Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 141,361
Positions
42,382 2,578 9,873 22,796 5,025 18 10,164 52,008 20,404 7,372 6,200 3,349 25,004 41,907
Changes from: February 3, 2015 Total Change is: -3,549
7,256 343 -1,194 -619 -1,196 -250 -4,596 4,445 -2,529 837 -611 -2,330 -125 -228
Percent of Open Interest Represented by Each Category of Trader
30.0 1.8 7.0 16.1 3.6 0.0 7.2 36.8 14.4 5.2 4.4 2.4 17.7 29.6
Number of Traders in Each Category Total Traders: 79
10 . 9 7 7 . 13 22 15 6 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 44,065
Positions
17,648 5,290 490 1,746 2,562 13 7,088 12,618 6,752 0 2,406 449 9,879 13,484
Changes from: February 3, 2015 Total Change is: -7,117
-139 52 11 -430 -104 0 -2,469 -2,053 -3,289 0 7 -65 -736 -1,676
Percent of Open Interest Represented by Each Category of Trader
40.0 12.0 1.1 4.0 5.8 0.0 16.1 28.6 15.3 0.0 5.5 1.0 22.4 30.6
Number of Traders in Each Category Total Traders: 31
5 . 4 . . . 8 9 7 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 210,223
Positions
111,046 9,851 7,047 7,006 56,561 2,917 30,452 58,115 26,108 4,086 11,770 3,768 17,792 34,086
Changes from: February 3, 2015 Total Change is: -11,874
-5,052 -687 200 198 -549 -56 -2,019 -1,669 -4,673 415 -503 -712 -175 -3,226
Percent of Open Interest Represented by Each Category of Trader
52.8 4.7 3.4 3.3 26.9 1.4 14.5 27.6 12.4 1.9 5.6 1.8 8.5 16.2
Number of Traders in Each Category Total Traders: 105
11 4 9 6 18 7 20 31 16 6 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 242,485
Positions
89,573 18,655 9,247 30,688 32,606 3,039 14,622 78,590 23,373 49,362 6,591 6,926 15,654 63,457
Changes from: February 3, 2015 Total Change is: 607
5,266 -1,120 529 -745 -14,163 630 2,627 8,650 -486 -3,013 872 -786 -3,415 6,481
Percent of Open Interest Represented by Each Category of Trader
36.9 7.7 3.8 12.7 13.4 1.3 6.0 32.4 9.6 20.4 2.7 2.9 6.5 26.2
Number of Traders in Each Category Total Traders: 135
13 5 8 8 19 8 16 49 22 10 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 559,511
Positions
242,796 14,566 30,882 38,723 88,971 20,433 22,447 176,131 74,184 70,191 39,716 19,243 40,610 95,385
Changes from: February 3, 2015 Total Change is: -52,576
-8,126 2,814 -7,166 -1,257 -8,936 -89 424 6,482 -25,763 -3,927 -6,870 -3,136 -3,534 -9,911
Percent of Open Interest Represented by Each Category of Trader
43.4 2.6 5.5 6.9 15.9 3.7 4.0 31.5 13.3 12.5 7.1 3.4 7.3 17.0
Number of Traders in Each Category Total Traders: 248
21 12 14 19 37 29 24 67 36 28 40 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 150,253
Positions
88,081 259 7,058 1,243 15,962 2,698 14,799 52,219 11,690 6,081 11,654 3,081 15,522 45,632
Changes from: February 3, 2015 Total Change is: -12,665
-2,937 198 -1,152 -25 295 -54 -4,969 -4,774 -2,648 -181 -4,168 -266 -435 -97
Percent of Open Interest Represented by Each Category of Trader
58.6 0.2 4.7 0.8 10.6 1.8 9.8 34.8 7.8 4.0 7.8 2.1 10.3 30.4
Number of Traders in Each Category Total Traders: 90
9 . 9 . 10 5 19 29 15 8 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 48,686
Positions
32,170 29,724 3,487 100 5,560 0 7,404 3,658 772 929 1,356 3,282 542 847
Changes from: February 3, 2015 Total Change is: 708
-1,420 407 0 0 544 0 1,569 59 -517 929 198 34 113 -17
Percent of Open Interest Represented by Each Category of Trader
66.1 61.1 7.2 0.2 11.4 0.0 15.2 7.5 1.6 1.9 2.8 6.7 1.1 1.7
Number of Traders in Each Category Total Traders: 33
9 7 7 . . 0 4 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 175,113
Positions
55,255 49,943 903 51,782 2,903 494 22,239 65,053 39,279 2,345 9,279 6 2,809 7,253
