Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 122,340
Positions
29,341 6,631 6,008 20,095 5,599 0 13,784 44,836 11,894 16,168 6,147 1,391 23,659 39,832
Changes from: December 2, 2014 Total Change is: -2,043
1,800 947 -1,395 301 1,179 0 3,042 1,145 -4,823 1,465 1,436 -1,381 -1,052 848
Percent of Open Interest Represented by Each Category of Trader
24.0 5.4 4.9 16.4 4.6 0.0 11.3 36.6 9.7 13.2 5.0 1.1 19.3 32.6
Number of Traders in Each Category Total Traders: 84
7 6 10 6 8 0 16 23 18 9 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 84,976
Positions
40,660 3,946 1,613 1,287 3,667 1,082 9,632 30,304 21,331 218 13 556 8,596 22,464
Changes from: December 2, 2014 Total Change is: 11,997
966 357 -1,882 -375 10 375 612 523 13,055 -521 13 126 -359 -581
Percent of Open Interest Represented by Each Category of Trader
47.8 4.6 1.9 1.5 4.3 1.3 11.3 35.7 25.1 0.3 0.0 0.7 10.1 26.4
Number of Traders in Each Category Total Traders: 50
7 . 5 . 5 . 13 17 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 215,435
Positions
99,310 29,324 10,023 9,406 46,988 3,344 36,267 42,990 31,152 3,657 14,430 3,414 18,863 33,771
Changes from: December 2, 2014 Total Change is: -6,412
801 705 4,474 -153 1,468 -1,418 -4,028 -4,894 -2,142 -1,245 877 -3,483 781 -2,000
Percent of Open Interest Represented by Each Category of Trader
46.1 13.6 4.7 4.4 21.8 1.6 16.8 20.0 14.5 1.7 6.7 1.6 8.8 15.7
Number of Traders in Each Category Total Traders: 104
9 9 9 5 17 9 26 24 26 4 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 327,910
Positions
142,802 17,326 10,222 31,047 38,164 4,155 35,541 103,053 39,528 14,190 21,543 28,492 21,934 65,427
Changes from: December 2, 2014 Total Change is: -11,767
-15,212 4,088 -1,918 1,414 2,063 -33 -504 -8,744 -7,417 1,921 -3,879 8,369 1,614 -4,295
Percent of Open Interest Represented by Each Category of Trader
43.5 5.3 3.1 9.5 11.6 1.3 10.8 31.4 12.1 4.3 6.6 8.7 6.7 20.0
Number of Traders in Each Category Total Traders: 145
13 4 8 10 19 7 25 50 31 10 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 552,194
Positions
243,736 70,718 35,857 42,390 89,433 12,290 59,636 144,610 61,781 44,167 26,480 13,071 39,267 97,954
Changes from: December 2, 2014 Total Change is: -30,642
-11,173 8,415 355 405 4,678 -1,205 -1,746 -27,004 -9,579 -290 435 -3,532 -3,878 -3,205
Percent of Open Interest Represented by Each Category of Trader
44.1 12.8 6.5 7.7 16.2 2.2 10.8 26.2 11.2 8.0 4.8 2.4 7.1 17.7
Number of Traders in Each Category Total Traders: 241
19 14 16 16 32 20 34 61 47 22 43 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 180,531
Positions
89,397 9,221 14,993 2,442 14,442 1,358 28,795 54,300 16,744 1,021 23,152 5,850 19,930 40,470
Changes from: December 2, 2014 Total Change is: 12,250
4,694 -1,653 4,778 40 1,414 -1,446 3,428 7,649 -431 466 -1,267 1,801 -1,079 1,407
Percent of Open Interest Represented by Each Category of Trader
49.5 5.1 8.3 1.4 8.0 0.8 16.0 30.1 9.3 0.6 12.8 3.2 11.0 22.4
Number of Traders in Each Category Total Traders: 102
7 6 9 . 11 4 20 37 21 . 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 70,847
Positions
37,606 31,523 22,719 0 3,611 0 3,511 6,123 1,306 1,161 906 4,004 540 655
Changes from: December 2, 2014 Total Change is: 4,855
2,372 681 3,279 0 279 0 -1,501 14 -35 -1 10 639 102 -11
Percent of Open Interest Represented by Each Category of Trader
53.1 44.5 32.1 0.0 5.1 0.0 5.0 8.6 1.8 1.6 1.3 5.7 0.8 0.9
Number of Traders in Each Category Total Traders: 32
9 9 9 0 . 0 . 6 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 213,668
Positions
70,620 43,477 18,640 55,793 3,486 0 27,973 97,407 34,451 2,329 7,918 311 3,551 7,978
