Traders in Financial Futures - Futures Only Positions as of December 30, 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 97,308
Positions
17,404 1,331 300 19,858 5,291 5 18,485 40,519 7,640 14,271 6,951 29 19,316 35,242
Changes from: December 23, 2014 Total Change is: -1,169
785 -240 0 -62 -13 5 -1,118 823 -431 -124 -11 4 -228 -1,306
Percent of Open Interest Represented by Each Category of Trader
17.9 1.4 0.3 20.4 5.4 0.0 19.0 41.6 7.9 14.7 7.1 0.0 19.9 36.2
Number of Traders in Each Category Total Traders: 77
6 4 . 6 7 . 15 20 9 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 57,951
Positions
37,581 2,504 0 1,409 4,429 1,082 11,060 24,121 477 0 1,729 0 6,342 23,609
Changes from: December 23, 2014 Total Change is: 2,930
3,189 -56 0 122 -6 0 509 2,372 72 0 -460 0 -962 1,008
Percent of Open Interest Represented by Each Category of Trader
64.8 4.3 0.0 2.4 7.6 1.9 19.1 41.6 0.8 0.0 3.0 0.0 10.9 40.7
Number of Traders in Each Category Total Traders: 46
4 . 0 . 6 . 12 16 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 143,660
Positions
71,161 6,136 57 8,984 46,015 3,088 32,230 36,904 6,378 5,764 11,577 264 15,734 33,241
Changes from: December 23, 2014 Total Change is: 2,205
1,009 -488 0 1,845 -494 -97 -898 2,127 480 387 40 0 -521 637
Percent of Open Interest Represented by Each Category of Trader
49.5 4.3 0.0 6.3 32.0 2.1 22.4 25.7 4.4 4.0 8.1 0.2 11.0 23.1
Number of Traders in Each Category Total Traders: 98
11 5 . 6 16 7 26 23 9 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 226,629
Positions
94,640 9,295 9 32,941 42,490 3,412 17,692 103,614 4,922 55,317 5,108 1,055 16,641 56,724
Changes from: December 23, 2014 Total Change is: 522
84 586 9 453 -294 -518 -566 4,948 84 -894 -2,093 54 1,816 -2,254
Percent of Open Interest Represented by Each Category of Trader
41.8 4.1 0.0 14.5 18.7 1.5 7.8 45.7 2.2 24.4 2.3 0.5 7.3 25.0
Number of Traders in Each Category Total Traders: 124
9 6 . 10 18 9 16 43 8 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 386,295
Positions
198,138 11,802 1,785 40,911 87,329 11,844 24,362 155,817 7,936 69,641 28,599 1,226 30,452 79,957
Changes from: December 23, 2014 Total Change is: 9,446
7,477 683 -92 1,155 2,385 341 875 4,664 -113 -166 1,748 -15 -16 -155
Percent of Open Interest Represented by Each Category of Trader
51.3 3.1 0.5 10.6 22.6 3.1 6.3 40.3 2.1 18.0 7.4 0.3 7.9 20.7
Number of Traders in Each Category Total Traders: 219
19 12 6 17 31 19 24 62 14 20 33 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 120,316
Positions
66,806 1,377 7 2,220 14,954 921 27,759 54,705 655 6,483 9,759 25 15,440 37,913
Changes from: December 23, 2014 Total Change is: 1,543
1,756 -2 -79 0 -79 -30 -2,781 -1,403 -80 1,582 1,653 0 1,175 1,563
Percent of Open Interest Represented by Each Category of Trader
55.5 1.1 0.0 1.8 12.4 0.8 23.1 45.5 0.5 5.4 8.1 0.0 12.8 31.5
Number of Traders in Each Category Total Traders: 90
11 . . . 10 . 17 31 5 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 51,779
Positions
33,274 31,859 6,487 100 3,995 0 5,677 3,753 1,322 1,277 334 3,248 394 781
Changes from: December 23, 2014 Total Change is: 171
98 54 0 0 1 0 -60 91 86 0 0 0 47 -61
Percent of Open Interest Represented by Each Category of Trader
64.3 61.5 12.5 0.2 7.7 0.0 11.0 7.2 2.6 2.5 0.6 6.3 0.8 1.5
Number of Traders in Each Category Total Traders: 28
9 7 8 . . 0 . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 129,467
Positions
53,304 39,581 35 56,396 3,601 0 13,526 71,466 390 2,075 7,211 0 3,741 7,183
Changes from: December 23, 2014 Total Change is: -1,261
