Traders in Financial Futures - Futures Only Positions as of December 16, 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 129,475
Positions
27,168 6,270 5,021 21,693 4,734 0 14,868 42,724 24,386 16,675 8,184 132 19,532 38,024
Changes from: December 9, 2014 Total Change is: 19,825
-539 -168 2,421 1,598 -865 0 163 -1,535 17,680 162 1,652 106 -1,766 534
Percent of Open Interest Represented by Each Category of Trader
21.0 4.8 3.9 16.8 3.7 0.0 11.5 33.0 18.8 12.9 6.3 0.1 15.1 29.4
Number of Traders in Each Category Total Traders: 80
6 7 7 6 6 0 14 21 12 11 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 51,377
Positions
20,072 2,509 0 1,287 4,495 1,082 21,980 21,416 331 0 403 0 6,625 21,141
Changes from: December 9, 2014 Total Change is: -27,119
-20,848 -1,327 -572 0 828 0 12,261 -9,332 -16,107 -160 400 0 -1,693 -1,009
Percent of Open Interest Represented by Each Category of Trader
39.1 4.9 0.0 2.5 8.7 2.1 42.8 41.7 0.6 0.0 0.8 0.0 12.9 41.1
Number of Traders in Each Category Total Traders: 46
. . 0 . 6 . 15 15 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 137,581
Positions
65,156 6,380 416 6,229 46,923 3,848 35,739 34,603 4,862 4,456 11,134 48 16,827 29,367
Changes from: December 9, 2014 Total Change is: -54,523
-31,163 -22,516 -5,990 -3,249 77 717 -1,382 -7,780 -12,621 654 -2,613 -803 -686 -2,994
Percent of Open Interest Represented by Each Category of Trader
47.4 4.6 0.3 4.5 34.1 2.8 26.0 25.2 3.5 3.2 8.1 0.0 12.2 21.3
Number of Traders in Each Category Total Traders: 94
9 6 . 4 17 6 26 23 8 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 227,685
Positions
80,020 5,313 0 32,362 41,579 4,141 33,384 102,332 4,521 57,861 11,205 843 14,553 57,751
Changes from: December 9, 2014 Total Change is: -52,174
-58,865 -10,402 -1,234 1,340 2,539 1,475 -1,902 -1,884 -9,757 41,945 -10,148 -20,111 -5,065 -2,652
Percent of Open Interest Represented by Each Category of Trader
35.1 2.3 0.0 14.2 18.3 1.8 14.7 44.9 2.0 25.4 4.9 0.4 6.4 25.4
Number of Traders in Each Category Total Traders: 127
10 5 0 9 20 8 16 46 10 11 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 368,171
Positions
169,095 9,503 1,568 34,685 88,132 12,181 37,772 140,458 7,641 70,002 26,648 924 34,303 81,116
Changes from: December 9, 2014 Total Change is: -109,690
-71,447 -59,534 -20,419 -7,814 -854 958 -24,527 -9,436 -8,731 26,906 1,570 -5,071 455 -8,173
Percent of Open Interest Represented by Each Category of Trader
45.9 2.6 0.4 9.4 23.9 3.3 10.3 38.2 2.1 19.0 7.2 0.3 9.3 22.0
Number of Traders in Each Category Total Traders: 217
21 10 5 14 30 20 24 60 15 22 35 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 116,787
Positions
61,551 928 7 2,220 14,906 930 31,923 54,340 753 5,197 8,735 25 14,181 36,163
Changes from: December 9, 2014 Total Change is: -42,500
-26,505 -8,164 -9,615 -59 548 35 3,060 624 -6,019 4,068 -14,159 -4,023 -3,442 -1,727
Percent of Open Interest Represented by Each Category of Trader
52.7 0.8 0.0 1.9 12.8 0.8 27.3 46.5 0.6 4.4 7.5 0.0 12.1 31.0
Number of Traders in Each Category Total Traders: 87
9 . . . 10 . 18 33 7 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 49,972
Positions
31,990 30,708 7,487 100 3,980 0 4,574 2,362 1,228 1,277 884 2,698 618 625
Changes from: December 9, 2014 Total Change is: -19,871
