Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 123,128
Positions
24,287 1,804 6,384 23,874 5,415 15 14,457 44,003 15,130 11,792 7,741 2,234 24,955 40,402
Changes from: January 6, 2015 Total Change is: -1,363
2,965 143 -910 1,312 68 10 -3,003 -112 -828 -787 1,091 -1,191 1,069 367
Percent of Open Interest Represented by Each Category of Trader
19.7 1.5 5.2 19.4 4.4 0.0 11.7 35.7 12.3 9.6 6.3 1.8 20.3 32.8
Number of Traders in Each Category Total Traders: 81
8 . 8 7 8 . 18 20 12 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 74,420
Positions
49,701 2,554 1,125 1,389 4,705 1,082 6,180 30,366 5,922 600 434 1,703 6,718 26,528
Changes from: January 6, 2015 Total Change is: 1,213
3,628 120 -539 -20 23 0 -1,330 1,648 -466 600 -374 -49 -611 850
Percent of Open Interest Represented by Each Category of Trader
66.8 3.4 1.5 1.9 6.3 1.5 8.3 40.8 8.0 0.8 0.6 2.3 9.0 35.6
Number of Traders in Each Category Total Traders: 47
4 . . . 6 . 9 19 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 209,354
Positions
99,918 9,425 6,025 5,488 52,709 3,770 44,027 61,791 22,830 6,277 11,246 3,426 17,593 38,132
Changes from: January 6, 2015 Total Change is: 3,989
17,726 7 -2,750 -1,144 843 -1,198 3,786 17,962 -8,255 -302 -281 -2,334 -1,540 -6
Percent of Open Interest Represented by Each Category of Trader
47.7 4.5 2.9 2.6 25.2 1.8 21.0 29.5 10.9 3.0 5.4 1.6 8.4 18.2
Number of Traders in Each Category Total Traders: 106
10 6 9 4 18 8 27 27 23 6 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 269,972
Positions
105,881 11,716 10,711 31,774 43,067 4,877 13,197 100,772 22,718 51,715 6,202 8,060 21,039 61,849
Changes from: January 6, 2015 Total Change is: -11,812
7,681 -1,881 -1,185 -1,100 -251 190 -5,668 1,972 -7,669 -2,591 129 -1,055 -414 -2,063
Percent of Open Interest Represented by Each Category of Trader
39.2 4.3 4.0 11.8 16.0 1.8 4.9 37.3 8.4 19.2 2.3 3.0 7.8 22.9
Number of Traders in Each Category Total Traders: 139
11 . 6 11 19 9 15 54 22 9 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 524,319
Positions
231,486 12,288 22,000 38,529 91,215 17,400 30,122 165,426 62,129 69,158 40,609 13,941 39,553 99,310
Changes from: January 6, 2015 Total Change is: -6,057
19,360 -461 -11,939 -970 2,962 1,323 -768 5,964 -9,205 1,842 8,485 -5,454 -246 2,269
Percent of Open Interest Represented by Each Category of Trader
44.1 2.3 4.2 7.3 17.4 3.3 5.7 31.6 11.8 13.2 7.7 2.7 7.5 18.9
Number of Traders in Each Category Total Traders: 249
20 11 12 16 35 24 25 66 35 28 47 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 136,558
Positions
73,504 608 4,782 2,391 14,740 1,641 16,660 50,569 7,367 7,662 10,549 2,321 20,229 43,980
Changes from: January 6, 2015 Total Change is: -9,575
-3,382 42 -1,117 -9 -541 -26 -2,429 -5,960 -3,868 -196 105 -660 2,112 2,450
Percent of Open Interest Represented by Each Category of Trader
53.8 0.4 3.5 1.8 10.8 1.2 12.2 37.0 5.4 5.6 7.7 1.7 14.8 32.2
Number of Traders in Each Category Total Traders: 84
9 . 8 . 10 5 14 31 14 7 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 52,323
Positions
33,574 32,386 6,487 100 4,142 0 5,881 3,729 1,228 1,277 334 3,248 528 769
Changes from: January 6, 2015 Total Change is: 476
300 457 -0 0 147 0 196 54 -101 -1 0 0 83 -80
Percent of Open Interest Represented by Each Category of Trader
64.2 61.9 12.4 0.2 7.9 0.0 11.2 7.1 2.3 2.4 0.6 6.2 1.0 1.5
Number of Traders in Each Category Total Traders: 30
9 8 9 . . 0 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 131,509
Positions
