Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 115,744
Positions
39,939 2,544 1,704 22,796 5,025 18 11,981 51,410 9,022 7,533 6,100 618 22,133 39,303
Changes from: February 3, 2015 Total Change is: 2,082
7,775 1,012 430 -619 -1,196 -250 -4,944 4,252 329 689 -986 -1,501 173 -8
Percent of Open Interest Represented by Each Category of Trader
34.5 2.2 1.5 19.7 4.3 0.0 10.4 44.4 7.8 6.5 5.3 0.5 19.1 34.0
Number of Traders in Each Category Total Traders: 77
11 . 4 7 7 . 12 22 10 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 34,459
Positions
16,411 5,300 3 1,746 2,562 13 7,199 12,975 63 0 974 0 9,024 12,569
Changes from: February 3, 2015 Total Change is: -3,962
249 52 2 -430 -104 0 -3,518 -2,801 4 0 -81 0 -269 -1,034
Percent of Open Interest Represented by Each Category of Trader
47.6 15.4 0.0 5.1 7.4 0.0 20.9 37.7 0.2 0.0 2.8 0.0 26.2 36.5
Number of Traders in Each Category Total Traders: 31
5 . . . . . 8 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 175,966
Positions
106,768 9,373 1,037 6,355 56,611 2,714 33,247 57,457 5,257 4,380 11,426 6 16,202 32,085
Changes from: February 3, 2015 Total Change is: -6,937
-4,967 1,286 -580 163 -518 -98 -2,076 -2,803 -372 1,516 -522 -548 25 -2,782
Percent of Open Interest Represented by Each Category of Trader
60.7 5.3 0.6 3.6 32.2 1.5 18.9 32.7 3.0 2.5 6.5 0.0 9.2 18.2
Number of Traders in Each Category Total Traders: 100
11 4 . 5 19 6 22 28 11 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 204,193
Positions
86,869 19,337 655 30,617 33,487 1,939 14,087 77,574 4,229 49,861 5,202 2,534 13,402 59,236
Changes from: February 3, 2015 Total Change is: 230
4,704 -765 622 -596 -13,167 -44 1,477 5,903 467 -3,330 1,018 -67 -3,003 6,263
Percent of Open Interest Represented by Each Category of Trader
42.5 9.5 0.3 15.0 16.4 0.9 6.9 38.0 2.1 24.4 2.5 1.2 6.6 29.0
Number of Traders in Each Category Total Traders: 128
11 7 . 7 20 7 15 48 13 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 444,139
Positions
243,865 13,861 4,479 38,712 89,694 15,505 26,289 185,271 4,515 73,132 42,362 4,080 33,562 84,372
Changes from: February 3, 2015 Total Change is: -13,070
-9,209 1,716 110 -711 -8,332 832 1,262 4,686 -244 -5,334 -6,217 1,781 -1,557 -7,402
Percent of Open Interest Represented by Each Category of Trader
54.9 3.1 1.0 8.7 20.2 3.5 5.9 41.7 1.0 16.5 9.5 0.9 7.6 19.0
Number of Traders in Each Category Total Traders: 238
20 12 7 19 37 26 21 65 14 29 35 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 125,359
Positions
89,013 571 366 1,273 15,928 927 14,239 51,909 1,549 4,928 11,500 1 13,063 42,608
Changes from: February 3, 2015 Total Change is: -7,716
-3,475 297 6 0 255 -131 -4,346 -5,578 123 -337 -3,050 -12 456 374
Percent of Open Interest Represented by Each Category of Trader
71.0 0.5 0.3 1.0 12.7 0.7 11.4 41.4 1.2 3.9 9.2 0.0 10.4 34.0
Number of Traders in Each Category Total Traders: 85
9 . . . 10 . 17 30 10 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 48,686
Positions
32,170 29,724 3,487 100 5,560 0 7,404 3,658 772 929 1,356 3,282 542 847
Changes from: February 3, 2015 Total Change is: 708
-1,420 407 0 0 544 0 1,569 59 -517 929 198 34 113 -17
Percent of Open Interest Represented by Each Category of Trader
66.1 61.1 7.2 0.2 11.4 0.0 15.2 7.5 1.6 1.9 2.8 6.7 1.1 1.7
Number of Traders in Each Category Total Traders: 33
9 7 7 . . 0 4 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 174,861
Positions
55,255 49,919 901 51,782 2,903 494 22,214 65,053 39,131 2,305 9,279 0 2,779 7,181
Changes from: February 3, 2015 Total Change is: 13,449
-9 -3,592 21 -463 588 210 1,385 2,766 12,736 -61 -260 0 -370 980
Percent of Open Interest Represented by Each Category of Trader
