Traders in Financial Futures - Futures Only Positions as of December 23, 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 98,477
Positions
16,619 1,571 300 19,920 5,304 0 19,603 39,696 8,071 14,395 6,962 25 19,544 36,548
Changes from: December 16, 2014 Total Change is: -30,998
-10,549 -4,699 -4,721 -1,773 570 0 4,735 -3,028 -16,315 -2,280 -1,222 -107 12 -1,476
Percent of Open Interest Represented by Each Category of Trader
16.9 1.6 0.3 20.2 5.4 0.0 19.9 40.3 8.2 14.6 7.1 0.0 19.8 37.1
Number of Traders in Each Category Total Traders: 75
6 4 . 6 7 0 16 17 8 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 55,021
Positions
34,392 2,560 0 1,287 4,435 1,082 10,551 21,749 405 0 2,189 0 7,304 22,601
Changes from: December 16, 2014 Total Change is: 3,644
14,320 51 0 0 -60 0 -11,429 333 74 0 1,786 0 679 1,460
Percent of Open Interest Represented by Each Category of Trader
62.5 4.7 0.0 2.3 8.1 2.0 19.2 39.5 0.7 0.0 4.0 0.0 13.3 41.1
Number of Traders in Each Category Total Traders: 42
4 . 0 . 6 . 9 15 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 141,455
Positions
70,152 6,624 57 7,139 46,509 3,185 33,128 34,777 5,898 5,377 11,537 264 16,255 32,604
Changes from: December 16, 2014 Total Change is: 3,874
4,996 244 -359 910 -414 -663 -2,611 174 1,036 921 403 216 -572 3,237
Percent of Open Interest Represented by Each Category of Trader
49.6 4.7 0.0 5.0 32.9 2.3 23.4 24.6 4.2 3.8 8.2 0.2 11.5 23.0
Number of Traders in Each Category Total Traders: 98
11 5 . 6 17 6 29 20 10 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 226,107
Positions
94,556 8,709 0 32,488 42,784 3,930 18,258 98,666 4,838 56,211 7,201 1,001 14,825 58,978
Changes from: December 16, 2014 Total Change is: -1,578
14,536 3,396 0 126 1,205 -211 -15,126 -3,666 317 -1,650 -4,004 158 272 1,227
Percent of Open Interest Represented by Each Category of Trader
41.8 3.9 0.0 14.4 18.9 1.7 8.1 43.6 2.1 24.9 3.2 0.4 6.6 26.1
Number of Traders in Each Category Total Traders: 126
8 6 0 11 18 9 14 45 9 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 376,849
Positions
190,661 11,119 1,877 39,756 84,944 11,503 23,487 151,153 8,049 69,807 26,851 1,241 30,468 80,112
Changes from: December 16, 2014 Total Change is: 8,678
21,566 1,616 309 5,071 -3,188 -678 -14,285 10,695 408 -195 203 317 -3,835 -1,004
Percent of Open Interest Represented by Each Category of Trader
50.6 3.0 0.5 10.5 22.5 3.1 6.2 40.1 2.1 18.5 7.1 0.3 8.1 21.3
Number of Traders in Each Category Total Traders: 213
19 11 6 16 30 17 24 58 14 20 34 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 118,773
Positions
65,050 1,379 86 2,220 15,033 951 30,540 56,108 735 4,901 8,106 25 14,265 36,350
Changes from: December 16, 2014 Total Change is: 1,986
3,499 451 79 0 127 21 -1,383 1,768 -18 -296 -629 0 84 187
Percent of Open Interest Represented by Each Category of Trader
54.8 1.2 0.1 1.9 12.7 0.8 25.7 47.2 0.6 4.1 6.8 0.0 12.0 30.6
Number of Traders in Each Category Total Traders: 89
11 . . . 10 . 18 33 7 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 51,608
Positions
33,176 31,805 6,487 100 3,994 0 5,737 3,662 1,236 1,277 334 3,248 347 842
Changes from: December 16, 2014 Total Change is: 1,636
1,186 1,097 -1,000 0 14 0 1,163 1,300 8 0 -550 550 -271 217
Percent of Open Interest Represented by Each Category of Trader
64.3 61.6 12.6 0.2 7.7 0.0 11.1 7.1 2.4 2.5 0.6 6.3 0.7 1.6
Number of Traders in Each Category Total Traders: 26
8 7 8 . . 0 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 130,728
Positions
53,414 39,915 35 56,497 3,623 0 15,181 72,603 408 2,019 7,163 0 3,174 6,981
Changes from: December 16, 2014 Total Change is: -6,900
-54 -8,792 35 1,195 137 0 -8,317 2,405 77 -101 -279 0 265 -483
Percent of Open Interest Represented by Each Category of Trader
