Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 124,491
Positions
21,321 1,661 7,294 22,562 5,347 5 17,460 44,115 15,958 12,579 6,650 3,425 23,886 40,035
Changes from: December 30, 2014 Total Change is: 11,245
2,869 252 2,231 2,704 56 0 -171 3,058 1,738 -1,287 -127 1,690 1,471 2,347
Percent of Open Interest Represented by Each Category of Trader
17.1 1.3 5.9 18.1 4.3 0.0 14.0 35.4 12.8 10.1 5.3 2.8 19.2 32.2
Number of Traders in Each Category Total Traders: 82
9 . 8 7 7 . 16 19 12 10 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 73,207
Positions
46,073 2,434 1,664 1,409 4,682 1,082 7,510 28,719 6,388 0 808 1,752 7,329 25,678
Changes from: December 30, 2014 Total Change is: 7,561
8,847 -70 474 0 253 0 -3,064 4,993 180 -75 -394 662 537 1,463
Percent of Open Interest Represented by Each Category of Trader
62.9 3.3 2.3 1.9 6.4 1.5 10.3 39.2 8.7 0.0 1.1 2.4 10.0 35.1
Number of Traders in Each Category Total Traders: 48
4 . . . 6 . 10 19 9 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 205,365
Positions
82,192 9,417 8,775 6,632 51,866 4,969 40,242 43,829 31,085 6,578 11,526 5,760 19,133 38,138
Changes from: December 30, 2014 Total Change is: 34,061
9,332 2,971 3,184 -2,280 5,900 1,444 9,010 5,834 9,388 433 216 2,381 1,168 2,742
Percent of Open Interest Represented by Each Category of Trader
40.0 4.6 4.3 3.2 25.3 2.4 19.6 21.3 15.1 3.2 5.6 2.8 9.3 18.6
Number of Traders in Each Category Total Traders: 112
10 6 9 5 18 8 28 27 25 9 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 281,784
Positions
98,200 13,596 11,896 32,874 43,318 4,687 18,865 98,800 30,387 54,306 6,073 9,116 21,453 63,911
Changes from: December 30, 2014 Total Change is: 2,894
-518 1,635 1,119 -1,013 2,024 -644 1,204 -3,495 144 1,352 628 -656 1,908 2,140
Percent of Open Interest Represented by Each Category of Trader
34.8 4.8 4.2 11.7 15.4 1.7 6.7 35.1 10.8 19.3 2.2 3.2 7.6 22.7
Number of Traders in Each Category Total Traders: 138
11 4 7 13 16 8 17 47 25 13 16 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 530,375
Positions
212,126 12,748 33,939 39,499 88,253 16,077 30,890 159,463 71,334 67,316 32,125 19,395 39,799 97,041
Changes from: December 30, 2014 Total Change is: 47,628
17,135 1,484 7,816 -1,177 1,309 1,877 3,705 6,284 11,774 -914 4,168 5,171 2,240 7,744
Percent of Open Interest Represented by Each Category of Trader
40.0 2.4 6.4 7.4 16.6 3.0 5.8 30.1 13.4 12.7 6.1 3.7 7.5 18.3
Number of Traders in Each Category Total Traders: 256
20 13 12 17 33 22 31 66 44 28 47 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 146,133
Positions
76,886 566 5,899 2,400 15,281 1,668 19,089 56,529 11,235 7,858 10,445 2,981 18,117 41,530
Changes from: December 30, 2014 Total Change is: 2,847
8,393 -704 255 61 232 61 -8,741 390 519 1,648 702 172 478 1,220
Percent of Open Interest Represented by Each Category of Trader
52.6 0.4 4.0 1.6 10.5 1.1 13.1 38.7 7.7 5.4 7.1 2.0 12.4 28.4
Number of Traders in Each Category Total Traders: 97
11 . 7 . 10 5 18 33 17 8 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 51,847
Positions
33,274 31,930 6,488 100 3,995 0 5,685 3,675 1,329 1,278 334 3,248 446 849
Changes from: December 30, 2014 Total Change is: 54
2 60 -3 0 0 0 8 -78 7 -8 0 0 48 68
Percent of Open Interest Represented by Each Category of Trader
64.2 61.6 12.5 0.2 7.7 0.0 11.0 7.1 2.6 2.5 0.6 6.3 0.9 1.6
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 January 6, 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 131,973
Positions
53,425 37,551 311 56,152 3,341 0 16,021 72,870 970 1,980 9,442 9 3,104 7,478