55,006 48,571 228 55,756 3,291 0 14,562 61,024 1,298 1,776 9,736 0 2,883 7,361
Changes from: January 6, 2015 Total Change is: -464
1,581 11,020 -83 -396 -50 0 -1,459 -11,846 328 -204 294 -9 -221 -117
Percent of Open Interest Represented by Each Category of Trader
41.8 36.9 0.2 42.4 2.5 0.0 11.1 46.4 1.0 1.4 7.4 0.0 2.2 5.6
Number of Traders in Each Category Total Traders: 113
4 11 . 4 4 0 21 50 10 9 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 21,064
Positions
7,739 0 0 1,060 823 0 6,931 9,229 1,462 929 3,064 0 2,943 6,486
Changes from: January 6, 2015 Total Change is: 1,627
1,792 0 0 43 -2 0 -2,112 -183 990 392 -287 0 522 1,109
Percent of Open Interest Represented by Each Category of Trader
36.7 0.0 0.0 5.0 3.9 0.0 32.9 43.8 6.9 4.4 14.5 0.0 14.0 30.8
Number of Traders in Each Category Total Traders: 64
9 0 0 . 4 0 12 23 6 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 57,587
Positions
19,908 37,967 714 4,747 1,881 310 19,697 6,112 1,455 2,188 3,006 393 8,176 5,749
Changes from: January 6, 2015 Total Change is: -741
975 -1,227 168 20 -181 -5 -2,883 963 323 931 -911 1 -271 128
Percent of Open Interest Represented by Each Category of Trader
34.6 65.9 1.2 8.2 3.3 0.5 34.2 10.6 2.5 3.8 5.2 0.7 14.2 10.0
Number of Traders in Each Category Total Traders: 98
17 13 . 10 . 4 23 16 8 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 115,173
Positions
39,816 75,934 1,428 9,493 3,762 619 39,394 12,225 2,909 4,377 6,013 787 16,351 11,497
Changes from: January 6, 2015 Total Change is: -1,481
1,951 -2,454 336 40 -361 -10 -5,766 1,927 646 1,863 -1,823 2 -543 255
Percent of Open Interest Represented by Each Category of Trader
34.6 65.9 1.2 8.2 3.3 0.5 34.2 10.6 2.5 3.8 5.2 0.7 14.2 10.0
Number of Traders in Each Category Total Traders: 98
17 13 . 10 . 4 23 16 8 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 847,106
Positions
33,229 206,840 23,505 323,729 119,244 46,078 94,392 131,589 167,004 32,066 54,359 27,107 99,996 71,381
Changes from: January 6, 2015 Total Change is: 7,997
-545 -16,670 7,847 3,708 704 -2,132 -9,582 2,219 14,327 -1,551 677 -464 -3,611 1,489
Percent of Open Interest Represented by Each Category of Trader
3.9 24.4 2.8 38.2 14.1 5.4 11.1 15.5 19.7 3.8 6.4 3.2 11.8 8.4
Number of Traders in Each Category Total Traders: 637
31 37 33 127 62 82 101 119 109 95 64 81
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 192,603
Positions
12,156 58,927 2,814 57,715 24,211 3,314 10,132 11,925 45,117 7,790 12,379 9,740 43,825 24,176
Changes from: January 6, 2015 Total Change is: 2,516
6,522 1,650 -103 145 -543 443 942 131 398 3 319 -1,837 -3,996 2,058
Percent of Open Interest Represented by Each Category of Trader
6.3 30.6 1.5 30.0 12.6 1.7 5.3 6.2 23.4 4.0 6.4 5.1 22.8 12.6
Number of Traders in Each Category Total Traders: 98
6 10 6 17 7 9 22 17 35 10 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 3,272,512
Positions
163,669 797,869 45,150 1,341,836 486,930 202,055 496,732 673,746 534,008 121,871 210,390 86,339 280,852 236,024
Changes from: January 6, 2015 Total Change is: 27,409
-1,550 -57,816 5,972 15,319 3,739 -10,375 -56,636 6,422 73,662 -7,402 2,157 6,496 1,923 -2,846
Percent of Open Interest Represented by Each Category of Trader
5.0 24.4 1.4 41.0 14.9 6.2 15.2 20.6 16.3 3.7 6.4 2.6 8.6 7.2
Number of Traders in Each Category Total Traders: 609
32 35 28 123 58 76 98 115 102 90 58 75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 83,253
Positions
7,132 13,402 103 40,964 48,732 2,676 19,879 11,370 1,216 460 531 0 10,823 5,223
