Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 122,831
Positions
25,711 3,926 7,515 18,793 4,456 0 14,526 47,596 14,919 14,339 3,837 2,519 24,509 38,063
Changes from: November 18, 2014 Total Change is: -3,763
-3,607 1,972 -474 757 502 -2 573 -3,325 -1,092 -578 24 5 654 -1,373
Percent of Open Interest Represented by Each Category of Trader
20.9 3.2 6.1 15.3 3.6 0.0 11.8 38.7 12.1 11.7 3.1 2.1 20.0 31.0
Number of Traders in Each Category Total Traders: 81
5 6 10 6 6 0 14 25 16 9 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 68,968
Positions
40,187 3,515 2,872 1,662 3,511 707 8,415 30,152 6,312 630 0 351 7,833 21,548
Changes from: November 18, 2014 Total Change is: 1,694
-754 -240 523 0 -27 0 -1,147 149 1,484 127 0 351 1,111 -546
Percent of Open Interest Represented by Each Category of Trader
58.3 5.1 4.2 2.4 5.1 1.0 12.2 43.7 9.2 0.9 0.0 0.5 11.4 31.2
Number of Traders in Each Category Total Traders: 47
7 . 4 . 5 . 12 16 11 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 215,264
Positions
93,602 26,354 6,421 9,575 44,528 4,785 42,001 48,399 26,386 4,487 13,413 7,070 20,936 37,907
Changes from: November 18, 2014 Total Change is: 4,955
16,811 -2,713 775 476 1,442 -173 -11,504 2,773 908 -530 -318 996 -2,804 1,266
Percent of Open Interest Represented by Each Category of Trader
43.5 12.2 3.0 4.4 20.7 2.2 19.5 22.5 12.3 2.1 6.2 3.3 9.7 17.6
Number of Traders in Each Category Total Traders: 108
8 10 8 5 17 8 31 24 23 5 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 330,780
Positions
152,453 13,139 12,716 29,395 37,329 2,348 39,467 114,559 42,120 13,595 22,950 17,928 20,758 67,691
Changes from: November 18, 2014 Total Change is: 21,374
13,368 -1,058 -40 1,931 3,710 1,002 97 4,268 3,804 -2,506 3,499 2,528 1,189 3,660
Percent of Open Interest Represented by Each Category of Trader
46.1 4.0 3.8 8.9 11.3 0.7 11.9 34.6 12.7 4.1 6.9 5.4 6.3 20.5
Number of Traders in Each Category Total Traders: 147
14 4 8 11 17 8 22 52 28 8 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 577,319
Positions
267,571 56,598 33,935 42,759 88,158 13,355 55,908 177,260 64,691 44,776 26,265 15,749 38,575 101,308
Changes from: November 18, 2014 Total Change is: 8,056
-1,549 2,573 2,507 576 517 665 3,360 -6,199 2,199 -157 2,202 946 -491 2,645
Percent of Open Interest Represented by Each Category of Trader
46.3 9.8 5.9 7.4 15.3 2.3 9.7 30.7 11.2 7.8 4.5 2.7 6.7 17.5
Number of Traders in Each Category Total Traders: 239
20 14 13 16 28 21 32 62 40 25 42 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 159,544
Positions
81,043 10,762 9,155 1,497 11,316 2,553 24,587 38,577 13,550 889 31,945 3,613 22,658 38,073
Changes from: November 18, 2014 Total Change is: 14,426
4,371 -1,504 447 82 695 627 3,030 5,892 1,752 370 5,849 324 3,424 344
Percent of Open Interest Represented by Each Category of Trader
50.8 6.7 5.7 0.9 7.1 1.6 15.4 24.2 8.5 0.6 20.0 2.3 14.2 23.9
Number of Traders in Each Category Total Traders: 99
10 5 8 . 10 4 16 34 16 . 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 61,119
Positions
29,634 26,395 20,596 200 2,433 0 7,066 8,025 1,228 1,089 871 973 334 599
Changes from: November 18, 2014 Total Change is: 1,777
-1,492 -0 1,000 200 154 0 2,110 796 -109 0 0 0 68 -64
Percent of Open Interest Represented by Each Category of Trader
48.5 43.2 33.7 0.3 4.0 0.0 11.6 13.1 2.0 1.8 1.4 1.6 0.5 1.0
Number of Traders in Each Category Total Traders: 34
8 10 6 . . 0 . 5 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 176,530
Positions
54,246 42,683 3,881 53,507 1,542 0 21,470 79,385 35,758 3,450 7,170 131 4,087 5,980
