Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 144,910
Positions
35,126 2,234 11,066 23,415 6,221 268 14,760 47,563 22,933 6,535 6,811 5,678 25,129 42,135
Changes from: January 27, 2015 Total Change is: 7,867
4,380 -1,679 3,727 185 324 188 -4,189 695 4,368 -1,888 -1,209 378 718 1,076
Percent of Open Interest Represented by Each Category of Trader
24.2 1.5 7.6 16.2 4.3 0.2 10.2 32.8 15.8 4.5 4.7 3.9 17.3 29.1
Number of Traders in Each Category Total Traders: 83
11 . 8 7 8 . 15 22 18 7 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 51,182
Positions
17,787 5,238 479 2,176 2,666 13 9,557 14,671 10,042 0 2,399 514 10,615 15,161
Changes from: January 27, 2015 Total Change is: -4,277
-4,029 -630 55 -111 446 0 -1,501 -4,162 687 0 -638 3 619 -38
Percent of Open Interest Represented by Each Category of Trader
34.8 10.2 0.9 4.3 5.2 0.0 18.7 28.7 19.6 0.0 4.7 1.0 20.7 29.6
Number of Traders in Each Category Total Traders: 34
5 . . . . . 8 11 7 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 222,097
Positions
116,098 10,537 6,847 6,808 57,110 2,973 32,471 59,784 30,781 3,671 12,273 4,480 17,968 37,312
Changes from: January 27, 2015 Total Change is: 748
1,783 1,860 109 -311 2,082 145 -1,041 -3,187 203 -1,530 428 640 751 -1,532
Percent of Open Interest Represented by Each Category of Trader
52.3 4.7 3.1 3.1 25.7 1.3 14.6 26.9 13.9 1.7 5.5 2.0 8.1 16.8
Number of Traders in Each Category Total Traders: 105
12 4 9 6 18 7 26 25 19 4 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 241,878
Positions
84,308 19,775 8,719 31,433 46,769 2,409 11,995 69,940 23,859 52,375 5,719 7,712 19,069 56,976
Changes from: January 27, 2015 Total Change is: 1,258
905 1,379 1,101 749 2,276 164 -2,629 -4,057 -291 178 -550 640 440 595
Percent of Open Interest Represented by Each Category of Trader
34.9 8.2 3.6 13.0 19.3 1.0 5.0 28.9 9.9 21.7 2.4 3.2 7.9 23.6
Number of Traders in Each Category Total Traders: 129
9 7 7 10 21 9 12 46 24 10 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 612,087
Positions
250,922 11,752 38,049 39,980 97,907 20,523 22,024 169,649 99,947 74,118 46,586 22,380 44,145 105,296
Changes from: January 27, 2015 Total Change is: 7,146
11,606 -2,072 2,101 -447 2,762 -734 -4,906 11,126 -800 710 -3,473 189 -573 -1,954
Percent of Open Interest Represented by Each Category of Trader
41.0 1.9 6.2 6.5 16.0 3.4 3.6 27.7 16.3 12.1 7.6 3.7 7.2 17.2
Number of Traders in Each Category Total Traders: 261
22 11 14 21 33 28 26 67 38 28 53 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 162,918
Positions
91,017 61 8,210 1,267 15,667 2,752 19,768 56,994 14,338 6,262 15,822 3,347 15,957 45,729
Changes from: January 27, 2015 Total Change is: 13,530
7,198 10 1,524 205 -326 541 70 7,949 3,528 262 -442 577 -374 171
Percent of Open Interest Represented by Each Category of Trader
55.9 0.0 5.0 0.8 9.6 1.7 12.1 35.0 8.8 3.8 9.7 2.1 9.8 28.1
Number of Traders in Each Category Total Traders: 97
11 . 8 . 10 6 18 34 17 6 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 47,978
Positions
33,590 29,317 3,487 100 5,016 0 5,835 3,599 1,289 0 1,158 3,248 429 864
Changes from: January 27, 2015 Total Change is: 217
2,413 598 0 0 687 0 -2,054 -1,957 61 -190 774 0 -13 54
Percent of Open Interest Represented by Each Category of Trader
70.0 61.1 7.3 0.2 10.5 0.0 12.2 7.5 2.7 0.0 2.4 6.8 0.9 1.8
Number of Traders in Each Category Total Traders: 30
9 7 7 . . 0 4 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 161,752
Positions
55,264 53,555 901 52,245 2,315 284 20,828 62,287 26,626 2,394 9,539 0 3,211 6,245
