Traders in Financial Futures - Futures Only Positions as of December 9, 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 109,650
Positions
27,707 6,438 2,600 20,095 5,599 0 14,705 44,259 6,706 16,513 6,532 26 21,298 37,490
Changes from: December 2, 2014 Total Change is: 7,898
5,706 4,498 -552 301 1,179 0 1,981 -527 -634 1,673 3,202 -465 -112 1,197
Percent of Open Interest Represented by Each Category of Trader
25.3 5.9 2.4 18.3 5.1 0.0 13.4 40.4 6.1 15.1 6.0 0.0 19.4 34.2
Number of Traders in Each Category Total Traders: 84
8 5 7 6 8 0 14 25 14 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 78,496
Positions
40,920 3,836 572 1,287 3,667 1,082 9,719 30,748 16,438 160 3 0 8,318 22,150
Changes from: December 2, 2014 Total Change is: 14,837
281 769 -617 -375 10 375 882 -258 14,828 -680 3 0 143 -273
Percent of Open Interest Represented by Each Category of Trader
52.1 4.9 0.7 1.6 4.7 1.4 12.4 39.2 20.9 0.2 0.0 0.0 10.6 28.2
Number of Traders in Each Category Total Traders: 50
7 . . . 5 . 13 17 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 192,104
Positions
96,319 28,896 6,406 9,478 46,846 3,131 37,121 42,383 17,483 3,802 13,747 851 17,513 32,361
Changes from: December 2, 2014 Total Change is: 17,229
7,481 12,907 4,817 -119 826 -843 -3,020 -5,891 7,307 -917 -853 -393 2,916 -648
Percent of Open Interest Represented by Each Category of Trader
50.1 15.0 3.3 4.9 24.4 1.6 19.3 22.1 9.1 2.0 7.2 0.4 9.1 16.8
Number of Traders in Each Category Total Traders: 96
10 8 5 6 16 7 27 21 23 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 279,859
Positions
138,885 15,715 1,234 31,022 39,040 2,666 35,286 104,216 14,278 15,916 21,353 20,954 19,618 60,403
Changes from: December 2, 2014 Total Change is: 22,031
-3,860 11,216 -1,163 941 2,300 405 -1,700 -11,194 7,575 -1,743 -3,879 17,992 3,584 -1,221
Percent of Open Interest Represented by Each Category of Trader
49.6 5.6 0.4 11.1 13.9 1.0 12.6 37.2 5.1 5.7 7.6 7.5 7.0 21.6
Number of Traders in Each Category Total Traders: 138
13 4 . 9 19 6 24 49 24 11 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 477,861
Positions
240,542 69,037 21,987 42,499 88,986 11,223 62,299 149,894 16,372 43,096 25,078 5,995 33,848 89,289
Changes from: December 2, 2014 Total Change is: 15,803
-9,330 17,114 12,491 8 4,780 -506 7,630 -24,886 6,249 -873 593 532 -398 -564
Percent of Open Interest Represented by Each Category of Trader
50.3 14.4 4.6 8.9 18.6 2.3 13.0 31.4 3.4 9.0 5.2 1.3 7.1 18.7
Number of Traders in Each Category Total Traders: 227
18 15 11 16 32 17 34 59 27 19 34 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 159,287
Positions
88,056 9,092 9,622 2,279 14,358 895 28,863 53,716 6,772 1,129 22,894 4,048 17,623 37,890
Changes from: December 2, 2014 Total Change is: 25,612
5,888 -2,052 8,434 31 1,004 7 4,536 9,173 2,848 658 380 3,485 -275 2,333
Percent of Open Interest Represented by Each Category of Trader
55.3 5.7 6.0 1.4 9.0 0.6 18.1 33.7 4.3 0.7 14.4 2.5 11.1 23.8
Number of Traders in Each Category Total Traders: 95
7 6 5 . 10 . 19 36 14 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 69,843
Positions
36,606 30,519 22,719 0 3,611 0 3,511 6,123 1,306 1,157 906 4,004 540 655
Changes from: December 2, 2014 Total Change is: 4,856
2,372 681 3,279 0 279 0 -1,501 14 -35 0 10 639 102 -11
Percent of Open Interest Represented by Each Category of Trader
52.4 43.7 32.5 0.0 5.2 0.0 5.0 8.8 1.9 1.7 1.3 5.7 0.8 0.9
Number of Traders in Each Category Total Traders: 29
9 8 9 0 . 0 . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 213,159
Positions
70,435 43,477 18,585 55,793 3,486 0 28,163 97,401 34,119 2,311 7,918 303 3,450 7,870
Changes from: December 2, 2014 Total Change is: 21,951
8,476 3,288 14,666 316 1,799 0 2,147 5,178 -2,978 -278 -210 303 -701 -95