Changes from: November 18, 2014 Total Change is: 8,686
3,615 -513 136 -264 -72 0 -4,880 -1,344 9,537 489 300 -125 177 766
Percent of Open Interest Represented by Each Category of Trader
30.7 24.2 2.2 30.3 0.9 0.0 12.2 45.0 20.3 2.0 4.1 0.1 2.3 3.4
Number of Traders in Each Category Total Traders: 128
7 9 4 5 4 0 23 53 9 17 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 72,548
Positions
10,827 57,858 4,255 573 0 0 891 4,494 1,802 49,974 0 3,461 765 678
Changes from: November 18, 2014 Total Change is: 2,624
-231 -45 1,274 -216 0 0 98 -301 1,072 -88 0 491 224 133
Percent of Open Interest Represented by Each Category of Trader
14.9 79.8 5.9 0.8 0.0 0.0 1.2 6.2 2.5 68.9 0.0 4.8 1.1 0.9
Number of Traders in Each Category Total Traders: 25
4 6 . . 0 0 . 8 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 21,097
Positions
7,270 3,001 62 850 813 0 9,077 10,720 433 647 1,036 0 2,758 5,032
Changes from: November 18, 2014 Total Change is: 1,189
-110 -239 61 -48 0 0 940 1,346 211 -182 -76 0 317 -114
Percent of Open Interest Represented by Each Category of Trader
34.5 14.2 0.3 4.0 3.9 0.0 43.0 50.8 2.1 3.1 4.9 0.0 13.1 23.9
Number of Traders in Each Category Total Traders: 70
6 6 . . 4 0 14 26 4 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 74,387
Positions
22,042 42,686 1,162 5,684 1,807 229 31,278 10,500 1,427 3,210 3,865 574 8,781 12,137
Changes from: November 18, 2014 Total Change is: -1,188
-906 1,123 91 306 -365 -84 329 -1,262 -592 -147 -3 -273 86 176
Percent of Open Interest Represented by Each Category of Trader
29.6 57.4 1.6 7.6 2.4 0.3 42.0 14.1 1.9 4.3 5.2 0.8 11.8 16.3
Number of Traders in Each Category Total Traders: 108
16 16 5 11 . 4 25 17 8 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 148,774
Positions
44,085 85,372 2,324 11,367 3,614 457 62,556 21,001 2,854 6,419 7,730 1,148 17,563 24,274
Changes from: November 18, 2014 Total Change is: -2,377
-1,812 2,245 181 612 -730 -167 659 -2,524 -1,183 -293 -6 -546 173 353
Percent of Open Interest Represented by Each Category of Trader
29.6 57.4 1.6 7.6 2.4 0.3 42.0 14.1 1.9 4.3 5.2 0.8 11.8 16.3
Number of Traders in Each Category Total Traders: 108
16 16 5 11 . 4 25 17 8 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,006,578
Positions
40,337 200,997 58,156 331,663 126,528 50,438 111,157 167,891 217,241 40,181 48,315 40,314 117,092 96,699
Changes from: November 18, 2014 Total Change is: -50,212
149 1,376 -1,221 3,988 -2,083 -966 1,018 1,233 -46,043 -845 1,905 -3,775 -2,517 -639
Percent of Open Interest Represented by Each Category of Trader
4.0 20.0 5.8 32.9 12.6 5.0 11.0 16.7 21.6 4.0 4.8 4.0 11.6 9.6
Number of Traders in Each Category Total Traders: 641
31 41 41 123 59 84 98 142 119 80 64 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 246,971
Positions
18,741 57,932 7,189 60,418 27,885 3,875 15,893 19,600 62,048 10,636 9,753 16,665 51,506 42,024
Changes from: November 18, 2014 Total Change is: -15,922
-772 949 -829 299 -1,723 -620 2,864 2,265 -14,253 -351 429 -1,297 -963 -842
Percent of Open Interest Represented by Each Category of Trader
7.6 23.5 2.9 24.5 11.3 1.6 6.4 7.9 25.1 4.3 3.9 6.7 20.9 17.0
Number of Traders in Each Category Total Traders: 103
7 11 7 18 9 10 16 19 34 9 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 3,798,036
Positions
199,051 806,399 163,762 1,408,147 545,134 180,893 578,698 843,836 673,584 149,539 194,626 116,429 327,932 273,373
Changes from: November 18, 2014 Total Change is: -171,449
-639 -3,107 3,286 25,193 4,948 -8,474 9,514 13,584 -177,696 -2,861 6,991 -11,997 -7,775 1,016
