Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 102,393
Positions
20,932 1,649 3,331 18,793 4,456 0 15,811 48,395 6,412 14,377 2,437 473 22,264 35,240
Changes from: November 18, 2014 Total Change is: -4,521
-4,992 946 453 757 502 -2 664 -3,251 -1,508 -584 108 -60 751 -1,709
Percent of Open Interest Represented by Each Category of Trader
20.4 1.6 3.3 18.4 4.4 0.0 15.4 47.3 6.3 14.0 2.4 0.5 21.7 34.4
Number of Traders in Each Category Total Traders: 77
7 4 6 6 6 0 12 26 11 8 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 61,037
Positions
40,654 3,061 991 1,662 3,511 707 8,369 31,263 681 837 0 0 7,136 20,823
Changes from: November 18, 2014 Total Change is: 319
-514 -286 283 0 -27 0 -1,182 435 367 334 0 0 1,031 -453
Percent of Open Interest Represented by Each Category of Trader
66.6 5.0 1.6 2.7 5.8 1.2 13.7 51.2 1.1 1.4 0.0 0.0 11.7 34.1
Number of Traders in Each Category Total Traders: 47
7 . . . 5 . 10 18 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 171,730
Positions
84,824 15,990 1,450 9,647 44,994 4,064 41,559 48,194 5,662 4,458 14,151 1,796 18,270 35,429
Changes from: November 18, 2014 Total Change is: 4,764
15,543 -1,309 136 503 1,451 -164 -10,264 3,146 787 -85 -1,006 601 -2,293 1,122
Percent of Open Interest Represented by Each Category of Trader
49.4 9.3 0.8 5.6 26.2 2.4 24.2 28.1 3.3 2.6 8.2 1.0 10.6 20.6
Number of Traders in Each Category Total Traders: 102
9 9 . 6 16 6 25 27 14 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 253,976
Positions
137,981 6,358 2,304 29,449 36,985 1,298 39,754 117,825 4,758 18,653 22,066 2,811 16,968 59,571
Changes from: November 18, 2014 Total Change is: 15,078
11,301 -2,714 462 1,974 3,688 525 376 4,790 1,099 -1,983 3,682 796 528 2,750
Percent of Open Interest Represented by Each Category of Trader
54.3 2.5 0.9 11.6 14.6 0.5 15.7 46.4 1.9 7.3 8.7 1.1 6.7 23.5
Number of Traders in Each Category Total Traders: 138
14 4 . 10 17 7 23 49 14 10 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 465,339
Positions
260,302 51,029 8,953 43,132 87,159 12,062 52,559 180,788 6,702 44,578 24,640 5,331 31,720 88,675
Changes from: November 18, 2014 Total Change is: 171
-1,347 1,516 120 855 662 187 543 -5,344 -637 868 2,464 -170 -248 1,373
Percent of Open Interest Represented by Each Category of Trader
55.9 11.0 1.9 9.3 18.7 2.6 11.3 38.9 1.4 9.6 5.3 1.1 6.8 19.1
Number of Traders in Each Category Total Traders: 222
20 14 8 16 28 18 27 60 18 24 33 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 127,008
Positions
78,695 11,035 819 1,415 11,441 889 23,834 36,504 1,027 595 30,501 522 19,212 34,270
Changes from: November 18, 2014 Total Change is: 9,149
2,946 -1,865 530 0 1,269 -122 2,763 3,610 -36 514 5,788 35 2,519 -60
Percent of Open Interest Represented by Each Category of Trader
62.0 8.7 0.6 1.1 9.0 0.7 18.8 28.7 0.8 0.5 24.0 0.4 15.1 27.0
Number of Traders in Each Category Total Traders: 95
9 6 . . 11 . 17 32 9 . 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 60,114
Positions
28,635 25,390 20,595 200 2,433 0 7,066 8,025 1,228 1,083 871 973 334 599
Changes from: November 18, 2014 Total Change is: 1,777
-1,492 0 1,000 200 154 0 2,110 796 -109 0 0 0 68 -64
Percent of Open Interest Represented by Each Category of Trader
47.6 42.2 34.3 0.3 4.0 0.0 11.8 13.3 2.0 1.8 1.4 1.6 0.6 1.0
Number of Traders in Each Category Total Traders: 31
8 9 6 . . 0 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 176,125
Positions
