Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 132,459
Positions
30,520 2,008 7,351 24,369 6,096 83 15,242 45,988 16,649 8,297 8,571 4,896 25,053 40,818
Changes from: January 13, 2015 Total Change is: 9,331
6,233 204 967 495 681 68 785 1,985 1,518 -3,495 830 2,662 98 416
Percent of Open Interest Represented by Each Category of Trader
23.0 1.5 5.5 18.4 4.6 0.1 11.5 34.7 12.6 6.3 6.5 3.7 18.9 30.8
Number of Traders in Each Category Total Traders: 83
9 . 8 7 8 . 15 23 14 7 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 60,716
Positions
27,566 5,676 384 2,266 2,310 13 10,848 21,552 9,599 0 2,981 483 9,558 17,719
Changes from: January 13, 2015 Total Change is: -13,704
-22,136 3,122 -741 877 -2,395 -1,069 4,668 -8,815 3,677 -600 2,546 -1,220 2,840 -8,810
Percent of Open Interest Represented by Each Category of Trader
45.4 9.3 0.6 3.7 3.8 0.0 17.9 35.5 15.8 0.0 4.9 0.8 15.7 29.2
Number of Traders in Each Category Total Traders: 36
4 4 . . . . 8 12 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 215,837
Positions
111,832 8,792 6,755 5,843 54,417 3,533 32,821 61,087 27,844 5,810 11,244 3,710 17,689 38,454
Changes from: January 13, 2015 Total Change is: 6,483
11,914 -632 730 355 1,708 -237 -11,206 -704 5,014 -467 -1 284 96 323
Percent of Open Interest Represented by Each Category of Trader
51.8 4.1 3.1 2.7 25.2 1.6 15.2 28.3 12.9 2.7 5.2 1.7 8.2 17.8
Number of Traders in Each Category Total Traders: 100
11 5 9 4 19 7 24 23 18 6 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 256,815
Positions
91,942 16,032 8,692 30,755 41,129 4,017 15,205 87,694 25,602 52,154 5,330 7,063 21,386 61,257
Changes from: January 13, 2015 Total Change is: -13,157
-13,939 4,316 -2,019 -1,018 -1,938 -860 2,008 -13,078 2,883 439 -872 -998 347 -592
Percent of Open Interest Represented by Each Category of Trader
35.8 6.2 3.4 12.0 16.0 1.6 5.9 34.1 10.0 20.3 2.1 2.8 8.3 23.9
Number of Traders in Each Category Total Traders: 132
12 5 7 10 18 7 16 49 25 9 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 575,383
Positions
246,074 15,120 28,393 34,180 95,332 18,161 32,430 170,722 80,857 69,838 43,682 17,632 47,819 105,484
Changes from: January 13, 2015 Total Change is: 51,065
14,588 2,833 6,393 -4,349 4,118 761 2,308 5,295 18,727 680 3,072 3,691 8,266 6,174
Percent of Open Interest Represented by Each Category of Trader
42.8 2.6 4.9 5.9 16.6 3.2 5.6 29.7 14.1 12.1 7.6 3.1 8.3 18.3
Number of Traders in Each Category Total Traders: 255
22 13 13 19 35 27 33 60 39 28 44 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 128,683
Positions
73,006 34 5,246 2,382 15,075 1,647 12,351 45,064 8,190 6,123 9,734 2,883 16,856 40,811
Changes from: January 13, 2015 Total Change is: -7,875
-498 -574 464 -9 335 5 -4,309 -5,506 823 -1,539 -815 562 -3,373 -3,169
Percent of Open Interest Represented by Each Category of Trader
56.7 0.0 4.1 1.9 11.7 1.3 9.6 35.0 6.4 4.8 7.6 2.2 13.1 31.7
Number of Traders in Each Category Total Traders: 86
10 . 9 . 11 6 15 28 14 8 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 47,001
Positions
30,797 28,736 3,487 100 4,237 0 7,653 4,799 1,228 0 384 3,248 488 882
Changes from: January 13, 2015 Total Change is: -5,322
-2,777 -3,650 -3,000 0 95 0 1,772 1,070 0 -1,277 50 0 -40 113
Percent of Open Interest Represented by Each Category of Trader
65.5 61.1 7.4 0.2 9.0 0.0 16.3 10.2 2.6 0.0 0.8 6.9 1.0 1.9
Number of Traders in Each Category Total Traders: 27
8 7 7 . . 0 4 4 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 149,022
Positions
