Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 113,246
Positions
18,453 1,409 5,063 19,858 5,291 5 17,631 41,057 14,221 13,866 6,778 1,735 22,415 37,688
Changes from: December 23, 2014 Total Change is: -2,109
714 -85 -475 -62 -13 5 -1,080 662 -718 -98 -23 -81 -314 -1,380
Percent of Open Interest Represented by Each Category of Trader
16.3 1.2 4.5 17.5 4.7 0.0 15.6 36.3 12.6 12.2 6.0 1.5 19.8 33.3
Number of Traders in Each Category Total Traders: 79
7 . 8 6 7 . 14 21 13 12 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 65,646
Positions
37,226 2,504 1,190 1,409 4,429 1,082 10,574 23,726 6,208 75 1,201 1,090 6,792 24,215
Changes from: December 23, 2014 Total Change is: 3,008
3,424 -56 -22 122 -6 0 152 2,159 234 -133 -428 116 -884 1,011
Percent of Open Interest Represented by Each Category of Trader
56.7 3.8 1.8 2.1 6.7 1.6 16.1 36.1 9.5 0.1 1.8 1.7 10.3 36.9
Number of Traders in Each Category Total Traders: 46
4 . . . 6 . 13 15 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 171,304
Positions
72,859 6,446 5,590 8,912 45,966 3,525 31,231 37,995 21,697 6,145 11,310 3,379 17,965 35,396
Changes from: December 23, 2014 Total Change is: 466
1,273 -939 65 1,789 -494 -129 -1,087 1,955 -816 -23 106 -59 -548 776
Percent of Open Interest Represented by Each Category of Trader
42.5 3.8 3.3 5.2 26.8 2.1 18.2 22.2 12.7 3.6 6.6 2.0 10.5 20.7
Number of Traders in Each Category Total Traders: 105
10 6 8 5 17 9 28 23 23 8 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 278,890
Positions
98,718 11,962 10,777 33,888 41,294 5,331 17,661 102,294 30,243 52,955 5,445 9,772 19,545 61,772
Changes from: December 23, 2014 Total Change is: -1,504
-551 -223 907 763 82 -963 -1,909 3,970 -476 -185 -1,235 -455 1,365 -3,109
Percent of Open Interest Represented by Each Category of Trader
35.4 4.3 3.9 12.2 14.8 1.9 6.3 36.7 10.8 19.0 2.0 3.5 7.0 22.1
Number of Traders in Each Category Total Traders: 139
11 4 7 13 18 10 11 52 23 12 17 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 482,748
Positions
194,990 11,264 26,123 40,676 86,944 14,200 27,185 153,179 59,560 68,229 27,956 14,224 37,559 89,297
Changes from: December 23, 2014 Total Change is: 11,854
6,470 482 1,723 1,182 2,288 294 1,694 4,577 706 -368 1,267 497 -345 20
Percent of Open Interest Represented by Each Category of Trader
40.4 2.3 5.4 8.4 18.0 2.9 5.6 31.7 12.3 14.1 5.8 2.9 7.8 18.5
Number of Traders in Each Category Total Traders: 243
19 12 12 18 30 23 23 71 42 28 41 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 143,285
Positions
68,492 1,270 5,644 2,339 15,049 1,607 27,829 56,139 10,715 6,210 9,743 2,809 17,640 40,310
Changes from: December 23, 2014 Total Change is: 300
2,106 160 -242 -58 16 -119 -2,785 -1,825 -742 1,286 1,429 510 344 1,113
Percent of Open Interest Represented by Each Category of Trader
47.8 0.9 3.9 1.6 10.5 1.1 19.4 39.2 7.5 4.3 6.8 2.0 12.3 28.1
Number of Traders in Each Category Total Traders: 96
11 . 7 . 11 5 19 31 15 7 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 51,793
Positions
33,271 31,869 6,491 100 3,995 0 5,677 3,753 1,322 1,286 334 3,248 398 781
Changes from: December 23, 2014 Total Change is: 156
100 43 -4 0 1 0 -60 91 86 -10 0 0 43 -61
Percent of Open Interest Represented by Each Category of Trader
64.2 61.5 12.5 0.2 7.7 0.0 11.0 7.2 2.6 2.5 0.6 6.3 0.8 1.5
Number of Traders in Each Category Total Traders: 30
9 8 9 . . 0 . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 130,298
Positions
53,304 39,427 307 56,396 3,601 0 13,330 71,466 958 2,116 7,204 7 3,880 7,329