-4,616 189 -15,232 100 369 0 1,063 -3,761 -78 120 -22 -1,306 78 -30
Percent of Open Interest Represented by Each Category of Trader
64.0 61.5 15.0 0.2 8.0 0.0 9.2 4.7 2.5 2.6 1.8 5.4 1.2 1.3
Number of Traders in Each Category Total Traders: 27
8 7 8 . . 0 4 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 137,628
Positions
53,468 48,707 0 55,302 3,486 0 23,498 70,198 331 2,120 7,442 0 2,909 7,464
Changes from: December 9, 2014 Total Change is: -75,531
-16,967 5,230 -18,585 -491 0 0 -4,665 -27,203 -33,788 -191 -476 -303 -541 -406
Percent of Open Interest Represented by Each Category of Trader
38.8 35.4 0.0 40.2 2.5 0.0 17.1 51.0 0.2 1.5 5.4 0.0 2.1 5.4
Number of Traders in Each Category Total Traders: 114
4 10 0 4 4 0 21 51 . 10 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 63,770
Positions
6,024 53,952 3,075 0 267 128 1,140 1,725 766 48,931 428 2,970 736 459
Changes from: December 9, 2014 Total Change is: 76
-26 1,418 59 -254 267 27 -119 -2,085 602 -185 -116 0 -28 -96
Percent of Open Interest Represented by Each Category of Trader
9.4 84.6 4.8 0.0 0.4 0.2 1.8 2.7 1.2 76.7 0.7 4.7 1.2 0.7
Number of Traders in Each Category Total Traders: 21
5 4 . 0 . . . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 18,447
Positions
5,207 0 0 1,054 820 0 8,275 9,483 353 1,187 2,812 0 2,371 4,979
Changes from: December 9, 2014 Total Change is: -5,103
-3,099 -3,273 -768 -551 11 0 202 -1,677 -654 -529 1,991 0 296 -733
Percent of Open Interest Represented by Each Category of Trader
28.2 0.0 0.0 5.7 4.4 0.0 44.9 51.4 1.9 6.4 15.2 0.0 12.9 27.0
Number of Traders in Each Category Total Traders: 57
7 0 0 . 4 0 13 17 . 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 99,154
Positions
25,168 55,273 15,089 6,090 2,183 194 29,146 6,718 4,493 2,238 2,560 1,211 15,528 11,436
Changes from: December 9, 2014 Total Change is: 15,388
1,355 5,860 7,022 -149 244 -137 483 -1,377 2,536 -279 -651 908 3,649 984
Percent of Open Interest Represented by Each Category of Trader
25.4 55.7 15.2 6.1 2.2 0.2 29.4 6.8 4.5 2.3 2.6 1.2 15.7 11.5
Number of Traders in Each Category Total Traders: 106
15 15 14 11 . 4 35 11 9 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 15,724
Positions
5,720 13,480 1,028 880 0 0 1,472 0 44 0 500 0 6,580 672
Changes from: December 9, 2014 Total Change is: 2,919
-750 2,350 578 -10 0 0 -39 -315 44 0 200 0 3,096 62
Percent of Open Interest Represented by Each Category of Trader
36.4 85.7 6.5 5.6 0.0 0.0 9.4 0.0 0.3 0.0 3.2 0.0 41.8 4.3
Number of Traders in Each Category Total Traders: 20
7 8 . . 0 0 . 0 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 166,860
Positions
48,753 93,443 18,264 10,419 4,365 388 58,292 16,379 5,953 5,262 4,906 1,634 17,895 21,528
Changes from: December 9, 2014 Total Change is: 24,937
3,085 5,895 14,012 -277 487 -274 1,006 -2,161 5,020 -370 -1,515 1,629 1,106 1,844
Percent of Open Interest Represented by Each Category of Trader
29.2 56.0 10.9 6.2 2.6 0.2 34.9 9.8 3.6 3.2 2.9 1.0 10.7 12.9
Number of Traders in Each Category Total Traders: 105
16 13 11 10 . 4 35 12 8 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 832,516
Positions
35,471 222,938 70,792 309,845 129,603 69,030 139,234 149,682 52,296 40,056 50,367 12,271 103,523 75,538