Changes from: December 30, 2014 Total Change is: 1,674
121 -1,876 4 -244 -260 0 2,691 1,404 12 -136 2,238 2 -776 150
Percent of Open Interest Represented by Each Category of Trader
40.5 28.5 0.2 42.5 2.5 0.0 12.1 55.2 0.7 1.5 7.2 0.0 2.4 5.7
Number of Traders in Each Category Total Traders: 113
4 9 . 4 4 0 21 54 6 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 13,376
Positions
3,465 4,651 2,976 0 92 303 1,768 496 915 527 434 2,746 676 763
Changes from: December 30, 2014 Total Change is: -32,445
-2,346 -29,730 -436 0 -21 21 -157 -1,077 -438 -28,461 -105 -619 -9 -40
Percent of Open Interest Represented by Each Category of Trader
25.9 34.8 22.2 0.0 0.7 2.3 13.2 3.7 6.8 3.9 3.2 20.5 5.1 5.7
Number of Traders in Each Category Total Traders: 21
. 5 . 0 . . 5 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 19,437
Positions
5,947 0 0 1,017 825 0 9,043 9,412 472 537 3,351 0 2,421 5,377
Changes from: December 30, 2014 Total Change is: 1,366
-391 0 0 71 -3 0 1,873 493 145 22 380 0 -354 351
Percent of Open Interest Represented by Each Category of Trader
30.6 0.0 0.0 5.2 4.2 0.0 46.5 48.4 2.4 2.8 17.2 0.0 12.5 27.7
Number of Traders in Each Category Total Traders: 67
8 0 0 . 4 0 18 21 6 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 58,327
Positions
18,933 39,194 546 4,727 2,062 315 22,580 5,149 1,132 1,257 3,918 392 8,447 5,621
Changes from: December 30, 2014 Total Change is: -587
601 1,916 -52 -436 173 3 -176 -2,152 -31 3 -79 -43 -457 -321
Percent of Open Interest Represented by Each Category of Trader
32.5 67.2 0.9 8.1 3.5 0.5 38.7 8.8 1.9 2.2 6.7 0.7 14.5 9.6
Number of Traders in Each Category Total Traders: 100
16 15 . 9 . 4 29 12 10 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 116,655
Positions
37,865 78,388 1,091 9,453 4,123 629 45,160 10,298 2,263 2,514 7,836 784 16,894 11,242
Changes from: December 30, 2014 Total Change is: -1,174
1,203 3,831 -103 -871 346 5 -351 -4,304 -63 5 -159 -85 -913 -642
Percent of Open Interest Represented by Each Category of Trader
32.5 67.2 0.9 8.1 3.5 0.5 38.7 8.8 1.9 2.2 6.7 0.7 14.5 9.6
Number of Traders in Each Category Total Traders: 100
16 15 . 9 . 4 29 12 10 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 839,108
Positions
33,774 223,510 15,657 320,021 118,540 48,209 103,974 129,370 152,677 33,617 53,681 27,571 103,607 69,892
Changes from: December 30, 2014 Total Change is: -7,279
-1,721 -547 -1,393 -13,512 4,055 6,899 2,276 -11,053 29 -3,155 2,076 -1,491 4,789 -5,854
Percent of Open Interest Represented by Each Category of Trader
4.0 26.6 1.9 38.1 14.1 5.7 12.4 15.4 18.2 4.0 6.4 3.3 12.3 8.3
Number of Traders in Each Category Total Traders: 632
34 36 29 123 61 78 112 111 110 97 56 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 190,087
Positions
5,634 57,276 2,918 57,570 24,754 2,871 9,190 11,794 44,718 7,787 12,060 11,578 47,821 22,118
Changes from: December 30, 2014 Total Change is: -2,867
806 -2,987 388 -2,232 733 -877 731 5,136 -1,738 196 -96 -1,090 949 -2,335
Percent of Open Interest Represented by Each Category of Trader
3.0 30.1 1.5 30.3 13.0 1.5 4.8 6.2 23.5 4.1 6.3 6.1 25.2 11.6
Number of Traders in Each Category Total Traders: 93
4 10 6 17 7 8 19 16 32 11 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 3,245,104
Positions
165,219 855,686 39,178 1,326,517 483,191 212,430 553,367 667,325 460,346 129,273 208,234 79,844 278,929 238,870
Changes from: December 30, 2014 Total Change is: -22,060
-17,422 7,412 -4,117 -54,949 18,061 37,431 37,545 -51,125 -20,984 -16,836 10,783 -1,927 19,199 -17,594
