Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 124,383
Positions
27,540 5,685 7,403 19,794 4,420 0 10,741 43,691 16,717 14,703 4,711 2,773 24,711 38,984
Changes from: November 25, 2014 Total Change is: 1,552
1,829 1,758 -112 1,001 -36 0 -3,785 -3,906 1,798 364 874 254 202 921
Percent of Open Interest Represented by Each Category of Trader
22.1 4.6 6.0 15.9 3.6 0.0 8.6 35.1 13.4 11.8 3.8 2.2 19.9 31.3
Number of Traders in Each Category Total Traders: 82
6 6 10 7 6 0 13 25 18 9 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 72,979
Positions
39,694 3,589 3,494 1,662 3,657 707 9,020 29,781 8,276 739 0 430 8,956 23,045
Changes from: November 25, 2014 Total Change is: 4,011
-493 74 623 0 146 0 605 -372 1,964 110 0 79 1,123 1,497
Percent of Open Interest Represented by Each Category of Trader
54.4 4.9 4.8 2.3 5.0 1.0 12.4 40.8 11.3 1.0 0.0 0.6 12.3 31.6
Number of Traders in Each Category Total Traders: 48
7 . 6 . 5 . 13 16 13 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 221,847
Positions
98,509 28,619 5,549 9,559 45,520 4,761 40,294 47,884 33,294 4,902 13,553 6,897 18,082 35,771
Changes from: November 25, 2014 Total Change is: 6,583
4,907 2,265 -873 -16 992 -24 -1,706 -515 6,908 415 140 -173 -2,854 -2,137
Percent of Open Interest Represented by Each Category of Trader
44.4 12.9 2.5 4.3 20.5 2.1 18.2 21.6 15.0 2.2 6.1 3.1 8.2 16.1
Number of Traders in Each Category Total Traders: 110
8 9 8 6 15 8 33 26 27 8 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 339,677
Positions
158,014 13,238 12,139 29,633 36,100 4,188 36,045 111,798 46,945 12,269 25,422 20,123 20,320 69,723
Changes from: November 25, 2014 Total Change is: 8,897
5,560 99 -577 238 -1,229 1,840 -3,421 -2,761 4,825 -1,325 2,472 2,195 -438 2,032
Percent of Open Interest Represented by Each Category of Trader
46.5 3.9 3.6 8.7 10.6 1.2 10.6 32.9 13.8 3.6 7.5 5.9 6.0 20.5
Number of Traders in Each Category Total Traders: 144
13 4 8 11 17 7 19 51 29 7 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 582,836
Positions
254,909 62,303 35,502 41,984 84,755 13,495 61,382 171,615 71,360 44,456 26,045 16,603 43,145 101,159
Changes from: November 25, 2014 Total Change is: 5,517
-12,662 5,704 1,567 -775 -3,403 140 5,474 -5,645 6,669 -320 -219 854 4,570 -150
Percent of Open Interest Represented by Each Category of Trader
43.7 10.7 6.1 7.2 14.5 2.3 10.5 29.4 12.2 7.6 4.5 2.8 7.4 17.4
Number of Traders in Each Category Total Traders: 243
20 15 14 17 27 21 30 67 43 26 41 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 168,281
Positions
84,702 10,874 10,215 2,403 13,029 2,805 25,368 46,651 17,175 555 24,420 4,049 21,009 39,063
Changes from: November 25, 2014 Total Change is: 8,737
3,659 112 1,060 906 1,712 252 781 8,075 3,625 -333 -7,526 436 -1,649 991
Percent of Open Interest Represented by Each Category of Trader
50.3 6.5 6.1 1.4 7.7 1.7 15.1 27.7 10.2 0.3 14.5 2.4 12.5 23.2
Number of Traders in Each Category Total Traders: 97
11 6 9 . 10 5 15 34 16 . 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 65,992
Positions
35,233 30,842 19,441 0 3,332 0 5,012 6,109 1,341 1,162 896 3,365 438 666
Changes from: November 25, 2014 Total Change is: 4,872
5,600 4,447 -1,155 -200 899 0 -2,054 -1,916 113 73 25 2,392 104 67
Percent of Open Interest Represented by Each Category of Trader
53.4 46.7 29.5 0.0 5.0 0.0 7.6 9.3 2.0 1.8 1.4 5.1 0.7 1.0
Number of Traders in Each Category Total Traders: 32
8 10 8 0 . 0 . 6 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 191,912
Positions
61,960 40,058 4,101 55,477 1,687 0 25,938 92,277 37,402 2,760 8,108 22 4,253 8,258