Changes from: February 3, 2015 Total Change is: 13,361
-9 -3,613 2 -463 588 210 1,411 2,766 12,653 -49 -260 6 -401 1,008
Percent of Open Interest Represented by Each Category of Trader
31.6 28.5 0.5 29.6 1.7 0.3 12.7 37.1 22.4 1.3 5.3 0.0 1.6 4.1
Number of Traders in Each Category Total Traders: 122
5 11 . 4 7 . 25 50 13 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 24,644
Positions
4,045 13,184 3,850 0 1,167 0 12,020 1,560 553 522 326 2,746 908 1,258
Changes from: February 3, 2015 Total Change is: -12,038
515 -784 -6,954 0 683 -38 856 397 -1,406 -73 -7 0 -4,938 -3,929
Percent of Open Interest Represented by Each Category of Trader
16.4 53.5 15.6 0.0 4.7 0.0 48.8 6.3 2.2 2.1 1.3 11.1 3.7 5.1
Number of Traders in Each Category Total Traders: 20
. 5 . 0 . 0 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 26,594
Positions
13,921 169 48 888 1,601 0 8,509 14,131 725 565 3,064 0 1,938 6,856
Changes from: February 3, 2015 Total Change is: 907
2,437 -93 -2 99 797 0 -1,432 676 -275 25 -379 0 55 183
Percent of Open Interest Represented by Each Category of Trader
52.3 0.6 0.2 3.3 6.0 0.0 32.0 53.1 2.7 2.1 11.5 0.0 7.3 25.8
Number of Traders in Each Category Total Traders: 63
10 . . . . 0 12 24 . 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 55,236
Positions
16,881 34,880 636 4,005 1,796 533 19,230 6,468 988 2,178 3,355 548 10,237 6,032
Changes from: February 3, 2015 Total Change is: 957
-2,377 -138 126 -260 -53 47 4,452 441 -630 59 379 50 -510 736
Percent of Open Interest Represented by Each Category of Trader
30.6 63.1 1.2 7.2 3.3 1.0 34.8 11.7 1.8 3.9 6.1 1.0 18.5 10.9
Number of Traders in Each Category Total Traders: 90
14 14 . 9 . . 25 9 9 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 110,471
Positions
33,762 69,761 1,272 8,009 3,591 1,065 38,460 12,935 1,977 4,357 6,710 1,096 20,474 12,065
Changes from: February 3, 2015 Total Change is: 1,914
-4,753 -277 252 -519 -105 93 8,905 882 -1,261 117 758 101 -1,021 1,471
Percent of Open Interest Represented by Each Category of Trader
30.6 63.1 1.2 7.2 3.3 1.0 34.8 11.7 1.8 3.9 6.1 1.0 18.5 10.9
Number of Traders in Each Category Total Traders: 90
14 14 . 9 . . 25 9 9 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 869,393
Positions
32,940 174,460 43,527 305,556 119,084 49,551 100,838 147,626 146,575 29,699 51,665 30,208 130,499 106,697
Changes from: February 3, 2015 Total Change is: 23,526
-845 -5,106 4,033 -3,340 -1,399 2,577 4,428 4,045 9,188 -1,505 -618 1,215 7,776 9,592
Percent of Open Interest Represented by Each Category of Trader
3.8 20.1 5.0 35.1 13.7 5.7 11.6 17.0 16.9 3.4 5.9 3.5 15.0 12.3
Number of Traders in Each Category Total Traders: 622
30 39 38 120 66 85 87 127 110 78 74 82
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 217,518
Positions
33,008 52,090 2,580 53,481 22,781 3,052 9,891 6,635 48,482 6,443 13,598 11,835 48,746 56,466
Changes from: February 3, 2015 Total Change is: 9,573
1,733 -5,062 -630 1,094 179 392 239 -1,492 6,092 -1,162 191 182 1,633 9,721
Percent of Open Interest Represented by Each Category of Trader
15.2 23.9 1.2 24.6 10.5 1.4 4.5 3.1 22.3 3.0 6.3 5.4 22.4 26.0
Number of Traders in Each Category Total Traders: 97
9 8 8 14 8 9 22 16 34 7 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,259,373
Positions
155,413 767,606 48,982 1,299,989 521,128 192,881 504,252 754,476 440,948 118,663 192,717 89,481 408,763 251,154
Changes from: February 3, 2015 Total Change is: 69,763
5,199 17,869 5,222 -9,273 5,008 -1,972 17,960 24,703 18,461 -1,756 -4,087 5,207 30,716 -648