Percent of Open Interest Represented by Each Category of Trader
5.1 26.4 1.2 40.9 14.9 6.5 17.1 20.6 14.2 4.0 6.4 2.5 8.6 7.4
Number of Traders in Each Category Total Traders: 605
35 34 25 119 58 73 108 109 104 89 53 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 82,549
Positions
6,258 14,040 107 39,903 50,235 2,718 20,602 9,244 1,501 770 265 0 10,690 4,439
Changes from: December 30, 2014 Total Change is: 805
1,831 -3,721 84 -1,683 4,637 565 -444 -2,054 383 -186 -220 0 255 1,131
Percent of Open Interest Represented by Each Category of Trader
7.6 17.0 0.1 48.3 60.9 3.3 25.0 11.2 1.8 0.9 0.3 0.0 12.9 5.4
Number of Traders in Each Category Total Traders: 86
6 7 . 30 12 16 17 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 70,262
Positions
3,270 40,975 231 33,086 5,797 870 18,823 13,075 3,300 3,206 1,941 821 6,656 3,253
Changes from: December 30, 2014 Total Change is: 995
-98 116 -168 -127 229 125 458 -565 730 622 261 207 -754 59
Percent of Open Interest Represented by Each Category of Trader
4.7 58.3 0.3 47.1 8.3 1.2 26.8 18.6 4.7 4.6 2.8 1.2 9.5 4.6
Number of Traders in Each Category Total Traders: 224
18 19 6 34 16 9 66 37 28 15 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 351,310
Positions
16,350 204,873 1,154 165,429 28,984 4,352 94,114 65,376 16,500 16,029 9,704 4,104 33,278 16,264
Changes from: December 30, 2014 Total Change is: 4,973
-491 579 -840 -634 1,146 626 2,288 -2,826 3,651 3,108 1,306 1,036 -3,770 296
Percent of Open Interest Represented by Each Category of Trader
4.7 58.3 0.3 47.1 8.3 1.2 26.8 18.6 4.7 4.6 2.8 1.2 9.5 4.6
Number of Traders in Each Category Total Traders: 224
18 19 6 34 16 9 66 37 28 15 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 346,608
Positions
93,980 49,830 7,702 115,416 142,094 19,528 71,599 91,321 8,582 8,037 11,071 788 20,976 15,693
Changes from: December 30, 2014 Total Change is: 2,349
11,022 -7,577 -1,224 -3,358 6,242 607 -7,245 -396 1,988 29 2,536 -125 654 297
Percent of Open Interest Represented by Each Category of Trader
27.1 14.4 2.2 33.3 41.0 5.6 20.7 26.3 2.5 2.3 3.2 0.2 6.1 4.5
Number of Traders in Each Category Total Traders: 266
18 14 . 48 42 25 51 57 19 14 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 57,543
Positions
3,405 24,052 161 31,133 0 47 6,020 18,280 106 4,568 8,621 0 12,103 6,276
Changes from: December 30, 2014 Total Change is: -4,064
69 -1,582 0 74 0 5 -4,955 -1,113 -367 705 -839 0 405 -168
Percent of Open Interest Represented by Each Category of Trader
5.9 41.8 0.3 54.1 0.0 0.1 10.5 31.8 0.2 7.9 15.0 0.0 21.0 10.9
Number of Traders in Each Category Total Traders: 60
5 6 . 20 0 . 14 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 104,980
Positions
26,409 4,766 242 13,933 5,313 402 43,963 5,465 1,121 5,212 573 0 13,698 87,098
Changes from: December 30, 2014 Total Change is: 1,040
-1,598 -24 40 -565 342 6 459 1,504 375 -603 164 -67 2,993 -1,300
Percent of Open Interest Represented by Each Category of Trader
25.2 4.5 0.2 13.3 5.1 0.4 41.9 5.2 1.1 5.0 0.5 0.0 13.0 83.0
Number of Traders in Each Category Total Traders: 83
16 7 . 9 4 . 31 9 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 134,530
Positions
7,726 72,005 237 80,722 40,275 6,309 28,413 6,384 3,289 1,246 1,308 0 6,588 4,723
Changes from: December 30, 2014 Total Change is: 5,360
124 -2,043 13 912 10,219 -6 4,155 -2,822 -57 0 39 0 219 17
Percent of Open Interest Represented by Each Category of Trader
5.7 53.5 0.2 60.0 29.9 4.7 21.1 4.7 2.4 0.9 1.0 0.0 4.9 3.5
