381 824 1,602 -1,582
Percent of Open Interest Represented by Each Category of Trader
47.8 4.6 3.4 3.9 26.5 1.9 16.1 27.3 12.9 2.4 5.5 2.2 9.4 15.7
Number of Traders in Each Category Total Traders: 108
10 4 10 6 19 8 21 31 19 9 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 242,658
Positions
81,487 20,753 10,374 39,281 30,742 3,601 10,932 70,898 24,444 48,413 12,025 7,150 16,976 62,672
Changes from: February 10, 2015 Total Change is: 173
-8,086 2,098 1,127 8,593 -1,865 561 -3,690 -7,692 1,071 -949 5,434 223 1,322 -786
Percent of Open Interest Represented by Each Category of Trader
33.6 8.6 4.3 16.2 12.7 1.5 4.5 29.2 10.1 20.0 5.0 2.9 7.0 25.8
Number of Traders in Each Category Total Traders: 128
14 5 8 9 19 8 12 43 22 9 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 551,088
Positions
236,060 16,266 30,718 41,067 91,609 20,748 23,341 169,572 72,258 68,001 34,691 17,621 41,274 97,606
Changes from: February 10, 2015 Total Change is: -8,423
-6,736 1,700 -165 2,344 2,638 315 894 -6,559 -1,927 -2,190 -5,025 -1,622 664 2,222
Percent of Open Interest Represented by Each Category of Trader
42.8 3.0 5.6 7.5 16.6 3.8 4.2 30.8 13.1 12.3 6.3 3.2 7.5 17.7
Number of Traders in Each Category Total Traders: 244
21 12 15 23 35 29 26 65 39 28 34 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 156,350
Positions
89,587 509 7,098 1,084 16,453 2,782 17,443 55,763 11,616 7,409 13,591 2,892 16,438 45,646
Changes from: February 10, 2015 Total Change is: 6,097
1,506 250 40 -159 491 84 2,644 3,543 -74 1,327 1,937 -189 917 14
Percent of Open Interest Represented by Each Category of Trader
57.3 0.3 4.5 0.7 10.5 1.8 11.2 35.7 7.4 4.7 8.7 1.8 10.5 29.2
Number of Traders in Each Category Total Traders: 95
10 . 9 . 13 6 15 34 15 6 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 47,782
Positions
33,210 29,914 3,487 100 6,050 0 5,733 3,210 737 2,016 1,135 1,936 563 1,313
Changes from: February 10, 2015 Total Change is: -904
1,040 190 0 0 490 0 -1,671 -448 -35 1,087 -221 -1,346 21 466
Percent of Open Interest Represented by Each Category of Trader
69.5 62.6 7.3 0.2 12.7 0.0 12.0 6.7 1.5 4.2 2.4 4.1 1.2 2.7
Number of Traders in Each Category Total Traders: 29
9 8 7 . . 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 176,058
Positions
55,112 56,999 980 51,621 3,121 494 24,639 62,208 35,819 3,647 9,301 200 3,545 6,936
Changes from: February 10, 2015 Total Change is: 945
-143 7,056 77 -161 218 0 2,400 -2,845 -3,460 1,302 22 194 736 -317
Percent of Open Interest Represented by Each Category of Trader
31.3 32.4 0.6 29.3 1.8 0.3 14.0 35.3 20.3 2.1 5.3 0.1 2.0 3.9
Number of Traders in Each Category Total Traders: 118
6 12 4 . 7 . 23 43 12 12 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,759
Positions
7,293 10,384 5,342 0 1,177 0 5,388 1,272 491 757 224 2,746 742 1,123
Changes from: February 10, 2015 Total Change is: -1,885
3,248 -2,800 1,492 0 10 0 -6,632 -288 -62 235 -102 0 -166 -135
Percent of Open Interest Represented by Each Category of Trader
32.0 45.6 23.5 0.0 5.2 0.0 23.7 5.6 2.2 3.3 1.0 12.1 3.3 4.9
Number of Traders in Each Category Total Traders: 21
4 . . 0 . 0 4 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,701
Positions
13,216 378 49 793 1,601 0 9,871 14,507 1,318 255 3,243 0 2,199 6,605
Changes from: February 10, 2015 Total Change is: 1,107
-705 209 1 -95 0 0 1,362 376 593 -310 179 0 261 -251
Percent of Open Interest Represented by Each Category of Trader
47.7 1.4 0.2 2.9 5.8 0.0 35.6 52.4 4.8 0.9 11.7 0.0 7.9 23.8
