Traders in Financial Futures - Futures Only Positions as of December 2, 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 101,752
Positions
22,001 1,940 3,152 19,794 4,420 0 12,724 44,786 7,340 14,840 3,330 491 21,410 36,293
Changes from: November 25, 2014 Total Change is: -641
1,069 291 -179 1,001 -36 0 -3,087 -3,609 928 463 893 18 -854 1,053
Percent of Open Interest Represented by Each Category of Trader
21.6 1.9 3.1 19.5 4.3 0.0 12.5 44.0 7.2 14.6 3.3 0.5 21.0 35.7
Number of Traders in Each Category Total Traders: 79
9 . 8 7 6 0 12 26 14 9 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 63,659
Positions
40,639 3,067 1,189 1,662 3,657 707 8,837 31,006 1,610 840 0 0 8,175 22,423
Changes from: November 25, 2014 Total Change is: 2,622
-15 6 198 0 146 0 468 -257 929 3 0 0 1,039 1,600
Percent of Open Interest Represented by Each Category of Trader
63.8 4.8 1.9 2.6 5.7 1.1 13.9 48.7 2.5 1.3 0.0 0.0 12.8 35.2
Number of Traders in Each Category Total Traders: 48
7 . 4 . 5 . 11 18 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 174,875
Positions
88,838 15,989 1,589 9,597 46,020 3,974 40,141 48,274 10,176 4,719 14,600 1,244 14,597 33,009
Changes from: November 25, 2014 Total Change is: 3,145
4,014 -1 139 -50 1,026 -90 -1,418 80 4,514 261 449 -552 -3,673 -2,420
Percent of Open Interest Represented by Each Category of Trader
50.8 9.1 0.9 5.5 26.3 2.3 23.0 27.6 5.8 2.7 8.3 0.7 8.3 18.9
Number of Traders in Each Category Total Traders: 105
8 9 . 6 15 6 28 29 18 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 257,828
Positions
142,745 4,499 2,397 30,081 36,740 2,261 36,986 115,410 6,703 17,659 25,232 2,962 16,034 61,624
Changes from: November 25, 2014 Total Change is: 3,852
4,764 -1,859 93 632 -245 963 -2,768 -2,415 1,945 -994 3,166 151 -934 2,053
Percent of Open Interest Represented by Each Category of Trader
55.4 1.7 0.9 11.7 14.2 0.9 14.3 44.8 2.6 6.8 9.8 1.1 6.2 23.9
Number of Traders in Each Category Total Traders: 133
13 4 4 10 16 7 25 42 19 11 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 462,058
Positions
249,872 51,923 9,496 42,491 84,206 11,729 54,669 174,780 10,123 43,969 24,485 5,463 34,246 89,853
Changes from: November 25, 2014 Total Change is: -3,281
-10,430 894 543 -641 -2,953 -333 2,110 -6,008 3,421 -609 -155 132 2,526 1,178
Percent of Open Interest Represented by Each Category of Trader
54.1 11.2 2.1 9.2 18.2 2.5 11.8 37.8 2.2 9.5 5.3 1.2 7.4 19.4
Number of Traders in Each Category Total Traders: 227
20 15 9 16 28 17 29 62 19 26 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 133,675
Positions
82,168 11,144 1,188 2,248 13,354 888 24,327 44,543 3,924 471 22,514 563 17,898 35,557
Changes from: November 25, 2014 Total Change is: 6,667
3,473 109 369 833 1,913 -1 493 8,039 2,897 -124 -7,987 41 -1,314 1,287
Percent of Open Interest Represented by Each Category of Trader
61.5 8.3 0.9 1.7 10.0 0.7 18.2 33.3 2.9 0.4 16.8 0.4 13.4 26.6
Number of Traders in Each Category Total Traders: 93
10 7 4 . 11 . 16 32 11 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 64,987
Positions
34,234 29,838 19,440 0 3,332 0 5,012 6,109 1,341 1,157 896 3,365 438 666
Changes from: November 25, 2014 Total Change is: 4,873
5,599 4,448 -1,155 -200 899 0 -2,054 -1,916 113 74 25 2,392 104 67
Percent of Open Interest Represented by Each Category of Trader
52.7 45.9 29.9 0.0 5.1 0.0 7.7 9.4 2.1 1.8 1.4 5.2 0.7 1.0
Number of Traders in Each Category Total Traders: 29
8 9 8 0 . 0 . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 191,208
Positions
61,959 40,189 3,919 55,477 1,687 0 26,016 92,223 37,097 2,589 8,128 0 4,151 7,965
Changes from: November 25, 2014 Total Change is: 15,083