31.6 28.5 0.5 29.6 1.7 0.3 12.7 37.2 22.4 1.3 5.3 0.0 1.6 4.1
Number of Traders in Each Category Total Traders: 122
5 11 . 4 7 . 25 50 11 9 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 24,644
Positions
4,045 13,184 3,850 0 1,167 0 12,020 1,560 553 522 326 2,746 908 1,258
Changes from: February 3, 2015 Total Change is: -12,038
515 -784 -6,954 0 683 -38 856 397 -1,406 -73 -7 0 -4,938 -3,929
Percent of Open Interest Represented by Each Category of Trader
16.4 53.5 15.6 0.0 4.7 0.0 48.8 6.3 2.2 2.1 1.3 11.1 3.7 5.1
Number of Traders in Each Category Total Traders: 20
. 5 . 0 . 0 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 26,593
Positions
13,921 169 48 888 1,601 0 8,509 14,131 725 565 3,064 0 1,937 6,855
Changes from: February 3, 2015 Total Change is: 906
2,437 -93 -2 99 797 0 -1,432 676 -275 25 -379 0 54 182
Percent of Open Interest Represented by Each Category of Trader
52.3 0.6 0.2 3.3 6.0 0.0 32.0 53.1 2.7 2.1 11.5 0.0 7.3 25.8
Number of Traders in Each Category Total Traders: 63
10 . . . . 0 12 24 . 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 53,087
Positions
17,143 34,779 181 4,005 1,796 533 18,933 6,356 62 2,054 3,469 59 10,120 5,854
Changes from: February 3, 2015 Total Change is: 582
-2,352 -225 39 -260 -53 47 4,214 350 -677 61 384 0 -490 717
Percent of Open Interest Represented by Each Category of Trader
32.3 65.5 0.3 7.5 3.4 1.0 35.7 12.0 0.1 3.9 6.5 0.1 19.1 11.0
Number of Traders in Each Category Total Traders: 90
15 13 . 9 . . 25 9 4 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 106,173
Positions
34,285 69,558 362 8,009 3,591 1,065 37,865 12,711 123 4,107 6,937 118 20,239 11,708
Changes from: February 3, 2015 Total Change is: 1,164
-4,704 -449 78 -519 -105 93 8,427 700 -1,354 122 767 0 -979 1,434
Percent of Open Interest Represented by Each Category of Trader
32.3 65.5 0.3 7.5 3.4 1.0 35.7 12.0 0.1 3.9 6.5 0.1 19.1 11.0
Number of Traders in Each Category Total Traders: 90
15 13 . 9 . . 25 9 4 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 703,790
Positions
34,023 175,367 34,528 305,623 118,584 46,674 101,621 151,267 29,880 28,958 50,652 3,938 118,546 92,900
Changes from: February 3, 2015 Total Change is: 13,942
-800 -4,721 2,964 -2,695 -1,479 1,853 5,185 5,423 950 -704 212 -538 7,728 9,278
Percent of Open Interest Represented by Each Category of Trader
4.8 24.9 4.9 43.4 16.8 6.6 14.4 21.5 4.2 4.1 7.2 0.6 16.8 13.2
Number of Traders in Each Category Total Traders: 553
31 37 24 119 65 78 85 117 76 45 54 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 145,465
Positions
32,268 52,127 709 53,481 22,287 2,316 8,050 5,519 845 6,456 13,154 39 41,301 48,469
Changes from: February 3, 2015 Total Change is: 2,616
1,415 -5,002 -820 1,094 42 69 511 -1,204 45 -1,141 72 0 1,443 9,414
Percent of Open Interest Represented by Each Category of Trader
22.2 35.8 0.5 36.8 15.3 1.6 5.5 3.8 0.6 4.4 9.0 0.0 28.4 33.3
Number of Traders in Each Category Total Traders: 75
9 6 4 14 6 7 17 12 6 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,791,625
Positions
160,825 768,251 17,044 1,300,323 521,101 182,175 514,128 775,013 98,899 120,016 194,994 11,991 386,224 222,157
Changes from: February 3, 2015 Total Change is: 56,630
5,423 17,906 2,420 -6,046 5,295 -3,979 20,187 29,954 7,706 -866 -2,354 360 31,425 -678
Percent of Open Interest Represented by Each Category of Trader
5.8 27.5 0.6 46.6 18.7 6.5 18.4 27.8 3.5 4.3 7.0 0.4 13.8 8.0
Number of Traders in Each Category Total Traders: 543
33 35 17 115 63 73 85 117 68 44 51 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 84,980
Positions
6,520 14,756 225 43,261 46,701 2,579 18,666 11,833 1,876 679 757 0 11,174 6,253