Changes from: December 23, 2014 Total Change is: -1,270
-110 -331 -3 -101 -22 0 -1,637 -1,148 -33 50 53 -5 569 219
Percent of Open Interest Represented by Each Category of Trader
40.9 30.3 0.2 43.3 2.8 0.0 10.2 54.8 0.7 1.6 5.5 0.0 3.0 5.6
Number of Traders in Each Category Total Traders: 104
. 10 . 4 4 0 16 51 6 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 45,821
Positions
5,811 34,381 3,412 0 113 282 1,925 1,573 1,353 28,988 539 3,365 685 803
Changes from: December 23, 2014 Total Change is: -19,361
0 -20,105 1 0 0 0 461 9 526 -20,307 0 0 -42 208
Percent of Open Interest Represented by Each Category of Trader
12.7 75.0 7.4 0.0 0.2 0.6 4.2 3.4 3.0 63.3 1.2 7.3 1.5 1.8
Number of Traders in Each Category Total Traders: 23
5 4 . 0 . . . 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 18,071
Positions
6,338 0 0 946 828 0 7,170 8,919 327 515 2,971 0 2,775 5,026
Changes from: December 23, 2014 Total Change is: -1,224
-107 0 0 3 0 0 -1,191 -1,390 -43 -621 259 0 735 -50
Percent of Open Interest Represented by Each Category of Trader
35.1 0.0 0.0 5.2 4.6 0.0 39.7 49.4 1.8 2.8 16.4 0.0 15.4 27.8
Number of Traders in Each Category Total Traders: 59
8 0 0 . 4 0 13 20 4 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 58,914
Positions
18,331 37,278 597 5,162 1,889 312 22,756 7,301 1,163 1,255 3,997 435 8,904 5,942
Changes from: December 23, 2014 Total Change is: 3,689
-54 2,632 103 -100 -4 45 3,102 378 255 135 23 5 197 252
Percent of Open Interest Represented by Each Category of Trader
31.1 63.3 1.0 8.8 3.2 0.5 38.6 12.4 2.0 2.1 6.8 0.7 15.1 10.1
Number of Traders in Each Category Total Traders: 98
16 16 5 10 . 4 25 13 6 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 117,829
Positions
36,663 74,557 1,194 10,324 3,777 624 45,511 14,602 2,326 2,509 7,994 870 17,807 11,884
Changes from: December 23, 2014 Total Change is: 7,378
-108 5,265 205 -199 -8 89 6,205 756 510 271 46 10 395 504
Percent of Open Interest Represented by Each Category of Trader
31.1 63.3 1.0 8.8 3.2 0.5 38.6 12.4 2.0 2.1 6.8 0.7 15.1 10.1
Number of Traders in Each Category Total Traders: 98
16 16 5 10 . 4 25 13 6 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 846,387
Positions
35,495 224,057 17,050 333,533 114,485 41,310 101,698 140,423 152,648 36,772 51,605 29,063 98,818 75,746
Changes from: December 23, 2014 Total Change is: -6,240
-1,374 2,964 -582 1,816 -3,343 -2,400 -1,133 1,051 -7,806 205 -1,761 -622 5,657 6,260
Percent of Open Interest Represented by Each Category of Trader
4.2 26.5 2.0 39.4 13.5 4.9 12.0 16.6 18.0 4.3 6.1 3.4 11.7 8.9
Number of Traders in Each Category Total Traders: 632
30 36 27 126 60 81 103 122 99 91 61 71
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 192,955
Positions
4,828 60,263 2,530 59,802 24,021 3,748 8,459 6,659 46,456 7,591 12,156 12,668 46,872 24,453
Changes from: December 23, 2014 Total Change is: -1,377
-85 -296 -190 -12 -179 -64 -1,568 580 -2,674 205 -85 -155 3,167 1,685
Percent of Open Interest Represented by Each Category of Trader
2.5 31.2 1.3 31.0 12.4 1.9 4.4 3.5 24.1 3.9 6.3 6.6 24.3 12.7
Number of Traders in Each Category Total Traders: 98
4 12 6 17 7 8 16 18 32 12 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 3,267,163
Positions
182,641 848,274 43,295 1,381,466 465,130 175,000 515,822 718,450 481,331 146,109 197,450 81,771 259,730 256,464
Changes from: December 23, 2014 Total Change is: -24,317
-6,485 16,258 -1,917 6,929 -18,030 -9,475 2,827 3,000 -26,313 101 -8,279 -2,436 12,450 22,874
Percent of Open Interest Represented by Each Category of Trader