Percent of Open Interest Represented by Each Category of Trader
4.8 23.6 1.5 39.9 16.0 5.9 15.5 23.1 13.5 3.6 5.9 2.7 12.5 7.7
Number of Traders in Each Category Total Traders: 596
32 37 33 116 63 79 83 124 104 75 66 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 84,980
Positions
6,520 14,756 225 43,261 46,701 2,579 18,666 11,833 1,876 679 757 0 11,174 6,253
Changes from: February 3, 2015 Total Change is: -2,213
-749 756 -1 -1,762 -1,860 -82 -644 -1,652 474 -389 -246 0 940 398
Percent of Open Interest Represented by Each Category of Trader
7.7 17.4 0.3 50.9 55.0 3.0 22.0 13.9 2.2 0.8 0.9 0.0 13.1 7.4
Number of Traders in Each Category Total Traders: 90
7 10 . 33 13 16 10 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 65,229
Positions
4,982 37,095 376 25,764 6,849 614 18,605 11,074 3,161 2,326 2,079 711 8,691 3,271
Changes from: February 3, 2015 Total Change is: 2,520
-437 1,071 -89 -187 6 -62 2,718 1,606 161 219 175 9 188 -356
Percent of Open Interest Represented by Each Category of Trader
7.6 56.9 0.6 39.5 10.5 0.9 28.5 17.0 4.8 3.6 3.2 1.1 13.3 5.0
Number of Traders in Each Category Total Traders: 227
14 20 6 27 19 8 58 48 21 20 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 326,145
Positions
24,908 185,475 1,879 128,819 34,245 3,072 93,024 55,368 15,803 11,631 10,393 3,555 43,454 16,354
Changes from: February 3, 2015 Total Change is: 12,601
-2,186 5,355 -445 -933 28 -312 13,591 8,029 807 1,096 875 44 939 -1,780
Percent of Open Interest Represented by Each Category of Trader
7.6 56.9 0.6 39.5 10.5 0.9 28.5 17.0 4.8 3.6 3.2 1.1 13.3 5.0
Number of Traders in Each Category Total Traders: 227
14 20 6 27 19 8 58 48 21 20 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 338,834
Positions
98,787 53,894 7,944 125,425 136,534 14,556 56,245 92,710 7,200 7,518 10,025 907 20,252 15,064
Changes from: February 3, 2015 Total Change is: -4,468
-1,201 2,033 329 -4,516 -1,088 -1,025 -1,050 -5,643 2,190 121 22 108 576 -1,393
Percent of Open Interest Represented by Each Category of Trader
29.2 15.9 2.3 37.0 40.3 4.3 16.6 27.4 2.1 2.2 3.0 0.3 6.0 4.4
Number of Traders in Each Category Total Traders: 255
19 13 . 54 45 25 40 53 16 15 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 53,655
Positions
1,634 23,503 111 28,071 0 122 5,770 18,191 1,041 6,164 5,093 0 10,742 5,594
Changes from: February 3, 2015 Total Change is: 611
-45 72 0 -986 0 6 984 -19 261 516 -200 0 -125 491
Percent of Open Interest Represented by Each Category of Trader
3.0 43.8 0.2 52.3 0.0 0.2 10.8 33.9 1.9 11.5 9.5 0.0 20.0 10.4
Number of Traders in Each Category Total Traders: 57
5 7 . 19 0 . 11 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 112,650
Positions
33,906 4,750 2,246 8,942 4,964 824 47,975 8,395 4,519 4,516 2,637 0 9,722 84,315
Changes from: February 3, 2015 Total Change is: 7,982
1,657 -853 702 675 -481 -199 3,120 2,821 1,908 1,107 -416 0 -988 4,500
Percent of Open Interest Represented by Each Category of Trader
30.1 4.2 2.0 7.9 4.4 0.7 42.6 7.5 4.0 4.0 2.3 0.0 8.6 74.8
Number of Traders in Each Category Total Traders: 89
19 7 4 10 4 . 32 8 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 136,300
Positions
10,916 72,135 231 82,928 43,613 3,811 27,622 9,111 3,249 1,713 825 0 5,830 3,325
Changes from: February 3, 2015 Total Change is: 3,348
1,079 3,430 -9 3,365 -1,364 -27 -387 1,540 159 -536 0 0 -296 -381
Percent of Open Interest Represented by Each Category of Trader
8.0 52.9 0.2 60.8 32.0 2.8 20.3 6.7 2.4 1.3 0.6 0.0 4.3 2.4
Number of Traders in Each Category Total Traders: 110