Changes from: February 3, 2015 Total Change is: -2,213
-749 756 -1 -1,762 -1,860 -82 -644 -1,652 474 -389 -246 0 940 398
Percent of Open Interest Represented by Each Category of Trader
7.7 17.4 0.3 50.9 55.0 3.0 22.0 13.9 2.2 0.8 0.9 0.0 13.1 7.4
Number of Traders in Each Category Total Traders: 90
7 10 . 33 13 16 10 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 62,923
Positions
4,982 37,159 162 25,764 6,849 614 18,772 11,151 1,842 2,161 2,013 83 8,544 3,049
Changes from: February 3, 2015 Total Change is: 2,587
-437 1,083 -102 -187 6 -62 2,558 1,592 371 292 118 -40 194 -379
Percent of Open Interest Represented by Each Category of Trader
7.9 59.1 0.3 40.9 10.9 1.0 29.8 17.7 2.9 3.4 3.2 0.1 13.6 4.8
Number of Traders in Each Category Total Traders: 222
14 20 4 27 19 8 56 49 12 19 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 314,616
Positions
24,908 185,797 808 128,819 34,245 3,072 93,859 55,754 9,211 10,803 10,067 416 42,720 15,246
Changes from: February 3, 2015 Total Change is: 12,933
-2,186 5,416 -510 -933 28 -312 12,792 7,959 1,855 1,458 592 -200 969 -1,895
Percent of Open Interest Represented by Each Category of Trader
7.9 59.1 0.3 40.9 10.9 1.0 29.8 17.7 2.9 3.4 3.2 0.1 13.6 4.8
Number of Traders in Each Category Total Traders: 222
14 20 4 27 19 8 56 49 12 19 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 337,543
Positions
98,787 53,894 7,944 125,425 136,534 14,556 56,058 92,904 6,775 7,760 10,131 91 20,147 14,714
Changes from: February 3, 2015 Total Change is: -4,450
-1,201 2,033 329 -4,516 -1,088 -1,025 -1,072 -5,645 2,205 122 64 91 617 -1,414
Percent of Open Interest Represented by Each Category of Trader
29.3 16.0 2.4 37.2 40.4 4.3 16.6 27.5 2.0 2.3 3.0 0.0 6.0 4.4
Number of Traders in Each Category Total Traders: 254
19 13 . 54 45 25 39 54 12 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 53,655
Positions
1,634 23,503 111 28,071 0 122 5,770 18,191 1,041 6,164 5,093 0 10,742 5,594
Changes from: February 3, 2015 Total Change is: 611
-45 72 0 -986 0 6 984 -19 261 516 -200 0 -125 491
Percent of Open Interest Represented by Each Category of Trader
3.0 43.8 0.2 52.3 0.0 0.2 10.8 33.9 1.9 11.5 9.5 0.0 20.0 10.4
Number of Traders in Each Category Total Traders: 57
5 7 . 19 0 . 11 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 112,650
Positions
33,906 4,750 2,246 8,942 4,964 824 47,975 8,395 4,519 4,516 2,637 0 9,722 84,315
Changes from: February 3, 2015 Total Change is: 7,982
1,657 -853 702 675 -481 -199 3,120 2,821 1,908 1,107 -416 0 -988 4,500
Percent of Open Interest Represented by Each Category of Trader
30.1 4.2 2.0 7.9 4.4 0.7 42.6 7.5 4.0 4.0 2.3 0.0 8.6 74.8
Number of Traders in Each Category Total Traders: 89
19 7 4 10 4 . 32 8 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 136,300
Positions
10,916 72,135 231 82,928 43,613 3,811 27,622 9,111 3,249 1,713 825 0 5,830 3,325
Changes from: February 3, 2015 Total Change is: 3,348
1,079 3,430 -9 3,365 -1,364 -27 -387 1,540 159 -536 0 0 -296 -381
Percent of Open Interest Represented by Each Category of Trader
8.0 52.9 0.2 60.8 32.0 2.8 20.3 6.7 2.4 1.3 0.6 0.0 4.3 2.4
Number of Traders in Each Category Total Traders: 110
7 14 . 38 21 18 15 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 360,663
Positions
58,802 189,072 3,839 155,264 71,816 31,004 69,934 47,279 5,698 18,325 6,112 1,895 15,902 3,948
Changes from: February 3, 2015 Total Change is: -3,744
-5,206 2,488 -1,317 6,096 2,596 866 -1,047 -7,679 -94 -792 0 -323 -1,927 -281
Percent of Open Interest Represented by Each Category of Trader
16.3 52.4 1.1 43.0 19.9 8.6 19.4 13.1 1.6 5.1 1.7 0.5 4.4 1.1
Number of Traders in Each Category Total Traders: 209