Number of Traders in Each Category Total Traders: 106
7 12 . 38 20 18 18 4 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 335,766
Positions
47,999 159,434 5,588 137,110 71,112 32,382 75,202 45,841 5,275 17,718 10,595 481 14,011 5,058
Changes from: December 30, 2014 Total Change is: 3,008
3,274 3,980 172 -5,849 1,649 2,759 6,616 -7,826 -35 1,225 1,773 -272 -4,882 808
Percent of Open Interest Represented by Each Category of Trader
14.3 47.5 1.7 40.8 21.2 9.6 22.4 13.7 1.6 5.3 3.2 0.1 4.2 1.5
Number of Traders in Each Category Total Traders: 218
21 21 8 56 30 33 33 21 9 26 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 1,004,844
Positions
24,352 79,835 31,251 443,966 196,483 131,038 61,847 256,261 82,809 24,078 34,439 17,276 188,228 175,451
Changes from: December 30, 2014 Total Change is: 51,311
5,108 -27,142 15,862 3,321 17,918 6,850 -27,276 -967 23,622 6,537 -2,191 6,673 10,615 10,687
Percent of Open Interest Represented by Each Category of Trader
2.4 7.9 3.1 44.2 19.6 13.0 6.2 25.5 8.2 2.4 3.4 1.7 18.7 17.5
Number of Traders in Each Category Total Traders: 171
6 15 13 39 32 40 31 23 36 12 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 525,371
Positions
25,241 69,373 715 265,673 43,743 78,069 24,068 218,552 9,734 5,550 20,029 59 116,262 85,097
Changes from: December 30, 2014 Total Change is: 453
-156 -9,797 221 2,309 6,395 457 -12 11,919 -2,911 0 -2,435 0 545 -3,395
Percent of Open Interest Represented by Each Category of Trader
4.8 13.2 0.1 50.6 8.3 14.9 4.6 41.6 1.9 1.1 3.8 0.0 22.1 16.2
Number of Traders in Each Category Total Traders: 97
. 7 . 40 13 28 9 19 11 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,346,626
Positions
72,110 112,445 13,055 284,680 454,760 126,432 585,733 182,090 62,953 92,404 227,713 14,600 94,658 152,578
Changes from: December 30, 2014 Total Change is: 35,627
-2,640 2,935 -2,031 3,319 3,575 18,129 7,731 5,133 14,169 -8,333 -8,413 897 4,384 1,231
Percent of Open Interest Represented by Each Category of Trader
5.4 8.4 1.0 21.1 33.8 9.4 43.5 13.5 4.7 6.9 16.9 1.1 7.0 11.3
Number of Traders in Each Category Total Traders: 258
12 29 7 40 44 41 46 31 37 20 36 12
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Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,336,722
Positions
145,832 126,776 190,263 879,751 817,127 439,176 487,874 594,370 408,251 329,243 179,611 132,117 324,214 449,032
Changes from: December 30, 2014 Total Change is: 251,184
8,246 16,731 35,577 7,280 -11,389 46,342 -6,167 988 113,169 -19,433 9,731 42,522 23,648 -2,487
Percent of Open Interest Represented by Each Category of Trader
4.4 3.8 5.7 26.4 24.5 13.2 14.6 17.8 12.2 9.9 5.4 4.0 9.7 13.5
Number of Traders in Each Category Total Traders: 366
22 25 37 35 86 72 53 66 79 29 50 30
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Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,997,746
Positions
73,608 184,556 32,487 449,552 487,321 293,634 486,385 235,439 149,323 189,973 180,597 51,799 270,985 382,590
Changes from: December 30, 2014 Total Change is: -5,045
-6,661 23,197 -6,204 3,530 -70,166 21,226 -62,412 12,120 12,840 -998 3,550 2,730 30,905 -4,338
Percent of Open Interest Represented by Each Category of Trader
3.7 9.2 1.6 22.5 24.4 14.7 24.3 11.8 7.5 9.5 9.0 2.6 13.6 19.2
Number of Traders in Each Category Total Traders: 284
10 30 16 38 49 52 46 56 55 18 37 16
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Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 685,786
Positions
265,761 137,170 209,299 6,886 5,158 11,740 16,306 103,880 90,967 7,235 21,576 52,143 25,449 53,853