Percent of Open Interest Represented by Each Category of Trader
5.2 21.2 4.3 37.1 14.4 4.8 15.2 22.2 17.7 3.9 5.1 3.1 8.6 7.2
Number of Traders in Each Category Total Traders: 611
32 40 38 117 56 76 100 133 111 75 58 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 99,125
Positions
6,991 33,523 395 45,060 46,156 1,976 23,869 12,187 703 824 699 0 19,307 3,486
Changes from: November 18, 2014 Total Change is: -166
213 570 1 -104 -351 -219 1,731 831 -937 126 298 0 -977 -359
Percent of Open Interest Represented by Each Category of Trader
7.1 33.8 0.4 45.5 46.6 2.0 24.1 12.3 0.7 0.8 0.7 0.0 19.5 3.5
Number of Traders in Each Category Total Traders: 99
8 11 . 38 11 12 15 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 92,031
Positions
4,736 47,864 8,240 36,914 5,719 659 22,321 11,324 5,131 2,946 4,014 768 10,316 8,312
Changes from: November 18, 2014 Total Change is: 567
473 -1,556 1,635 -219 -98 -36 83 579 -2,007 -101 701 -232 970 1,580
Percent of Open Interest Represented by Each Category of Trader
5.1 52.0 9.0 40.1 6.2 0.7 24.3 12.3 5.6 3.2 4.4 0.8 11.2 9.0
Number of Traders in Each Category Total Traders: 244
19 22 13 33 17 9 61 44 24 20 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 13,120
Positions
6,219 9,937 100 896 0 0 1,142 2,031 0 872 400 0 3,891 652
Changes from: November 18, 2014 Total Change is: 1,606
1,440 1,179 0 2 0 0 -772 302 0 34 400 0 902 -275
Percent of Open Interest Represented by Each Category of Trader
47.4 75.7 0.8 6.8 0.0 0.0 8.7 15.5 0.0 6.6 3.0 0.0 29.7 5.0
Number of Traders in Each Category Total Traders: 22
5 8 . . 0 0 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 394,554
Positions
23,654 220,707 9,629 180,092 28,595 3,296 109,388 49,958 22,162 10,371 18,068 3,839 32,123 38,301
Changes from: November 18, 2014 Total Change is: -5,196
3,377 -5,464 -38 -1,103 -491 -180 -801 -3,689 -4,959 -677 1,504 -1,158 341 9,278
Percent of Open Interest Represented by Each Category of Trader
6.0 55.9 2.4 45.6 7.2 0.8 27.7 12.7 5.6 2.6 4.6 1.0 8.1 9.7
Number of Traders in Each Category Total Traders: 242
19 22 10 33 17 9 60 45 23 18 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 397,338
Positions
113,615 66,449 21,442 121,813 138,238 24,535 80,015 108,612 10,043 5,886 9,158 600 19,389 18,261
Changes from: November 18, 2014 Total Change is: 10,834
8,967 -5,460 -69 -968 -1,043 -400 1,054 12,660 4,135 -668 772 -16 -1,200 255
Percent of Open Interest Represented by Each Category of Trader
28.6 16.7 5.4 30.7 34.8 6.2 20.1 27.3 2.5 1.5 2.3 0.2 4.9 4.6
Number of Traders in Each Category Total Traders: 264
24 12 5 55 43 25 38 64 23 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 72,034
Positions
4,531 19,678 1,854 31,150 0 115 15,733 23,650 50 4,571 1,807 24 14,006 24,856
Changes from: November 18, 2014 Total Change is: 1,281
-453 -47 1,693 -329 0 33 76 -651 -868 -18 274 24 1,123 823
Percent of Open Interest Represented by Each Category of Trader
6.3 27.3 2.6 43.2 0.0 0.2 21.8 32.8 0.1 6.3 2.5 0.0 19.4 34.5
Number of Traders in Each Category Total Traders: 71
7 8 . 21 0 . 16 10 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 123,997
Positions
35,327 20,787 4,170 11,833 2,196 644 48,698 20,748 2,561 9,356 1,820 2 11,406 71,069
Changes from: November 18, 2014 Total Change is: -2,541
778 -2,369 -484 2,569 165 -475 -3,457 1,568 -226 -1,602 -88 1 355 -633
Percent of Open Interest Represented by Each Category of Trader
28.5 16.8 3.4 9.5 1.8 0.5 39.3 16.7 2.1 7.5 1.5 0.0 9.2 57.3
Number of Traders in Each Category Total Traders: 99