7,716 -2,514 125 1,970 145 0 4,504 12,838 1,558 -782 958 -104 96 2,077
Percent of Open Interest Represented by Each Category of Trader
32.4 21.0 2.0 29.0 0.9 0.0 13.6 48.2 19.4 1.4 4.3 0.0 2.2 4.2
Number of Traders in Each Category Total Traders: 133
6 10 . 5 4 0 27 55 11 12 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 63,330
Positions
4,619 52,654 3,015 612 0 0 2,294 3,603 0 49,056 647 2,970 764 441
Changes from: November 25, 2014 Total Change is: -9,218
-6,208 -5,204 -1,240 39 0 0 1,403 -891 -1,802 -918 647 -491 -1 -237
Percent of Open Interest Represented by Each Category of Trader
7.3 83.1 4.8 1.0 0.0 0.0 3.6 5.7 0.0 77.5 1.0 4.7 1.2 0.7
Number of Traders in Each Category Total Traders: 20
. 4 . . 0 0 . 7 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 20,448
Positions
6,553 3,080 54 1,132 813 0 8,667 9,789 626 979 1,021 0 2,437 5,065
Changes from: November 25, 2014 Total Change is: -648
-717 79 -8 282 0 0 -410 -931 193 332 -15 0 -320 34
Percent of Open Interest Represented by Each Category of Trader
32.0 15.1 0.3 5.5 4.0 0.0 42.4 47.9 3.1 4.8 5.0 0.0 11.9 24.8
Number of Traders in Each Category Total Traders: 67
5 5 . 4 4 0 12 24 6 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 75,115
Positions
22,208 45,366 548 5,585 1,950 271 34,009 11,246 256 3,120 4,286 0 9,121 11,194
Changes from: November 25, 2014 Total Change is: 3,294
-297 2,704 117 -99 143 43 2,848 380 228 14 419 0 441 -739
Percent of Open Interest Represented by Each Category of Trader
29.6 60.4 0.7 7.4 2.6 0.4 45.3 15.0 0.3 4.2 5.7 0.0 12.1 14.9
Number of Traders in Each Category Total Traders: 115
14 18 . 11 . 4 30 18 5 7 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 150,230
Positions
44,415 90,732 1,095 11,169 3,899 542 68,017 22,492 511 6,240 8,572 0 18,241 22,387
Changes from: November 25, 2014 Total Change is: 6,588
-593 5,407 234 -198 285 85 5,695 760 456 28 838 0 881 -1,477
Percent of Open Interest Represented by Each Category of Trader
29.6 60.4 0.7 7.4 2.6 0.4 45.3 15.0 0.3 4.2 5.7 0.0 12.1 14.9
Number of Traders in Each Category Total Traders: 115
14 18 . 11 . 4 30 18 5 7 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 776,987
Positions
40,171 206,130 47,390 324,297 123,492 48,510 126,690 173,582 48,025 38,968 50,570 6,352 96,584 72,936
Changes from: November 25, 2014 Total Change is: 4,300
-715 5,494 1,033 -5,680 -598 843 13,488 1,963 3,177 -1,390 -33 172 -6,629 -7,752
Percent of Open Interest Represented by Each Category of Trader
5.2 26.5 6.1 41.7 15.9 6.2 16.3 22.3 6.2 5.0 6.5 0.8 12.4 9.4
Number of Traders in Each Category Total Traders: 598
31 43 25 130 59 77 99 129 84 54 51 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 154,699
Positions
19,593 60,508 2,581 58,859 25,442 2,051 15,814 21,744 2,175 10,447 10,184 3,365 39,814 26,649
Changes from: November 25, 2014 Total Change is: -757
1,816 2,245 -100 -1,444 -109 126 1,364 2,051 607 -247 507 145 -3,024 -6,229
Percent of Open Interest Represented by Each Category of Trader
12.7 39.1 1.7 38.0 16.4 1.3 10.2 14.1 1.4 6.8 6.6 2.2 25.7 17.2
Number of Traders in Each Category Total Traders: 85
7 11 . 17 7 6 17 14 10 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 3,111,438
Positions
199,051 824,274 127,881 1,378,844 541,906 180,641 658,053 862,859 125,579 143,901 203,226 13,639 283,849 231,433
Changes from: November 25, 2014 Total Change is: 25,284
-2,743 26,156 -4,244 -21,443 -2,710 3,848 76,440 15,383 -2,971 -5,667 -2,652 87 -18,023 -7,613
Percent of Open Interest Represented by Each Category of Trader
6.4 26.5 4.1 44.3 17.4 5.8 21.1 27.7 4.0 4.6 6.5 0.4 9.1 7.4
Number of Traders in Each Category Total Traders: 584