Percent of Open Interest Represented by Each Category of Trader
33.0 20.4 8.7 26.2 1.6 0.0 13.2 45.7 16.0 1.1 3.7 0.1 1.6 3.7
Number of Traders in Each Category Total Traders: 127
8 9 6 6 4 0 25 52 14 10 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 63,694
Positions
6,050 52,534 3,016 254 0 101 1,259 3,810 164 49,116 544 2,970 764 555
Changes from: December 2, 2014 Total Change is: 364
1,431 -120 1 -358 0 101 -1,035 207 164 60 -103 0 0 114
Percent of Open Interest Represented by Each Category of Trader
9.5 82.5 4.7 0.4 0.0 0.2 2.0 6.0 0.3 77.1 0.9 4.7 1.2 0.9
Number of Traders in Each Category Total Traders: 21
5 . . . 0 . . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 23,550
Positions
8,306 3,273 768 1,605 809 0 8,073 11,160 1,007 1,716 821 0 2,075 5,712
Changes from: December 2, 2014 Total Change is: 3,102
1,753 193 714 473 -4 0 -594 1,371 381 737 -200 0 -362 647
Percent of Open Interest Represented by Each Category of Trader
35.3 13.9 3.3 6.8 3.4 0.0 34.3 47.4 4.3 7.3 3.5 0.0 8.8 24.3
Number of Traders in Each Category Total Traders: 72
6 6 . 4 4 0 14 24 6 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 83,767
Positions
23,814 49,414 8,067 6,238 1,939 331 28,664 8,095 1,957 2,516 3,211 303 11,879 10,452
Changes from: December 2, 2014 Total Change is: 8,652
1,606 4,048 7,519 654 -11 60 -5,345 -3,152 1,702 -604 -1,076 303 2,758 -742
Percent of Open Interest Represented by Each Category of Trader
28.4 59.0 9.6 7.4 2.3 0.4 34.2 9.7 2.3 3.0 3.8 0.4 14.2 12.5
Number of Traders in Each Category Total Traders: 113
14 17 8 13 . 4 33 17 8 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 12,805
Positions
6,470 11,130 450 890 0 0 1,511 315 0 0 300 0 3,484 610
Changes from: December 2, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
50.5 86.9 3.5 7.0 0.0 0.0 11.8 2.5 0.0 0.0 2.3 0.0 27.2 4.8
Number of Traders in Each Category Total Traders: 20
6 8 . . 0 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 141,923
Positions
45,668 87,548 4,252 10,696 3,878 662 57,286 18,540 933 5,632 6,421 5 16,789 19,684
Changes from: December 2, 2014 Total Change is: -8,307
1,253 -3,184 3,157 -473 -21 120 -10,731 -3,952 422 -608 -2,151 5 -1,452 -2,703
Percent of Open Interest Represented by Each Category of Trader
32.2 61.7 3.0 7.5 2.7 0.5 40.4 13.1 0.7 4.0 4.5 0.0 11.8 13.9
Number of Traders in Each Category Total Traders: 109
14 15 5 12 . 4 32 18 6 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 775,987
Positions
36,169 211,208 52,508 325,080 124,396 51,431 124,028 160,235 49,155 38,001 51,840 6,142 93,473 69,072
Changes from: December 2, 2014 Total Change is: -999
-4,002 5,077 5,118 783 904 2,920 -2,663 -13,347 1,130 -967 1,270 -209 -3,111 -3,863
Percent of Open Interest Represented by Each Category of Trader
4.7 27.2 6.8 41.9 16.0 6.6 16.0 20.6 6.3 4.9 6.7 0.8 12.0 8.9
Number of Traders in Each Category Total Traders: 591
28 46 29 127 63 82 100 119 85 56 50 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 154,879
Positions
19,661 62,000 2,581 60,278 25,605 2,461 14,023 21,618 2,616 10,381 10,869 3,425 39,453 23,704
Changes from: December 2, 2014 Total Change is: 180
68 1,492 0 1,419 163 410 -1,791 -126 441 -66 685 60 -361 -2,945
Percent of Open Interest Represented by Each Category of Trader
12.7 40.0 1.7 38.9 16.5 1.6 9.1 14.0 1.7 6.7 7.0 2.2 25.5 15.3
Number of Traders in Each Category Total Traders: 88
7 11 . 18 7 8 18 15 9 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 3,105,541
Positions
172,600 836,098 159,574 1,375,726 545,671 193,133 642,024 785,084 140,696 139,358 206,113 12,330 270,100 226,842
Changes from: December 2, 2014 Total Change is: -5,897
-26,451 11,824 31,693 -3,118 3,765 12,492 -16,029 -77,775 15,117 -4,543 2,887 -1,309 -13,749 -4,591