Changes from: January 27, 2015 Total Change is: 8,303
225 -6,069 667 -2,860 -550 284 -3,150 68 13,188 105 718 -121 -36 117
Percent of Open Interest Represented by Each Category of Trader
34.2 33.1 0.6 32.3 1.4 0.2 12.9 38.5 16.5 1.5 5.9 0.0 2.0 3.9
Number of Traders in Each Category Total Traders: 121
5 12 . 5 5 . 23 50 12 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 25,687
Positions
11,484 262 50 789 804 0 9,941 13,455 1,000 540 3,443 0 1,883 6,673
Changes from: January 27, 2015 Total Change is: 93
1,679 24 36 103 0 0 -1,515 -768 94 111 185 0 -415 522
Percent of Open Interest Represented by Each Category of Trader
44.7 1.0 0.2 3.1 3.1 0.0 38.7 52.4 3.9 2.1 13.4 0.0 7.3 26.0
Number of Traders in Each Category Total Traders: 66
11 . . . . 0 13 23 4 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 54,278
Positions
19,258 35,019 510 4,264 1,848 486 14,778 6,027 1,619 2,120 2,976 498 10,747 5,297
Changes from: January 27, 2015 Total Change is: -176
-2,973 1,207 144 7 -49 114 1,156 -1,990 -182 169 -67 59 1,331 588
Percent of Open Interest Represented by Each Category of Trader
35.5 64.5 0.9 7.9 3.4 0.9 27.2 11.1 3.0 3.9 5.5 0.9 19.8 9.8
Number of Traders in Each Category Total Traders: 92
15 14 4 8 . . 25 10 11 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 108,557
Positions
38,515 70,038 1,019 8,528 3,696 972 29,556 12,054 3,238 4,239 5,952 995 21,494 10,593
Changes from: January 27, 2015 Total Change is: -351
-5,945 2,414 288 13 -98 228 2,311 -3,981 -364 338 -133 118 2,662 1,176
Percent of Open Interest Represented by Each Category of Trader
35.5 64.5 0.9 7.9 3.4 0.9 27.2 11.1 3.0 3.9 5.5 0.9 19.8 9.8
Number of Traders in Each Category Total Traders: 92
15 14 4 8 . . 25 10 11 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 845,867
Positions
33,786 179,567 39,495 308,896 120,483 46,974 96,411 143,581 137,387 31,204 52,283 28,993 122,722 97,105
Changes from: January 27, 2015 Total Change is: 21,675
2,005 -20,776 10,165 -6,784 6,857 -3,708 3,727 14,585 -2,681 -651 -3,180 1,799 17,804 18,614
Percent of Open Interest Represented by Each Category of Trader
4.0 21.2 4.7 36.5 14.2 5.6 11.4 17.0 16.2 3.7 6.2 3.4 14.5 11.5
Number of Traders in Each Category Total Traders: 606
33 36 38 119 66 81 89 118 102 76 68 82
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 207,945
Positions
31,275 57,152 3,210 52,387 22,602 2,660 9,653 8,127 42,389 7,605 13,407 11,653 47,113 46,744
Changes from: January 27, 2015 Total Change is: 13,139
13,322 -1,801 10 -2,744 -670 -915 -1,191 -1,150 1,155 -48 -371 452 3,098 16,429
Percent of Open Interest Represented by Each Category of Trader
15.0 27.5 1.5 25.2 10.9 1.3 4.6 3.9 20.4 3.7 6.4 5.6 22.7 22.5
Number of Traders in Each Category Total Traders: 95
10 8 9 14 7 8 19 17 33 8 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 3,189,609
Positions
150,214 749,736 43,760 1,309,262 516,120 194,853 486,291 729,773 422,488 120,419 196,803 84,274 378,047 251,802
Changes from: January 27, 2015 Total Change is: 42,682
-7,567 -45,855 1,755 -16,942 40,893 -17,225 16,181 70,263 -10,771 -3,183 -14,207 6,902 73,533 10,926
Percent of Open Interest Represented by Each Category of Trader
4.7 23.5 1.4 41.0 16.2 6.1 15.2 22.9 13.2 3.8 6.2 2.6 11.9 7.9
Number of Traders in Each Category Total Traders: 581
32 37 31 114 64 76 88 112 96 74 60 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 87,193
Positions
7,269 14,000 226 45,023 48,561 2,661 19,310 13,485 1,402 1,068 1,003 0 10,234 5,855