55,019 56,835 226 55,426 2,510 0 15,462 56,591 16,632 2,854 9,023 270 3,133 6,935
Changes from: January 13, 2015 Total Change is: 17,513
13 8,264 -2 -330 -781 0 900 -4,433 15,334 1,077 -713 270 251 -426
Percent of Open Interest Represented by Each Category of Trader
36.9 38.1 0.2 37.2 1.7 0.0 10.4 38.0 11.2 1.9 6.1 0.2 2.1 4.7
Number of Traders in Each Category Total Traders: 114
4 11 . 4 5 0 17 53 12 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 22,818
Positions
6,435 236 36 855 365 0 10,455 12,459 994 519 3,252 0 3,524 5,476
Changes from: January 13, 2015 Total Change is: 1,754
-1,304 236 36 -205 -458 0 3,524 3,230 -468 -410 188 0 581 -1,010
Percent of Open Interest Represented by Each Category of Trader
28.2 1.0 0.2 3.7 1.6 0.0 45.8 54.6 4.4 2.3 14.3 0.0 15.4 24.0
Number of Traders in Each Category Total Traders: 64
8 . . . . 0 11 28 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 51,725
Positions
19,510 35,230 394 4,253 1,977 274 15,496 5,476 868 2,093 2,989 395 8,443 4,122
Changes from: January 13, 2015 Total Change is: -5,862
-398 -2,737 -319 -494 96 -36 -4,201 -636 -587 -95 -18 1 267 -1,627
Percent of Open Interest Represented by Each Category of Trader
37.7 68.1 0.8 8.2 3.8 0.5 30.0 10.6 1.7 4.0 5.8 0.8 16.3 8.0
Number of Traders in Each Category Total Traders: 94
15 13 . 9 . . 27 10 7 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 103,450
Positions
39,020 70,461 789 8,506 3,954 548 30,991 10,952 1,735 4,186 5,977 789 16,885 8,244
Changes from: January 13, 2015 Total Change is: -11,723
-796 -5,473 -639 -987 192 -71 -8,403 -1,272 -1,174 -190 -35 3 534 -3,253
Percent of Open Interest Represented by Each Category of Trader
37.7 68.1 0.8 8.2 3.8 0.5 30.0 10.6 1.7 4.0 5.8 0.8 16.3 8.0
Number of Traders in Each Category Total Traders: 94
15 13 . 9 . . 27 10 7 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 821,313
Positions
33,407 200,216 24,481 315,867 119,761 47,930 96,229 132,021 137,106 32,500 55,187 24,118 109,675 80,493
Changes from: January 13, 2015 Total Change is: -25,793
178 -6,624 976 -7,862 517 1,852 1,836 432 -29,898 434 829 -2,989 9,680 9,112
Percent of Open Interest Represented by Each Category of Trader
4.1 24.4 3.0 38.5 14.6 5.8 11.7 16.1 16.7 4.0 6.7 2.9 13.4 9.8
Number of Traders in Each Category Total Traders: 604
28 36 30 125 64 80 91 110 100 85 64 76
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 191,316
Positions
15,443 55,732 2,929 56,654 23,568 3,382 9,171 8,635 41,576 7,680 13,402 8,734 45,747 33,357
Changes from: January 13, 2015 Total Change is: -1,287
3,287 -3,195 115 -1,061 -642 68 -961 -3,291 -3,541 -110 1,023 -1,006 1,922 9,181
Percent of Open Interest Represented by Each Category of Trader
8.1 29.1 1.5 29.6 12.3 1.8 4.8 4.5 21.7 4.0 7.0 4.6 23.9 17.4
Number of Traders in Each Category Total Traders: 87
8 9 7 16 7 9 14 17 27 8 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 3,149,982
Positions
159,643 792,241 37,937 1,307,435 492,330 211,371 489,951 671,592 422,991 124,189 209,015 76,825 319,640 235,679
Changes from: January 13, 2015 Total Change is: -122,530
-4,026 -5,628 -7,213 -34,401 5,400 9,316 -6,781 -2,154 -111,017 2,318 -1,375 -9,515 38,788 -344
Percent of Open Interest Represented by Each Category of Trader
5.1 25.2 1.2 41.5 15.6 6.7 15.6 21.3 13.4 3.9 6.6 2.4 10.1 7.5
Number of Traders in Each Category Total Traders: 580
30 34 25 121 61 74 90 104 96 80 60 72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 83,794
Positions
7,002 13,391 119 42,883 49,138 2,696 18,932 11,656 1,031 878 265 0 10,253 5,498
Changes from: January 13, 2015 Total Change is: 541