Changes from: December 2, 2014 Total Change is: 21,756
8,660 3,419 14,540 316 1,799 0 2,035 5,130 -2,951 -431 -190 289 -702 -280
Percent of Open Interest Represented by Each Category of Trader
33.1 20.3 8.7 26.1 1.6 0.0 13.1 45.6 16.1 1.1 3.7 0.1 1.7 3.7
Number of Traders in Each Category Total Traders: 128
8 9 6 6 4 0 24 53 15 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 63,694
Positions
6,050 52,534 3,016 254 0 101 1,259 3,810 164 49,116 544 2,970 764 555
Changes from: December 2, 2014 Total Change is: 364
1,431 -120 1 -358 0 101 -1,035 207 164 60 -103 0 0 114
Percent of Open Interest Represented by Each Category of Trader
9.5 82.5 4.7 0.4 0.0 0.2 2.0 6.0 0.3 77.1 0.9 4.7 1.2 0.9
Number of Traders in Each Category Total Traders: 21
5 . . . 0 . . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 23,550
Positions
8,306 3,273 768 1,605 809 0 8,073 11,160 1,007 1,716 821 0 2,075 5,712
Changes from: December 2, 2014 Total Change is: 3,101
1,753 193 714 473 -4 0 -594 1,371 381 737 -200 0 -363 646
Percent of Open Interest Represented by Each Category of Trader
35.3 13.9 3.3 6.8 3.4 0.0 34.3 47.4 4.3 7.3 3.5 0.0 8.8 24.3
Number of Traders in Each Category Total Traders: 72
6 6 . 4 4 0 14 24 6 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 87,101
Positions
23,194 49,422 9,079 6,238 1,939 331 28,779 7,582 3,876 2,623 3,209 967 12,014 10,697
Changes from: December 2, 2014 Total Change is: 9,158
1,415 4,027 7,776 654 -11 60 -5,307 -3,322 2,040 -638 -1,075 377 2,781 -715
Percent of Open Interest Represented by Each Category of Trader
26.6 56.7 10.4 7.2 2.2 0.4 33.0 8.7 4.4 3.0 3.7 1.1 13.8 12.3
Number of Traders in Each Category Total Traders: 113
14 17 10 13 . 4 35 16 11 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #124601 Open Interest is 12,819
Positions
6,470 11,130 450 890 0 0 1,521 315 4 0 300 0 3,484 620
Changes from: December 2, 2014 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
50.5 86.8 3.5 6.9 0.0 0.0 11.9 2.5 0.0 0.0 2.3 0.0 27.2 4.8
Number of Traders in Each Category Total Traders: 20
6 8 . . 0 0 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 148,563
Positions
44,430 87,565 6,276 10,696 3,878 662 57,517 17,535 4,742 5,846 6,418 1,334 17,060 20,153
Changes from: December 2, 2014 Total Change is: -7,324
871 -3,226 3,671 -473 -21 120 -10,656 -4,271 1,070 -676 -2,150 154 -1,405 -2,671
Percent of Open Interest Represented by Each Category of Trader
29.9 58.9 4.2 7.2 2.6 0.4 38.7 11.8 3.2 3.9 4.3 0.9 11.5 13.6
Number of Traders in Each Category Total Traders: 109
14 15 7 12 . 4 33 17 11 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 1,003,504
Positions
35,392 212,257 64,151 326,024 125,516 54,481 120,299 156,534 216,594 38,619 49,815 39,688 108,257 84,469
Changes from: December 2, 2014 Total Change is: 1,702
-4,212 5,003 5,522 176 621 3,117 -2,192 -11,816 1,999 -614 1,183 193 -2,287 -4,120
Percent of Open Interest Represented by Each Category of Trader
3.5 21.2 6.4 32.5 12.5 5.4 12.0 15.6 21.6 3.8 5.0 4.0 10.8 8.4
Number of Traders in Each Category Total Traders: 653
29 46 40 129 64 90 101 128 121 89 64 75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 247,103
Positions
19,720 61,732 7,283 60,307 26,563 4,566 14,615 21,616 64,997 10,442 11,132 16,847 48,324 32,367
Changes from: December 2, 2014 Total Change is: 3,020
-26 1,547 237 1,349 -138 602 -1,095 1,218 1,602 70 682 476 -195 -3,206
Percent of Open Interest Represented by Each Category of Trader
8.0 25.0 2.9 24.4 10.7 1.8 5.9 8.7 26.3 4.2 4.5 6.8 19.6 13.1
Number of Traders in Each Category Total Traders: 108
7 13 7 19 9 12 17 21 35 12 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 3,782,005
Positions