7 14 . 38 21 18 15 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 360,663
Positions
58,802 189,072 3,839 155,264 71,816 31,004 69,934 47,279 5,698 18,325 6,112 1,895 15,902 3,948
Changes from: February 3, 2015 Total Change is: -3,744
-5,206 2,488 -1,317 6,096 2,596 866 -1,047 -7,679 -94 -792 0 -323 -1,927 -281
Percent of Open Interest Represented by Each Category of Trader
16.3 52.4 1.1 43.0 19.9 8.6 19.4 13.1 1.6 5.1 1.7 0.5 4.4 1.1
Number of Traders in Each Category Total Traders: 209
15 25 8 55 28 26 28 23 10 27 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 829,023
Positions
6,219 76,942 37,564 270,567 154,815 131,391 78,492 113,867 94,603 18,243 34,678 16,621 175,324 168,542
Changes from: February 3, 2015 Total Change is: -4,945
-4,018 13,117 -1,644 -39,340 -32,187 18,966 14,154 -2,653 3,613 3,790 698 1,335 -1,801 -6,191
Percent of Open Interest Represented by Each Category of Trader
0.8 9.3 4.5 32.6 18.7 15.8 9.5 13.7 11.4 2.2 4.2 2.0 21.1 20.3
Number of Traders in Each Category Total Traders: 168
7 15 18 36 32 42 21 32 40 10 15 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 541,377
Positions
20,534 59,526 17,107 245,385 51,262 86,624 26,543 205,719 18,449 5,550 12,449 59 121,127 90,182
Changes from: February 3, 2015 Total Change is: 35,362
-3,148 -11,678 14,771 10,715 5,195 2,236 374 19,137 5,472 0 1,524 -243 5,185 -1,052
Percent of Open Interest Represented by Each Category of Trader
3.8 11.0 3.2 45.3 9.5 16.0 4.9 38.0 3.4 1.0 2.3 0.0 22.4 16.7
Number of Traders in Each Category Total Traders: 94
4 7 4 37 13 28 8 19 13 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,531,064
Positions
100,655 162,926 35,272 266,566 445,823 146,185 647,055 187,679 128,656 79,955 243,723 20,459 106,261 160,339
Changes from: February 3, 2015 Total Change is: 82,970
2,868 23,445 9,277 -13,281 -9,527 -3,468 57,076 15,489 20,736 5,432 12,530 4,720 -390 9,766
Percent of Open Interest Represented by Each Category of Trader
6.6 10.6 2.3 17.4 29.1 9.5 42.3 12.3 8.4 5.2 15.9 1.3 6.9 10.5
Number of Traders in Each Category Total Traders: 272
13 43 15 46 38 41 43 36 39 15 38 12
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Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,387,906
Positions
153,898 133,311 261,228 587,571 847,076 444,344 549,625 471,078 491,220 395,976 154,291 122,282 381,763 463,077
Changes from: February 3, 2015 Total Change is: -22,011
-11,886 3,846 -2,343 -110,357 -10,578 -65,643 91,436 -13,648 38,111 35,374 17,210 135 3,162 10,897
Percent of Open Interest Represented by Each Category of Trader
4.5 3.9 7.7 17.3 25.0 13.1 16.2 13.9 14.5 11.7 4.6 3.6 11.3 13.7
Number of Traders in Each Category Total Traders: 397
21 34 46 43 87 78 66 63 91 34 49 37
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Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,206,581
Positions
110,008 249,322 69,393 476,371 558,451 304,007 545,362 241,949 185,237 213,055 194,226 43,879 259,270 360,117
Changes from: February 3, 2015 Total Change is: 212,966
16,308 27,479 23,902 -83,371 77,488 -20,998 158,771 1,284 57,715 55,083 19,900 3,926 1,631 22,271
Percent of Open Interest Represented by Each Category of Trader
5.0 11.3 3.1 21.6 25.3 13.8 24.7 11.0 8.4 9.7 8.8 2.0 11.7 16.3
Number of Traders in Each Category Total Traders: 285
16 27 24 39 47 52 56 44 57 16 39 18
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Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 700,522
Positions
251,243 145,764 230,706 464 4,418 15,313 24,334 82,671 99,762 4,823 30,395 44,255 29,623 47,238