Percent of Open Interest Represented by Each Category of Trader
5.6 26.9 5.1 44.3 17.6 6.2 20.7 25.3 4.5 4.5 6.6 0.4 8.7 7.3
Number of Traders in Each Category Total Traders: 577
30 44 28 122 61 77 98 119 76 53 50 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 99,905
Positions
7,145 32,790 1,010 44,400 48,344 2,172 22,205 9,649 1,735 693 401 0 20,545 3,804
Changes from: December 2, 2014 Total Change is: 82
340 -921 456 699 2,237 20 -513 -1,594 -155 225 0 0 -990 39
Percent of Open Interest Represented by Each Category of Trader
7.2 32.8 1.0 44.4 48.4 2.2 22.2 9.7 1.7 0.7 0.4 0.0 20.6 3.8
Number of Traders in Each Category Total Traders: 93
6 11 7 37 10 13 17 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 91,693
Positions
4,402 49,905 8,254 37,868 6,153 493 23,654 12,694 3,024 2,667 2,923 425 10,906 7,823
Changes from: December 2, 2014 Total Change is: 471
-508 610 15 -149 269 30 523 110 -417 -132 -874 325 785 403
Percent of Open Interest Represented by Each Category of Trader
4.8 54.4 9.0 41.3 6.7 0.5 25.8 13.8 3.3 2.9 3.2 0.5 11.9 8.5
Number of Traders in Each Category Total Traders: 246
19 23 16 32 17 7 63 53 18 17 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 14,716
Positions
6,502 11,057 100 898 0 0 1,824 2,153 0 886 800 0 4,506 606
Changes from: December 2, 2014 Total Change is: -140
-464 429 0 1 0 0 -635 -366 0 36 0 0 922 -203
Percent of Open Interest Represented by Each Category of Trader
44.2 75.1 0.7 6.1 0.0 0.0 12.4 14.6 0.0 6.0 5.4 0.0 30.6 4.1
Number of Traders in Each Category Total Traders: 23
6 7 . . 0 0 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 384,883
Positions
23,412 228,152 6,856 184,849 30,764 2,466 117,270 60,824 6,998 10,527 12,234 506 31,999 36,083
Changes from: December 2, 2014 Total Change is: 3,055
-504 624 359 -751 1,346 151 2,613 -795 1,088 751 -2,777 31 -683 3,028
Percent of Open Interest Represented by Each Category of Trader
6.1 59.3 1.8 48.0 8.0 0.6 30.5 15.8 1.8 2.7 3.2 0.1 8.3 9.4
Number of Traders in Each Category Total Traders: 244
18 24 13 32 17 7 63 53 15 16 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 390,822
Positions
101,703 65,634 22,038 119,830 138,741 26,141 82,605 99,248 11,219 7,897 10,496 418 18,971 16,887
Changes from: December 2, 2014 Total Change is: -3,234
-5,898 633 429 2,396 648 -1,165 1,211 -7,670 2,670 218 1,192 320 -3,415 -291
Percent of Open Interest Represented by Each Category of Trader
26.0 16.8 5.6 30.7 35.5 6.7 21.1 25.4 2.9 2.0 2.7 0.1 4.9 4.3
Number of Traders in Each Category Total Traders: 272
19 17 7 52 43 23 46 58 18 13 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 82,427
Positions
3,969 20,287 3,709 29,968 0 153 15,919 25,233 3,710 3,200 811 7,109 14,690 21,415
Changes from: December 2, 2014 Total Change is: 9,813
-304 384 1,855 -795 0 -30 -674 540 3,588 -1,683 -751 7,109 747 -2,882
Percent of Open Interest Represented by Each Category of Trader
4.8 24.6 4.5 36.4 0.0 0.2 19.3 30.6 4.5 3.9 1.0 8.6 17.8 26.0
Number of Traders in Each Category Total Traders: 71
6 9 5 19 0 . 15 15 6 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 145,725
Positions
37,670 21,652 8,321 15,478 2,321 577 49,639 28,725 6,484 9,442 864 863 17,251 75,918
Changes from: December 2, 2014 Total Change is: 19,120
4,809 82 2,078 650 15 3 140 7,553 4,709 97 -1,048 858 5,776 4,870
Percent of Open Interest Represented by Each Category of Trader
25.9 14.9 5.7 10.6 1.6 0.4 34.1 19.7 4.4 6.5 0.6 0.6 11.8 52.1
Number of Traders in Each Category Total Traders: 104
15 15 13 9 . . 35 16 11 10 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 132,340
Positions
8,492 81,950 2,046 79,743 29,538 5,776 25,789 6,615 2,882 1,656 1,084 0 5,956 2,449