15 25 8 55 28 26 28 23 10 27 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 694,598
Positions
13,679 78,927 5,836 268,706 164,459 111,831 88,790 118,936 23,991 19,741 37,298 591 161,433 152,729
Changes from: February 3, 2015 Total Change is: -10,796
-1,192 10,264 866 -40,741 -22,060 10,995 14,895 -6,110 1,512 4,652 64 500 -2,283 -6,827
Percent of Open Interest Represented by Each Category of Trader
2.0 11.4 0.8 38.7 23.7 16.1 12.8 17.1 3.5 2.8 5.4 0.1 23.2 22.0
Number of Traders in Each Category Total Traders: 164
8 13 6 33 35 37 26 25 20 11 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 537,389
Positions
20,534 59,526 17,107 245,385 51,277 86,594 26,543 206,028 17,752 5,550 12,449 59 117,865 86,597
Changes from: February 3, 2015 Total Change is: 34,941
-3,148 -11,678 14,771 10,715 5,141 2,417 594 19,482 5,004 0 1,524 -243 4,831 -1,477
Percent of Open Interest Represented by Each Category of Trader
3.8 11.1 3.2 45.7 9.5 16.1 4.9 38.3 3.3 1.0 2.3 0.0 21.9 16.1
Number of Traders in Each Category Total Traders: 94
4 7 4 37 13 28 8 19 12 . 4 .
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Traders in Financial Futures - Futures Only Positions as of February 10, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,437,444
Positions
101,244 164,919 14,800 266,566 438,195 120,652 648,719 194,620 88,451 80,142 245,428 11,856 105,014 158,523
Changes from: February 3, 2015 Total Change is: 87,875
1,134 26,308 2,594 -13,281 -10,147 4,179 56,033 11,703 25,851 5,659 12,020 5,882 -176 9,485
Percent of Open Interest Represented by Each Category of Trader
7.0 11.5 1.0 18.5 30.5 8.4 45.1 13.5 6.2 5.6 17.1 0.8 7.3 11.0
Number of Traders in Each Category Total Traders: 271
14 42 9 46 38 40 42 36 30 15 38 10
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Traders in Financial Futures - Futures Only Positions as of February 10, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,557,786
Positions
192,671 134,642 16,749 542,599 871,538 323,040 595,019 484,453 105,368 404,359 159,762 32,269 345,712 429,965
Changes from: February 3, 2015 Total Change is: -66,693
-39,958 3,020 -1,700 -129,567 -33,717 -18,456 103,219 -23,983 -13,387 37,176 14,270 -2,441 -1,579 9,701
Percent of Open Interest Represented by Each Category of Trader
7.5 5.3 0.7 21.2 34.1 12.6 23.3 18.9 4.1 15.8 6.2 1.3 13.5 16.8
Number of Traders in Each Category Total Traders: 388
28 25 15 43 87 66 65 61 62 29 50 12
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Traders in Financial Futures - Futures Only Positions as of February 10, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,962,109
Positions
103,579 255,532 11,940 470,572 557,422 291,114 554,756 229,739 63,035 207,604 197,585 10,305 249,204 345,437
Changes from: February 3, 2015 Total Change is: 142,791
10,171 29,023 137 -91,459 82,495 -23,207 156,749 -18,250 39,399 55,770 16,351 -5,666 897 22,509
Percent of Open Interest Represented by Each Category of Trader
5.3 13.0 0.6 24.0 28.4 14.8 28.3 11.7 3.2 10.6 10.1 0.5 12.7 17.6
Number of Traders in Each Category Total Traders: 279
13 30 10 38 47 48 57 41 37 14 38 12
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Traders in Financial Futures - Futures Only Positions as of February 10, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 689,876
Positions
251,243 145,710 230,654 464 4,819 14,133 24,153 82,361 91,914 4,692 30,395 43,048 29,575 46,842
Changes from: February 3, 2015 Total Change is: -10,517
-9,749 5,283 -9,448 464 -1,393 -5,334 4,939 1,812 2,202 2,395 -4,041 -1,560 5,574 1,962
Percent of Open Interest Represented by Each Category of Trader
36.4 21.1 33.4 0.1 0.7 2.0 3.5 11.9 13.3 0.7 4.4 6.2 4.3 6.8
Number of Traders in Each Category Total Traders: 106
