Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 145,773 Positions 29,261 7,512 9,092 21,693 4,734 0 13,925 43,000 31,078 16,452 8,026 1,841 22,431 40,490 Changes from: December 9, 2014 Total Change is: 23,432 -80 881 3,083 1,598 -865 0 141 -1,837 19,184 284 1,879 450 -1,228 658 Percent of Open Interest Represented by Each Category of Trader 20.1 5.2 6.2 14.9 3.2 0.0 9.6 29.5 21.3 11.3 5.5 1.3 15.4 27.8 Number of Traders in Each Category Total Traders: 81 7 6 10 6 6 0 14 21 16 11 9 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 57,718 Positions 20,124 2,509 821 1,287 4,495 1,082 21,853 21,402 4,916 0 76 722 6,914 21,696 Changes from: December 9, 2014 Total Change is: -27,258 -20,536 -1,437 -792 0 828 0 12,221 -8,902 -16,416 -218 63 166 -1,683 -768 Percent of Open Interest Represented by Each Category of Trader 34.9 4.3 1.4 2.2 7.8 1.9 37.9 37.1 8.5 0.0 0.1 1.3 12.0 37.6 Number of Traders in Each Category Total Traders: 46 . . . . 6 . 14 16 11 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 165,351 Positions 68,443 6,810 4,600 6,157 47,129 4,100 35,318 35,342 21,496 4,093 11,748 2,910 18,235 31,216 Changes from: December 9, 2014 Total Change is: -50,084 -30,867 -22,513 -5,423 -3,249 141 757 -949 -7,648 -9,657 436 -2,682 -504 -628 -2,555 Percent of Open Interest Represented by Each Category of Trader 41.4 4.1 2.8 3.7 28.5 2.5 21.4 21.4 13.0 2.5 7.1 1.8 11.0 18.9 Number of Traders in Each Category Total Traders: 104 9 7 8 . 18 8 24 28 22 5 10 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 281,251 Positions 81,922 6,872 12,385 34,718 41,085 5,474 33,454 100,914 31,542 56,741 12,256 7,801 17,214 62,922 Changes from: December 9, 2014 Total Change is: -46,659 -60,879 -10,454 2,163 3,671 2,922 1,320 -2,088 -2,140 -7,986 42,551 -9,287 -20,692 -4,720 -2,505 Percent of Open Interest Represented by Each Category of Trader 29.1 2.4 4.4 12.3 14.6 1.9 11.9 35.9 11.2 20.2 4.4 2.8 6.1 22.4 Number of Traders in Each Category Total Traders: 137 10 5 7 12 20 10 15 49 24 11 15 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 448,380 Positions 169,974 9,445 18,913 34,485 88,957 13,247 34,762 133,942 57,254 71,080 27,739 8,923 39,741 89,958 Changes from: December 9, 2014 Total Change is: -103,815 -73,761 -61,273 -16,944 -7,904 -477 957 -24,874 -10,668 -4,526 26,913 1,259 -4,148 474 -7,995 Percent of Open Interest Represented by Each Category of Trader 37.9 2.1 4.2 7.7 19.8 3.0 7.8 29.9 12.8 15.9 6.2 2.0 8.9 20.1 Number of Traders in Each Category Total Traders: 233 21 10 11 13 31 22 23 65 41 27 42 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 138,358 Positions 62,450 894 5,695 2,427 14,969 1,478 32,000 54,986 10,464 5,123 9,077 1,852 16,869 38,943 Changes from: December 9, 2014 Total Change is: -42,173 -26,946 -8,327 -9,297 -16 527 119 3,205 686 -6,280 4,102 -14,075 -3,998 -3,061 -1,527 Percent of Open Interest Represented by Each Category of Trader 45.1 0.6 4.1 1.8 10.8 1.1 23.1 39.7 7.6 3.7 6.6 1.3 12.2 28.1 Number of Traders in Each Category Total Traders: 91 8 4 7 . 