Changes from: December 30, 2014 Total Change is: -66,514
-20,887 -17,235 -14,195 822 -5,032 -404 -21,848 -20,244 -6,772 1,007 59 -6,906 2,668 4,214
Percent of Open Interest Represented by Each Category of Trader
38.8 20.0 30.5 1.0 0.8 1.7 2.4 15.1 13.3 1.1 3.1 7.6 3.7 7.9
Number of Traders in Each Category Total Traders: 96
17 23 36 . . . 10 25 24 . 8 9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is17,343,716
Positions
1,837,069 1,324,630 3,941,235 192,142 866,494 625,591 1,673,899 992,607 6,269,969 431,373 472,865 1,503,766 868,672 1,346,560
Changes from: December 30, 2014 Total Change is: 157,483
-63,130 -10,730 141,100 -56,440 -6,749 -49,650 70,844 18,112 71,906 11,811 -12,847 -6,845 37,888 13,187
Percent of Open Interest Represented by Each Category of Trader
10.6 7.6 22.7 1.1 5.0 3.6 9.7 5.7 36.2 2.5 2.7 8.7 5.0 7.8
Number of Traders in Each Category Total Traders: 307
25 63 84 12 25 31 44 78 99 15 37 39
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Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 51,865
Positions
22,331 882 20 922 17,351 3,865 23,127 22,516 0 1,507 7,072 0 93 159
Changes from: December 30, 2014 Total Change is: 620
-1,623 80 20 -46 29 0 2,646 318 0 -322 150 0 -55 23
Percent of Open Interest Represented by Each Category of Trader
43.1 1.7 0.0 1.8 33.5 7.5 44.6 43.4 0.0 2.9 13.6 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 47
5 . . . 9 . 4 12 0 . 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 33,547
Positions
16,237 164 0 0 15,368 221 16,603 8,386 163 150 9,128 43 130 74
Changes from: December 30, 2014 Total Change is: 1,062
2,752 104 -56 0 -328 0 -1,429 1,257 27 -279 0 43 4 15
Percent of Open Interest Represented by Each Category of Trader
48.4 0.5 0.0 0.0 45.8 0.7 49.5 25.0 0.5 0.4 27.2 0.1 0.4 0.2
Number of Traders in Each Category Total Traders: 48
6 . 0 0 15 . . 10 . . 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 127,023
Positions
17,810 80,066 625 12,554 0 21 41,559 42,148 1,544 35,262 452 210 17,438 1,958
Changes from: December 30, 2014 Total Change is: 19,675
486 23,911 49 2,717 0 -73 9,262 -5,037 30 5,873 270 95 1,237 431
Percent of Open Interest Represented by Each Category of Trader
14.0 63.0 0.5 9.9 0.0 0.0 32.7 33.2 1.2 27.8 0.4 0.2 13.7 1.5
Number of Traders in Each Category Total Traders: 202
7 . . 16 0 . 48 16 9 105 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 285,927
Positions
52,617 57,555 26,230 25,948 22,437 33,072 57,343 59,133 40,045 15,635 5,372 15,250 19,787 26,833
Changes from: December 30, 2014 Total Change is: -22,391
-13,589 -12,602 390 9,404 -1,651 -12,013 -5,437 6,977 -2,297 -596 16 23 1,724 -1,234
Percent of Open Interest Represented by Each Category of Trader
18.4 20.1 9.2 9.1 7.8 11.6 20.1 20.7 14.0 5.5 1.9 5.3 6.9 9.4
Number of Traders in Each Category Total Traders: 155
13 14 21 7 15 10 40 36 48 9 11 17
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Traders in Financial Futures - Options and Futures Combined Positions as of January 6, 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 10,784
Positions
96 2,900 0 3,043 175 727 5,982 5,977 405 428 585 0 103 15
Changes from: December 30, 2014 Total Change is: 738
-15 0 0 -225 -57 26 936 446 0 1 317 0 15 6
Percent of Open Interest Represented by Each Category of Trader
0.9 26.9 0.0 28.2 1.6 6.7 55.5 55.4 3.8 4.0 5.4 0.0 1.0 0.1
Number of Traders in Each Category Total Traders: 22
. . 0 . . . 6 5 . . . 0
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Updated January 9, 2015