-110 -334 0 -101 -22 0 -1,655 -1,137 -18 56 48 0 567 202
Percent of Open Interest Represented by Each Category of Trader
41.2 30.6 0.0 43.6 2.8 0.0 10.4 55.2 0.3 1.6 5.6 0.0 2.9 5.5
Number of Traders in Each Category Total Traders: 103
. 10 . 4 4 0 15 51 4 8 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 45,821
Positions
5,811 34,381 3,412 0 113 282 1,925 1,573 1,353 28,988 539 3,365 685 803
Changes from: December 23, 2014 Total Change is: -19,361
0 -20,105 1 0 0 0 461 9 526 -20,307 0 0 -42 208
Percent of Open Interest Represented by Each Category of Trader
12.7 75.0 7.4 0.0 0.2 0.6 4.2 3.4 3.0 63.3 1.2 7.3 1.5 1.8
Number of Traders in Each Category Total Traders: 23
5 4 . 0 . . . 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 18,071
Positions
6,338 0 0 946 828 0 7,170 8,919 327 515 2,971 0 2,775 5,026
Changes from: December 23, 2014 Total Change is: -1,224
-107 0 0 3 0 0 -1,191 -1,390 -43 -621 259 0 735 -50
Percent of Open Interest Represented by Each Category of Trader
35.1 0.0 0.0 5.2 4.6 0.0 39.7 49.4 1.8 2.8 16.4 0.0 15.4 27.8
Number of Traders in Each Category Total Traders: 59
8 0 0 . 4 0 13 20 4 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 56,954
Positions
18,386 37,252 250 5,162 1,889 312 22,839 7,460 1 1,144 3,924 62 8,799 5,807
Changes from: December 23, 2014 Total Change is: 3,599
-49 2,633 104 -100 -4 45 3,293 601 -16 138 -21 9 176 249
Percent of Open Interest Represented by Each Category of Trader
32.3 65.4 0.4 9.1 3.3 0.5 40.1 13.1 0.0 2.0 6.9 0.1 15.4 10.2
Number of Traders in Each Category Total Traders: 96
16 16 . 10 . 4 25 12 . 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 113,907
Positions
36,772 74,503 499 10,324 3,777 624 45,678 14,920 1 2,288 7,847 123 17,598 11,613
Changes from: December 23, 2014 Total Change is: 7,197
-98 5,265 207 -199 -8 89 6,585 1,202 -31 275 -42 17 352 498
Percent of Open Interest Represented by Each Category of Trader
32.3 65.4 0.4 9.1 3.3 0.5 40.1 13.1 0.0 2.0 6.9 0.1 15.4 10.2
Number of Traders in Each Category Total Traders: 96
16 16 . 10 . 4 25 12 . 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 677,927
Positions
36,214 226,369 8,535 332,974 114,021 38,957 106,312 142,369 26,312 35,847 52,115 4,716 88,061 64,535
Changes from: December 23, 2014 Total Change is: 5,500
-1,383 2,947 -183 2,098 -2,885 -2,407 -277 2,013 1,235 13 -2,255 208 6,196 6,827
Percent of Open Interest Represented by Each Category of Trader
5.3 33.4 1.3 49.1 16.8 5.7 15.7 21.0 3.9 5.3 7.7 0.7 13.0 9.5
Number of Traders in Each Category Total Traders: 566
30 35 18 124 60 76 101 111 67 50 53 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 127,891
Positions
3,982 60,276 1,049 59,802 23,510 2,365 7,814 5,944 1,260 7,385 11,891 3,375 40,859 18,221
Changes from: December 23, 2014 Total Change is: 3,288
-4 -332 -2 -12 195 54 -261 1,286 33 29 -2 0 3,451 2,056
Percent of Open Interest Represented by Each Category of Trader
3.1 47.1 0.8 46.8 18.4 1.8 6.1 4.6 1.0 5.8 9.3 2.6 31.9 14.2
Number of Traders in Each Category Total Traders: 77
4 10 . 17 6 7 15 13 4 6 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 2,750,182
Positions
186,235 855,539 12,354 1,378,656 465,347 170,164 538,445 728,081 79,301 142,331 201,138 6,686 236,010 231,572
Changes from: December 23, 2014 Total Change is: 11,058
-6,526 16,764 -1,273 8,341 -17,610 -10,098 3,711 7,423 2,218 -59 -11,244 1,021 13,723 23,857
Percent of Open Interest Represented by Each Category of Trader
6.8 31.1 0.4 50.1 16.9 6.2 19.6 26.5 2.9 5.2 7.3 0.2 8.6 8.4
Number of Traders in Each Category Total Traders: 552