40.9 30.5 0.0 43.2 2.8 0.0 11.6 55.5 0.3 1.5 5.5 0.0 2.4 5.3
Number of Traders in Each Category Total Traders: 111
4 10 . 4 4 0 18 54 4 8 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 65,182
Positions
5,811 54,486 3,411 0 113 282 1,464 1,564 827 49,295 539 3,365 727 595
Changes from: December 16, 2014 Total Change is: 1,412
-213 534 336 0 -154 154 324 -161 61 364 111 395 -9 136
Percent of Open Interest Represented by Each Category of Trader
8.9 83.6 5.2 0.0 0.2 0.4 2.2 2.4 1.3 75.6 0.8 5.2 1.1 0.9
Number of Traders in Each Category Total Traders: 23
5 4 . 0 . . . 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 19,295
Positions
6,445 0 0 943 828 0 8,361 10,309 370 1,136 2,712 0 2,040 5,076
Changes from: December 16, 2014 Total Change is: 848
1,238 0 0 -111 8 0 86 826 17 -51 -100 0 -331 97
Percent of Open Interest Represented by Each Category of Trader
33.4 0.0 0.0 4.9 4.3 0.0 43.3 53.4 1.9 5.9 14.1 0.0 10.6 26.3
Number of Traders in Each Category Total Traders: 61
8 0 0 . 4 0 11 23 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 53,355
Positions
18,435 34,619 146 5,262 1,893 268 19,547 6,859 16 1,007 3,945 53 8,623 5,558
Changes from: December 16, 2014 Total Change is: -45,799
-6,733 -20,654 -14,943 -828 -290 74 -9,600 142 -4,477 -1,231 1,385 -1,158 -6,905 -5,879
Percent of Open Interest Represented by Each Category of Trader
34.6 64.9 0.3 9.9 3.5 0.5 36.6 12.9 0.0 1.9 7.4 0.1 16.2 10.4
Number of Traders in Each Category Total Traders: 90
16 14 . 10 . 4 22 13 . . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 106,710
Positions
36,870 69,238 292 10,523 3,785 535 39,093 13,718 32 2,013 7,889 106 17,246 11,115
Changes from: December 16, 2014 Total Change is: -60,150
-11,883 -24,205 -17,972 104 -580 147 -19,199 -2,661 -5,921 -3,249 2,983 -1,528 -649 -10,413
Percent of Open Interest Represented by Each Category of Trader
34.6 64.9 0.3 9.9 3.5 0.5 36.6 12.9 0.0 1.9 7.4 0.1 16.2 10.4
Number of Traders in Each Category Total Traders: 90
16 14 . 10 . 4 22 13 . . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 672,428
Positions
37,597 223,421 8,718 330,876 116,906 41,364 106,588 140,356 25,077 35,834 54,369 4,508 81,865 57,708
Changes from: December 16, 2014 Total Change is: -160,088
2,126 483 -62,074 21,031 -12,697 -27,666 -32,645 -9,326 -27,219 -4,222 4,002 -7,763 -21,658 -17,830
Percent of Open Interest Represented by Each Category of Trader
5.6 33.2 1.3 49.2 17.4 6.2 15.9 20.9 3.7 5.3 8.1 0.7 12.2 8.6
Number of Traders in Each Category Total Traders: 568
30 34 18 121 63 75 99 112 72 46 60 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 124,603
Positions
3,986 60,608 1,051 59,814 23,315 2,311 8,075 4,658 1,227 7,356 11,893 3,375 37,408 16,165
Changes from: December 16, 2014 Total Change is: -48,756
-11,612 -13,870 -8,362 -6,870 -2,398 -1,292 -5,554 -16,203 -1,766 -2,860 1,947 -168 -10,272 -6,644
Percent of Open Interest Represented by Each Category of Trader
3.2 48.6 0.8 48.0 18.7 1.9 6.5 3.7 1.0 5.9 9.5 2.7 30.0 13.0
Number of Traders in Each Category Total Traders: 79
. 12 4 17 6 7 14 15 4 6 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 2,739,124
Positions
192,761 838,775 13,627 1,370,315 482,957 180,262 534,734 720,658 77,083 142,390 212,382 5,665 222,287 207,715
Changes from: December 16, 2014 Total Change is: -556,659
22,071 25,147 -221,939 77,789 -113,213 -70,152 -172,268 -2,426 -90,451 -11,107 5,977 -33,674 -56,928 -55,928
Percent of Open Interest Represented by Each Category of Trader
7.0 30.6 0.5 50.0 17.6 6.6 19.5 26.3 2.8 5.2 7.8 0.2 8.1 7.6
Number of Traders in Each Category Total Traders: 554
32 32 13 117 61 71 101 108 64 43 59 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 80,651
Positions
4,888 15,428 60 41,114 45,515 2,989 19,676 11,702 961 953 265 0 10,010 3,731