16 13 4 9 . . 32 13 11 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 125,062
Positions
5,608 73,322 474 76,534 27,828 6,462 26,750 10,811 2,641 1,157 780 0 5,436 2,744
Changes from: November 18, 2014 Total Change is: 2,358
-2,721 3,402 -2 6,160 -986 996 -1,065 -469 -43 81 -208 0 -1,048 -332
Percent of Open Interest Represented by Each Category of Trader
4.5 58.6 0.4 61.2 22.3 5.2 21.4 8.6 2.1 0.9 0.6 0.0 4.3 2.2
Number of Traders in Each Category Total Traders: 105
6 12 . 41 20 16 13 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 335,814
Positions
46,791 184,287 2,341 122,713 50,302 43,021 78,716 39,226 4,490 19,119 7,529 1,526 17,097 3,092
Changes from: November 18, 2014 Total Change is: -3,509
-5,508 5,780 -193 8,214 -783 -7,866 -5,148 -4,596 2,956 576 -1,690 1,131 2,329 1,752
Percent of Open Interest Represented by Each Category of Trader
13.9 54.9 0.7 36.5 15.0 12.8 23.4 11.7 1.3 5.7 2.2 0.5 5.1 0.9
Number of Traders in Each Category Total Traders: 208
24 18 9 58 25 30 38 16 9 23 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 1,039,399
Positions
7,504 128,704 20,649 374,725 147,450 135,904 113,708 218,943 115,639 23,730 34,477 5,933 241,606 231,701
Changes from: November 18, 2014 Total Change is: 125,612
-1,819 -208 -1,483 -7,801 382 14,088 19,107 23,050 43,589 2,033 -6,052 -1,336 59,237 53,583
Percent of Open Interest Represented by Each Category of Trader
0.7 12.4 2.0 36.1 14.2 13.1 10.9 21.1 11.1 2.3 3.3 0.6 23.2 22.3
Number of Traders in Each Category Total Traders: 158
5 12 7 32 30 36 36 24 35 9 9 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 588,119
Positions
22,688 79,783 2,396 251,794 31,829 83,132 27,599 224,422 47,012 7,057 9,004 59 146,381 110,481
Changes from: November 18, 2014 Total Change is: 53,704
1,054 -4,918 1,354 -7,701 -812 -1,109 -4,895 4,163 37,783 -60 2,002 -1 27,279 15,241
Percent of Open Interest Represented by Each Category of Trader
3.9 13.6 0.4 42.8 5.4 14.1 4.7 38.2 8.0 1.2 1.5 0.0 24.9 18.8
Number of Traders in Each Category Total Traders: 88
. 9 6 36 11 26 10 14 16 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,506,823
Positions
75,671 154,831 27,275 241,415 497,833 112,367 722,998 203,056 98,956 103,238 239,745 26,764 98,139 145,996
Changes from: November 18, 2014 Total Change is: -56,484
-1,786 -3,697 -291 -18,051 -18,191 7,792 -26,284 -17,695 -14,676 -3,115 -18,108 6,287 -6,359 2,095
Percent of Open Interest Represented by Each Category of Trader
5.0 10.3 1.8 16.0 33.0 7.5 48.0 13.5 6.6 6.9 15.9 1.8 6.5 9.7
Number of Traders in Each Category Total Traders: 268
11 32 11 38 45 39 52 32 40 17 38 17
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Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,416,082
Positions
114,402 166,125 160,647 983,258 797,759 381,505 504,997 713,438 342,179 365,236 154,568 89,451 474,407 610,410
Changes from: November 18, 2014 Total Change is: -106,412
4,889 -4,663 -95,506 -71,379 -29,537 873 35,265 -4,366 -64,864 -1,457 -14,100 -43,053 128,822 148,804
Percent of Open Interest Represented by Each Category of Trader
3.3 4.9 4.7 28.8 23.4 11.2 14.8 20.9 10.0 10.7 4.5 2.6 13.9 17.9
Number of Traders in Each Category Total Traders: 364
19 25 36 39 82 78 56 65 84 32 45 27
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Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,195,369
Positions
95,479 134,790 65,166 432,234 464,211 320,965 559,240 228,175 204,183 127,887 201,987 47,011 343,204 528,882
Changes from: November 18, 2014 Total Change is: -124,297