168,713 842,982 193,985 1,380,307 546,489 197,851 621,805 767,974 664,596 142,770 195,301 112,316 299,661 260,510
Changes from: December 2, 2014 Total Change is: -6,589
-27,502 10,706 32,996 -5,799 3,867 12,509 -21,723 -81,409 18,222 -3,344 2,577 -1,489 -10,458 -4,568
Percent of Open Interest Represented by Each Category of Trader
4.5 22.3 5.1 36.5 14.4 5.2 16.4 20.3 17.6 3.8 5.2 3.0 7.9 6.9
Number of Traders in Each Category Total Traders: 622
31 43 39 122 62 82 98 124 113 80 62 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 99,910
Positions
7,145 32,790 1,010 44,400 48,344 2,172 22,205 9,649 1,735 693 401 0 20,550 3,809
Changes from: December 2, 2014 Total Change is: 82
340 -921 456 699 2,237 20 -513 -1,594 -155 225 0 0 -990 39
Percent of Open Interest Represented by Each Category of Trader
7.2 32.8 1.0 44.4 48.4 2.2 22.2 9.7 1.7 0.7 0.4 0.0 20.6 3.8
Number of Traders in Each Category Total Traders: 93
6 11 7 37 10 13 17 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 97,117
Positions
4,518 49,884 9,044 37,911 6,153 493 24,071 13,102 5,850 2,839 3,174 1,196 11,195 8,222
Changes from: December 2, 2014 Total Change is: 166
-406 604 -69 -186 269 30 543 152 -602 -154 -721 157 852 346
Percent of Open Interest Represented by Each Category of Trader
4.7 51.4 9.3 39.0 6.3 0.5 24.8 13.5 6.0 2.9 3.3 1.2 11.5 8.5
Number of Traders in Each Category Total Traders: 251
20 22 18 33 17 7 64 52 26 18 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 14,745
Positions
6,502 11,057 100 898 0 0 1,824 2,153 0 886 800 0 4,535 635
Changes from: December 2, 2014 Total Change is: -140
-464 429 0 1 0 0 -635 -366 0 36 0 0 922 -203
Percent of Open Interest Represented by Each Category of Trader
44.1 75.0 0.7 6.1 0.0 0.0 12.4 14.6 0.0 6.0 5.4 0.0 30.8 4.3
Number of Traders in Each Category Total Traders: 23
6 7 . . 0 0 4 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 411,863
Positions
23,995 228,048 10,805 185,064 30,764 2,466 116,639 60,149 23,849 10,208 12,313 5,535 33,302 37,935
Changes from: December 2, 2014 Total Change is: 1,527
8 592 -65 -933 1,346 151 2,032 -1,266 847 -504 -3,161 341 -350 2,742
Percent of Open Interest Represented by Each Category of Trader
5.8 55.4 2.6 44.9 7.5 0.6 28.3 14.6 5.8 2.5 3.0 1.3 8.1 9.2
Number of Traders in Each Category Total Traders: 249
19 23 15 33 17 7 63 53 24 17 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 392,287
Positions
101,703 65,634 22,038 119,830 138,741 26,141 82,562 98,879 12,001 7,778 10,603 1,055 19,179 17,195
Changes from: December 2, 2014 Total Change is: -3,161
-5,898 633 429 2,396 648 -1,165 1,215 -7,666 2,702 302 1,222 280 -3,422 -244
Percent of Open Interest Represented by Each Category of Trader
25.9 16.7 5.6 30.5 35.4 6.7 21.0 25.2 3.1 2.0 2.7 0.3 4.9 4.4
Number of Traders in Each Category Total Traders: 273
19 17 7 52 43 23 45 59 22 13 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 82,427
Positions
3,969 20,287 3,709 29,968 0 153 15,919 25,233 3,710 3,200 811 7,109 14,690 21,415
Changes from: December 2, 2014 Total Change is: 9,813
-304 384 1,855 -795 0 -30 -674 540 3,588 -1,683 -751 7,109 747 -2,882
Percent of Open Interest Represented by Each Category of Trader
4.8 24.6 4.5 36.4 0.0 0.2 19.3 30.6 4.5 3.9 1.0 8.6 17.8 26.0
Number of Traders in Each Category Total Traders: 71
6 9 5 19 0 . 15 15 6 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 145,725
Positions
37,670 21,652 8,321 15,478 2,321 577 49,639 28,725 6,484 9,442 864 863 17,251 75,918
Changes from: December 2, 2014 Total Change is: 19,120
4,809 82 2,078 650 15 3 140 7,553 4,709 97 -1,048 858 5,776 4,870
Percent of Open Interest Represented by Each Category of Trader