-130 -11 16 1,919 406 20 -947 286 -185 418 -266 0 -570 275
Percent of Open Interest Represented by Each Category of Trader
8.4 16.0 0.1 51.2 58.6 3.2 22.6 13.9 1.2 1.0 0.3 0.0 12.2 6.6
Number of Traders in Each Category Total Traders: 88
5 7 . 34 12 15 12 13 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 63,124
Positions
2,947 35,374 323 27,864 6,871 644 17,210 11,618 2,499 2,460 1,808 678 8,498 3,308
Changes from: January 13, 2015 Total Change is: -3,225
273 -2,374 41 -1,568 1,256 3 -1,574 -574 -1,036 -355 -201 -165 1,155 -176
Percent of Open Interest Represented by Each Category of Trader
4.7 56.0 0.5 44.1 10.9 1.0 27.3 18.4 4.0 3.9 2.9 1.1 13.5 5.2
Number of Traders in Each Category Total Traders: 204
15 19 5 31 16 8 51 34 20 16 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 315,621
Positions
14,737 176,871 1,616 139,319 34,356 3,222 86,051 58,092 12,497 12,302 9,039 3,389 42,489 16,540
Changes from: January 13, 2015 Total Change is: -16,127
1,366 -11,869 207 -7,839 6,282 15 -7,870 -2,871 -5,182 -1,777 -1,004 -823 5,776 -882
Percent of Open Interest Represented by Each Category of Trader
4.7 56.0 0.5 44.1 10.9 1.0 27.3 18.4 4.0 3.9 2.9 1.1 13.5 5.2
Number of Traders in Each Category Total Traders: 204
15 19 5 31 16 8 51 34 20 16 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 345,048
Positions
98,284 48,450 7,445 124,345 140,264 18,696 64,417 94,653 4,509 7,632 11,820 752 18,969 18,459
Changes from: January 13, 2015 Total Change is: -3,368
2,831 -2,464 -25 936 81 33 -4,043 -1,859 -1,720 -458 943 -81 -840 1,724
Percent of Open Interest Represented by Each Category of Trader
28.5 14.0 2.2 36.0 40.7 5.4 18.7 27.4 1.3 2.2 3.4 0.2 5.5 5.3
Number of Traders in Each Category Total Traders: 256
19 11 . 52 42 26 40 57 16 14 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 53,498
Positions
1,679 23,325 111 30,533 0 34 5,152 17,711 236 4,523 6,963 0 11,230 5,118
Changes from: January 13, 2015 Total Change is: -2,730
-1,914 -722 -50 -730 0 -64 91 -359 -73 261 -1,583 0 -251 121
Percent of Open Interest Represented by Each Category of Trader
3.1 43.6 0.2 57.1 0.0 0.1 9.6 33.1 0.4 8.5 13.0 0.0 21.0 9.6
Number of Traders in Each Category Total Traders: 58
5 6 . 18 0 . 14 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 92,848
Positions
24,425 4,168 1,649 8,114 5,651 1,066 42,700 6,152 2,665 3,037 1,822 0 9,192 69,675
Changes from: January 13, 2015 Total Change is: -4,809
-2,599 -1,134 981 -777 273 655 -681 2,241 1,973 -2,211 1,599 0 -2,150 -11,397
Percent of Open Interest Represented by Each Category of Trader
26.3 4.5 1.8 8.7 6.1 1.1 46.0 6.6 2.9 3.3 2.0 0.0 9.9 75.0
Number of Traders in Each Category Total Traders: 87
16 7 4 9 6 . 30 10 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 129,120
Positions
8,519 67,389 199 78,452 40,772 4,539 28,336 7,848 3,485 1,277 1,138 0 4,313 3,750
Changes from: January 13, 2015 Total Change is: -563
1,061 1,553 21 1,781 754 -1,942 174 272 251 31 -555 0 -1,940 -917
Percent of Open Interest Represented by Each Category of Trader
6.6 52.2 0.2 60.8 31.6 3.5 21.9 6.1 2.7 1.0 0.9 0.0 3.3 2.9
Number of Traders in Each Category Total Traders: 111
8 12 . 41 21 20 15 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 347,979
Positions
56,326 163,534 5,401 152,730 71,199 31,670 62,787 50,733 7,893 13,709 11,373 1,961 15,502 4,215
Changes from: January 13, 2015 Total Change is: 8,051
4,327 2,872 -577 8,671 886 694 -6,580 2,366 779 -1,320 516 660 1,397 -145
Percent of Open Interest Represented by Each Category of Trader