11 4 19 33 15 4 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 49,972 Positions 31,990 30,708 7,487 100 3,980 0 4,574 2,362 1,228 1,277 884 2,698 618 625 Changes from: December 9, 2014 Total Change is: -20,875 -5,616 -815 -15,232 100 369 0 1,063 -3,761 -78 116 -22 -1,306 78 -30 Percent of Open Interest Represented by Each Category of Trader 64.0 61.5 15.0 0.2 8.0 0.0 9.2 4.7 2.5 2.6 1.8 5.4 1.2 1.3 Number of Traders in Each Category Total Traders: 30 8 8 8 . . 0 4 4 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 138,399 Positions 53,468 48,526 252 55,302 3,486 0 23,283 70,198 895 2,149 7,442 5 3,045 7,596 Changes from: December 9, 2014 Total Change is: -75,269 -17,152 5,049 -18,388 -491 0 0 -4,690 -27,209 -33,556 -180 -476 -306 -506 -382 Percent of Open Interest Represented by Each Category of Trader 38.6 35.1 0.2 40.0 2.5 0.0 16.8 50.7 0.6 1.6 5.4 0.0 2.2 5.5 Number of Traders in Each Category Total Traders: 115 4 10 . 4 4 0 21 51 4 11 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 63,770 Positions 6,024 53,952 3,075 0 267 128 1,140 1,725 766 48,931 428 2,970 736 459 Changes from: December 9, 2014 Total Change is: 76 -26 1,418 59 -254 267 27 -119 -2,085 602 -185 -116 0 -28 -96 Percent of Open Interest Represented by Each Category of Trader 9.4 84.6 4.8 0.0 0.4 0.2 1.8 2.7 1.2 76.7 0.7 4.7 1.2 0.7 Number of Traders in Each Category Total Traders: 21 5 4 . 0 . . . 6 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 18,447 Positions 5,207 0 0 1,054 820 0 8,275 9,483 353 1,187 2,812 0 2,371 4,979 Changes from: December 9, 2014 Total Change is: -5,103 -3,099 -3,273 -768 -551 11 0 202 -1,677 -654 -529 1,991 0 296 -733 Percent of Open Interest Represented by Each Category of Trader 28.2 0.0 0.0 5.7 4.4 0.0 44.9 51.4 1.9 6.4 15.2 0.0 12.9 27.0 Number of Traders in Each Category Total Traders: 57 7 0 0 . 4 0 13 17 . 7 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 103,668 Positions 23,887 55,273 16,617 6,090 2,183 194 29,001 5,459 7,708 2,453 2,641 1,939 15,780 11,654 Changes from: December 9, 2014 Total Change is: 16,567 692 5,851 7,539 -149 244 -137 222 -2,122 3,832 -170 -568 971 3,766 958 Percent of Open Interest Represented by Each Category of Trader 23.0 53.3 16.0 5.9 2.1 0.2 28.0 5.3 7.4 2.4 2.5 1.9 15.2 11.2 Number of Traders in Each Category Total Traders: 107 15 15 15 11 . 4 36 10 15 5 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #124601 Open Interest is 15,735 Positions 5,720 13,480 1,028 880 0 0 1,481 0 45 0 500 0 6,581 683 Changes from: December 9, 2014 Total Change is: 2,916 -750 2,350 578 -10 0 0 -40 -315 41 0 200 0 3,097 62 Percent of Open Interest Represented by Each Category of Trader 36.4 85.7 6.5 5.6 0.0 0.0 9.4 0.0 0.3 0.0 3.2 0.0 41.8 4.3 Number of Traders in Each Category Total Traders: 20 7 8 . . 0 0 . 