Changes from: January 6, 2015 Total Change is: 704
874 -638 -4 1,061 -1,503 -42 -723 2,126 -285 -310 266 0 133 784
Percent of Open Interest Represented by Each Category of Trader
8.6 16.1 0.1 49.2 58.5 3.2 23.9 13.7 1.5 0.6 0.6 0.0 13.0 6.3
Number of Traders in Each Category Total Traders: 86
6 7 . 30 13 15 14 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 66,350
Positions
2,674 37,748 282 29,432 5,615 641 18,784 12,193 3,536 2,816 2,009 842 7,343 3,484
Changes from: January 6, 2015 Total Change is: -3,912
-596 -3,227 51 -3,654 -182 -229 -39 -883 236 -390 68 21 687 232
Percent of Open Interest Represented by Each Category of Trader
4.0 56.9 0.4 44.4 8.5 1.0 28.3 18.4 5.3 4.2 3.0 1.3 11.1 5.3
Number of Traders in Each Category Total Traders: 214
18 19 5 29 14 7 58 40 24 16 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 331,749
Positions
13,371 188,739 1,409 147,158 28,074 3,207 93,921 60,963 17,680 14,079 10,043 4,211 36,713 17,422
Changes from: January 6, 2015 Total Change is: -19,561
-2,979 -16,133 256 -18,271 -910 -1,145 -194 -4,413 1,180 -1,950 339 107 3,435 1,159
Percent of Open Interest Represented by Each Category of Trader
4.0 56.9 0.4 44.4 8.5 1.0 28.3 18.4 5.3 4.2 3.0 1.3 11.1 5.3
Number of Traders in Each Category Total Traders: 214
18 19 5 29 14 7 58 40 24 16 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 348,416
Positions
95,453 50,914 7,470 123,409 140,183 18,663 68,461 96,512 6,229 8,090 10,877 832 19,809 16,735
Changes from: January 6, 2015 Total Change is: 1,808
1,473 1,084 -232 7,993 -1,911 -865 -3,139 5,191 -2,353 53 -194 45 -1,168 1,042
Percent of Open Interest Represented by Each Category of Trader
27.4 14.6 2.1 35.4 40.2 5.4 19.6 27.7 1.8 2.3 3.1 0.2 5.7 4.8
Number of Traders in Each Category Total Traders: 261
16 13 4 52 42 25 43 60 18 14 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 56,228
Positions
3,593 24,047 161 31,263 0 98 5,061 18,070 309 4,262 8,546 0 11,481 4,997
Changes from: January 6, 2015 Total Change is: -1,315
188 -5 0 130 0 51 -959 -210 203 -306 -75 0 -622 -1,279
Percent of Open Interest Represented by Each Category of Trader
6.4 42.8 0.3 55.6 0.0 0.2 9.0 32.1 0.5 7.6 15.2 0.0 20.4 8.9
Number of Traders in Each Category Total Traders: 55
4 6 . 20 0 . 13 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 97,657
Positions
27,024 5,302 668 8,891 5,378 411 43,381 3,911 692 5,248 223 0 11,342 81,072
Changes from: January 6, 2015 Total Change is: -7,323
615 536 426 -5,042 65 9 -582 -1,554 -429 36 -350 0 -2,356 -6,026
Percent of Open Interest Represented by Each Category of Trader
27.7 5.4 0.7 9.1 5.5 0.4 44.4 4.0 0.7 5.4 0.2 0.0 11.6 83.0
Number of Traders in Each Category Total Traders: 81
18 9 4 9 4 . 28 6 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 129,683
Positions
7,458 65,836 178 76,671 40,018 6,481 28,162 7,576 3,234 1,246 1,693 0 6,253 4,667
Changes from: January 6, 2015 Total Change is: -4,847
-268 -6,169 -59 -4,051 -257 172 -251 1,192 -55 0 385 0 -335 -56
Percent of Open Interest Represented by Each Category of Trader
5.8 50.8 0.1 59.1 30.9 5.0 21.7 5.8 2.5 1.0 1.3 0.0 4.8 3.6
Number of Traders in Each Category Total Traders: 107
6 13 . 38 21 20 16 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 339,928
Positions
51,999 160,662 5,978 144,059 70,313 30,976 69,367 48,367 7,114 15,029 10,857 1,301 14,105 4,360
Changes from: January 6, 2015 Total Change is: 4,162
4,000 1,228 390 6,949 -799 -1,406 -5,835 2,526 1,839 -2,689 262 820 94 -698