Changes from: December 16, 2014 Total Change is: -30,770
-5,540 -14,761 -10,244 -1,991 -6,707 171 358 1,650 -517 485 -457 0 -13,492 95
Percent of Open Interest Represented by Each Category of Trader
6.1 19.1 0.1 51.0 56.4 3.7 24.4 14.5 1.2 1.2 0.3 0.0 12.4 4.6
Number of Traders in Each Category Total Traders: 84
4 8 . 33 11 16 14 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 68,041
Positions
2,829 41,220 233 34,569 5,670 706 19,187 14,393 1,236 2,321 1,591 42 6,918 2,950
Changes from: December 16, 2014 Total Change is: -41,184
-1,650 -6,950 -18,250 98 -761 -8,948 -7,650 -688 -3,350 -416 -1,493 -1,230 212 486
Percent of Open Interest Represented by Each Category of Trader
4.2 60.6 0.3 50.8 8.3 1.0 28.2 21.2 1.8 3.4 2.3 0.1 10.2 4.3
Number of Traders in Each Category Total Traders: 206
16 19 6 33 14 9 56 38 11 17 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 340,204
Positions
14,143 206,102 1,166 172,843 28,351 3,531 95,936 71,963 6,178 11,606 7,953 210 34,591 14,750
Changes from: December 16, 2014 Total Change is: -107,560
-7,221 -10,387 -44,467 4,978 -3,804 -37,888 -31,392 5,752 -14,050 -2,030 -6,451 -2,164 26,674 5,899
Percent of Open Interest Represented by Each Category of Trader
4.2 60.6 0.3 50.8 8.3 1.0 28.2 21.2 1.8 3.4 2.3 0.1 10.2 4.3
Number of Traders in Each Category Total Traders: 206
16 19 6 33 14 9 56 38 11 17 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 341,825
Positions
88,232 53,393 8,882 117,989 136,933 19,547 73,776 93,010 5,491 8,865 9,063 8 19,035 15,498
Changes from: December 16, 2014 Total Change is: -62,705
-15,043 -8,189 -19,153 2,651 -6,883 -17,478 -8,542 -3,713 -7,875 -362 -131 -1,337 4,434 2,054
Percent of Open Interest Represented by Each Category of Trader
25.8 15.6 2.6 34.5 40.1 5.7 21.6 27.2 1.6 2.6 2.7 0.0 5.6 4.5
Number of Traders in Each Category Total Traders: 260
15 14 5 50 43 23 46 56 9 17 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 60,998
Positions
3,543 27,624 161 30,266 0 39 11,519 17,481 398 4,269 9,437 0 10,803 5,858
Changes from: December 16, 2014 Total Change is: 524
409 -211 0 -25 0 -4 955 437 25 -1,032 212 0 196 65
Percent of Open Interest Represented by Each Category of Trader
5.8 45.3 0.3 49.6 0.0 0.1 18.9 28.7 0.7 7.0 15.5 0.0 17.7 9.6
Number of Traders in Each Category Total Traders: 62
4 7 . 18 0 . 13 13 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 99,900
Positions
29,298 4,528 479 15,021 4,971 327 40,052 4,042 509 5,403 264 0 8,811 84,780
Changes from: December 16, 2014 Total Change is: 1,399
1,981 -2,501 12 -2,807 1,706 -159 4,634 544 -480 771 264 0 -2,553 2,013
Percent of Open Interest Represented by Each Category of Trader
29.3 4.5 0.5 15.0 5.0 0.3 40.1 4.0 0.5 5.4 0.3 0.0 8.8 84.9
Number of Traders in Each Category Total Traders: 82
16 7 4 9 . . 31 7 5 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 127,840
Positions
7,889 72,202 266 78,289 29,755 6,326 23,924 10,000 3,378 1,246 1,308 0 6,522 4,605
Changes from: December 16, 2014 Total Change is: -17,794
-2,232 -8,317 -7,446 5,310 -5,135 339 -9,228 5,264 -1,626 -210 137 -190 -2,511 -820
Percent of Open Interest Represented by Each Category of Trader
6.2 56.5 0.2 61.2 23.3 4.9 18.7 7.8 2.6 1.0 1.0 0.0 5.1 3.6
Number of Traders in Each Category Total Traders: 105
6 14 . 40 20 17 12 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 327,974
Positions
46,973 153,501 5,302 135,245 68,189 32,691 70,396 46,687 5,948 15,786 9,230 996 14,637 5,430
Changes from: December 16, 2014 Total Change is: -85,858
-35,594 -44,342 -24,360 22,903 -3,291 -10,783 -17,152 11,166 -6,632 -1,669 -2,349 -642 -11,929 -4,625
Percent of Open Interest Represented by Each Category of Trader
14.3 46.8 1.6 41.2 20.8 10.0 21.5 14.2 1.8 4.8 2.8 0.3 4.5 1.7