Changes from: December 9, 2014 Total Change is: 56,528
-699 11,730 18,284 -15,235 5,207 17,599 15,206 -10,553 3,140 2,054 -1,473 6,128 10,050 6,465
Percent of Open Interest Represented by Each Category of Trader
4.3 26.8 8.5 37.2 15.6 8.3 16.7 18.0 6.3 4.8 6.1 1.5 12.4 9.1
Number of Traders in Each Category Total Traders: 595
33 43 49 122 68 84 110 107 99 51 57 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 173,359
Positions
15,598 74,478 9,413 66,684 25,713 3,603 13,629 20,861 2,993 10,216 9,946 3,543 47,680 22,809
Changes from: December 9, 2014 Total Change is: 18,480
-4,063 12,478 6,832 6,406 108 1,142 -394 -757 377 -165 -923 118 8,227 -895
Percent of Open Interest Represented by Each Category of Trader
9.0 43.0 5.4 38.5 14.8 2.1 7.9 12.0 1.7 5.9 5.7 2.0 27.5 13.2
Number of Traders in Each Category Total Traders: 87
7 14 7 17 7 9 18 13 16 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 3,295,783
Positions
170,690 813,628 235,566 1,292,526 596,170 250,414 707,002 723,084 167,534 153,497 206,405 39,339 279,215 263,643
Changes from: December 9, 2014 Total Change is: 190,242
-1,910 -22,470 75,992 -83,200 50,499 57,281 64,978 -62,000 26,838 14,139 292 27,009 9,115 36,801
Percent of Open Interest Represented by Each Category of Trader
5.2 24.7 7.1 39.2 18.1 7.6 21.5 21.9 5.1 4.7 6.3 1.2 8.5 8.0
Number of Traders in Each Category Total Traders: 582
34 42 44 117 66 78 109 107 91 47 58 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 111,421
Positions
10,428 30,189 10,304 43,105 52,222 2,818 19,318 10,052 1,478 468 722 0 23,502 3,636
Changes from: December 9, 2014 Total Change is: 11,516
3,283 -2,601 9,294 -1,295 3,878 646 -2,887 403 -257 -225 321 0 2,957 -168
Percent of Open Interest Represented by Each Category of Trader
9.4 27.1 9.2 38.7 46.9 2.5 17.3 9.0 1.3 0.4 0.6 0.0 21.1 3.3
Number of Traders in Each Category Total Traders: 88
8 10 11 31 12 16 15 8 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 109,225
Positions
4,478 48,170 18,483 34,471 6,431 9,654 26,837 15,081 4,586 2,737 3,083 1,272 6,706 2,464
Changes from: December 9, 2014 Total Change is: 17,532
76 -1,735 10,229 -3,397 278 9,161 3,183 2,387 1,562 70 161 847 -4,199 -5,358
Percent of Open Interest Represented by Each Category of Trader
4.1 44.1 16.9 31.6 5.9 8.8 24.6 13.8 4.2 2.5 2.8 1.2 6.1 2.3
Number of Traders in Each Category Total Traders: 246
17 20 19 33 19 12 70 44 30 16 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 19,672
Positions
8,062 12,729 1,500 898 0 1,370 1,686 2,153 226 807 1,000 0 5,123 694
Changes from: December 9, 2014 Total Change is: 4,956
1,560 1,672 1,400 0 0 1,370 -138 0 226 -79 200 0 617 88
Percent of Open Interest Represented by Each Category of Trader
41.0 64.7 7.6 4.6 0.0 7.0 8.6 10.9 1.1 4.1 5.1 0.0 26.0 3.5
Number of Traders in Each Category Total Traders: 23
6 7 4 . 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 447,764
Positions
21,364 216,489 45,633 167,865 32,155 41,419 127,328 66,211 20,228 13,636 14,404 2,374 7,917 8,851
Changes from: December 9, 2014 Total Change is: 62,881
-2,048 -11,663 38,777 -16,984 1,391 38,953 10,058 5,387 13,230 3,109 2,170 1,868 -24,082 -27,232
Percent of Open Interest Represented by Each Category of Trader