5.6 26.0 1.3 42.3 14.2 5.4 15.8 22.0 14.7 4.5 6.0 2.5 7.9 7.8
Number of Traders in Each Category Total Traders: 601
32 33 23 122 57 76 104 115 93 83 55 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 81,744
Positions
4,427 17,761 23 41,586 45,598 2,153 21,046 11,298 1,118 956 485 0 10,435 3,308
Changes from: December 23, 2014 Total Change is: 1,090
-461 2,333 -37 472 83 -836 1,370 -404 157 3 220 0 422 -426
Percent of Open Interest Represented by Each Category of Trader
5.4 21.7 0.0 50.9 55.8 2.6 25.7 13.8 1.4 1.2 0.6 0.0 12.8 4.0
Number of Traders in Each Category Total Traders: 88
4 10 . 32 11 16 15 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 69,267
Positions
3,368 40,859 399 33,213 5,568 745 18,365 13,640 2,570 2,584 1,680 614 7,410 3,194
Changes from: December 23, 2014 Total Change is: -1,109
540 -302 -95 -1,356 -103 39 -777 -763 -96 255 84 25 355 100
Percent of Open Interest Represented by Each Category of Trader
4.9 59.0 0.6 47.9 8.0 1.1 26.5 19.7 3.7 3.7 2.4 0.9 10.7 4.6
Number of Traders in Each Category Total Traders: 210
17 20 7 34 14 9 55 38 19 15 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 346,337
Positions
16,841 204,294 1,993 166,063 27,838 3,726 91,827 68,202 12,849 12,922 8,399 3,068 37,048 15,968
Changes from: December 23, 2014 Total Change is: -5,547
2,698 -1,511 -474 -6,780 -513 195 -3,885 -3,814 -480 1,274 421 127 1,777 502
Percent of Open Interest Represented by Each Category of Trader
4.9 59.0 0.6 47.9 8.0 1.1 26.5 19.7 3.7 3.7 2.4 0.9 10.7 4.6
Number of Traders in Each Category Total Traders: 210
17 20 7 34 14 9 55 38 19 15 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 344,260
Positions
82,958 57,407 8,926 118,774 135,852 18,921 78,844 91,717 6,594 8,008 8,535 912 20,322 15,396
Changes from: December 23, 2014 Total Change is: 1,297
-5,274 4,014 44 785 -1,081 -626 5,071 -976 593 -626 -567 227 1,103 -330
Percent of Open Interest Represented by Each Category of Trader
24.1 16.7 2.6 34.5 39.5 5.5 22.9 26.6 1.9 2.3 2.5 0.3 5.9 4.5
Number of Traders in Each Category Total Traders: 254
15 14 5 49 41 24 50 53 17 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 61,607
Positions
3,336 25,634 161 31,059 0 42 10,975 19,393 473 3,863 9,460 0 11,698 6,444
Changes from: December 23, 2014 Total Change is: 609
-207 -1,990 0 793 0 3 -544 1,912 75 -406 23 0 895 586
Percent of Open Interest Represented by Each Category of Trader
5.4 41.6 0.3 50.4 0.0 0.1 17.8 31.5 0.8 6.3 15.4 0.0 19.0 10.5
Number of Traders in Each Category Total Traders: 61
. 7 . 18 0 . 12 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 103,940
Positions
28,007 4,790 202 14,498 4,971 396 43,504 3,961 746 5,815 409 67 10,705 88,398
Changes from: December 23, 2014 Total Change is: 4,040
-1,291 262 -277 -523 0 69 3,452 -81 237 412 145 67 1,894 3,618
Percent of Open Interest Represented by Each Category of Trader
26.9 4.6 0.2 13.9 4.8 0.4 41.9 3.8 0.7 5.6 0.4 0.1 10.3 85.0
Number of Traders in Each Category Total Traders: 85
17 7 4 8 . . 33 7 5 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 129,170
Positions
7,602 74,048 224 79,810 30,056 6,315 24,258 9,206 3,346 1,246 1,269 0 6,369 4,706
Changes from: December 23, 2014 Total Change is: 1,330
-287 1,846 -42 1,521 301 -11 334 -794 -32 0 -39 0 -153 101
Percent of Open Interest Represented by Each Category of Trader
5.9 57.3 0.2 61.8 23.3 4.9 18.8 7.1 2.6 1.0 1.0 0.0 4.9 3.6
Number of Traders in Each Category Total Traders: 105
6 13 . 42 19 17 13 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 332,758