54,243 42,703 3,794 53,507 1,542 0 21,512 79,385 35,539 3,371 7,170 104 4,055 5,888
Changes from: November 18, 2014 Total Change is: 8,736
3,618 -451 107 -264 -72 0 -4,907 -1,336 9,577 457 207 -20 168 724
Percent of Open Interest Represented by Each Category of Trader
30.8 24.2 2.2 30.4 0.9 0.0 12.2 45.1 20.2 1.9 4.1 0.1 2.3 3.3
Number of Traders in Each Category Total Traders: 127
7 9 4 5 4 0 23 53 8 16 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 72,548
Positions
10,827 57,858 4,255 573 0 0 891 4,494 1,802 49,974 0 3,461 765 678
Changes from: November 18, 2014 Total Change is: 2,624
-231 -45 1,274 -216 0 0 98 -301 1,072 -88 0 491 224 133
Percent of Open Interest Represented by Each Category of Trader
14.9 79.8 5.9 0.8 0.0 0.0 1.2 6.2 2.5 68.9 0.0 4.8 1.1 0.9
Number of Traders in Each Category Total Traders: 25
4 6 . . 0 0 . 8 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 21,096
Positions
7,270 3,001 62 850 813 0 9,077 10,720 433 647 1,036 0 2,757 5,031
Changes from: November 18, 2014 Total Change is: 1,189
-110 -239 61 -48 0 0 940 1,346 211 -182 -76 0 317 -114
Percent of Open Interest Represented by Each Category of Trader
34.5 14.2 0.3 4.0 3.9 0.0 43.0 50.8 2.1 3.1 4.9 0.0 13.1 23.8
Number of Traders in Each Category Total Traders: 70
6 6 . . 4 0 14 26 4 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 71,821
Positions
22,504 42,663 431 5,684 1,807 229 31,161 10,866 28 3,106 3,867 0 8,680 11,932
Changes from: November 18, 2014 Total Change is: 100
-604 1,144 -18 306 -365 -84 130 -670 26 351 -125 -95 88 286
Percent of Open Interest Represented by Each Category of Trader
31.3 59.4 0.6 7.9 2.5 0.3 43.4 15.1 0.0 4.3 5.4 0.0 12.1 16.6
Number of Traders in Each Category Total Traders: 108
16 16 . 11 . 4 25 17 4 8 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 143,642
Positions
45,008 85,325 861 11,367 3,614 457 62,322 21,732 55 6,212 7,734 0 17,360 23,864
Changes from: November 18, 2014 Total Change is: 200
-1,208 2,287 -35 612 -730 -167 260 -1,339 51 701 -250 -189 175 572
Percent of Open Interest Represented by Each Category of Trader
31.3 59.4 0.6 7.9 2.5 0.3 43.4 15.1 0.0 4.3 5.4 0.0 12.1 16.6
Number of Traders in Each Category Total Traders: 108
16 16 . 11 . 4 25 17 4 8 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 772,687
Positions
40,886 200,636 46,356 329,976 124,090 47,668 113,203 171,618 44,848 40,358 50,603 6,180 103,212 80,687
Changes from: November 18, 2014 Total Change is: 19,031
332 -4,672 7,332 2,851 -1,003 395 -196 948 8,493 -528 3,491 720 -367 3,328
Percent of Open Interest Represented by Each Category of Trader
5.3 26.0 6.0 42.7 16.1 6.2 14.7 22.2 5.8 5.2 6.5 0.8 13.4 10.4
Number of Traders in Each Category Total Traders: 587
30 42 26 121 58 76 97 130 84 59 48 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 155,456
Positions
17,777 58,263 2,681 60,303 25,551 1,925 14,450 19,693 1,568 10,694 9,677 3,220 42,838 32,878
Changes from: November 18, 2014 Total Change is: 6,742
1,447 268 412 13 -669 -56 4,800 5,248 272 -206 980 54 6 233
Percent of Open Interest Represented by Each Category of Trader
11.4 37.5 1.7 38.8 16.4 1.2 9.3 12.7 1.0 6.9 6.2 2.1 27.6 21.1
Number of Traders in Each Category Total Traders: 84
7 10 4 17 7 6 16 15 8 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,086,154
Positions
201,794 798,118 132,125 1,400,287 544,616 176,793 581,613 847,476 128,550 149,568 205,878 13,552 301,872 239,046
Changes from: November 18, 2014 Total Change is: 61,446