4.8 48.3 10.2 37.5 7.2 9.3 28.4 14.8 4.5 3.0 3.2 0.5 1.8 2.0
Number of Traders in Each Category Total Traders: 243
18 19 15 33 19 12 68 45 29 15 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 404,530
Positions
103,275 61,582 28,035 115,338 143,816 37,025 82,318 96,723 13,366 9,227 9,194 1,345 14,601 13,444
Changes from: December 9, 2014 Total Change is: 13,708
1,572 -4,052 5,997 -4,492 5,075 10,884 -287 -2,525 2,147 1,330 -1,302 927 -4,370 -3,443
Percent of Open Interest Represented by Each Category of Trader
25.5 15.2 6.9 28.5 35.6 9.2 20.3 23.9 3.3 2.3 2.3 0.3 3.6 3.3
Number of Traders in Each Category Total Traders: 263
19 14 18 46 44 27 43 62 22 13 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 60,474
Positions
3,134 27,835 161 30,291 0 43 10,564 17,044 373 5,301 9,225 0 10,607 5,793
Changes from: December 9, 2014 Total Change is: -21,953
-835 7,548 -3,548 323 0 -110 -5,355 -8,189 -3,337 2,101 8,414 -7,109 -4,083 -15,622
Percent of Open Interest Represented by Each Category of Trader
5.2 46.0 0.3 50.1 0.0 0.1 17.5 28.2 0.6 8.8 15.3 0.0 17.5 9.6
Number of Traders in Each Category Total Traders: 65
5 7 . 19 0 . 12 12 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 98,501
Positions
27,317 7,029 467 17,828 3,265 486 35,418 3,498 989 4,632 0 0 11,364 82,767
Changes from: December 9, 2014 Total Change is: -47,224
-10,353 -14,623 -7,854 2,350 944 -91 -14,221 -25,227 -5,495 -4,810 -864 -863 -5,887 6,849
Percent of Open Interest Represented by Each Category of Trader
27.7 7.1 0.5 18.1 3.3 0.5 36.0 3.6 1.0 4.7 0.0 0.0 11.5 84.0
Number of Traders in Each Category Total Traders: 76
15 8 4 9 4 . 26 8 5 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 145,634
Positions
10,121 80,519 7,712 72,979 34,890 5,987 33,152 4,736 5,004 1,456 1,171 190 9,033 5,425
Changes from: December 9, 2014 Total Change is: 13,294
1,629 -1,431 5,666 -6,764 5,352 211 7,363 -1,879 2,122 -200 87 190 3,077 2,976
Percent of Open Interest Represented by Each Category of Trader
6.9 55.3 5.3 50.1 24.0 4.1 22.8 3.3 3.4 1.0 0.8 0.1 6.2 3.7
Number of Traders in Each Category Total Traders: 106
9 10 10 36 21 16 17 4 7 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 413,832
Positions
82,567 197,843 29,662 112,342 71,480 43,474 87,548 35,521 12,580 17,455 11,579 1,638 26,566 10,055
Changes from: December 9, 2014 Total Change is: 65,296
25,372 9,618 19,361 -9,706 17,103 4,396 9,739 1,271 3,227 814 3,665 249 11,844 6,406
Percent of Open Interest Represented by Each Category of Trader
20.0 47.8 7.2 27.1 17.3 10.5 21.2 8.6 3.0 4.2 2.8 0.4 6.4 2.4
Number of Traders in Each Category Total Traders: 215
23 22 15 53 31 30 36 18 15 24 8 5
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Traders in Financial Futures - Futures Only Positions as of December 16, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 899,485
Positions
19,739 98,538 4,700 445,315 166,849 109,616 100,186 285,810 27,480 18,664 42,938 1,629 172,156 161,925
Changes from: December 9, 2014 Total Change is: 9,021
8,020 -23,203 -4,354 22,664 5,952 -2,013 -8,283 37,858 -2,022 -5,294 6,333 530 -227 -10,060
Percent of Open Interest Represented by Each Category of Trader
2.2 11.0 0.5 49.5 18.5 12.2 11.1 31.8 3.1 2.1 4.8 0.2 19.1 18.0
Number of Traders in Each Category Total Traders: 171