0 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 175,866 Positions 46,191 93,443 21,322 10,419 4,365 388 58,001 13,881 12,364 5,531 4,906 3,253 18,397 21,943 Changes from: December 9, 2014 Total Change is: 27,303 1,761 5,878 15,045 -277 487 -274 485 -3,654 7,622 -316 -1,512 1,919 1,337 1,791 Percent of Open Interest Represented by Each Category of Trader 26.3 53.1 12.1 5.9 2.5 0.2 33.0 7.9 7.0 3.1 2.8 1.8 10.5 12.5 Number of Traders in Each Category Total Traders: 106 16 13 12 10 . 4 36 11 15 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 1,107,061 Positions 34,737 224,515 84,156 311,124 129,730 71,151 128,216 144,100 260,584 43,073 48,429 49,915 124,104 94,481 Changes from: December 9, 2014 Total Change is: 103,556 -654 12,258 20,005 -14,900 4,215 16,670 7,917 -12,434 43,990 4,454 -1,387 10,228 15,848 10,011 Percent of Open Interest Represented by Each Category of Trader 3.1 20.3 7.6 28.1 11.7 6.4 11.6 13.0 23.5 3.9 4.4 4.5 11.2 8.5 Number of Traders in Each Category Total Traders: 651 36 41 56 123 69 91 115 115 127 94 55 84 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 275,889 Positions 15,263 74,360 14,563 67,403 25,781 4,555 14,607 23,575 71,803 10,916 9,978 18,396 58,384 32,878 Changes from: December 9, 2014 Total Change is: 28,785 -4,458 12,629 7,279 7,096 -781 -11 -8 1,959 6,806 474 -1,154 1,549 10,059 510 Percent of Open Interest Represented by Each Category of Trader 5.5 27.0 5.3 24.4 9.3 1.7 5.3 8.5 26.0 4.0 3.6 6.7 21.2 11.9 Number of Traders in Each Category Total Traders: 107 7 16 11 18 8 12 17 19 34 14 5 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 4,155,860 Positions 166,319 819,718 279,023 1,295,360 596,502 256,225 659,907 694,485 852,040 163,348 194,817 155,035 328,603 308,015 Changes from: December 9, 2014 Total Change is: 373,855 -2,394 -23,264 85,037 -84,948 50,012 58,373 38,102 -73,489 187,445 20,578 -484 42,718 28,942 47,505 Percent of Open Interest Represented by Each Category of Trader 4.0 19.7 6.7 31.2 14.4 6.2 15.9 16.7 20.5 3.9 4.7 3.7 7.9 7.4 Number of Traders in Each Category Total Traders: 621 37 39 52 117 67 82 115 109 121 82 55 75 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 111,426 Positions 10,428 30,189 10,304 43,105 52,222 2,818 19,318 10,052 1,478 468 722 0 23,507 3,641 Changes from: December 9, 2014 Total Change is: 11,516 3,283 -2,601 9,294 -1,295 3,878 646 -2,887 403 -257 -225 321 0 2,957 -168 Percent of Open Interest Represented by Each Category of Trader 9.4 27.1 9.2 38.7 46.9 2.5 17.3 9.0 1.3 0.4 0.6 0.0 21.1 3.3 Number of Traders in Each Category Total Traders: 88 8 10 11 31 12 16 15 8 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 115,359 Positions 4,504 48,259 19,079 34,513 6,431 9,654 25,958 15,044 8,888 3,231 2,929 2,338 7,194 2,737 Changes from: December 9, 2014 Total Change is: 18,242 -15 -1,625 10,035 -3,398 278 9,161 1,887 1,941 3,037 392 -244 1,143 -4,001 -5,485 Percent of Open Interest Represented by Each Category of Trader 3.9 41.8 16.5 29.9 5.6 8.4 22.5 13.0 7.7 2.8 2.5 2.0 6.2 2.4 Number of Traders in Each Category Total Traders: 249 18 19 21 34 19 12 70 44 38 20 25 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #209741 Open Interest is 19,691 Positions 8,062 12,729 1,500 898 0 1,370 1,686 2,153 226 807 1,000 0 5,142 713 Changes from: December 9, 2014 Total Change is: 4,946 1,560 1,672 1,400 0 0 1,370 -138 0 226 -79 200 0 607 78 Percent of Open Interest Represented by Each Category of Trader 40.9 64.6 7.6 4.6 0.0 7.0 8.6 10.9 1.1 4.1 5.1 0.0 26.1 3.6 Number of Traders in Each Category Total Traders: 23 6 7 4 . 