Positions
44,725 155,454 5,416 142,959 69,463 29,623 68,586 53,667 5,310 16,493 8,822 753 18,893 4,250
Changes from: December 23, 2014 Total Change is: 4,784
-2,248 1,953 114 7,714 1,274 -3,068 -1,810 6,980 -638 707 -408 -243 4,256 -1,180
Percent of Open Interest Represented by Each Category of Trader
13.4 46.7 1.6 43.0 20.9 8.9 20.6 16.1 1.6 5.0 2.7 0.2 5.7 1.3
Number of Traders in Each Category Total Traders: 216
19 23 9 59 28 28 28 26 10 25 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 953,533
Positions
19,244 106,977 15,389 440,644 178,566 124,188 89,123 257,228 59,187 17,541 36,631 10,603 177,613 164,765
Changes from: December 23, 2014 Total Change is: -35,981
-172 497 -7,005 -6,280 6,436 -7,985 7,617 368 -25,300 -2,340 1,930 -1,463 6,947 -3,459
Percent of Open Interest Represented by Each Category of Trader
2.0 11.2 1.6 46.2 18.7 13.0 9.3 27.0 6.2 1.8 3.8 1.1 18.6 17.3
Number of Traders in Each Category Total Traders: 165
6 15 9 37 32 39 33 23 34 7 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 524,918
Positions
25,397 79,170 494 263,364 37,348 77,612 24,080 206,633 12,645 5,550 22,464 59 115,717 88,492
Changes from: December 23, 2014 Total Change is: -3,934
-176 1,289 -593 -1,736 -240 1,155 -488 657 -117 0 -1,720 0 -1,979 -4,365
Percent of Open Interest Represented by Each Category of Trader
4.8 15.1 0.1 50.2 7.1 14.8 4.6 39.4 2.4 1.1 4.3 0.0 22.0 16.9
Number of Traders in Each Category Total Traders: 97
. 8 . 41 11 27 9 18 14 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 1,311,000
Positions
74,750 109,510 15,086 281,360 451,185 108,303 578,002 176,957 48,784 100,737 236,126 13,703 90,274 151,346
Changes from: December 23, 2014 Total Change is: -1,234
5,837 1,562 -3,403 8,565 -1,220 294 -9,501 10,709 -6,045 8,540 -91 -4,292 -1,229 1,252
Percent of Open Interest Represented by Each Category of Trader
5.7 8.4 1.2 21.5 34.4 8.3 44.1 13.5 3.7 7.7 18.0 1.0 6.9 11.5
Number of Traders in Each Category Total Traders: 254
16 27 10 38 45 39 41 30 34 20 37 13
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Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 3,085,538
Positions
137,586 110,045 154,686 872,471 828,516 392,834 494,042 593,381 295,082 348,676 169,880 89,595 300,566 451,518
Changes from: December 23, 2014 Total Change is: -148,616
-18,676 17,058 -35,989 -16,384 -42,959 -9,500 22,006 39,303 -86,297 18,877 -2,610 -27,551 4,899 -70
Percent of Open Interest Represented by Each Category of Trader
4.5 3.6 5.0 28.3 26.9 12.7 16.0 19.2 9.6 11.3 5.5 2.9 9.7 14.6
Number of Traders in Each Category Total Traders: 355
20 25 34 35 86 73 49 65 75 32 43 31
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Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,002,790
Positions
80,269 161,359 38,690 446,022 557,487 272,408 548,798 223,319 136,483 190,970 177,047 49,069 240,080 386,928
Changes from: December 23, 2014 Total Change is: -101,296
-9,260 -2,428 -13,418 5,258 -22,462 -12,332 -4,973 -7,962 -62,805 12,346 -4,513 -5,765 -10,346 30,388
Percent of Open Interest Represented by Each Category of Trader
4.0 8.1 1.9 22.3 27.8 13.6 27.4 11.2 6.8 9.5 8.8 2.5 12.0 19.3
Number of Traders in Each Category Total Traders: 273
15 24 19 35 49 49 49 48 50 18 35 13
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Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 752,300
Positions
286,647 154,405 223,494 6,064 10,190 12,144 38,154 124,124 97,738 6,228 21,517 59,049 22,780 49,638
Changes from: December 23, 2014 Total Change is: 8,452