-4,419 -15,856 -10,334 -11,282 -143,445 -7,166 -64,575 10,276 -73,664 -24,771 -19,330 -9,962 81,876 145,183
Percent of Open Interest Represented by Each Category of Trader
4.3 6.1 3.0 19.7 21.1 14.6 25.5 10.4 9.3 5.8 9.2 2.1 15.6 24.1
Number of Traders in Each Category Total Traders: 256
13 27 26 33 46 45 44 48 51 13 32 14
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Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 735,100
Positions
295,840 165,417 196,992 0 5,058 18,957 40,409 135,958 86,392 10,054 15,512 53,196 33,260 57,618
Changes from: November 18, 2014 Total Change is: 20,063
764 884 8,539 0 1,361 -162 14,103 7,770 -5,858 -6,606 -918 7,215 2,068 1,232
Percent of Open Interest Represented by Each Category of Trader
40.2 22.5 26.8 0.0 0.7 2.6 5.5 18.5 11.8 1.4 2.1 7.2 4.5 7.8
Number of Traders in Each Category Total Traders: 102
16 28 36 0 . . 16 22 26 . 9 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 is18,948,394
Positions
2,073,467 1,979,981 4,069,140 1,118,259 846,793 510,969 1,531,986 1,285,684 7,123,250 427,398 568,130 1,164,634 929,291 1,399,813
Changes from: November 18, 2014 Total Change is: -91,344
-95,300 -70,949 -20,060 -60,498 -30,649 -4,604 18,208 -17,067 -43,804 15,892 3,492 14,458 84,363 77,838
Percent of Open Interest Represented by Each Category of Trader
10.9 10.4 21.5 5.9 4.5 2.7 8.1 6.8 37.6 2.3 3.0 6.1 4.9 7.4
Number of Traders in Each Category Total Traders: 320
23 66 88 13 29 30 35 94 102 12 43 41
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Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 51,660
Positions
35,124 6,097 10 3,206 12,078 4,935 6,890 19,938 45 1,329 8,109 0 121 448
Changes from: November 18, 2014 Total Change is: 1,069
1,528 33 10 -1,419 613 0 738 803 -5 217 -531 -29 29 175
Percent of Open Interest Represented by Each Category of Trader
68.0 11.8 0.0 6.2 23.4 9.6 13.3 38.6 0.1 2.6 15.7 0.0 0.2 0.9
Number of Traders in Each Category Total Traders: 46
5 8 . . 10 4 4 9 . . 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 52,740
Positions
40,527 16,339 0 0 14,629 852 8,250 7,538 2,802 183 10,442 0 126 138
Changes from: November 18, 2014 Total Change is: -1,123
7 228 0 0 138 -161 -666 -1,370 -29 -244 50 0 -30 21
Percent of Open Interest Represented by Each Category of Trader
76.8 31.0 0.0 0.0 27.7 1.6 15.6 14.3 5.3 0.3 19.8 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 47
4 5 0 0 14 . 8 6 . . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 99,123
Positions
16,310 57,387 880 11,349 86 73 30,134 33,805 2,701 21,831 419 158 15,688 3,615
Changes from: November 18, 2014 Total Change is: 7,391
901 333 35 -603 0 -13 1,491 4,034 669 1,956 59 -19 2,973 2,293
Percent of Open Interest Represented by Each Category of Trader
16.5 57.9 0.9 11.4 0.1 0.1 30.4 34.1 2.7 22.0 0.4 0.2 15.8 3.6
Number of Traders in Each Category Total Traders: 180
8 . . 15 . . 48 19 14 83 . 5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 25, 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 369,744
Positions
56,397 72,141 35,551 46,095 29,018 46,913 72,040 71,232 47,756 13,361 7,434 30,139 21,492 29,560
Changes from: November 18, 2014 Total Change is: -15,719
10,864 -7,585 -15,285 -4,381 3,208 2,435 -2,970 12,617 -11,192 3,050 -187 2,166 -406 -1,896
Percent of Open Interest Represented by Each Category of Trader
15.3 19.5 9.6 12.5 7.8 12.7 19.5 19.3 12.9 3.6 2.0 8.2 5.8 8.0
Number of Traders in Each Category Total Traders: 183
19 11 20 7 18 10 37 49 48 13 14 24
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Updated November 29, 2014