Changes from: February 3, 2015 Total Change is: -3,228
-9,749 5,283 -9,448 464 -1,737 -4,700 4,980 2,120 8,335 2,491 -3,847 -1,171 5,569 1,937
Percent of Open Interest Represented by Each Category of Trader
35.9 20.8 32.9 0.1 0.6 2.2 3.5 11.8 14.2 0.7 4.3 6.3 4.2 6.7
Number of Traders in Each Category Total Traders: 107
18 27 34 . . . 15 25 28 . 9 7
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Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is19,069,448
Positions
1,982,171 1,647,792 4,196,531 285,006 962,925 718,068 1,942,115 1,014,660 7,238,109 483,027 682,526 1,305,932 918,488 1,302,904
Changes from: February 3, 2015 Total Change is: 841,003
191,990 -41,693 140,403 -2,562 68,514 25,077 4,449 96,687 488,120 -37,551 459 124,791 -93,714 -61,355
Percent of Open Interest Represented by Each Category of Trader
10.4 8.6 22.0 1.5 5.0 3.8 10.2 5.3 38.0 2.5 3.6 6.8 4.8 6.8
Number of Traders in Each Category Total Traders: 315
33 56 86 12 32 32 56 73 107 14 36 37
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Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 54,956
Positions
25,296 9,559 0 555 15,060 3,876 23,891 16,552 0 1,190 9,385 0 148 524
Changes from: February 3, 2015 Total Change is: 1,075
589 45 0 -132 -417 12 596 347 0 -45 681 0 55 407
Percent of Open Interest Represented by Each Category of Trader
46.0 17.4 0.0 1.0 27.4 7.1 43.5 30.1 0.0 2.2 17.1 0.0 0.3 1.0
Number of Traders in Each Category Total Traders: 46
5 5 0 . 9 . 5 9 0 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 35,664
Positions
14,296 458 0 0 15,075 209 20,620 7,979 221 100 11,249 55 163 418
Changes from: February 3, 2015 Total Change is: 229
-872 107 -50 0 -68 0 1,072 518 29 0 -341 55 -5 -21
Percent of Open Interest Represented by Each Category of Trader
40.1 1.3 0.0 0.0 42.3 0.6 57.8 22.4 0.6 0.3 31.5 0.2 0.5 1.2
Number of Traders in Each Category Total Traders: 46
6 . 0 0 12 . 5 8 . . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 115,581
Positions
13,883 89,772 990 9,963 236 104 25,199 18,378 3,869 40,083 206 111 21,379 1,914
Changes from: February 3, 2015 Total Change is: -10,212
-8 -623 410 -873 96 -21 -9,007 -11,001 1,642 -2,279 -313 -62 -13 -340
Percent of Open Interest Represented by Each Category of Trader
12.0 77.7 0.9 8.6 0.2 0.1 21.8 15.9 3.3 34.7 0.2 0.1 18.5 1.7
Number of Traders in Each Category Total Traders: 220
4 . . 14 . . 38 13 13 142 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 296,263
Positions
19,043 53,117 40,251 31,576 18,124 34,064 83,195 65,734 47,649 12,906 3,557 9,547 18,032 24,220
Changes from: February 3, 2015 Total Change is: 20,490
1,468 -9,757 5,492 10,646 1,708 -145 -1,157 19,573 5,106 -482 -1,095 236 -674 -628
Percent of Open Interest Represented by Each Category of Trader
6.4 17.9 13.6 10.7 6.1 11.5 28.1 22.2 16.1 4.4 1.2 3.2 6.1 8.2
Number of Traders in Each Category Total Traders: 155
17 15 20 5 14 8 28 48 48 5 9 15
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Traders in Financial Futures - Options and Futures Combined Positions as of February 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 12,897
Positions
138 2,900 0 5,030 945 623 4,352 7,372 637 2,015 396 0 102 24
Changes from: February 3, 2015 Total Change is: 307
19 0 0 518 -97 82 -1,066 613 0 750 -288 0 4 -3
Percent of Open Interest Represented by Each Category of Trader
1.1 22.5 0.0 39.0 7.3 4.8 33.7 57.2 4.9 15.6 3.1 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 26
. . 0 . . . 6 7 . 4 . 0
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Updated February 13, 2015