Changes from: December 2, 2014 Total Change is: 6,650
2,895 7,326 263 2,865 1,137 36 -191 -2,154 171 635 167 -164 140 -132
Percent of Open Interest Represented by Each Category of Trader
6.4 61.9 1.5 60.3 22.3 4.4 19.5 5.0 2.2 1.3 0.8 0.0 4.5 1.9
Number of Traders in Each Category Total Traders: 110
8 12 4 42 20 16 15 5 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 348,536
Positions
57,195 188,225 10,301 122,048 54,377 39,078 77,809 34,250 9,353 16,641 7,914 1,389 14,722 3,649
Changes from: December 2, 2014 Total Change is: 11,939
6,056 -1,469 5,509 1,346 762 -92 -3,983 677 3,802 329 301 -55 -973 2,504
Percent of Open Interest Represented by Each Category of Trader
16.4 54.0 3.0 35.0 15.6 11.2 22.3 9.8 2.7 4.8 2.3 0.4 4.2 1.0
Number of Traders in Each Category Total Traders: 214
24 19 11 59 25 29 37 20 16 22 7 .
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Traders in Financial Futures - Futures Only Positions as of December 9, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 890,464
Positions
11,719 121,741 9,054 422,651 160,897 111,629 108,469 247,952 29,502 23,958 36,605 1,099 172,383 171,985
Changes from: December 2, 2014 Total Change is: 9,670
4,675 -197 3,968 46,245 10,803 -439 -14,019 23,558 -27,995 1,931 -1,189 273 -4,969 888
Percent of Open Interest Represented by Each Category of Trader
1.3 13.7 1.0 47.5 18.1 12.5 12.2 27.8 3.3 2.7 4.1 0.1 19.4 19.3
Number of Traders in Each Category Total Traders: 162
6 18 4 36 30 38 27 25 19 8 12 .
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Traders in Financial Futures - Futures Only Positions as of December 9, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 568,563
Positions
38,903 87,343 4,892 261,390 40,730 83,845 32,010 231,386 22,227 7,057 10,531 59 118,180 87,550
Changes from: December 2, 2014 Total Change is: 10,441
7,443 19,164 -357 5,502 4,390 4,081 455 -5,345 -8,605 0 -43 0 1,922 -2,844
Percent of Open Interest Represented by Each Category of Trader
6.8 15.4 0.9 46.0 7.2 14.7 5.6 40.7 3.9 1.2 1.9 0.0 20.8 15.4
Number of Traders in Each Category Total Traders: 96
. 9 9 41 11 29 10 16 15 . 4 .
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Traders in Financial Futures - Futures Only Positions as of December 9, 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 1,322,937
Positions
76,571 139,882 12,669 269,213 445,545 76,239 665,463 226,748 35,291 79,148 227,354 8,831 99,512 150,378
Changes from: December 2, 2014 Total Change is: -55,161
1,528 -10,098 862 2,036 -23,531 -3,709 7,330 8,120 -16,209 -31,764 -5,800 -3,375 -11,860 -1,421
Percent of Open Interest Represented by Each Category of Trader
5.8 10.6 1.0 20.3 33.7 5.8 50.3 17.1 2.7 6.0 17.2 0.7 7.5 11.4
Number of Traders in Each Category Total Traders: 254
15 30 8 40 44 35 43 31 26 17 34 12
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Traders in Financial Futures - Futures Only Positions as of December 9, 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 2,628,838
Positions
112,124 89,926 22,896 907,231 801,577 343,644 485,537 644,771 85,767 342,912 164,730 41,020 287,707 434,507
Changes from: December 2, 2014 Total Change is: -41,446
-17,710 -12,279 -260 -5,889 23,798 21,040 -588 -75,877 4,647 -22,694 -4,741 577 -20,569 1,649
Percent of Open Interest Represented by Each Category of Trader
4.3 3.4 0.9 34.5 30.5 13.1 18.5 24.5 3.3 13.0 6.3 1.6 10.9 16.5
Number of Traders in Each Category Total Traders: 358
24 19 15 38 83 64 55 68 47 26 45 15
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Traders in Financial Futures - Futures Only Positions as of December 9, 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 1,821,567
Positions
108,506 143,096 12,622 417,785 506,205 291,984 535,550 234,911 64,897 129,589 167,955 19,259 241,375 380,638