Number of Traders in Each Category Total Traders: 62
9 . . . . 0 11 26 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 60,557
Positions
16,693 39,143 778 4,618 1,796 495 23,557 6,931 1,061 2,068 3,695 637 10,651 6,021
Changes from: February 10, 2015 Total Change is: 5,321
-188 4,263 142 614 0 -38 4,326 464 72 -110 340 89 414 -11
Percent of Open Interest Represented by Each Category of Trader
27.6 64.6 1.3 7.6 3.0 0.8 38.9 11.4 1.8 3.4 6.1 1.1 17.6 9.9
Number of Traders in Each Category Total Traders: 91
14 15 4 10 . . 23 11 7 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 121,113
Positions
33,385 78,287 1,556 9,236 3,591 990 47,113 13,863 2,122 4,136 7,390 1,273 21,302 12,042
Changes from: February 10, 2015 Total Change is: 10,642
-377 8,526 284 1,227 0 -75 8,653 928 145 -221 680 177 828 -22
Percent of Open Interest Represented by Each Category of Trader
27.6 64.6 1.3 7.6 3.0 0.8 38.9 11.4 1.8 3.4 6.1 1.1 17.6 9.9
Number of Traders in Each Category Total Traders: 91
14 15 4 10 . . 23 11 7 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 891,748
Positions
31,735 172,796 47,379 302,294 114,552 54,420 99,599 146,117 162,211 29,394 52,257 32,559 132,156 109,456
Changes from: February 10, 2015 Total Change is: 22,355
-1,205 -1,665 3,852 -3,262 -4,532 4,869 -1,240 -1,509 15,636 -305 592 2,352 1,658 2,759
Percent of Open Interest Represented by Each Category of Trader
3.6 19.4 5.3 33.9 12.8 6.1 11.2 16.4 18.2 3.3 5.9 3.7 14.8 12.3
Number of Traders in Each Category Total Traders: 639
34 38 42 123 63 83 92 131 112 88 68 83
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 226,175
Positions
33,387 47,982 3,017 51,898 24,069 3,219 10,338 5,090 57,357 6,477 12,693 13,042 47,441 59,706
Changes from: February 10, 2015 Total Change is: 8,657
378 -4,108 437 -1,583 1,288 168 447 -1,545 8,875 34 -905 1,207 -1,305 3,240
Percent of Open Interest Represented by Each Category of Trader
14.8 21.2 1.3 22.9 10.6 1.4 4.6 2.3 25.4 2.9 5.6 5.8 21.0 26.4
Number of Traders in Each Category Total Traders: 97
9 8 8 13 9 9 24 12 35 10 10 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,327,863
Positions
159,777 792,101 53,778 1,288,678 489,115 219,304 489,131 747,966 481,442 116,410 199,642 95,765 423,579 248,751
Changes from: February 10, 2015 Total Change is: 68,490
4,364 24,496 4,796 -11,311 -32,013 26,423 -15,121 -6,510 40,494 -2,254 6,925 6,284 14,816 -2,404
Percent of Open Interest Represented by Each Category of Trader
4.8 23.8 1.6 38.7 14.7 6.6 14.7 22.5 14.5 3.5 6.0 2.9 12.7 7.5
Number of Traders in Each Category Total Traders: 610
36 36 37 119 59 78 91 125 105 83 61 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 87,692
Positions
6,433 18,441 221 44,362 44,156 2,731 20,077 12,026 2,018 454 854 0 11,396 7,245
Changes from: February 10, 2015 Total Change is: 2,712
-87 3,685 -4 1,101 -2,545 152 1,411 193 142 -225 97 0 222 992
Percent of Open Interest Represented by Each Category of Trader
7.3 21.0 0.3 50.6 50.4 3.1 22.9 13.7 2.3 0.5 1.0 0.0 13.0 8.3
Number of Traders in Each Category Total Traders: 90
7 9 . 35 12 16 12 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 86,715
Positions
3,236 43,302 11,811 30,672 6,265 586 21,920 10,988 4,125 3,299 2,052 731 10,334 6,855
Changes from: February 10, 2015 Total Change is: 21,486
-1,745 6,207 11,435 4,909 -584 -29 3,315 -86 964 973 -27 20 1,644 3,584
Percent of Open Interest Represented by Each Category of Trader
3.7 49.9 13.6 35.4 7.2 0.7 25.3 12.7 4.8 3.8 2.4 0.8 11.9 7.9