Percent of Open Interest Represented by Each Category of Trader
15.3 47.3 1.8 42.4 20.7 9.1 20.4 14.2 2.1 4.4 3.2 0.4 4.1 1.3
Number of Traders in Each Category Total Traders: 217
18 23 10 57 29 32 32 21 9 23 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 997,931
Positions
26,859 78,453 39,096 397,255 217,347 135,168 68,148 202,245 100,904 24,179 28,897 23,525 182,797 172,297
Changes from: January 6, 2015 Total Change is: -6,912
2,507 -1,382 7,845 -46,710 20,864 4,130 6,301 -54,016 18,095 102 -5,543 6,249 -5,431 -3,155
Percent of Open Interest Represented by Each Category of Trader
2.7 7.9 3.9 39.8 21.8 13.5 6.8 20.3 10.1 2.4 2.9 2.4 18.3 17.3
Number of Traders in Each Category Total Traders: 184
8 15 15 37 33 41 35 31 43 14 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 517,329
Positions
25,334 67,026 953 259,030 42,696 81,842 22,197 206,434 10,710 5,550 22,990 60 111,653 84,618
Changes from: January 6, 2015 Total Change is: -8,042
93 -2,347 238 -6,643 -1,047 3,773 -1,872 -12,118 976 0 2,961 1 -4,609 -479
Percent of Open Interest Represented by Each Category of Trader
4.9 13.0 0.2 50.1 8.3 15.8 4.3 39.9 2.1 1.1 4.4 0.0 21.6 16.4
Number of Traders in Each Category Total Traders: 101
4 8 4 41 13 27 9 19 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 1,369,953
Positions
65,322 120,047 20,997 283,248 432,776 141,145 581,328 176,128 72,715 82,641 230,527 20,995 101,561 154,623
Changes from: January 6, 2015 Total Change is: 23,327
-6,788 7,602 7,942 -1,432 -21,984 14,713 -4,404 -5,962 9,762 -9,763 2,814 6,395 6,903 2,045
Percent of Open Interest Represented by Each Category of Trader
4.8 8.8 1.5 20.7 31.6 10.3 42.4 12.9 5.3 6.0 16.8 1.5 7.4 11.3
Number of Traders in Each Category Total Traders: 263
13 34 13 41 41 40 47 31 37 18 37 13
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Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 3,531,487
Positions
154,376 150,991 238,156 894,144 829,490 462,742 471,400 589,864 490,824 346,701 165,582 142,689 330,454 461,149
Changes from: January 6, 2015 Total Change is: 194,765
8,544 24,214 47,893 14,393 12,363 23,566 -16,474 -4,505 82,573 17,458 -14,029 10,572 6,240 12,117
Percent of Open Interest Represented by Each Category of Trader
4.4 4.3 6.7 25.3 23.5 13.1 13.3 16.7 13.9 9.8 4.7 4.0 9.4 13.1
Number of Traders in Each Category Total Traders: 384
22 34 48 38 86 72 58 64 88 31 51 34
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Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 2,073,305
Positions
75,217 223,475 46,669 514,926 438,343 310,795 431,840 276,358 165,152 207,062 178,727 50,171 271,474 383,614
Changes from: January 6, 2015 Total Change is: 75,559
1,609 38,919 14,182 65,374 -48,978 17,161 -54,546 40,919 15,829 17,089 -1,869 -1,628 489 1,024
Percent of Open Interest Represented by Each Category of Trader
3.6 10.8 2.3 24.8 21.1 15.0 20.8 13.3 8.0 10.0 8.6 2.4 13.1 18.5
Number of Traders in Each Category Total Traders: 285
14 31 22 41 45 49 39 57 51 22 36 16
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Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 728,963
Positions
288,133 145,164 236,778 2,214 7,428 12,193 21,381 104,645 92,006 260 30,890 52,652 23,346 47,208
Changes from: January 6, 2015 Total Change is: 43,178
22,372 7,993 27,479 -4,672 2,270 453 5,075 765 1,040 -6,975 9,314 509 -2,103 -6,645
Percent of Open Interest Represented by Each Category of Trader
39.5 19.9 32.5 0.3 1.0 1.7 2.9 14.4 12.6 0.0 4.2 7.2 3.2 6.5