5 14 . 37 32 36 29 31 18 6 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 :
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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 528,628
Positions
22,842 77,790 297 266,529 36,637 80,418 28,243 209,207 12,867 5,550 20,144 859 111,023 90,409
Changes from: December 9, 2014 Total Change is: -39,935
-16,061 -9,553 -4,595 5,139 -4,093 -3,427 -3,767 -22,179 -9,360 -1,507 9,613 800 -7,157 2,859
Percent of Open Interest Represented by Each Category of Trader
4.3 14.7 0.1 50.4 6.9 15.2 5.3 39.6 2.4 1.0 3.8 0.2 21.0 17.1
Number of Traders in Each Category Total Traders: 95
. 7 . 41 10 28 9 18 14 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 :
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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 1,270,979
Positions
75,576 111,133 6,822 267,976 458,264 79,959 629,026 195,233 23,842 84,354 237,811 6,330 97,094 151,585
Changes from: December 9, 2014 Total Change is: -51,958
-995 -28,749 -5,847 -1,237 12,719 3,720 -36,437 -31,515 -11,449 5,206 10,457 -2,501 -2,418 1,207
Percent of Open Interest Represented by Each Category of Trader
5.9 8.7 0.5 21.1 36.1 6.3 49.5 15.4 1.9 6.6 18.7 0.5 7.6 11.9
Number of Traders in Each Category Total Traders: 260
16 31 9 40 47 38 43 30 25 18 35 11
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Traders in Financial Futures - Futures Only Positions as of December 16, 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 :
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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 2,693,428
Positions
103,417 113,816 27,436 968,860 835,395 358,251 498,561 643,566 81,262 326,872 170,812 40,862 287,907 422,028
Changes from: December 9, 2014 Total Change is: 64,590
-8,707 23,890 4,540 61,629 33,818 14,607 13,024 -1,205 -4,505 -16,040 6,082 -158 200 -12,479
Percent of Open Interest Represented by Each Category of Trader
3.8 4.2 1.0 36.0 31.0 13.3 18.5 23.9 3.0 12.1 6.3 1.5 10.7 15.7
Number of Traders in Each Category Total Traders: 369
20 29 15 38 85 62 57 69 45 25 46 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,819,308
Positions
69,079 166,253 14,819 459,327 509,747 280,507 552,644 256,195 48,450 129,061 177,286 20,346 245,075 345,705
Changes from: December 9, 2014 Total Change is: -2,259
-39,427 23,157 2,197 41,542 3,542 -11,477 17,094 21,284 -16,447 -528 9,331 1,087 3,700 -34,933
Percent of Open Interest Represented by Each Category of Trader
3.8 9.1 0.8 25.2 28.0 15.4 30.4 14.1 2.7 7.1 9.7 1.1 13.5 19.0
Number of Traders in Each Category Total Traders: 277
15 32 13 35 51 44 43 52 24 12 36 9
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Traders in Financial Futures - Futures Only Positions as of December 16, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 745,558
Positions
294,753 138,446 209,696 4,891 12,505 12,196 35,826 139,648 99,694 6,703 25,805 52,523 29,276 55,045
Changes from: December 9, 2014 Total Change is: 34,394
14,105 2,726 13,467 3,455 4,466 -1,502 872 -20 4,478 991 12,634 -475 -997 -1,380
Percent of Open Interest Represented by Each Category of Trader
39.5 18.6 28.1 0.7 1.7 1.6 4.8 18.7 13.4 0.9 3.5 7.0 3.9 7.4
Number of Traders in Each Category Total Traders: 100