32 33 13 120 58 72 102 108 58 47 52 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 81,742
Positions
4,427 17,761 23 41,586 45,598 2,153 21,046 11,298 1,118 956 485 0 10,433 3,306
Changes from: December 23, 2014 Total Change is: 1,091
-461 2,333 -37 472 83 -836 1,370 -404 157 3 220 0 423 -425
Percent of Open Interest Represented by Each Category of Trader
5.4 21.7 0.0 50.9 55.8 2.6 25.7 13.8 1.4 1.2 0.6 0.0 12.8 4.0
Number of Traders in Each Category Total Traders: 88
4 10 . 32 11 16 15 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 66,939
Positions
3,368 40,914 139 33,213 5,568 745 18,491 13,664 1,147 2,521 1,676 43 7,271 3,043
Changes from: December 23, 2014 Total Change is: -1,101
540 -307 -94 -1,356 -103 39 -696 -729 -88 200 85 1 353 93
Percent of Open Interest Represented by Each Category of Trader
5.0 61.1 0.2 49.6 8.3 1.1 27.6 20.4 1.7 3.8 2.5 0.1 10.9 4.5
Number of Traders in Each Category Total Traders: 207
17 20 5 34 14 9 53 39 10 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 334,697
Positions
16,841 204,569 697 166,063 27,838 3,726 92,457 68,320 5,737 12,607 8,380 214 36,355 15,216
Changes from: December 23, 2014 Total Change is: -5,507
2,698 -1,533 -469 -6,780 -513 195 -3,479 -3,643 -441 1,001 427 4 1,764 466
Percent of Open Interest Represented by Each Category of Trader
5.0 61.1 0.2 49.6 8.3 1.1 27.6 20.4 1.7 3.8 2.5 0.1 10.9 4.5
Number of Traders in Each Category Total Traders: 207
17 20 5 34 14 9 53 39 10 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 342,765
Positions
82,958 57,407 8,926 118,774 135,852 18,921 78,708 91,993 5,995 8,358 8,496 0 20,125 15,175
Changes from: December 23, 2014 Total Change is: 940
-5,274 4,014 44 785 -1,081 -626 4,932 -1,017 504 -507 -567 -8 1,090 -323
Percent of Open Interest Represented by Each Category of Trader
24.2 16.7 2.6 34.7 39.6 5.5 23.0 26.8 1.7 2.4 2.5 0.0 5.9 4.4
Number of Traders in Each Category Total Traders: 254
15 14 5 49 41 24 49 53 12 15 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 61,607
Positions
3,336 25,634 161 31,059 0 42 10,975 19,393 473 3,863 9,460 0 11,698 6,444
Changes from: December 23, 2014 Total Change is: 609
-207 -1,990 0 793 0 3 -544 1,912 75 -406 23 0 895 586
Percent of Open Interest Represented by Each Category of Trader
5.4 41.6 0.3 50.4 0.0 0.1 17.8 31.5 0.8 6.3 15.4 0.0 19.0 10.5
Number of Traders in Each Category Total Traders: 61
. 7 . 18 0 . 12 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 103,940
Positions
28,007 4,790 202 14,498 4,971 396 43,504 3,961 746 5,815 409 67 10,705 88,398
Changes from: December 23, 2014 Total Change is: 4,040
-1,291 262 -277 -523 0 69 3,452 -81 237 412 145 67 1,894 3,618
Percent of Open Interest Represented by Each Category of Trader
26.9 4.6 0.2 13.9 4.8 0.4 41.9 3.8 0.7 5.6 0.4 0.1 10.3 85.0
Number of Traders in Each Category Total Traders: 85
17 7 4 8 . . 33 7 5 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 129,170
Positions
7,602 74,048 224 79,810 30,056 6,315 24,258 9,206 3,346 1,246 1,269 0 6,369 4,706
Changes from: December 23, 2014 Total Change is: 1,330
-287 1,846 -42 1,521 301 -11 334 -794 -32 0 -39 0 -153 101
Percent of Open Interest Represented by Each Category of Trader
5.9 57.3 0.2 61.8 23.3 4.9 18.8 7.1 2.6 1.0 1.0 0.0 4.9 3.6
Number of Traders in Each Category Total Traders: 105
6 13 . 42 19 17 13 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 332,758
Positions
44,725 155,454 5,416 142,959 69,463 29,623 68,586 53,667 5,310 16,493 8,822 753 18,893 4,250
Changes from: December 23, 2014 Total Change is: 4,784