16.2 47.0 1.6 43.9 20.5 9.1 18.0 14.6 2.3 3.9 3.3 0.6 4.5 1.2
Number of Traders in Each Category Total Traders: 213
18 25 8 55 30 31 28 23 9 21 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 1,003,534
Positions
21,268 85,621 44,091 389,554 215,811 132,530 74,252 170,863 113,160 16,410 32,655 30,952 181,317 177,852
Changes from: January 13, 2015 Total Change is: 5,602
-5,590 7,167 4,995 -7,701 -1,536 -2,638 6,104 -31,382 12,256 -7,770 3,758 7,427 -1,480 5,555
Percent of Open Interest Represented by Each Category of Trader
2.1 8.5 4.4 38.8 21.5 13.2 7.4 17.0 11.3 1.6 3.3 3.1 18.1 17.7
Number of Traders in Each Category Total Traders: 179
11 13 16 37 30 41 29 33 45 10 16 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 511,819
Positions
24,707 77,023 382 253,734 37,776 80,870 21,019 205,477 10,499 5,550 11,332 59 114,999 88,401
Changes from: January 13, 2015 Total Change is: -5,510
-627 9,997 -571 -5,296 -4,920 -972 -1,177 -957 -211 0 -11,658 -1 3,346 3,783
Percent of Open Interest Represented by Each Category of Trader
4.8 15.0 0.1 49.6 7.4 15.8 4.1 40.1 2.1 1.1 2.2 0.0 22.5 17.3
Number of Traders in Each Category Total Traders: 96
. 6 . 42 11 27 9 19 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 1,392,316
Positions
77,462 115,016 26,782 267,629 427,544 150,657 540,159 173,541 86,750 120,700 241,104 23,590 98,586 147,331
Changes from: January 13, 2015 Total Change is: 22,363
12,140 -5,031 5,785 -15,619 -5,232 9,512 -41,169 -2,587 14,035 38,059 10,577 2,595 -2,975 -7,292
Percent of Open Interest Represented by Each Category of Trader
5.6 8.3 1.9 19.2 30.7 10.8 38.8 12.5 6.2 8.7 17.3 1.7 7.1 10.6
Number of Traders in Each Category Total Traders: 271
12 36 11 42 41 37 49 34 38 18 39 13
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Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 3,694,132
Positions
125,534 136,952 323,987 834,546 851,120 505,177 477,992 543,233 560,965 360,764 174,525 147,919 357,248 450,253
Changes from: January 13, 2015 Total Change is: 162,645
-28,841 -14,038 85,831 -59,598 21,630 42,436 6,592 -46,631 70,141 14,062 8,943 5,230 26,794 -10,895
Percent of Open Interest Represented by Each Category of Trader
3.4 3.7 8.8 22.6 23.0 13.7 12.9 14.7 15.2 9.8 4.7 4.0 9.7 12.2
Number of Traders in Each Category Total Traders: 384
22 32 47 40 84 70 59 63 88 32 52 34
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Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 2,106,238
Positions
85,467 214,053 57,434 549,738 422,483 316,602 405,176 294,388 192,048 151,092 190,452 54,395 294,286 364,384
Changes from: January 13, 2015 Total Change is: 32,933
10,251 -9,422 10,765 34,812 -15,860 5,807 -26,664 18,029 26,896 -55,969 11,725 4,223 22,812 -19,231
Percent of Open Interest Represented by Each Category of Trader
4.1 10.2 2.7 26.1 20.1 15.0 19.2 14.0 9.1 7.2 9.0 2.6 14.0 17.3
Number of Traders in Each Category Total Traders: 277
15 32 24 43 42 51 39 51 48 19 36 16
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Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 735,002
Positions
282,047 156,474 246,249 882 5,128 11,075 21,711 94,718 94,197 252 26,876 52,872 25,717 47,413
Changes from: January 13, 2015 Total Change is: 6,039
-6,086 11,310 9,471 -1,332 -2,300 -1,118 329 -9,926 2,190 -8 -4,014 221 2,372 206
Percent of Open Interest Represented by Each Category of Trader
38.4 21.3 33.5 0.1 0.7 1.5 3.0 12.9 12.8 0.0 3.7 7.2 3.5 6.5
Number of Traders in Each Category Total Traders: 105
18 28 39 . . . 17 21 27 . 9 9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 is17,636,512