Changes from: January 27, 2015 Total Change is: 4,204
1,372 4 60 667 1,881 248 35 1,632 227 584 23 0 1,011 129
Percent of Open Interest Represented by Each Category of Trader
8.3 16.1 0.3 51.6 55.7 3.1 22.1 15.5 1.6 1.2 1.2 0.0 11.7 6.7
Number of Traders in Each Category Total Traders: 97
7 9 . 35 13 16 14 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 62,709
Positions
5,419 36,024 465 25,950 6,843 677 15,887 9,468 2,999 2,107 1,904 702 8,503 3,627
Changes from: January 27, 2015 Total Change is: -9
1,423 351 55 -340 70 -77 -979 -1,726 118 -349 513 -42 181 729
Percent of Open Interest Represented by Each Category of Trader
8.6 57.4 0.7 41.4 10.9 1.1 25.3 15.1 4.8 3.4 3.0 1.1 13.6 5.8
Number of Traders in Each Category Total Traders: 210
15 20 5 29 18 8 51 39 20 17 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 313,544
Positions
27,094 180,120 2,325 129,752 34,217 3,384 79,433 47,339 14,996 10,535 9,519 3,511 42,515 18,134
Changes from: January 27, 2015 Total Change is: -47
7,114 1,755 276 -1,698 351 -386 -4,894 -8,631 592 -1,744 2,564 -212 904 3,643
Percent of Open Interest Represented by Each Category of Trader
8.6 57.4 0.7 41.4 10.9 1.1 25.3 15.1 4.8 3.4 3.0 1.1 13.6 5.8
Number of Traders in Each Category Total Traders: 210
15 20 5 29 18 8 51 39 20 17 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 343,302
Positions
99,988 51,861 7,615 129,941 137,622 15,581 57,295 98,354 5,009 7,396 10,003 800 19,676 16,457
Changes from: January 27, 2015 Total Change is: -1,926
1,702 -1,423 -56 4,834 1,891 -2,532 -5,886 2,038 562 341 130 -33 -859 -2,504
Percent of Open Interest Represented by Each Category of Trader
29.1 15.1 2.2 37.9 40.1 4.5 16.7 28.6 1.5 2.2 2.9 0.2 5.7 4.8
Number of Traders in Each Category Total Traders: 260
18 12 . 53 45 25 43 56 14 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 53,044
Positions
1,679 23,431 111 29,057 0 116 4,786 18,210 780 5,648 5,293 0 10,867 5,103
Changes from: January 27, 2015 Total Change is: 705
15 75 0 152 0 76 -217 396 128 -19 -84 0 570 114
Percent of Open Interest Represented by Each Category of Trader
3.2 44.2 0.2 54.8 0.0 0.2 9.0 34.3 1.5 10.6 10.0 0.0 20.5 9.6
Number of Traders in Each Category Total Traders: 57
5 7 . 19 0 . 9 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 104,668
Positions
32,249 5,603 1,544 8,267 5,445 1,023 44,855 5,574 2,611 3,409 3,053 0 10,710 79,815
Changes from: January 27, 2015 Total Change is: 3,980
803 -36 -651 300 251 161 1,874 447 -38 372 -9 0 1,159 3,855
Percent of Open Interest Represented by Each Category of Trader
30.8 5.4 1.5 7.9 5.2 1.0 42.9 5.3 2.5 3.3 2.9 0.0 10.2 76.3
Number of Traders in Each Category Total Traders: 84
17 9 . 9 5 . 27 8 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 132,952
Positions
9,837 68,705 240 79,563 44,977 3,838 28,009 7,571 3,090 2,249 825 0 6,126 3,706
Changes from: January 27, 2015 Total Change is: 3,490
1,091 754 15 2,355 3,985 -898 -390 -985 48 726 -269 0 543 840
Percent of Open Interest Represented by Each Category of Trader
7.4 51.7 0.2 59.8 33.8 2.9 21.1 5.7 2.3 1.7 0.6 0.0 4.6 2.8
Number of Traders in Each Category Total Traders: 110
8 13 . 38 22 18 15 7 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 364,407
Positions
64,008 186,584 5,156 149,168 69,220 30,138 70,981 54,958 5,792 19,117 6,112 2,218 17,829 4,229
Changes from: January 27, 2015 Total Change is: -3,363
-5,232 4,880 -60 681 4,895 -1,914 -1,025 -9,234 -10 2,738 -3,284 490 969 874
Percent of Open Interest Represented by Each Category of Trader