Number of Traders in Each Category Total Traders: 215
19 23 7 58 31 30 29 23 10 24 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 882,972
Positions
20,799 106,865 5,005 445,655 163,308 122,800 85,843 268,232 20,790 19,501 39,227 2,014 160,565 154,731
Changes from: December 16, 2014 Total Change is: -16,513
1,060 8,327 305 340 -3,541 13,184 -14,343 -17,578 -6,690 837 -3,711 385 -11,591 -7,194
Percent of Open Interest Represented by Each Category of Trader
2.4 12.1 0.6 50.5 18.5 13.9 9.7 30.4 2.4 2.2 4.4 0.2 18.2 17.5
Number of Traders in Each Category Total Traders: 172
5 16 . 38 32 37 29 32 20 7 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 23, 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 526,308
Positions
25,573 77,881 1,087 265,100 37,600 76,426 24,568 205,829 12,761 5,550 24,184 59 115,184 90,481
Changes from: December 16, 2014 Total Change is: -2,320
2,731 91 790 -1,429 963 -3,992 -3,675 -3,378 -106 0 4,040 -800 4,161 72
Percent of Open Interest Represented by Each Category of Trader
4.9 14.8 0.2 50.4 7.1 14.5 4.7 39.1 2.4 1.1 4.6 0.0 21.9 17.2
Number of Traders in Each Category Total Traders: 97
. 8 . 41 11 27 9 18 14 . 5 .
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Traders in Financial Futures - Futures Only Positions as of December 23, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,236,594
Positions
67,705 108,819 9,300 271,400 445,129 87,530 589,079 170,572 20,536 92,154 237,913 7,873 91,017 148,922
Changes from: December 16, 2014 Total Change is: -34,385
-7,871 -2,314 2,478 3,424 -13,135 7,571 -39,947 -24,661 -3,306 7,800 102 1,543 -6,077 -2,663
Percent of Open Interest Represented by Each Category of Trader
5.5 8.8 0.8 21.9 36.0 7.1 47.6 13.8 1.7 7.5 19.2 0.6 7.4 12.0
Number of Traders in Each Category Total Traders: 253
14 26 9 38 46 39 44 30 24 17 38 13
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Traders in Financial Futures - Futures Only Positions as of December 23, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,585,587
Positions
155,522 97,252 15,484 846,138 853,878 342,524 512,099 560,848 81,664 327,006 179,010 34,944 270,206 419,983
Changes from: December 16, 2014 Total Change is: -107,841
52,105 -16,564 -11,952 -122,722 18,483 -15,727 13,538 -82,718 402 134 8,198 -5,918 -17,701 -2,045
Percent of Open Interest Represented by Each Category of Trader
6.0 3.8 0.6 32.7 33.0 13.2 19.8 21.7 3.2 12.6 6.9 1.4 10.5 16.2
Number of Traders in Each Category Total Traders: 354
25 23 10 37 83 63 53 62 40 25 46 10
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Traders in Financial Futures - Futures Only Positions as of December 23, 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 1,838,620
Positions
85,074 174,763 12,752 435,023 552,406 263,695 556,205 260,580 37,940 179,528 174,251 25,348 243,055 336,885
Changes from: December 16, 2014 Total Change is: 19,312
15,995 8,510 -2,067 -24,304 42,659 -16,812 3,561 4,385 -10,510 50,467 -3,035 5,002 -2,020 -8,820
Percent of Open Interest Represented by Each Category of Trader
4.6 9.5 0.7 23.7 30.0 14.3 30.3 14.2 2.1 9.8 9.5 1.4 13.2 18.3
Number of Traders in Each Category Total Traders: 271
13 27 8 34 50 45 46 51 24 15 35 8
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Traders in Financial Futures - Futures Only Positions as of December 23, 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 740,845
Positions
277,572 142,590 226,231 6,064 10,435 12,509 36,834 127,370 93,247 7,443 20,397 59,165 21,780 48,901
Changes from: December 16, 2014 Total Change is: -4,713
-17,181 4,144 16,535 1,173 -2,070 313 1,008 -12,278 -6,447 740 -5,408 6,642 -7,496 -6,144
Percent of Open Interest Represented by Each Category of Trader
37.5 19.2 30.5 0.8 1.4 1.7 5.0 17.2 12.6 1.0 2.8 8.0 2.9 6.6
Number of Traders in Each Category Total Traders: 103