Number of Traders in Each Category Total Traders: 227
15 20 11 30 17 7 58 44 24 24 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,878
Positions
11,389 14,393 0 2,279 0 0 1,410 226 0 921 0 0 1,879 3,259
Changes from: February 10, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
63.7 80.5 0.0 12.7 0.0 0.0 7.9 1.3 0.0 5.2 0.0 0.0 10.5 18.2
Number of Traders in Each Category Total Traders: 20
8 4 0 . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 344,181
Positions
15,152 200,460 3,141 141,967 31,323 2,928 105,893 57,155 17,280 11,890 10,261 3,655 42,274 17,978
Changes from: February 10, 2015 Total Change is: 18,036
-9,756 14,985 1,261 13,148 -2,922 -144 12,869 1,787 1,477 259 -133 100 -1,179 1,624
Percent of Open Interest Represented by Each Category of Trader
4.4 58.2 0.9 41.2 9.1 0.9 30.8 16.6 5.0 3.5 3.0 1.1 12.3 5.2
Number of Traders in Each Category Total Traders: 223
14 20 5 30 17 7 58 43 22 22 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 343,000
Positions
99,283 58,733 7,893 126,600 131,635 15,225 57,550 97,991 7,439 7,895 9,356 932 20,182 13,795
Changes from: February 10, 2015 Total Change is: 4,166
496 4,839 -51 1,175 -4,899 669 1,305 5,281 240 377 -668 25 -70 -1,269
Percent of Open Interest Represented by Each Category of Trader
28.9 17.1 2.3 36.9 38.4 4.4 16.8 28.6 2.2 2.3 2.7 0.3 5.9 4.0
Number of Traders in Each Category Total Traders: 259
17 16 . 56 45 26 40 53 15 16 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 54,081
Positions
2,166 23,653 111 28,160 0 119 6,055 18,247 775 5,835 4,380 0 10,860 6,796
Changes from: February 10, 2015 Total Change is: 426
532 150 0 89 0 -3 285 56 -266 -329 -713 0 118 1,202
Percent of Open Interest Represented by Each Category of Trader
4.0 43.7 0.2 52.1 0.0 0.2 11.2 33.7 1.4 10.8 8.1 0.0 20.1 12.6
Number of Traders in Each Category Total Traders: 60
6 7 . 21 0 . 10 10 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 115,497
Positions
34,213 5,516 2,931 8,720 5,623 1,076 50,675 6,722 2,945 4,662 1,804 50 10,225 88,830
Changes from: February 10, 2015 Total Change is: 2,847
307 766 685 -222 659 252 2,700 -1,673 -1,574 146 -833 50 503 4,515
Percent of Open Interest Represented by Each Category of Trader
29.6 4.8 2.5 7.5 4.9 0.9 43.9 5.8 2.5 4.0 1.6 0.0 8.9 76.9
Number of Traders in Each Category Total Traders: 94
18 8 4 10 6 . 38 6 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 139,006
Positions
11,496 75,016 598 82,614 42,335 4,128 28,536 8,846 3,442 2,098 735 0 6,094 3,906
Changes from: February 10, 2015 Total Change is: 2,706
580 2,881 367 -314 -1,278 317 914 -265 193 385 -90 0 264 581
Percent of Open Interest Represented by Each Category of Trader
8.3 54.0 0.4 59.4 30.5 3.0 20.5 6.4 2.5 1.5 0.5 0.0 4.4 2.8
Number of Traders in Each Category Total Traders: 112
8 13 . 38 21 20 14 10 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 358,879
Positions
51,894 177,365 3,939 159,988 69,711 33,282 66,131 55,277 8,234 18,554 6,327 1,896 14,961 2,848
Changes from: February 10, 2015 Total Change is: -1,784
-6,908 -11,707 100 4,724 -2,105 2,278 -3,803 7,998 2,536 229 215 1 -941 -1,100
Percent of Open Interest Represented by Each Category of Trader
14.5 49.4 1.1 44.6 19.4 9.3 18.4 15.4 2.3 5.2 1.8 0.5 4.2 0.8
Number of Traders in Each Category Total Traders: 220
17 24 7 58 29 28 31 26 11 26 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 843,661
Positions
8,303 83,176 37,877 260,396 155,263 128,916 87,885 98,777 108,312 17,247 36,747 22,444 172,282 172,149