9,151 11,815 -2,922 0 -245 -365 788 -2,745 2,564 -1,215 541 -116 566 -76
Percent of Open Interest Represented by Each Category of Trader
38.1 20.5 29.7 0.8 1.4 1.6 5.1 16.5 13.0 0.8 2.9 7.8 3.0 6.6
Number of Traders in Each Category Total Traders: 104
21 22 38 . . . 16 25 25 . 7 8
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Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is17,186,233
Positions
1,900,199 1,335,359 3,800,135 248,582 873,244 675,241 1,603,055 974,495 6,198,063 419,563 485,712 1,510,610 830,784 1,333,373
Changes from: December 23, 2014 Total Change is: -216,087
9,593 50,233 -14,552 184 4,708 -24,339 -17,611 -71,373 -114,706 -15,285 21,975 -75,218 35,846 7,185
Percent of Open Interest Represented by Each Category of Trader
11.1 7.8 22.1 1.4 5.1 3.9 9.3 5.7 36.1 2.4 2.8 8.8 4.8 7.8
Number of Traders in Each Category Total Traders: 296
28 59 82 10 26 31 44 73 95 14 34 36
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Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 51,245
Positions
23,954 802 0 968 17,322 3,865 20,481 22,198 0 1,829 6,922 0 148 136
Changes from: December 23, 2014 Total Change is: 421
774 -110 0 14 122 0 -179 380 0 -205 14 0 17 15
Percent of Open Interest Represented by Each Category of Trader
46.7 1.6 0.0 1.9 33.8 7.5 40.0 43.3 0.0 3.6 13.5 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 44
4 . 0 . 9 . 5 12 0 . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 32,485
Positions
13,485 60 56 0 15,696 221 18,032 7,129 136 429 9,128 0 126 59
Changes from: December 23, 2014 Total Change is: -3
1,219 -365 40 0 154 0 -1,358 32 136 -30 0 0 -10 0
Percent of Open Interest Represented by Each Category of Trader
41.5 0.2 0.2 0.0 48.3 0.7 55.5 21.9 0.4 1.3 28.1 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 48
6 . . 0 16 . 5 7 . . 10 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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 107,347
Positions
17,324 56,155 576 9,837 0 94 32,297 47,185 1,513 29,390 182 115 16,201 1,527
Changes from: December 23, 2014 Total Change is: 12,259
684 -77 65 2 0 0 1,875 12,635 -636 8,714 -100 57 1,498 314
Percent of Open Interest Represented by Each Category of Trader
16.1 52.3 0.5 9.2 0.0 0.1 30.1 44.0 1.4 27.4 0.2 0.1 15.1 1.4
Number of Traders in Each Category Total Traders: 180
8 . . 15 0 . 47 17 8 87 4 5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 308,318
Positions
66,206 70,157 25,840 16,544 24,088 45,085 62,780 52,156 42,342 16,231 5,356 15,227 18,063 28,067
Changes from: December 23, 2014 Total Change is: -16,958
2,951 -294 -1,443 6,918 1,066 -2,963 -8,395 -518 -2,921 -1,953 -1,352 -2,676 -6,476 -5,857
Percent of Open Interest Represented by Each Category of Trader
21.5 22.8 8.4 5.4 7.8 14.6 20.4 16.9 13.7 5.3 1.7 4.9 5.9 9.1
Number of Traders in Each Category Total Traders: 150
15 14 18 5 15 10 30 40 44 6 15 18
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Traders in Financial Futures - Options and Futures Combined Positions as of December 30, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 10,046
Positions
111 2,900 0 3,268 232 701 5,046 5,531 405 427 268 0 88 9
Changes from: December 23, 2014 Total Change is: 584
0 0 0 674 -193 214 95 396 55 -473 111 0 19 1
Percent of Open Interest Represented by Each Category of Trader
1.1 28.9 0.0 32.5 2.3 7.0 50.2 55.1 4.0 4.3 2.7 0.0 0.9 0.1
Number of Traders in Each Category Total Traders: 21
. . 0 . . . 6 5 . . . 0
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Updated January 3, 2015