-2,248 1,953 114 7,714 1,274 -3,068 -1,810 6,980 -638 707 -408 -243 4,256 -1,180
Percent of Open Interest Represented by Each Category of Trader
13.4 46.7 1.6 43.0 20.9 8.9 20.6 16.1 1.6 5.0 2.7 0.2 5.7 1.3
Number of Traders in Each Category Total Traders: 216
19 23 9 59 28 28 28 26 10 25 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 877,411
Positions
19,846 109,015 3,290 442,589 168,917 118,339 88,612 264,898 17,553 15,967 38,046 1,918 169,297 155,435
Changes from: December 23, 2014 Total Change is: -5,561
-953 2,150 -1,715 -3,066 5,609 -4,461 2,769 -3,334 -3,237 -3,534 -1,181 -96 8,732 704
Percent of Open Interest Represented by Each Category of Trader
2.3 12.4 0.4 50.4 19.3 13.5 10.1 30.2 2.0 1.8 4.3 0.2 19.3 17.7
Number of Traders in Each Category Total Traders: 161
5 15 . 38 31 36 26 29 18 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 523,482
Positions
25,397 79,170 494 263,364 37,395 77,474 24,080 206,608 12,630 5,550 22,464 59 114,434 87,188
Changes from: December 23, 2014 Total Change is: -2,826
-176 1,289 -593 -1,736 -205 1,048 -488 779 -131 0 -1,720 0 -750 -3,293
Percent of Open Interest Represented by Each Category of Trader
4.9 15.1 0.1 50.3 7.1 14.8 4.6 39.5 2.4 1.1 4.3 0.0 21.9 16.7
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 30, 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 1,243,240
Positions
74,777 109,601 7,991 278,347 442,883 85,108 580,199 182,561 19,791 100,728 238,313 6,396 89,903 150,596
Changes from: December 23, 2014 Total Change is: 6,646
7,072 782 -1,309 6,947 -2,246 -2,422 -8,880 11,989 -745 8,574 400 -1,477 -1,114 1,674
Percent of Open Interest Represented by Each Category of Trader
6.0 8.8 0.6 22.4 35.6 6.8 46.7 14.7 1.6 8.1 19.2 0.5 7.2 12.1
Number of Traders in Each Category Total Traders: 254
14 29 6 38 45 38 43 28 24 19 38 11
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Traders in Financial Futures - Futures Only Positions as of December 30, 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 2,606,841
Positions
133,064 109,227 18,588 867,064 822,137 339,001 515,016 611,242 69,054 347,698 172,919 35,483 281,873 429,190
Changes from: December 23, 2014 Total Change is: 21,254
-22,458 11,975 3,104 20,926 -31,741 -3,523 2,917 50,394 -12,610 20,692 -6,091 539 11,667 9,207
Percent of Open Interest Represented by Each Category of Trader
5.1 4.2 0.7 33.3 31.5 13.0 19.8 23.4 2.6 13.3 6.6 1.4 10.8 16.5
Number of Traders in Each Category Total Traders: 346
18 26 6 35 85 64 46 67 36 24 45 10
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Traders in Financial Futures - Futures Only Positions as of December 30, 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 1,833,644
Positions
79,105 164,696 18,026 445,525 537,941 257,991 547,727 242,798 36,570 188,543 177,445 27,404 232,753 370,773
Changes from: December 23, 2014 Total Change is: -4,976
-5,969 -10,067 5,274 10,502 -14,465 -5,704 -8,478 -17,782 -1,370 9,015 3,194 2,056 -10,302 33,888
Percent of Open Interest Represented by Each Category of Trader
4.3 9.0 1.0 24.3 29.3 14.1 29.9 13.2 2.0 10.3 9.7 1.5 12.7 20.2
Number of Traders in Each Category Total Traders: 268
13 25 7 35 48 43 44 52 27 15 36 9
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Traders in Financial Futures - Futures Only Positions as of December 30, 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 749,504
Positions
286,725 154,405 223,333 6,064 10,190 12,144 38,107 125,066 95,501 6,228 20,955 59,049 22,353 48,861
Changes from: December 23, 2014 Total Change is: 8,659
9,153 11,815 -2,898 0 -245 -365 1,273 -2,304 2,254 -1,215 558 -116 573 -40