21 21 38 . . . 15 25 25 . 6 8
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Traders in Financial Futures - Futures Only Positions as of December 23, 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 is10,337,743
Positions
1,872,236 1,196,997 2,557,872 212,250 755,993 561,374 1,561,811 1,183,162 1,928,540 504,773 509,397 407,109 731,778 1,237,299
Changes from: December 16, 2014 Total Change is: -29,454
16,862 94,089 -66,701 -29,973 112,450 95,316 -51,208 -197,312 -113,361 80,622 19,220 46,737 -7,748 -19,892
Percent of Open Interest Represented by Each Category of Trader
18.1 11.6 24.7 2.1 7.3 5.4 15.1 11.4 18.7 4.9 4.9 3.9 7.1 12.0
Number of Traders in Each Category Total Traders: 272
30 51 75 9 22 25 29 74 77 10 29 27
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Traders in Financial Futures - Futures Only Positions as of December 23, 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 50,824
Positions
23,180 912 0 954 17,200 3,865 20,660 21,818 0 2,034 6,908 0 131 121
Changes from: December 16, 2014 Total Change is: 936
1,283 110 0 75 541 -51 -427 59 0 12 270 0 44 7
Percent of Open Interest Represented by Each Category of Trader
45.6 1.8 0.0 1.9 33.8 7.6 40.7 42.9 0.0 4.0 13.6 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 45
5 . 0 . 9 . 5 11 0 . 8 0
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Traders in Financial Futures - Futures Only Positions as of December 23, 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 32,488
Positions
12,266 425 16 0 15,542 221 19,390 7,097 0 459 9,128 0 136 59
Changes from: December 16, 2014 Total Change is: -362
557 355 16 0 57 0 -13 -711 0 -983 -69 0 61 -10
Percent of Open Interest Represented by Each Category of Trader
37.8 1.3 0.0 0.0 47.8 0.7 59.7 21.8 0.0 1.4 28.1 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 48
6 . . 0 16 . 6 6 0 . 10 0
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Traders in Financial Futures - Futures Only Positions as of December 23, 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 94,321
Positions
16,640 55,830 507 9,835 0 94 30,422 34,857 1,596 20,669 274 0 14,558 1,163
Changes from: December 16, 2014 Total Change is: 6,944
1,233 1,425 -281 595 0 -2 4,216 5,859 -27 2,116 -64 -1 -905 35
Percent of Open Interest Represented by Each Category of Trader
17.6 59.2 0.5 10.4 0.0 0.1 32.3 37.0 1.7 21.9 0.3 0.0 15.4 1.2
Number of Traders in Each Category Total Traders: 166
7 . . 15 0 . 47 15 5 75 4 0
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Traders in Financial Futures - Futures Only Positions as of December 23, 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 325,276
Positions
63,255 70,451 27,283 9,626 23,022 48,048 71,175 52,674 45,263 18,184 6,708 17,903 24,539 33,924
Changes from: December 16, 2014 Total Change is: 573
4,650 31,550 -12,265 -25,659 324 18,674 20,852 -31,623 -7,372 2,034 -779 -5,346 5,005 7,410
Percent of Open Interest Represented by Each Category of Trader
19.4 21.7 8.4 3.0 7.1 14.8 21.9 16.2 13.9 5.6 2.1 5.5 7.5 10.4
Number of Traders in Each Category Total Traders: 158
14 16 20 6 15 12 30 43 47 9 16 18
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Traders in Financial Futures - Futures Only Positions as of December 23, 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 9,462
Positions
111 2,900 0 2,594 425 487 4,951 5,135 350 900 157 0 69 8
Changes from: December 16, 2014 Total Change is: -4,198
-38 -238 0 -895 0 -125 -2,391 -2,187 -1,650 875 17 0 26 -15
Percent of Open Interest Represented by Each Category of Trader
1.2 30.6 0.0 27.4 4.5 5.1 52.3 54.3 3.7 9.5 1.7 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 21
. . 0 . . . 8 4 . . . 0
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Updated December 30, 2014