278 -18,850 28,747 20,957 5,101 -4,515 8,418 11,901 7,704 -2,197 11,965 3,919 -1,865 15,474
Percent of Open Interest Represented by Each Category of Trader
6.5 25.9 4.3 45.4 17.6 5.7 18.8 27.5 4.2 4.8 6.7 0.4 9.8 7.7
Number of Traders in Each Category Total Traders: 572
31 41 23 116 56 71 97 127 73 56 48 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 99,122
Positions
6,991 33,523 395 45,060 46,156 1,976 23,869 12,187 703 824 699 0 19,304 3,483
Changes from: November 18, 2014 Total Change is: -156
213 570 1 -104 -351 -219 1,731 831 -937 126 298 0 -967 -349
Percent of Open Interest Represented by Each Category of Trader
7.1 33.8 0.4 45.5 46.6 2.0 24.1 12.3 0.7 0.8 0.7 0.0 19.5 3.5
Number of Traders in Each Category Total Traders: 99
8 11 . 38 11 12 15 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 86,984
Positions
4,658 47,870 7,521 36,822 5,719 659 21,984 11,113 2,348 2,819 3,782 58 10,114 7,913
Changes from: November 18, 2014 Total Change is: 2,466
654 -1,509 1,811 -227 -104 -30 -72 531 -598 -74 734 4 999 1,627
Percent of Open Interest Represented by Each Category of Trader
5.4 55.0 8.6 42.3 6.6 0.8 25.3 12.8 2.7 3.2 4.3 0.1 11.6 9.1
Number of Traders in Each Category Total Traders: 240
19 22 12 33 17 9 60 45 15 18 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 13,093
Positions
6,219 9,937 100 896 0 0 1,142 2,031 0 872 400 0 3,864 625
Changes from: November 18, 2014 Total Change is: 1,619
1,440 1,179 0 2 0 0 -772 302 0 34 400 0 915 -262
Percent of Open Interest Represented by Each Category of Trader
47.5 75.9 0.8 6.8 0.0 0.0 8.7 15.5 0.0 6.7 3.1 0.0 29.5 4.8
Number of Traders in Each Category Total Traders: 22
5 8 . . 0 0 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 369,453
Positions
23,263 220,733 6,035 179,632 28,595 3,296 108,919 50,122 7,032 9,737 16,909 289 31,250 36,442
Changes from: November 18, 2014 Total Change is: 4,235
4,280 -5,227 844 -1,146 -522 -149 -357 -2,709 866 -540 1,668 19 418 9,445
Percent of Open Interest Represented by Each Category of Trader
6.3 59.7 1.6 48.6 7.7 0.9 29.5 13.6 1.9 2.6 4.6 0.1 8.5 9.9
Number of Traders in Each Category Total Traders: 238
19 22 9 33 17 9 60 45 14 16 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 396,070
Positions
113,615 66,449 21,442 121,813 138,238 24,535 80,093 108,959 9,334 5,989 9,107 31 19,218 17,975
Changes from: November 18, 2014 Total Change is: 11,102
8,967 -5,460 -69 -968 -1,043 -400 1,069 12,663 4,238 -610 755 31 -1,156 387
Percent of Open Interest Represented by Each Category of Trader
28.7 16.8 5.4 30.8 34.9 6.2 20.2 27.5 2.4 1.5 2.3 0.0 4.9 4.5
Number of Traders in Each Category Total Traders: 263
24 12 5 55 43 25 39 63 18 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 72,034
Positions
4,531 19,678 1,854 31,150 0 115 15,733 23,650 50 4,571 1,807 24 14,006 24,856
Changes from: November 18, 2014 Total Change is: 1,281
-453 -47 1,693 -329 0 33 76 -651 -868 -18 274 24 1,123 823
Percent of Open Interest Represented by Each Category of Trader
6.3 27.3 2.6 43.2 0.0 0.2 21.8 32.8 0.1 6.3 2.5 0.0 19.4 34.5
Number of Traders in Each Category Total Traders: 71
7 8 . 21 0 . 16 10 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 123,997
Positions
35,327 20,787 4,170 11,833 2,196 644 48,698 20,748 2,561 9,356 1,820 2 11,406 71,069
Changes from: November 18, 2014 Total Change is: -2,541
778 -2,369 -484 2,569 165 -475 -3,457 1,568 -226 -1,602 -88 1 355 -633
Percent of Open Interest Represented by Each Category of Trader