23 19 37 . . . 15 22 28 . 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,367,197
Positions
1,855,374 1,102,908 2,624,573 242,223 643,543 466,058 1,613,019 1,380,474 2,041,901 424,151 490,177 360,372 739,526 1,257,191
Changes from: December 9, 2014 Total Change is:-1,221,307
-534,736 -343,621 -50,241 -179,793 -26,593 31,475 -214,471 -556,541 -163,192 -100,902 -121,884 10,101 -19,548 -811
Percent of Open Interest Represented by Each Category of Trader
17.9 10.6 25.3 2.3 6.2 4.5 15.6 13.3 19.7 4.1 4.7 3.5 7.1 12.1
Number of Traders in Each Category Total Traders: 276
27 53 76 9 25 26 35 73 75 10 30 32
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Traders in Financial Futures - Futures Only Positions as of December 16, 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 :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 49,888
Positions
21,897 802 0 879 16,659 3,916 21,087 21,759 0 2,022 6,638 0 87 114
Changes from: December 9, 2014 Total Change is: -21,294
-15,159 -5,364 -7,819 65 3,573 -1,021 12,080 -188 -9,699 255 -724 0 4 -52
Percent of Open Interest Represented by Each Category of Trader
43.9 1.6 0.0 1.8 33.4 7.8 42.3 43.6 0.0 4.1 13.3 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 45
6 . 0 . 10 4 5 11 0 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 32,850
Positions
11,709 70 0 0 15,485 221 19,403 7,808 0 1,442 9,197 0 75 69
Changes from: December 9, 2014 Total Change is: -30,414
-28,497 -15,864 -3,213 0 51 0 11,628 66 -10,211 -112 -1,260 0 -9 17
Percent of Open Interest Represented by Each Category of Trader
35.6 0.2 0.0 0.0 47.1 0.7 59.1 23.8 0.0 4.4 28.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 47
7 . 0 0 16 . 5 7 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 87,377
Positions
15,407 54,405 788 9,240 0 96 26,206 28,998 1,623 18,553 338 1 15,463 1,128
Changes from: December 9, 2014 Total Change is: -6,912
-1,312 -2,622 -19 -330 0 -21 -4,309 -2,282 -2,013 359 232 -86 819 -101
Percent of Open Interest Represented by Each Category of Trader
17.6 62.3 0.9 10.6 0.0 0.1 30.0 33.2 1.9 21.2 0.4 0.0 17.7 1.3
Number of Traders in Each Category Total Traders: 150
8 . . 13 0 . 43 12 5 68 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 324,703
Positions
58,605 38,901 39,548 35,285 22,698 29,374 50,323 84,297 52,635 16,150 7,487 23,249 19,534 26,514
Changes from: December 9, 2014 Total Change is: -36,712
-6,387 -20,481 1,681 -19,125 -9,060 -11,325 886 8,323 2,765 2,779 661 -4,959 -3,027 -4,317
Percent of Open Interest Represented by Each Category of Trader
18.0 12.0 12.2 10.9 7.0 9.0 15.5 26.0 16.2 5.0 2.3 7.2 6.0 8.2
Number of Traders in Each Category Total Traders: 173
17 13 22 7 12 8 39 45 54 12 15 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 16, 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 :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 13,660
Positions
149 3,138 0 3,489 425 612 7,342 7,322 2,000 25 140 0 43 23
Changes from: December 9, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.1 23.0 0.0 25.5 3.1 4.5 53.7 53.6 14.6 0.2 1.0 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 20
. . 0 . . . 5 5 4 . . 0
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Updated December 19, 2014