17.6 51.2 1.4 40.9 19.0 8.3 19.5 15.1 1.6 5.2 1.7 0.6 4.9 1.2
Number of Traders in Each Category Total Traders: 209
16 24 8 56 29 27 26 23 10 27 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 833,968
Positions
10,237 63,825 39,207 309,907 187,001 112,425 64,338 116,520 90,990 14,453 33,980 15,287 177,125 174,733
Changes from: January 27, 2015 Total Change is: -69,667
-7,674 -5,756 4,604 -50,324 -22,453 -1,639 -16,553 -54,065 9,687 954 865 -3,577 -5,145 2,665
Percent of Open Interest Represented by Each Category of Trader
1.2 7.7 4.7 37.2 22.4 13.5 7.7 14.0 10.9 1.7 4.1 1.8 21.2 21.0
Number of Traders in Each Category Total Traders: 161
8 15 18 38 26 39 26 26 37 12 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 506,015
Positions
23,682 71,204 2,336 234,670 46,068 84,387 26,169 186,582 12,976 5,550 10,925 302 115,942 91,234
Changes from: January 27, 2015 Total Change is: -497
1,075 -13,198 1,811 -18,522 2,727 2,918 2,458 -5,397 2,146 0 1,438 243 7,374 6,816
Percent of Open Interest Represented by Each Category of Trader
4.7 14.1 0.5 46.4 9.1 16.7 5.2 36.9 2.6 1.1 2.2 0.1 22.9 18.0
Number of Traders in Each Category Total Traders: 96
4 7 4 39 12 26 10 18 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,448,094
Positions
97,788 139,481 25,995 279,847 455,350 149,653 589,979 172,190 107,920 74,522 231,193 15,739 106,651 150,573
Changes from: January 27, 2015 Total Change is: 49,345
15,110 -15,158 7,029 21,812 12,660 11,839 24,680 14,562 16,779 -46,102 -3,379 -1,229 -572 6,242
Percent of Open Interest Represented by Each Category of Trader
6.8 9.6 1.8 19.3 31.4 10.3 40.7 11.9 7.5 5.1 16.0 1.1 7.4 10.4
Number of Traders in Each Category Total Traders: 265
12 39 13 42 41 41 44 35 36 17 35 11
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Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 3,409,917
Positions
165,785 129,464 263,571 697,929 857,654 509,987 458,188 484,726 453,108 360,602 137,081 122,147 378,601 452,180
Changes from: January 27, 2015 Total Change is: 44,592
18,996 -9,093 30,843 -148,032 -49,550 73,559 -20,728 -38,282 55,698 7,829 -31,158 15,160 11,266 -2,585
Percent of Open Interest Represented by Each Category of Trader
4.9 3.8 7.7 20.5 25.2 15.0 13.4 14.2 13.3 10.6 4.0 3.6 11.1 13.3
Number of Traders in Each Category Total Traders: 371
21 31 44 40 83 73 45 67 80 33 51 38
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Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 1,993,615
Positions
93,700 221,843 45,491 559,742 480,963 325,005 386,590 240,665 127,522 157,972 174,326 39,954 257,639 337,846
Changes from: January 27, 2015 Total Change is: 18,339
-6,398 20,082 11,192 39,627 24,455 14,178 -23,490 -17,699 -9,414 17,293 -7,120 11,152 -35,801 -28,488
Percent of Open Interest Represented by Each Category of Trader
4.7 11.1 2.3 28.1 24.1 16.3 19.4 12.1 6.4 7.9 8.7 2.0 12.9 16.9
Number of Traders in Each Category Total Traders: 268
16 29 23 40 43 52 46 44 50 18 32 14
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Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 703,751
Positions
260,992 140,482 240,154 0 6,156 20,013 19,354 80,551 91,428 2,332 34,242 45,425 24,054 45,301
Changes from: January 27, 2015 Total Change is: -34,277
-13,826 -13,618 -17,814 0 446 8,859 -4,568 -8,697 -691 1,948 6,371 -9,840 1,654 706
Percent of Open Interest Represented by Each Category of Trader
37.1 20.0 34.1 0.0 0.9 2.8 2.8 11.4 13.0 0.3 4.9 6.5 3.4 6.4
Number of Traders in Each Category Total Traders: 105