33 41 22 125 57 72 98 128 74 51 51 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 99,823
Positions
6,805 33,711 554 43,701 46,107 2,152 22,718 11,243 1,890 468 401 0 21,535 3,765
Changes from: November 25, 2014 Total Change is: 701
-186 188 159 -1,359 -49 176 -1,151 -944 1,187 -356 -298 0 2,231 282
Percent of Open Interest Represented by Each Category of Trader
6.8 33.8 0.6 43.8 46.2 2.2 22.8 11.3 1.9 0.5 0.4 0.0 21.6 3.8
Number of Traders in Each Category Total Traders: 94
7 11 . 36 11 13 16 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 91,222
Positions
4,910 49,295 8,238 38,017 5,884 463 23,131 12,584 3,441 2,800 3,797 101 10,120 7,420
Changes from: November 25, 2014 Total Change is: 4,238
253 1,425 717 1,195 165 -196 1,148 1,470 1,093 -20 15 43 6 -493
Percent of Open Interest Represented by Each Category of Trader
5.4 54.0 9.0 41.7 6.4 0.5 25.4 13.8 3.8 3.1 4.2 0.1 11.1 8.1
Number of Traders in Each Category Total Traders: 251
18 21 12 35 18 10 63 53 17 19 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 14,856
Positions
6,966 10,628 100 897 0 0 2,459 2,519 0 850 800 0 3,584 809
Changes from: November 25, 2014 Total Change is: 1,763
747 691 0 1 0 0 1,317 488 0 -22 400 0 -280 184
Percent of Open Interest Represented by Each Category of Trader
46.9 71.5 0.7 6.0 0.0 0.0 16.6 17.0 0.0 5.7 5.4 0.0 24.1 5.4
Number of Traders in Each Category Total Traders: 24
5 8 . . 0 0 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 381,828
Positions
23,916 227,528 6,497 185,600 29,418 2,315 114,657 61,619 5,910 9,776 15,011 475 32,682 33,055
Changes from: November 25, 2014 Total Change is: 12,375
653 6,795 462 5,968 823 -981 5,738 11,497 -1,122 39 -1,898 186 1,432 -3,387
Percent of Open Interest Represented by Each Category of Trader
6.3 59.6 1.7 48.6 7.7 0.6 30.0 16.1 1.5 2.6 3.9 0.1 8.6 8.7
Number of Traders in Each Category Total Traders: 248
18 21 9 35 18 10 63 52 15 18 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 394,056
Positions
107,601 65,001 21,609 117,434 138,093 27,306 81,394 106,918 8,549 7,679 9,304 98 22,386 17,178
Changes from: November 25, 2014 Total Change is: -2,014
-6,014 -1,448 167 -4,379 -145 2,771 1,301 -2,041 -785 1,690 197 67 3,168 -797
Percent of Open Interest Represented by Each Category of Trader
27.3 16.5 5.5 29.8 35.0 6.9 20.7 27.1 2.2 1.9 2.4 0.0 5.7 4.4
Number of Traders in Each Category Total Traders: 265
24 11 5 53 42 25 40 64 18 12 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 72,614
Positions
4,273 19,903 1,854 30,763 0 183 16,593 24,693 122 4,883 1,562 0 13,943 24,297
Changes from: November 25, 2014 Total Change is: 580
-258 225 0 -387 0 68 860 1,043 72 312 -245 -24 -63 -559
Percent of Open Interest Represented by Each Category of Trader
5.9 27.4 2.6 42.4 0.0 0.3 22.9 34.0 0.2 6.7 2.2 0.0 19.2 33.5
Number of Traders in Each Category Total Traders: 70
6 9 . 20 0 4 17 10 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 126,605
Positions
32,861 21,570 6,243 14,828 2,306 574 49,499 21,172 1,775 9,345 1,912 5 11,475 71,048
Changes from: November 25, 2014 Total Change is: 2,608
-2,466 783 2,073 2,995 110 -70 801 424 -786 -11 92 3 69 -21
Percent of Open Interest Represented by Each Category of Trader
26.0 17.0 4.9 11.7 1.8 0.5 39.1 16.7 1.4 7.4 1.5 0.0 9.1 56.1
Number of Traders in Each Category Total Traders: 99
14 15 5 9 . . 34 11 9 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 125,690
Positions
5,597 74,624 1,783 76,878 28,401 5,740 25,980 8,769 2,711 1,021 917 164 5,816 2,581
Changes from: November 25, 2014 Total Change is: 628
-11 1,302 1,309 344 573 -722 -770 -2,042 70 -136 137 164 380 -163
Percent of Open Interest Represented by Each Category of Trader