Changes from: December 2, 2014 Total Change is: -53,318
49,304 12,276 -631 -5,838 15,433 -21,643 -4,417 -845 -37,860 5,000 -23,637 -1,604 -35,629 5,193
Percent of Open Interest Represented by Each Category of Trader
6.0 7.9 0.7 22.9 27.8 16.0 29.4 12.9 3.6 7.1 9.2 1.1 13.3 20.9
Number of Traders in Each Category Total Traders: 258
11 29 12 34 48 42 36 52 28 15 32 11
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Traders in Financial Futures - Futures Only Positions as of December 9, 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 711,164
Positions
280,648 135,720 196,229 1,436 8,039 13,698 34,954 139,668 95,216 5,712 13,171 52,998 30,273 56,425
Changes from: December 2, 2014 Total Change is: 12,924
-6,895 -16,247 17,821 1,436 2,732 -3,941 -3,691 4,072 7,898 32 -770 1,053 -789 306
Percent of Open Interest Represented by Each Category of Trader
39.5 19.1 27.6 0.2 1.1 1.9 4.9 19.6 13.4 0.8 1.9 7.5 4.3 7.9
Number of Traders in Each Category Total Traders: 100
20 23 37 . . . 14 24 27 . 7 7
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Traders in Financial Futures - Futures Only Positions as of December 9, 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 is11,588,504
Positions
2,390,110 1,446,529 2,674,814 422,016 670,136 434,583 1,827,490 1,937,015 2,205,093 525,053 612,061 350,271 759,074 1,258,002
Changes from: December 2, 2014 Total Change is: -5,856
155,414 -444,005 133,374 -598,833 -10,194 88,812 73,253 99,472 88,938 58,642 -10,124 20,798 -26,254 27,073
Percent of Open Interest Represented by Each Category of Trader
20.6 12.5 23.1 3.6 5.8 3.8 15.8 16.7 19.0 4.5 5.3 3.0 6.6 10.9
Number of Traders in Each Category Total Traders: 305
29 56 82 13 28 26 35 84 91 12 37 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 71,182
Positions
37,056 6,166 7,819 814 13,086 4,937 9,007 21,947 9,699 1,767 7,362 0 83 166
Changes from: December 2, 2014 Total Change is: 18,573
1,048 -121 7,783 -1,565 493 2 806 951 9,699 836 -248 0 -36 14
Percent of Open Interest Represented by Each Category of Trader
52.1 8.7 11.0 1.1 18.4 6.9 12.7 30.8 13.6 2.5 10.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 47
5 6 4 . 10 4 6 9 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 63,264
Positions
40,206 15,934 3,213 0 15,434 221 7,775 7,742 10,211 1,554 10,457 0 84 52
Changes from: December 2, 2014 Total Change is: 10,591
449 -400 3,213 0 656 -485 -1,049 252 7,448 1,036 -33 0 -21 -60
Percent of Open Interest Represented by Each Category of Trader
63.6 25.2 5.1 0.0 24.4 0.3 12.3 12.2 16.1 2.5 16.5 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 47
4 5 . 0 15 . 6 6 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 94,289
Positions
16,719 57,027 807 9,570 0 117 30,515 31,280 3,636 18,194 106 87 14,644 1,229
Changes from: December 2, 2014 Total Change is: -3,165
613 -58 0 -865 0 25 -618 -2,882 502 -3,223 -632 36 365 -156
Percent of Open Interest Represented by Each Category of Trader
17.7 60.5 0.9 10.1 0.0 0.1 32.4 33.2 3.9 19.3 0.1 0.1 15.5 1.3
Number of Traders in Each Category Total Traders: 169
7 . . 15 0 . 45 19 11 78 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 9, 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 361,415
Positions
64,992 59,382 37,867 54,410 31,758 40,699 49,437 75,974 49,870 13,371 6,826 28,208 22,561 30,831
Changes from: December 2, 2014 Total Change is: -12,439
2,477 -5,534 331 6,491 858 -4,744 -12,504 335 -482 246 -267 -2,873 -1,381 -63
Percent of Open Interest Represented by Each Category of Trader
18.0 16.4 10.5 15.1 8.8 11.3 13.7 21.0 13.8 3.7 1.9 7.8 6.2 8.5
Number of Traders in Each Category Total Traders: 178
20 9 23 7 18 10 35 47 51 12 17 21
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Updated December 12, 2014