28.5 16.8 3.4 9.5 1.8 0.5 39.3 16.7 2.1 7.5 1.5 0.0 9.2 57.3
Number of Traders in Each Category Total Traders: 99
16 13 4 9 . . 32 13 11 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 125,062
Positions
5,608 73,322 474 76,534 27,828 6,462 26,750 10,811 2,641 1,157 780 0 5,436 2,744
Changes from: November 18, 2014 Total Change is: 2,358
-2,721 3,402 -2 6,160 -986 996 -1,065 -469 -43 81 -208 0 -1,048 -332
Percent of Open Interest Represented by Each Category of Trader
4.5 58.6 0.4 61.2 22.3 5.2 21.4 8.6 2.1 0.9 0.6 0.0 4.3 2.2
Number of Traders in Each Category Total Traders: 105
6 12 . 41 20 16 13 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 335,814
Positions
46,791 184,287 2,341 122,713 50,302 43,021 78,716 39,226 4,490 19,119 7,529 1,526 17,097 3,092
Changes from: November 18, 2014 Total Change is: -3,509
-5,508 5,780 -193 8,214 -783 -7,866 -5,148 -4,596 2,956 576 -1,690 1,131 2,329 1,752
Percent of Open Interest Represented by Each Category of Trader
13.9 54.9 0.7 36.5 15.0 12.8 23.4 11.7 1.3 5.7 2.2 0.5 5.1 0.9
Number of Traders in Each Category Total Traders: 208
24 18 9 58 25 30 38 16 9 23 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 990,473
Positions
6,970 129,496 14,677 375,780 148,405 131,404 114,849 218,113 90,765 23,949 34,809 1,366 230,713 221,438
Changes from: November 18, 2014 Total Change is: 171,028
-5,051 -1,995 8,866 -7,594 -202 16,166 19,765 21,675 75,020 824 -5,042 1,158 61,874 55,382
Percent of Open Interest Represented by Each Category of Trader
0.7 13.1 1.5 37.9 15.0 13.3 11.6 22.0 9.2 2.4 3.5 0.1 23.3 22.4
Number of Traders in Each Category Total Traders: 157
. 14 5 33 29 33 35 25 27 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 587,752
Positions
22,688 79,783 2,396 251,794 31,829 83,132 27,599 224,400 46,996 7,057 9,004 59 146,031 110,153
Changes from: November 18, 2014 Total Change is: 59,550
1,054 -4,918 1,354 -7,701 -724 43 -4,938 4,154 37,880 -60 2,002 -1 31,919 19,760
Percent of Open Interest Represented by Each Category of Trader
3.9 13.6 0.4 42.8 5.4 14.1 4.7 38.2 8.0 1.2 1.5 0.0 24.8 18.7
Number of Traders in Each Category Total Traders: 88
. 9 6 36 11 26 10 14 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,450,584
Positions
75,671 154,193 24,093 241,415 491,306 95,251 724,895 209,150 69,647 103,214 242,347 19,313 97,085 145,284
Changes from: November 18, 2014 Total Change is: -46,379
-2,562 -4,275 2,456 -18,076 -17,898 5,841 -26,636 -17,626 -6,278 -3,053 -19,744 9,040 -7,111 2,105
Percent of Open Interest Represented by Each Category of Trader
5.2 10.6 1.7 16.6 33.9 6.6 50.0 14.4 4.8 7.1 16.7 1.3 6.7 10.0
Number of Traders in Each Category Total Traders: 268
11 32 9 38 45 38 49 35 34 16 39 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,032,735
Positions
111,503 165,837 55,177 974,560 777,431 363,115 513,347 727,518 159,499 363,481 155,133 39,549 452,504 589,476
Changes from: November 18, 2014 Total Change is: 130,717
-8,126 -25,127 11,248 -47,253 -44,723 12,694 13,663 -6,055 38,543 -23,559 -16,459 1,535 131,972 159,061
Percent of Open Interest Represented by Each Category of Trader
3.7 5.5 1.8 32.1 25.6 12.0 16.9 24.0 5.3 12.0 5.1 1.3 14.9 19.4
Number of Traders in Each Category Total Traders: 357
22 22 22 39 81 72 55 66 57 25 46 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,079,922
Positions
92,473 132,313 46,416 433,362 464,022 316,967 566,055 235,895 132,968 127,027 203,538 26,707 337,947 521,096