25.9 14.9 5.7 10.6 1.6 0.4 34.1 19.7 4.4 6.5 0.6 0.6 11.8 52.1
Number of Traders in Each Category Total Traders: 104
15 15 13 9 . . 35 16 11 10 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 132,340
Positions
8,492 81,950 2,046 79,743 29,538 5,776 25,789 6,615 2,882 1,656 1,084 0 5,956 2,449
Changes from: December 2, 2014 Total Change is: 6,650
2,895 7,326 263 2,865 1,137 36 -191 -2,154 171 635 167 -164 140 -132
Percent of Open Interest Represented by Each Category of Trader
6.4 61.9 1.5 60.3 22.3 4.4 19.5 5.0 2.2 1.3 0.8 0.0 4.5 1.9
Number of Traders in Each Category Total Traders: 110
8 12 4 42 20 16 15 5 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 348,536
Positions
57,195 188,225 10,301 122,048 54,377 39,078 77,809 34,250 9,353 16,641 7,914 1,389 14,722 3,649
Changes from: December 2, 2014 Total Change is: 11,939
6,056 -1,469 5,509 1,346 762 -92 -3,983 677 3,802 329 301 -55 -973 2,504
Percent of Open Interest Represented by Each Category of Trader
16.4 54.0 3.0 35.0 15.6 11.2 22.3 9.8 2.7 4.8 2.3 0.4 4.2 1.0
Number of Traders in Each Category Total Traders: 214
24 19 11 59 25 29 37 20 16 22 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 969,057
Positions
11,792 120,697 21,929 420,684 163,370 120,648 108,408 240,923 68,359 20,674 34,768 12,355 184,208 186,007
Changes from: December 2, 2014 Total Change is: 28,007
4,055 -1,148 8,236 45,317 15,160 1,292 -13,190 16,834 -18,236 -740 -2,232 5,228 -3,955 2,873
Percent of Open Interest Represented by Each Category of Trader
1.2 12.5 2.3 43.4 16.9 12.5 11.2 24.9 7.1 2.1 3.6 1.3 19.0 19.2
Number of Traders in Each Category Total Traders: 163
6 18 12 35 31 39 28 24 30 10 11 9
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Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 573,334
Positions
38,903 87,343 4,892 261,390 40,478 85,858 32,010 231,555 22,384 7,057 10,531 59 120,781 90,234
Changes from: December 2, 2014 Total Change is: 14,368
7,443 19,164 -357 5,502 4,169 5,927 455 -5,208 -8,468 0 -43 0 3,866 -816
Percent of Open Interest Represented by Each Category of Trader
6.8 15.2 0.9 45.6 7.1 15.0 5.6 40.4 3.9 1.2 1.8 0.0 21.1 15.7
Number of Traders in Each Category Total Traders: 96
. 9 9 41 11 29 10 16 15 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 1,377,929
Positions
76,580 141,271 17,986 269,213 451,024 85,515 663,687 220,207 66,626 79,148 225,066 18,085 101,089 152,150
Changes from: December 2, 2014 Total Change is: -69,975
1,517 -9,461 2,554 2,036 -25,999 -17,183 7,156 8,969 -19,206 -31,806 -5,037 -3,924 -11,121 -690
Percent of Open Interest Represented by Each Category of Trader
5.6 10.3 1.3 19.5 32.7 6.2 48.2 16.0 4.8 5.7 16.3 1.3 7.3 11.0
Number of Traders in Each Category Total Traders: 254
15 30 10 40 44 36 46 28 34 17 34 14
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Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 3,136,775
Positions
121,819 90,511 147,096 951,599 852,388 363,998 468,871 629,084 327,661 340,888 162,222 103,524 311,320 460,293
Changes from: December 2, 2014 Total Change is: 14,855
-19,709 -12,021 18,204 15,346 43,940 20,378 -5,438 -77,392 25,428 -21,544 -6,271 1,054 -18,866 1,535
Percent of Open Interest Represented by Each Category of Trader
3.9 2.9 4.7 30.3 27.2 11.6 14.9 20.1 10.4 10.9 5.2 3.3 9.9 14.7
Number of Traders in Each Category Total Traders: 367
24 20 36 40 82 72 52 73 87 26 50 31
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Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 2,015,170
Positions
114,286 146,808 42,805 419,456 511,391 300,863 531,581 222,224 182,191 131,324 169,602 42,454 250,210 396,833