Number of Traders in Each Category Total Traders: 104
18 26 39 . . . 15 24 28 . 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 is17,433,544
Positions
1,858,600 1,522,696 4,001,715 310,170 798,246 625,181 1,597,154 1,039,659 6,225,845 504,154 484,279 1,378,227 932,499 1,357,697
Changes from: January 6, 2015 Total Change is: 89,828
21,531 198,067 60,480 118,028 -68,248 -410 -76,745 47,052 -44,124 72,781 11,415 -125,539 63,827 11,136
Percent of Open Interest Represented by Each Category of Trader
10.7 8.7 23.0 1.8 4.6 3.6 9.2 6.0 35.7 2.9 2.8 7.9 5.3 7.8
Number of Traders in Each Category Total Traders: 306
29 61 86 11 26 28 44 77 99 15 38 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 50,297
Positions
22,400 802 0 713 17,736 3,865 22,048 21,446 0 1,130 6,266 28 113 154
Changes from: January 6, 2015 Total Change is: -1,568
69 -80 -20 -209 385 0 -1,079 -1,070 0 -377 -806 28 20 -5
Percent of Open Interest Represented by Each Category of Trader
44.5 1.6 0.0 1.4 35.3 7.7 43.8 42.6 0.0 2.2 12.5 0.1 0.2 0.3
Number of Traders in Each Category Total Traders: 46
5 . 0 . 9 . 5 11 0 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 35,435
Positions
17,447 50 0 0 15,912 221 17,395 8,221 163 100 10,773 0 109 95
Changes from: January 6, 2015 Total Change is: 1,888
1,210 -114 0 0 544 0 792 -165 0 -50 1,645 -43 -21 21
Percent of Open Interest Represented by Each Category of Trader
49.2 0.1 0.0 0.0 44.9 0.6 49.1 23.2 0.5 0.3 30.4 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 47
7 . 0 0 14 . 5 7 . . 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 128,104
Positions
14,111 88,637 505 13,200 50 269 43,140 34,142 1,862 37,355 482 180 17,480 1,976
Changes from: January 6, 2015 Total Change is: 1,081
-3,699 8,571 -120 646 50 248 1,581 -8,006 319 2,093 31 -30 42 18
Percent of Open Interest Represented by Each Category of Trader
11.0 69.2 0.4 10.3 0.0 0.2 33.7 26.7 1.5 29.2 0.4 0.1 13.6 1.5
Number of Traders in Each Category Total Traders: 215
7 . . 16 . . 50 16 8 116 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 295,473
Positions
49,267 59,223 29,829 27,100 18,488 34,314 64,803 64,820 38,968 15,740 8,027 16,312 19,140 25,492
Changes from: January 6, 2015 Total Change is: 9,546
-3,350 1,668 3,599 1,152 -3,949 1,242 7,460 5,687 -1,077 105 2,655 1,062 -647 -1,341
Percent of Open Interest Represented by Each Category of Trader
16.7 20.0 10.1 9.2 6.3 11.6 21.9 21.9 13.2 5.3 2.7 5.5 6.5 8.6
Number of Traders in Each Category Total Traders: 165
13 17 21 6 12 9 45 37 52 10 14 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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 11,579
Positions
106 2,900 0 2,945 1,122 462 7,542 5,629 405 28 1,043 0 91 18
Changes from: January 6, 2015 Total Change is: 795
10 0 0 -98 947 -265 1,560 -348 0 -400 458 0 -12 3
Percent of Open Interest Represented by Each Category of Trader
0.9 25.0 0.0 25.4 9.7 4.0 65.1 48.6 3.5 0.2 9.0 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 24
. . 0 . . . 7 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 13, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 11,993
Positions
2,153 6,833 0 7,468 150 0 1,014 4,560 148 382 0 0 828 302
Changes from: January 6, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.0 57.0 0.0 62.3 1.3 0.0 8.5 38.0 1.2 3.2 0.0 0.0 6.9 2.5
Number of Traders in Each Category Total Traders: 22
. . 0 6 . 0 . 5 . . 0 0
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Updated January 16, 2015