Changes from: November 25, 2014 Total Change is: 15,383
7,714 -2,625 220 1,970 145 0 4,468 12,892 1,644 -690 938 -109 166 2,278
Percent of Open Interest Represented by Each Category of Trader
32.3 20.9 2.1 28.9 0.9 0.0 13.5 48.1 19.5 1.4 4.2 0.0 2.2 4.3
Number of Traders in Each Category Total Traders: 134
6 10 4 5 4 0 26 56 13 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 63,330
Positions
4,619 52,654 3,015 612 0 0 2,294 3,603 0 49,056 647 2,970 764 441
Changes from: November 25, 2014 Total Change is: -9,218
-6,208 -5,204 -1,240 39 0 0 1,403 -891 -1,802 -918 647 -491 -1 -237
Percent of Open Interest Represented by Each Category of Trader
7.3 83.1 4.8 1.0 0.0 0.0 3.6 5.7 0.0 77.5 1.0 4.7 1.2 0.7
Number of Traders in Each Category Total Traders: 20
. 4 . . 0 0 . 7 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 20,449
Positions
6,553 3,080 54 1,132 813 0 8,667 9,789 626 979 1,021 0 2,438 5,066
Changes from: November 25, 2014 Total Change is: -648
-717 79 -8 282 0 0 -410 -931 193 332 -15 0 -320 34
Percent of Open Interest Represented by Each Category of Trader
32.0 15.1 0.3 5.5 4.0 0.0 42.4 47.9 3.1 4.8 5.0 0.0 11.9 24.8
Number of Traders in Each Category Total Traders: 67
5 5 . 4 4 0 12 24 6 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 77,943
Positions
21,779 45,395 1,303 5,585 1,950 271 34,086 10,903 1,836 3,261 4,284 590 9,233 11,412
Changes from: November 25, 2014 Total Change is: 3,556
-263 2,710 140 -99 143 43 2,808 403 409 52 419 16 451 -725
Percent of Open Interest Represented by Each Category of Trader
27.9 58.2 1.7 7.2 2.5 0.3 43.7 14.0 2.4 4.2 5.5 0.8 11.8 14.6
Number of Traders in Each Category Total Traders: 116
14 18 5 11 . 4 30 18 12 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 155,887
Positions
43,559 90,791 2,605 11,169 3,899 542 68,172 21,807 3,672 6,523 8,568 1,180 18,465 22,823
Changes from: November 25, 2014 Total Change is: 7,113
-526 5,419 281 -198 285 85 5,616 806 818 104 838 32 902 -1,450
Percent of Open Interest Represented by Each Category of Trader
27.9 58.2 1.7 7.2 2.5 0.3 43.7 14.0 2.4 4.2 5.5 0.8 11.8 14.6
Number of Traders in Each Category Total Traders: 116
14 18 5 11 . 4 30 18 12 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 1,001,803
Positions
39,604 207,254 58,630 325,848 124,894 51,364 122,491 168,350 214,595 39,233 48,633 39,495 110,544 88,589
Changes from: November 25, 2014 Total Change is: -4,775
-733 6,257 474 -5,815 -1,634 926 11,335 459 -2,646 -948 317 -819 -6,549 -8,110
Percent of Open Interest Represented by Each Category of Trader
4.0 20.7 5.9 32.5 12.5 5.1 12.2 16.8 21.4 3.9 4.9 3.9 11.0 8.8
Number of Traders in Each Category Total Traders: 657
32 42 41 132 60 84 102 138 119 84 64 75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 244,084
Positions
19,746 60,184 7,047 58,958 26,701 3,964 15,711 20,398 63,395 10,372 10,450 16,371 48,520 35,573
Changes from: November 25, 2014 Total Change is: -2,887
1,005 2,253 -142 -1,460 -1,184 89 -182 799 1,347 -264 697 -294 -2,986 -6,451
Percent of Open Interest Represented by Each Category of Trader
8.1 24.7 2.9 24.2 10.9 1.6 6.4 8.4 26.0 4.2 4.3 6.7 19.9 14.6
Number of Traders in Each Category Total Traders: 105
7 12 7 18 9 10 16 20 35 10 10 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 3,788,594
Positions
196,215 832,276 160,990 1,386,107 542,623 185,342 643,529 849,383 646,374 146,114 192,724 113,805 310,119 265,078
Changes from: November 25, 2014 Total Change is: -9,441
-2,836 25,877 -2,772 -22,041 -2,512 4,449 64,831 5,546 -27,210 -3,425 -1,901 -2,624 -17,813 -8,295