Changes from: February 10, 2015 Total Change is: 14,638
2,084 6,234 313 -10,172 448 -2,475 9,393 -15,090 13,710 -996 2,069 5,822 -3,043 3,607
Percent of Open Interest Represented by Each Category of Trader
1.0 9.9 4.5 30.9 18.4 15.3 10.4 11.7 12.8 2.0 4.4 2.7 20.4 20.4
Number of Traders in Each Category Total Traders: 170
4 16 15 36 32 42 28 31 43 10 13 11
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Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
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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 577,385
Positions
23,229 49,507 18,957 248,863 52,044 94,742 37,972 236,048 24,895 7,354 12,819 1,848 119,525 86,525
Changes from: February 10, 2015 Total Change is: 36,008
2,695 -10,019 1,850 3,478 782 8,118 11,429 30,329 6,447 1,804 370 1,789 -1,602 -3,657
Percent of Open Interest Represented by Each Category of Trader
4.0 8.6 3.3 43.1 9.0 16.4 6.6 40.9 4.3 1.3 2.2 0.3 20.7 15.0
Number of Traders in Each Category Total Traders: 96
4 6 5 37 12 28 11 19 17 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,686,097
Positions
100,112 194,760 40,887 261,236 471,823 143,584 705,713 201,011 202,788 107,871 251,423 24,359 99,547 155,463
Changes from: February 10, 2015 Total Change is: 155,033
-544 31,833 5,615 -5,330 25,999 -2,600 58,659 13,331 74,132 27,916 7,699 3,900 -6,714 -4,876
Percent of Open Interest Represented by Each Category of Trader
5.9 11.6 2.4 15.5 28.0 8.5 41.9 11.9 12.0 6.4 14.9 1.4 5.9 9.2
Number of Traders in Each Category Total Traders: 276
12 42 13 43 42 41 46 36 42 15 40 14
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Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,510,074
Positions
171,737 142,534 300,676 669,408 855,825 403,785 523,341 516,425 552,372 404,442 170,236 123,686 360,628 444,536
Changes from: February 10, 2015 Total Change is: 122,168
17,838 9,223 39,448 81,837 8,749 -40,559 -26,284 45,346 61,153 8,466 15,945 1,404 -21,135 -18,541
Percent of Open Interest Represented by Each Category of Trader
4.9 4.1 8.6 19.1 24.4 11.5 14.9 14.7 15.7 11.5 4.8 3.5 10.3 12.7
Number of Traders in Each Category Total Traders: 409
29 35 55 46 88 79 56 70 92 32 53 37
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Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,339,987
Positions
126,508 284,822 91,397 491,110 480,656 334,197 557,743 293,667 223,882 235,411 212,374 51,905 227,834 367,087
Changes from: February 10, 2015 Total Change is: 133,406
16,500 35,500 22,004 14,739 -77,795 30,191 12,382 51,718 38,645 22,356 18,148 8,026 -31,436 6,970
Percent of Open Interest Represented by Each Category of Trader
5.4 12.2 3.9 21.0 20.5 14.3 23.8 12.5 9.6 10.1 9.1 2.2 9.7 15.7
Number of Traders in Each Category Total Traders: 291
15 32 23 45 42 52 49 49 57 19 40 21
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Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 691,535
Positions
231,710 138,377 236,884 2,526 3,357 15,881 29,429 78,558 99,878 4,816 28,360 43,525 26,887 46,715
Changes from: February 10, 2015 Total Change is: -8,987
-19,533 -7,387 6,179 2,062 -1,062 568 5,095 -4,113 116 -8 -2,035 -730 -2,736 -523
Percent of Open Interest Represented by Each Category of Trader
33.5 20.0 34.3 0.4 0.5 2.3 4.3 11.4 14.4 0.7 4.1 6.3 3.9 6.8
Number of Traders in Each Category Total Traders: 109
19 26 35 . . . 16 27 31 . 9 7
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Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is19,119,639