Percent of Open Interest Represented by Each Category of Trader
38.3 20.6 29.8 0.8 1.4 1.6 5.1 16.7 12.7 0.8 2.8 7.9 3.0 6.5
Number of Traders in Each Category Total Traders: 103
21 22 38 . . . 14 26 24 . 7 8
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Traders in Financial Futures - Futures Only Positions as of December 30, 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 is10,339,025
Positions
1,891,779 1,284,747 2,558,394 216,086 763,820 549,199 1,578,657 1,118,768 1,912,671 470,487 510,977 391,193 770,559 1,249,256
Changes from: December 23, 2014 Total Change is: 1,282
19,543 87,750 522 3,836 7,827 -12,175 16,846 -64,394 -15,869 -34,286 1,580 -15,916 38,781 11,957
Percent of Open Interest Represented by Each Category of Trader
18.3 12.4 24.7 2.1 7.4 5.3 15.3 10.8 18.5 4.6 4.9 3.8 7.5 12.1
Number of Traders in Each Category Total Traders: 269
29 53 73 8 22 25 29 73 78 10 29 26
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Traders in Financial Futures - Futures Only Positions as of December 30, 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 51,245
Positions
23,954 802 0 968 17,322 3,865 20,481 22,198 0 1,829 6,922 0 148 136
Changes from: December 23, 2014 Total Change is: 421
774 -110 0 14 122 0 -179 380 0 -205 14 0 17 15
Percent of Open Interest Represented by Each Category of Trader
46.7 1.6 0.0 1.9 33.8 7.5 40.0 43.3 0.0 3.6 13.5 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 44
4 . 0 . 9 . 5 12 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 32,485
Positions
13,485 60 56 0 15,696 221 18,032 7,129 136 429 9,128 0 126 59
Changes from: December 23, 2014 Total Change is: -3
1,219 -365 40 0 154 0 -1,358 32 136 -30 0 0 -10 0
Percent of Open Interest Represented by Each Category of Trader
41.5 0.2 0.2 0.0 48.3 0.7 55.5 21.9 0.4 1.3 28.1 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 48
6 . . 0 16 . 5 7 . . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 106,538
Positions
17,324 55,751 572 9,837 0 94 32,297 47,498 936 29,385 174 50 16,043 1,463
Changes from: December 23, 2014 Total Change is: 12,217
684 -79 65 2 0 0 1,875 12,641 -660 8,716 -100 50 1,485 300
Percent of Open Interest Represented by Each Category of Trader
16.3 52.3 0.5 9.2 0.0 0.1 30.3 44.6 0.9 27.6 0.2 0.0 15.1 1.4
Number of Traders in Each Category Total Traders: 178
8 . . 15 0 . 47 17 4 86 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 30, 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 308,318
Positions
66,206 70,157 25,840 16,544 24,088 45,085 62,780 52,156 42,342 16,231 5,356 15,227 18,063 28,067
Changes from: December 23, 2014 Total Change is: -16,958
2,951 -294 -1,443 6,918 1,066 -2,963 -8,395 -518 -2,921 -1,953 -1,352 -2,676 -6,476 -5,857
Percent of Open Interest Represented by Each Category of Trader
21.5 22.8 8.4 5.4 7.8 14.6 20.4 16.9 13.7 5.3 1.7 4.9 5.9 9.1
Number of Traders in Each Category Total Traders: 150
15 14 18 5 15 10 30 40 44 6 15 18
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Traders in Financial Futures - Futures Only Positions as of December 30, 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 10,046
Positions
111 2,900 0 3,268 232 701 5,046 5,531 405 427 268 0 88 9
Changes from: December 23, 2014 Total Change is: 584
0 0 0 674 -193 214 95 396 55 -473 111 0 19 1
Percent of Open Interest Represented by Each Category of Trader
1.1 28.9 0.0 32.5 2.3 7.0 50.2 55.1 4.0 4.3 2.7 0.0 0.9 0.1
Number of Traders in Each Category Total Traders: 21
. . 0 . . . 6 5 . . . 0
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Updated January 3, 2015