Percent of Open Interest Represented by Each Category of Trader
5.2 22.0 4.2 36.6 14.3 4.9 17.0 22.4 17.1 3.9 5.1 3.0 8.2 7.0
Number of Traders in Each Category Total Traders: 626
34 40 38 126 57 76 101 132 111 78 58 66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 99,828
Positions
6,805 33,711 554 43,701 46,107 2,152 22,718 11,243 1,890 468 401 0 21,540 3,770
Changes from: November 25, 2014 Total Change is: 703
-186 188 159 -1,359 -49 176 -1,151 -944 1,187 -356 -298 0 2,233 284
Percent of Open Interest Represented by Each Category of Trader
6.8 33.8 0.6 43.8 46.2 2.2 22.8 11.3 1.9 0.5 0.4 0.0 21.6 3.8
Number of Traders in Each Category Total Traders: 94
7 11 . 36 11 13 16 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 96,951
Positions
4,924 49,280 9,113 38,096 5,884 463 23,528 12,950 6,453 2,992 3,895 1,039 10,342 7,876
Changes from: November 25, 2014 Total Change is: 4,920
189 1,416 873 1,182 165 -196 1,207 1,625 1,322 46 -119 271 27 -437
Percent of Open Interest Represented by Each Category of Trader
5.1 50.8 9.4 39.3 6.1 0.5 24.3 13.4 6.7 3.1 4.0 1.1 10.7 8.1
Number of Traders in Each Category Total Traders: 254
18 21 14 35 18 10 64 52 26 21 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 14,884
Positions
6,966 10,628 100 897 0 0 2,459 2,519 0 850 800 0 3,612 837
Changes from: November 25, 2014 Total Change is: 1,764
747 691 0 1 0 0 1,317 488 0 -22 400 0 -279 185
Percent of Open Interest Represented by Each Category of Trader
46.8 71.4 0.7 6.0 0.0 0.0 16.5 16.9 0.0 5.7 5.4 0.0 24.3 5.6
Number of Traders in Each Category Total Traders: 24
5 8 . . 0 0 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 410,336
Positions
23,987 227,455 10,870 185,996 29,418 2,315 114,607 61,415 23,003 10,712 15,474 5,194 33,652 35,193
Changes from: November 25, 2014 Total Change is: 15,782
333 6,749 1,241 5,904 823 -981 5,219 11,457 840 341 -2,594 1,355 1,529 -3,108
Percent of Open Interest Represented by Each Category of Trader
5.8 55.4 2.6 45.3 7.2 0.6 27.9 15.0 5.6 2.6 3.8 1.3 8.2 8.6
Number of Traders in Each Category Total Traders: 251
18 21 11 35 18 10 63 52 24 19 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 395,448
Positions
107,601 65,001 21,609 117,434 138,093 27,306 81,347 106,544 9,300 7,476 9,381 775 22,600 17,438
Changes from: November 25, 2014 Total Change is: -1,890
-6,014 -1,448 167 -4,379 -145 2,771 1,332 -2,067 -743 1,590 223 175 3,211 -823
Percent of Open Interest Represented by Each Category of Trader
27.2 16.4 5.5 29.7 34.9 6.9 20.6 26.9 2.4 1.9 2.4 0.2 5.7 4.4
Number of Traders in Each Category Total Traders: 266
24 11 5 53 42 25 39 65 22 12 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 72,614
Positions
4,273 19,903 1,854 30,763 0 183 16,593 24,693 122 4,883 1,562 0 13,943 24,297
Changes from: November 25, 2014 Total Change is: 580
-258 225 0 -387 0 68 860 1,043 72 312 -245 -24 -63 -559
Percent of Open Interest Represented by Each Category of Trader
5.9 27.4 2.6 42.4 0.0 0.3 22.9 34.0 0.2 6.7 2.2 0.0 19.2 33.5
Number of Traders in Each Category Total Traders: 70
6 9 . 20 0 4 17 10 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 126,605
Positions
32,861 21,570 6,243 14,828 2,306 574 49,499 21,172 1,775 9,345 1,912 5 11,475 71,048
Changes from: November 25, 2014 Total Change is: 2,608
-2,466 783 2,073 2,995 110 -70 801 424 -786 -11 92 3 69 -21
Percent of Open Interest Represented by Each Category of Trader
26.0 17.0 4.9 11.7 1.8 0.5 39.1 16.7 1.4 7.4 1.5 0.0 9.1 56.1
Number of Traders in Each Category Total Traders: 99