18 27 34 . . . 14 24 27 . 9 7
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Traders in Financial Futures - Futures Only Positions as of February 10, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,159,626
Positions
1,978,147 1,667,123 2,691,858 259,580 870,551 512,961 1,979,287 1,120,524 2,033,336 485,615 666,499 372,828 846,014 1,223,946
Changes from: February 3, 2015 Total Change is: 14,913
177,699 -132,922 78,331 -4,181 72,702 -42,802 -150,920 24,258 71,248 -10,154 18,842 -11,348 -92,960 -63,396
Percent of Open Interest Represented by Each Category of Trader
17.7 14.9 24.1 2.3 7.8 4.6 17.7 10.0 18.2 4.4 6.0 3.3 7.6 11.0
Number of Traders in Each Category Total Traders: 289
30 56 79 11 28 26 46 69 85 9 33 30
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Traders in Financial Futures - Futures Only Positions as of February 10, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 54,956
Positions
25,296 9,559 0 555 15,060 3,876 23,891 16,552 0 1,190 9,385 0 148 524
Changes from: February 3, 2015 Total Change is: 1,075
589 45 0 -132 -417 12 596 347 0 -45 681 0 55 407
Percent of Open Interest Represented by Each Category of Trader
46.0 17.4 0.0 1.0 27.4 7.1 43.5 30.1 0.0 2.2 17.1 0.0 0.3 1.0
Number of Traders in Each Category Total Traders: 46
5 5 0 . 9 . 5 9 0 . 10 0
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Traders in Financial Futures - Futures Only Positions as of February 10, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 35,664
Positions
14,296 458 0 0 15,075 209 20,620 7,979 221 100 11,249 55 163 418
Changes from: February 3, 2015 Total Change is: 229
-872 107 -50 0 -68 0 1,072 518 29 0 -341 55 -5 -21
Percent of Open Interest Represented by Each Category of Trader
40.1 1.3 0.0 0.0 42.3 0.6 57.8 22.4 0.6 0.3 31.5 0.2 0.5 1.2
Number of Traders in Each Category Total Traders: 46
6 . 0 0 12 . 5 8 . . 12 .
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Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 114,816
Positions
13,883 89,517 983 9,963 236 104 25,199 18,478 3,419 40,082 227 65 21,118 1,787
Changes from: February 3, 2015 Total Change is: -10,209
-8 -637 411 -873 96 -21 -9,007 -10,998 1,645 -2,288 -300 -30 -38 -375
Percent of Open Interest Represented by Each Category of Trader
12.1 78.0 0.9 8.7 0.2 0.1 21.9 16.1 3.0 34.9 0.2 0.1 18.4 1.6
Number of Traders in Each Category Total Traders: 218
4 . . 14 . . 38 13 10 140 4 .
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Traders in Financial Futures - Futures Only Positions as of February 10, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 296,263
Positions
19,043 53,117 40,251 31,576 18,124 34,064 83,195 65,734 47,649 12,906 3,557 9,547 18,032 24,220
Changes from: February 3, 2015 Total Change is: 20,490
1,468 -9,757 5,492 10,646 1,708 -145 -1,157 19,573 5,106 -482 -1,095 236 -674 -628
Percent of Open Interest Represented by Each Category of Trader
6.4 17.9 13.6 10.7 6.1 11.5 28.1 22.2 16.1 4.4 1.2 3.2 6.1 8.2
Number of Traders in Each Category Total Traders: 155
17 15 20 5 14 8 28 48 48 5 9 15
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Traders in Financial Futures - Futures Only Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 12,897
Positions
138 2,900 0 5,030 945 623 4,352 7,372 637 2,015 396 0 102 24
Changes from: February 3, 2015 Total Change is: 307
19 0 0 518 -97 82 -1,066 613 0 750 -288 0 4 -3
Percent of Open Interest Represented by Each Category of Trader
1.1 22.5 0.0 39.0 7.3 4.8 33.7 57.2 4.9 15.6 3.1 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 26
. . 0 . . . 6 7 . 4 . 0
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Updated February 13, 2015