4.5 59.4 1.4 61.2 22.6 4.6 20.7 7.0 2.2 0.8 0.7 0.1 4.6 2.1
Number of Traders in Each Category Total Traders: 107
6 13 4 42 19 16 14 6 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 336,597
Positions
51,139 189,694 4,792 120,702 53,615 39,170 81,792 33,573 5,551 16,312 7,613 1,444 15,695 1,145
Changes from: November 25, 2014 Total Change is: 783
4,348 5,407 2,451 -2,011 3,313 -3,851 3,076 -5,653 1,061 -2,807 84 -82 -1,402 -1,947
Percent of Open Interest Represented by Each Category of Trader
15.2 56.4 1.4 35.9 15.9 11.6 24.3 10.0 1.6 4.8 2.3 0.4 4.7 0.3
Number of Traders in Each Category Total Traders: 206
25 17 12 57 24 30 39 16 12 22 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 880,794
Positions
7,044 121,938 5,086 376,406 150,094 112,068 122,488 224,394 57,497 22,027 37,794 826 177,352 171,097
Changes from: November 25, 2014 Total Change is: -109,679
74 -7,558 -9,591 626 1,689 -19,336 7,639 6,281 -33,268 -1,922 2,985 -540 -53,361 -50,341
Percent of Open Interest Represented by Each Category of Trader
0.8 13.8 0.6 42.7 17.0 12.7 13.9 25.5 6.5 2.5 4.3 0.1 20.1 19.4
Number of Traders in Each Category Total Traders: 161
4 16 5 36 31 35 30 23 22 7 13 .
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Traders in Financial Futures - Futures Only Positions as of December 2, 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 558,122
Positions
31,460 68,179 5,249 255,888 36,340 79,764 31,555 236,731 30,832 7,057 10,574 59 116,258 90,394
Changes from: November 25, 2014 Total Change is: -29,630
8,772 -11,604 2,853 4,094 4,511 -3,368 3,956 12,331 -16,164 0 1,570 0 -29,773 -19,759
Percent of Open Interest Represented by Each Category of Trader
5.6 12.2 0.9 45.8 6.5 14.3 5.7 42.4 5.5 1.3 1.9 0.0 20.8 16.2
Number of Traders in Each Category Total Traders: 93
. 7 6 39 11 27 11 16 16 . 4 .
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Traders in Financial Futures - Futures Only Positions as of December 2, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,378,098
Positions
75,043 149,980 11,807 267,177 469,076 79,948 658,133 218,628 51,500 110,912 233,154 12,206 111,372 151,799
Changes from: November 25, 2014 Total Change is: -72,486
-628 -4,213 -12,286 25,762 -22,230 -15,303 -66,762 9,478 -18,147 7,698 -9,193 -7,107 14,287 6,515
Percent of Open Interest Represented by Each Category of Trader
5.4 10.9 0.9 19.4 34.0 5.8 47.8 15.9 3.7 8.0 16.9 0.9 8.1 11.0
Number of Traders in Each Category Total Traders: 253
11 33 11 38 43 33 45 30 29 17 36 11
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Traders in Financial Futures - Futures Only Positions as of December 2, 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 2,670,284
Positions
129,834 102,205 23,156 913,120 777,779 322,604 486,125 720,648 81,120 365,606 169,471 40,443 308,276 432,858
Changes from: November 25, 2014 Total Change is: -362,451
18,331 -63,632 -32,021 -61,440 348 -40,511 -27,222 -6,870 -78,379 2,125 14,338 894 -144,228 -156,618
Percent of Open Interest Represented by Each Category of Trader
4.9 3.8 0.9 34.2 29.1 12.1 18.2 27.0 3.0 13.7 6.3 1.5 11.5 16.2
Number of Traders in Each Category Total Traders: 354
24 20 18 35 81 64 54 71 49 25 44 14
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Traders in Financial Futures - Futures Only Positions as of December 2, 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 1,874,885
Positions
59,202 130,820 13,253 423,623 490,772 313,627 539,967 235,756 102,757 124,589 191,592 20,863 277,004 375,445
Changes from: November 25, 2014 Total Change is: -205,037
-33,271 -1,493 -33,163 -9,739 26,750 -3,340 -26,088 -139 -30,211 -2,438 -11,946 -5,844 -60,943 -145,651