14 15 5 9 . . 34 11 9 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 125,690
Positions
5,597 74,624 1,783 76,878 28,401 5,740 25,980 8,769 2,711 1,021 917 164 5,816 2,581
Changes from: November 25, 2014 Total Change is: 628
-11 1,302 1,309 344 573 -722 -770 -2,042 70 -136 137 164 380 -163
Percent of Open Interest Represented by Each Category of Trader
4.5 59.4 1.4 61.2 22.6 4.6 20.7 7.0 2.2 0.8 0.7 0.1 4.6 2.1
Number of Traders in Each Category Total Traders: 107
6 13 4 42 19 16 14 6 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 336,597
Positions
51,139 189,694 4,792 120,702 53,615 39,170 81,792 33,573 5,551 16,312 7,613 1,444 15,695 1,145
Changes from: November 25, 2014 Total Change is: 783
4,348 5,407 2,451 -2,011 3,313 -3,851 3,076 -5,653 1,061 -2,807 84 -82 -1,402 -1,947
Percent of Open Interest Represented by Each Category of Trader
15.2 56.4 1.4 35.9 15.9 11.6 24.3 10.0 1.6 4.8 2.3 0.4 4.7 0.3
Number of Traders in Each Category Total Traders: 206
25 17 12 57 24 30 39 16 12 22 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 941,050
Positions
7,736 121,845 13,694 375,366 148,209 119,356 121,597 224,089 86,596 21,414 37,000 7,127 188,163 183,134
Changes from: November 25, 2014 Total Change is: -98,349
232 -6,859 -6,956 641 760 -16,547 7,889 5,146 -29,043 -2,317 2,523 1,195 -53,443 -48,567
Percent of Open Interest Represented by Each Category of Trader
0.8 12.9 1.5 39.9 15.7 12.7 12.9 23.8 9.2 2.3 3.9 0.8 20.0 19.5
Number of Traders in Each Category Total Traders: 162
4 16 12 36 31 38 29 24 34 9 12 8
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Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 558,966
Positions
31,460 68,179 5,249 255,888 36,309 79,931 31,555 236,763 30,852 7,057 10,574 59 116,916 91,050
Changes from: November 25, 2014 Total Change is: -29,153
8,772 -11,604 2,853 4,094 4,480 -3,201 3,956 12,341 -16,161 0 1,570 0 -29,466 -19,431
Percent of Open Interest Represented by Each Category of Trader
5.6 12.2 0.9 45.8 6.5 14.3 5.6 42.4 5.5 1.3 1.9 0.0 20.9 16.3
Number of Traders in Each Category Total Traders: 93
. 7 6 39 11 27 11 16 16 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 1,447,905
Positions
75,063 150,731 15,432 267,177 477,023 102,698 656,531 211,238 85,832 110,954 230,103 22,009 112,210 152,840
Changes from: November 25, 2014 Total Change is: -58,919
-608 -4,099 -11,843 25,762 -20,810 -9,670 -66,467 8,181 -13,125 7,716 -9,643 -4,755 14,070 6,844
Percent of Open Interest Represented by Each Category of Trader
5.2 10.4 1.1 18.5 32.9 7.1 45.3 14.6 5.9 7.7 15.9 1.5 7.7 10.6
Number of Traders in Each Category Total Traders: 253
12 32 13 38 43 34 49 26 36 19 34 13
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Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 3,121,921
Positions
141,528 102,532 128,891 936,253 808,448 343,620 474,309 706,476 302,233 362,432 168,493 102,469 330,185 458,758
Changes from: November 25, 2014 Total Change is: -294,162
27,126 -63,593 -31,756 -47,006 10,688 -37,885 -30,688 -6,961 -39,946 -2,805 13,924 13,019 -144,221 -151,651
Percent of Open Interest Represented by Each Category of Trader
4.5 3.3 4.1 30.0 25.9 11.0 15.2 22.6 9.7 11.6 5.4 3.3 10.6 14.7
Number of Traders in Each Category Total Traders: 360
23 21 34 36 81 70 56 69 86 26 48 26
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Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 2,025,006
Positions
68,350 137,702 37,189 425,797 492,238 318,527 534,773 231,046 187,566 124,314 189,379 44,679 283,811 386,681
Changes from: November 25, 2014 Total Change is: -170,363