Changes from: December 2, 2014 Total Change is: -9,836
45,936 9,106 5,616 -6,341 19,153 -17,664 -3,193 -8,822 -5,374 7,010 -19,777 -2,225 -33,601 10,152
Percent of Open Interest Represented by Each Category of Trader
5.7 7.3 2.1 20.8 25.4 14.9 26.4 11.0 9.0 6.5 8.4 2.1 12.4 19.7
Number of Traders in Each Category Total Traders: 267
10 31 23 35 48 46 45 50 50 16 32 14
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Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 713,715
Positions
280,637 135,776 196,351 1,436 8,039 13,698 34,987 138,946 97,216 5,712 13,497 52,998 30,681 57,196
Changes from: December 2, 2014 Total Change is: 12,737
-6,895 -16,245 17,822 1,436 2,732 -3,941 -3,834 4,101 7,890 32 -904 1,053 -826 229
Percent of Open Interest Represented by Each Category of Trader
39.3 19.0 27.5 0.2 1.1 1.9 4.9 19.5 13.6 0.8 1.9 7.4 4.3 8.0
Number of Traders in Each Category Total Traders: 101
20 23 37 . . . 16 24 29 . 7 7
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Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is19,688,567
Positions
2,327,557 1,540,863 4,260,623 437,943 808,639 584,744 1,652,369 1,421,287 7,713,186 448,346 580,718 1,428,645 835,154 1,349,862
Changes from: December 2, 2014 Total Change is: 621,200
142,455 -416,517 170,692 -597,619 -26,165 120,726 124,523 100,594 434,481 -11,642 -54,949 262,380 -24,795 29,958
Percent of Open Interest Represented by Each Category of Trader
11.8 7.8 21.6 2.2 4.1 3.0 8.4 7.2 39.2 2.3 2.9 7.3 4.2 6.9
Number of Traders in Each Category Total Traders: 331
29 60 88 12 32 31 42 90 111 15 44 45
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Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 71,182
Positions
37,056 6,166 7,819 814 13,086 4,937 9,007 21,947 9,699 1,767 7,362 0 83 166
Changes from: December 2, 2014 Total Change is: 18,573
1,048 -121 7,783 -1,565 493 2 806 951 9,699 836 -248 0 -36 14
Percent of Open Interest Represented by Each Category of Trader
52.1 8.7 11.0 1.1 18.4 6.9 12.7 30.8 13.6 2.5 10.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 47
5 6 4 . 10 4 6 9 . . 6 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 63,264
Positions
40,206 15,934 3,213 0 15,434 221 7,775 7,742 10,211 1,554 10,457 0 84 52
Changes from: December 2, 2014 Total Change is: 10,591
449 -400 3,213 0 656 -485 -1,049 252 7,448 1,036 -33 0 -21 -60
Percent of Open Interest Represented by Each Category of Trader
63.6 25.2 5.1 0.0 24.4 0.3 12.3 12.2 16.1 2.5 16.5 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 47
4 5 . 0 15 . 6 6 . . 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 94,910
Positions
16,719 57,318 812 9,570 0 117 30,799 31,348 3,786 18,206 120 134 14,768 1,277
Changes from: December 2, 2014 Total Change is: -3,785
613 -257 -28 -865 0 25 -343 -2,333 -331 -3,195 -630 18 320 -250
Percent of Open Interest Represented by Each Category of Trader
17.6 60.4 0.9 10.1 0.0 0.1 32.5 33.0 4.0 19.2 0.1 0.1 15.6 1.3
Number of Traders in Each Category Total Traders: 172
7 . . 15 0 . 46 18 14 79 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 9, 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 361,415
Positions
64,992 59,382 37,867 54,410 31,758 40,699 49,437 75,974 49,870 13,371 6,826 28,208 22,561 30,831
Changes from: December 2, 2014 Total Change is: -12,439
2,477 -5,534 331 6,491 858 -4,744 -12,504 335 -482 246 -267 -2,873 -1,381 -63
Percent of Open Interest Represented by Each Category of Trader
18.0 16.4 10.5 15.1 8.8 11.3 13.7 21.0 13.8 3.7 1.9 7.8 6.2 8.5
Number of Traders in Each Category Total Traders: 178
20 9 23 7 18 10 35 47 51 12 17 21
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Updated December 12, 2014