Percent of Open Interest Represented by Each Category of Trader
3.2 7.0 0.7 22.6 26.2 16.7 28.8 12.6 5.5 6.6 10.2 1.1 14.8 20.0
Number of Traders in Each Category Total Traders: 260
10 31 11 36 46 42 38 51 27 13 35 11
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Traders in Financial Futures - Futures Only Positions as of December 2, 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 698,240
Positions
287,543 151,967 178,408 0 5,307 17,639 38,645 135,596 87,318 5,680 13,941 51,945 31,062 56,119
Changes from: November 25, 2014 Total Change is: -34,153
-8,308 -13,398 -18,465 0 249 -1,318 -1,635 -797 2,952 -4,374 -1,138 -1,251 -1,754 -987
Percent of Open Interest Represented by Each Category of Trader
41.2 21.8 25.6 0.0 0.8 2.5 5.5 19.4 12.5 0.8 2.0 7.4 4.4 8.0
Number of Traders in Each Category Total Traders: 99
18 25 34 0 . . 16 22 25 . 8 7
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Traders in Financial Futures - Futures Only Positions as of December 2, 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 is11,594,360
Positions
2,234,696 1,890,534 2,541,440 1,020,849 680,330 345,771 1,754,237 1,837,543 2,116,155 466,411 622,185 329,473 785,328 1,230,929
Changes from: November 25, 2014 Total Change is: 33,337
111,778 -38,909 19,868 -76,775 -11,269 -50,481 -2,822 32,286 80,961 -10,470 47,149 23,480 -62,202 -69,748
Percent of Open Interest Represented by Each Category of Trader
19.3 16.3 21.9 8.8 5.9 3.0 15.1 15.8 18.3 4.0 5.4 2.8 6.8 10.6
Number of Traders in Each Category Total Traders: 302
24 62 83 13 26 23 37 83 83 12 37 29
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Traders in Financial Futures - Futures Only Positions as of December 2, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 52,609
Positions
36,008 6,287 36 2,379 12,593 4,935 8,201 20,996 0 931 7,610 0 119 152
Changes from: November 25, 2014 Total Change is: 949
884 190 26 -827 515 0 1,311 1,058 -45 -398 -499 0 -2 -296
Percent of Open Interest Represented by Each Category of Trader
68.4 12.0 0.1 4.5 23.9 9.4 15.6 39.9 0.0 1.8 14.5 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 49
5 9 . . 10 4 6 9 0 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 52,673
Positions
39,757 16,334 0 0 14,778 706 8,824 7,490 2,763 518 10,490 0 105 112
Changes from: November 25, 2014 Total Change is: -67
-770 -5 0 0 149 -146 574 -48 -39 335 48 0 -21 -26
Percent of Open Interest Represented by Each Category of Trader
75.5 31.0 0.0 0.0 28.1 1.3 16.8 14.2 5.2 1.0 19.9 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 44
. 5 0 0 14 . 6 6 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 97,454
Positions
16,106 57,085 807 10,435 0 92 31,133 34,162 3,134 21,417 738 51 14,279 1,385
Changes from: November 25, 2014 Total Change is: -551
-204 122 -39 -914 -86 19 937 -84 1,333 -401 327 -38 -1,244 -2,105
Percent of Open Interest Represented by Each Category of Trader
16.5 58.6 0.8 10.7 0.0 0.1 31.9 35.1 3.2 22.0 0.8 0.1 14.7 1.4
Number of Traders in Each Category Total Traders: 178
7 . . 15 0 . 49 16 7 86 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 2, 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 373,854
Positions
62,515 64,916 37,536 47,919 30,900 45,443 61,941 75,639 50,352 13,125 7,093 31,081 23,942 30,894
Changes from: November 25, 2014 Total Change is: 4,110
6,118 -7,225 1,985 1,824 1,882 -1,470 -10,099 4,407 2,596 -236 -341 942 2,450 1,334
Percent of Open Interest Represented by Each Category of Trader
16.7 17.4 10.0 12.8 8.3 12.2 16.6 20.2 13.5 3.5 1.9 8.3 6.4 8.3
Number of Traders in Each Category Total Traders: 175
17 10 20 6 18 9 39 46 49 12 12 22
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Updated December 6, 2014