18 27 36 0 4 . 16 20 26 . 10 8
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Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 is18,228,445
Positions
1,790,181 1,689,485 4,056,128 287,567 894,411 692,992 1,937,666 917,973 6,749,988 520,579 682,067 1,181,141 1,012,202 1,364,258
Changes from: January 27, 2015 Total Change is: 451,377
-2,598 -63,402 58,913 -47,271 21,983 51,082 60,705 13,651 266,968 20,041 66,750 9,923 33,615 25,510
Percent of Open Interest Represented by Each Category of Trader
9.8 9.3 22.3 1.6 4.9 3.8 10.6 5.0 37.0 2.9 3.7 6.5 5.6 7.5
Number of Traders in Each Category Total Traders: 317
30 59 85 14 29 33 52 78 107 12 38 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 53,881
Positions
24,707 9,514 0 687 15,477 3,864 23,295 16,205 0 1,235 8,704 0 93 117
Changes from: January 27, 2015 Total Change is: -287
140 0 0 2 -251 -18 -420 110 0 0 -94 0 9 -34
Percent of Open Interest Represented by Each Category of Trader
45.9 17.7 0.0 1.3 28.7 7.2 43.2 30.1 0.0 2.3 16.2 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 48
6 4 0 . 9 . 4 10 0 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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
15,168 351 50 0 15,143 209 19,548 7,461 192 100 11,590 0 168 439
Changes from: January 27, 2015 Total Change is: -800
-2,373 -334 50 0 -278 -12 1,477 -356 29 0 41 0 29 60
Percent of Open Interest Represented by Each Category of Trader
42.8 1.0 0.1 0.0 42.7 0.6 55.2 21.1 0.5 0.3 32.7 0.0 0.5 1.2
Number of Traders in Each Category Total Traders: 46
7 . . 0 12 . 5 8 . . 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 125,793
Positions
13,891 90,395 580 10,836 140 125 34,206 29,379 2,227 42,363 519 174 21,392 2,254
Changes from: January 27, 2015 Total Change is: -4,473
870 -193 66 -1,192 140 44 -3,686 -3,907 -32 716 196 16 -1,275 -803
Percent of Open Interest Represented by Each Category of Trader
11.0 71.9 0.5 8.6 0.1 0.1 27.2 23.4 1.8 33.7 0.4 0.1 17.0 1.8
Number of Traders in Each Category Total Traders: 222
5 . . 14 . . 43 16 13 131 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 275,773
Positions
17,575 62,874 34,759 20,930 16,416 34,209 84,352 46,161 42,543 13,388 4,652 9,311 18,706 24,848
Changes from: January 27, 2015 Total Change is: 301
-8,659 -6,785 -1,302 -4,203 -515 -5,334 17,405 8,894 3,384 -2,594 -9 611 993 1,357
Percent of Open Interest Represented by Each Category of Trader
6.4 22.8 12.6 7.6 6.0 12.4 30.6 16.7 15.4 4.9 1.7 3.4 6.8 9.0
Number of Traders in Each Category Total Traders: 152
11 18 19 5 13 9 34 41 49 5 13 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 12,590
Positions
119 2,900 0 4,512 1,042 541 5,418 6,759 637 1,265 684 0 98 27
Changes from: January 27, 2015 Total Change is: -77
1 0 0 -699 36 -42 -229 -83 6 902 4 0 -16 2
Percent of Open Interest Represented by Each Category of Trader
0.9 23.0 0.0 35.8 8.3 4.3 43.0 53.7 5.1 10.0 5.4 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 25
. . 0 . . . 5 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 3, 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 12,907
Positions
2,776 7,409 0 8,211 0 0 869 4,999 1 400 0 0 650 498
Changes from: January 27, 2015 Total Change is: 119
-91 0 0 228 0 0 -193 123 1 18 0 0 156 -5
Percent of Open Interest Represented by Each Category of Trader
21.5 57.4 0.0 63.6 0.0 0.0 6.7 38.7 0.0 3.1 0.0 0.0 5.0 3.9
Number of Traders in Each Category Total Traders: 20
. . 0 8 0 0 . 4 . . 0 0
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Updated February 6, 2015