Positions
1,845,626 1,728,662 4,011,765 319,864 827,564 658,781 1,792,522 915,134 6,415,407 499,740 592,697 1,163,905 928,901 1,322,596
Changes from: January 13, 2015 Total Change is: 202,968
-12,974 205,966 10,051 9,694 29,319 33,600 195,369 -124,525 189,563 -4,415 108,417 -214,321 -3,598 -35,101
Percent of Open Interest Represented by Each Category of Trader
10.5 9.8 22.7 1.8 4.7 3.7 10.2 5.2 36.4 2.8 3.4 6.6 5.3 7.5
Number of Traders in Each Category Total Traders: 313
28 62 86 13 29 31 48 75 99 15 38 38
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Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 49,578
Positions
21,334 802 0 712 17,855 3,865 22,428 18,940 0 1,130 7,951 0 109 165
Changes from: January 13, 2015 Total Change is: -719
-1,066 0 0 -1 119 0 380 -2,506 0 0 1,685 -28 -4 11
Percent of Open Interest Represented by Each Category of Trader
43.0 1.6 0.0 1.4 36.0 7.8 45.2 38.2 0.0 2.3 16.0 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 44
6 . 0 . 9 . 4 10 0 . 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 36,045
Positions
17,345 508 0 0 15,827 221 18,085 7,732 163 100 11,524 0 131 70
Changes from: January 13, 2015 Total Change is: 610
-102 458 0 0 -85 0 690 -489 0 0 751 0 22 -25
Percent of Open Interest Represented by Each Category of Trader
48.1 1.4 0.0 0.0 43.9 0.6 50.2 21.5 0.5 0.3 32.0 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 47
6 . 0 0 13 . 6 7 . . 12 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 130,745
Positions
13,677 90,845 506 13,272 0 78 43,557 34,802 1,777 39,290 233 155 18,434 2,349
Changes from: January 13, 2015 Total Change is: 2,642
-434 2,208 0 72 -50 -191 417 661 -85 1,934 -250 -25 953 374
Percent of Open Interest Represented by Each Category of Trader
10.5 69.5 0.4 10.2 0.0 0.1 33.3 26.6 1.4 30.1 0.2 0.1 14.1 1.8
Number of Traders in Each Category Total Traders: 207
7 . . 16 0 . 49 14 9 115 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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 306,961
Positions
31,017 58,078 44,400 26,091 17,002 35,320 69,582 56,617 48,319 17,170 6,426 13,389 21,673 27,410
Changes from: January 13, 2015 Total Change is: 11,488
-18,250 -1,145 14,571 -1,009 -1,486 1,006 4,779 -8,203 9,351 1,430 -1,601 -2,923 2,533 1,918
Percent of Open Interest Represented by Each Category of Trader
10.1 18.9 14.5 8.5 5.5 11.5 22.7 18.4 15.7 5.6 2.1 4.4 7.1 8.9
Number of Traders in Each Category Total Traders: 158
12 18 23 7 12 7 34 44 55 7 13 18
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Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 12,120
Positions
96 2,900 0 4,130 956 611 6,315 6,318 631 228 680 0 109 24
Changes from: January 13, 2015 Total Change is: 541
-10 0 0 1,185 -166 149 -1,227 689 226 200 -363 0 18 6
Percent of Open Interest Represented by Each Category of Trader
0.8 23.9 0.0 34.1 7.9 5.0 52.1 52.1 5.2 1.9 5.6 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 24
. . 0 4 . . 5 6 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 20, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 12,740
Positions
2,863 7,519 0 7,950 0 0 1,050 4,663 0 382 0 0 495 558
Changes from: January 13, 2015 Total Change is: 747
710 686 0 482 -150 0 36 103 -148 0 0 0 -333 256
Percent of Open Interest Represented by Each Category of Trader
22.5 59.0 0.0 62.4 0.0 0.0 8.2 36.6 0.0 3.0 0.0 0.0 3.9 4.4
Number of Traders in Each Category Total Traders: 23
. . 0 8 0 0 . 5 0 . 0 0
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Updated January 23, 2015