-27,129 2,912 -27,977 -6,437 28,026 -2,438 -24,467 2,871 -16,617 -3,573 -12,608 -2,332 -59,393 -142,201
Percent of Open Interest Represented by Each Category of Trader
3.4 6.8 1.8 21.0 24.3 15.7 26.4 11.4 9.3 6.1 9.4 2.2 14.0 19.1
Number of Traders in Each Category Total Traders: 266
11 31 19 36 46 46 46 48 48 15 33 15
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Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 700,978
Positions
287,532 152,021 178,528 0 5,307 17,639 38,821 134,844 89,326 5,680 14,401 51,945 31,507 56,967
Changes from: November 25, 2014 Total Change is: -34,122
-8,308 -13,396 -18,463 0 249 -1,318 -1,588 -1,113 2,934 -4,374 -1,111 -1,251 -1,754 -652
Percent of Open Interest Represented by Each Category of Trader
41.0 21.7 25.5 0.0 0.8 2.5 5.5 19.2 12.7 0.8 2.1 7.4 4.5 8.1
Number of Traders in Each Category Total Traders: 100
18 25 34 0 . . 17 22 27 . 8 7
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Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 is19,067,367
Positions
2,185,102 1,957,380 4,089,931 1,035,562 834,804 464,018 1,527,846 1,320,693 7,278,704 459,989 635,668 1,166,265 859,949 1,319,903
Changes from: November 25, 2014 Total Change is: 118,973
111,635 -22,601 20,792 -82,697 -11,989 -46,951 -4,140 35,009 155,455 32,590 67,537 1,631 -69,341 -79,909
Percent of Open Interest Represented by Each Category of Trader
11.5 10.3 21.4 5.4 4.4 2.4 8.0 6.9 38.2 2.4 3.3 6.1 4.5 6.9
Number of Traders in Each Category Total Traders: 327
23 66 89 12 30 30 38 94 104 14 43 41
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Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 52,609
Positions
36,008 6,287 36 2,379 12,593 4,935 8,201 20,996 0 931 7,610 0 119 152
Changes from: November 25, 2014 Total Change is: 949
884 190 26 -827 515 0 1,311 1,058 -45 -398 -499 0 -2 -296
Percent of Open Interest Represented by Each Category of Trader
68.4 12.0 0.1 4.5 23.9 9.4 15.6 39.9 0.0 1.8 14.5 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 49
5 9 . . 10 4 6 9 0 . 5 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 52,673
Positions
39,757 16,334 0 0 14,778 706 8,824 7,490 2,763 518 10,490 0 105 112
Changes from: November 25, 2014 Total Change is: -67
-770 -5 0 0 149 -146 574 -48 -39 335 48 0 -21 -26
Percent of Open Interest Represented by Each Category of Trader
75.5 31.0 0.0 0.0 28.1 1.3 16.8 14.2 5.2 1.0 19.9 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 44
. 5 0 0 14 . 6 6 . . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 98,696
Positions
16,106 57,575 840 10,435 0 92 31,143 33,681 4,116 21,400 749 115 14,448 1,527
Changes from: November 25, 2014 Total Change is: -428
-204 188 -40 -914 -86 19 1,009 -124 1,415 -430 331 -43 -1,240 -2,088
Percent of Open Interest Represented by Each Category of Trader
16.3 58.3 0.9 10.6 0.0 0.1 31.6 34.1 4.2 21.7 0.8 0.1 14.6 1.5
Number of Traders in Each Category Total Traders: 180
7 . . 15 0 . 49 16 12 87 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 2, 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 373,854
Positions
62,515 64,916 37,536 47,919 30,900 45,443 61,941 75,639 50,352 13,125 7,093 31,081 23,942 30,894
Changes from: November 25, 2014 Total Change is: 4,110
6,118 -7,225 1,985 1,824 1,882 -1,470 -10,099 4,407 2,596 -236 -341 942 2,450 1,334
Percent of Open Interest Represented by Each Category of Trader
16.7 17.4 10.0 12.8 8.3 12.2 16.6 20.2 13.5 3.5 1.9 8.3 6.4 8.3
Number of Traders in Each Category Total Traders: 175
17 10 20 6 18 9 39 46 49 12 12 22
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Updated December 6, 2014