Changes from: November 18, 2014 Total Change is: 45,864
-20,851 -19,245 32,898 8,779 -133,349 1,247 -68,387 7,000 20,932 -24,072 -20,355 4,287 91,031 152,449
Percent of Open Interest Represented by Each Category of Trader
4.4 6.4 2.2 20.8 22.3 15.2 27.2 11.3 6.4 6.1 9.8 1.3 16.2 25.1
Number of Traders in Each Category Total Traders: 253
13 26 23 33 46 41 40 50 42 12 33 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 732,393
Positions
295,851 165,365 196,873 0 5,058 18,957 40,280 136,393 84,366 10,054 15,079 53,196 32,816 57,106
Changes from: November 18, 2014 Total Change is: 19,650
764 884 8,539 0 1,361 -162 14,358 8,194 -6,443 -6,606 -1,160 7,215 1,985 1,222
Percent of Open Interest Represented by Each Category of Trader
40.4 22.6 26.9 0.0 0.7 2.6 5.5 18.6 11.5 1.4 2.1 7.3 4.5 7.8
Number of Traders in Each Category Total Traders: 101
16 28 36 0 . . 14 23 24 . 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,561,023
Positions
2,122,918 1,929,443 2,521,572 1,097,624 691,599 396,252 1,757,059 1,805,257 2,035,194 476,881 575,036 305,993 847,530 1,300,677
Changes from: November 18, 2014 Total Change is: -95,600
-133,945 -79,604 -6,665 -47,383 -19,341 9,150 22,416 -45,091 -28,289 8,371 -7,461 4,975 75,770 76,726
Percent of Open Interest Represented by Each Category of Trader
18.4 16.7 21.8 9.5 6.0 3.4 15.2 15.6 17.6 4.1 5.0 2.6 7.3 11.3
Number of Traders in Each Category Total Traders: 292
25 60 80 15 24 23 28 87 82 13 34 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 51,660
Positions
35,124 6,097 10 3,206 12,078 4,935 6,890 19,938 45 1,329 8,109 0 121 448
Changes from: November 18, 2014 Total Change is: 1,069
1,528 33 10 -1,419 613 0 738 803 -5 217 -531 -29 29 175
Percent of Open Interest Represented by Each Category of Trader
68.0 11.8 0.0 6.2 23.4 9.6 13.3 38.6 0.1 2.6 15.7 0.0 0.2 0.9
Number of Traders in Each Category Total Traders: 46
5 8 . . 10 4 4 9 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 52,740
Positions
40,527 16,339 0 0 14,629 852 8,250 7,538 2,802 183 10,442 0 126 138
Changes from: November 18, 2014 Total Change is: -1,123
7 228 0 0 138 -161 -666 -1,370 -29 -244 50 0 -30 21
Percent of Open Interest Represented by Each Category of Trader
76.8 31.0 0.0 0.0 27.7 1.6 15.6 14.3 5.3 0.3 19.8 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 47
4 5 0 0 14 . 8 6 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 98,005
Positions
16,310 56,963 846 11,349 86 73 30,196 34,246 1,801 21,818 411 89 15,523 3,490
Changes from: November 18, 2014 Total Change is: 7,274
901 269 39 -603 0 -13 1,792 4,401 261 1,960 30 34 2,903 2,253
Percent of Open Interest Represented by Each Category of Trader
16.6 58.1 0.9 11.6 0.1 0.1 30.8 34.9 1.8 22.3 0.4 0.1 15.8 3.6
Number of Traders in Each Category Total Traders: 178
8 . . 15 . . 48 19 11 81 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 25, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 369,744
Positions
56,397 72,141 35,551 46,095 29,018 46,913 72,040 71,232 47,756 13,361 7,434 30,139 21,492 29,560
Changes from: November 18, 2014 Total Change is: -15,719
10,864 -7,585 -15,285 -4,381 3,208 2,435 -2,970 12,617 -11,192 3,050 -187 2,166 -406 -1,896
Percent of Open Interest Represented by Each Category of Trader
15.3 19.5 9.6 12.5 7.8 12.7 19.5 19.3 12.9 3.6 2.0 8.2 5.8 8.0
Number of Traders in Each Category Total Traders: 183
19 11 20 7 18 10 37 49 48 13 14 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 29, 2014