Positions
2,019,907 1,548,469 4,227,348 345,134 987,061 691,653 1,839,569 1,022,173 7,250,781 477,887 664,251 1,383,765 883,594 1,344,139
Changes from: February 10, 2015 Total Change is: 50,192
37,736 -99,324 30,816 60,128 24,136 -26,415 -102,545 7,513 12,672 -5,140 -18,275 77,833 -34,894 41,235
Percent of Open Interest Represented by Each Category of Trader
10.6 8.1 22.1 1.8 5.2 3.6 9.6 5.3 37.9 2.5 3.5 7.2 4.6 7.0
Number of Traders in Each Category Total Traders: 311
35 53 84 12 32 32 53 70 104 11 41 41
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Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,991
Positions
26,171 9,824 0 546 15,586 3,876 23,942 16,963 0 1,267 9,540 47 142 155
Changes from: February 10, 2015 Total Change is: 1,035
875 265 0 -9 526 0 51 411 0 77 155 47 -6 -369
Percent of Open Interest Represented by Each Category of Trader
46.7 17.5 0.0 1.0 27.8 6.9 42.8 30.3 0.0 2.3 17.0 0.1 0.3 0.3
Number of Traders in Each Category Total Traders: 50
6 5 0 . 9 . 6 9 0 . 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 36,239
Positions
13,738 351 0 0 14,973 209 21,920 7,522 92 100 12,602 15 165 475
Changes from: February 10, 2015 Total Change is: 575
-558 -107 0 0 -102 0 1,300 -457 -129 0 1,353 -40 2 57
Percent of Open Interest Represented by Each Category of Trader
37.9 1.0 0.0 0.0 41.3 0.6 60.5 20.8 0.3 0.3 34.8 0.0 0.5 1.3
Number of Traders in Each Category Total Traders: 46
6 . 0 0 12 . 7 8 . . 11 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 116,374
Positions
14,350 89,667 1,104 10,283 1,362 104 22,923 17,848 4,068 40,945 81 105 22,491 2,034
Changes from: February 10, 2015 Total Change is: 792
467 -105 114 320 1,126 0 -2,276 -531 199 861 -125 -6 1,113 120
Percent of Open Interest Represented by Each Category of Trader
12.3 77.1 0.9 8.8 1.2 0.1 19.7 15.3 3.5 35.2 0.1 0.1 19.3 1.7
Number of Traders in Each Category Total Traders: 224
4 . . 14 . . 40 15 13 142 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 329,988
Positions
17,440 52,832 43,059 44,032 22,565 36,402 78,120 65,900 53,488 12,401 2,819 9,209 35,837 43,714
Changes from: February 10, 2015 Total Change is: 33,725
-1,603 -285 2,808 12,456 4,441 2,338 -5,075 166 5,839 -505 -738 -338 17,805 19,494
Percent of Open Interest Represented by Each Category of Trader
5.3 16.0 13.0 13.3 6.8 11.0 23.7 20.0 16.2 3.8 0.9 2.8 10.9 13.2
Number of Traders in Each Category Total Traders: 164
18 15 22 7 16 9 33 50 56 5 10 16
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Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 12,046
Positions
112 2,900 0 5,058 945 614 5,307 6,510 637 227 405 0 91 35
Changes from: February 10, 2015 Total Change is: -851
-26 0 0 28 0 -9 955 -862 0 -1,788 9 0 -11 11
Percent of Open Interest Represented by Each Category of Trader
0.9 24.1 0.0 42.0 7.8 5.1 44.1 54.0 5.3 1.9 3.4 0.0 0.8 0.3
Number of Traders in Each Category Total Traders: 25
. . 0 4 . . 6 7 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 13,676
Positions
2,606 7,409 900 8,134 0 0 846 4,824 122 417 0 0 651 421
Changes from: February 10, 2015 Total Change is: 769
-170 0 900 -77 0 0 -23 -175 121 17 0 0 1 -77
Percent of Open Interest Represented by Each Category of Trader
19.1 54.2 6.6 59.5 0.0 0.0 6.2 35.3 0.9 3.0 0.0 0.0 4.8 3.1
Number of Traders in Each Category Total Traders: 21
4 . . 8 0 0 . 4 . . 0 0
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Updated February 20, 2015