0 . . . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 478,340 Positions 20,417 215,859 49,687 168,075 32,155 41,419 124,075 67,168 40,594 16,290 13,816 7,523 10,260 10,119 Changes from: December 9, 2014 Total Change is: 66,477 -3,579 -12,188 38,882 -16,989 1,391 38,953 7,436 7,019 16,745 6,082 1,504 1,987 -23,042 -27,816 Percent of Open Interest Represented by Each Category of Trader 4.3 45.1 10.4 35.1 6.7 8.7 25.9 14.0 8.5 3.4 2.9 1.6 2.1 2.1 Number of Traders in Each Category Total Traders: 246 19 18 17 34 19 12 67 46 37 19 24 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 406,193 Positions 103,275 61,582 28,035 115,338 143,816 37,025 82,222 96,387 14,200 8,885 9,161 2,239 14,974 13,747 Changes from: December 9, 2014 Total Change is: 13,906 1,572 -4,052 5,997 -4,492 5,075 10,884 -340 -2,491 2,198 1,108 -1,442 1,184 -4,205 -3,447 Percent of Open Interest Represented by Each Category of Trader 25.4 15.2 6.9 28.4 35.4 9.1 20.2 23.7 3.5 2.2 2.3 0.6 3.7 3.4 Number of Traders in Each Category Total Traders: 263 19 14 18 46 44 27 43 62 25 13 19 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 60,474 Positions 3,134 27,835 161 30,291 0 43 10,564 17,044 373 5,301 9,225 0 10,607 5,793 Changes from: December 9, 2014 Total Change is: -21,953 -835 7,548 -3,548 323 0 -110 -5,355 -8,189 -3,337 2,101 8,414 -7,109 -4,083 -15,622 Percent of Open Interest Represented by Each Category of Trader 5.2 46.0 0.3 50.1 0.0 0.1 17.5 28.2 0.6 8.8 15.3 0.0 17.5 9.6 Number of Traders in Each Category Total Traders: 65 5 7 . 19 0 . 12 12 . 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 98,501 Positions 27,317 7,029 467 17,828 3,265 486 35,418 3,498 989 4,632 0 0 11,364 82,767 Changes from: December 9, 2014 Total Change is: -47,224 -10,353 -14,623 -7,854 2,350 944 -91 -14,221 -25,227 -5,495 -4,810 -864 -863 -5,887 6,849 Percent of Open Interest Represented by Each Category of Trader 27.7 7.1 0.5 18.1 3.3 0.5 36.0 3.6 1.0 4.7 0.0 0.0 11.5 84.0 Number of Traders in Each Category Total Traders: 76 15 8 4 9 4 . 26 8 5 6 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 145,634 Positions 10,121 80,519 7,712 72,979 34,890 5,987 33,152 4,736 5,004 1,456 1,171 190 9,033 5,425 Changes from: December 9, 2014 Total Change is: 13,294 1,629 -1,431 5,666 -6,764 5,352 211 7,363 -1,879 2,122 -200 87 190 3,077 2,976 Percent of Open Interest Represented by Each Category of Trader 6.9 55.3 5.3 50.1 24.0 4.1 22.8 3.3 3.4 1.0 0.8 0.1 6.2 3.7 Number of Traders in Each Category Total Traders: 106 9 10 10 36 21 16 17 4 7 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244042 Open Interest is 413,832 Positions 82,567 197,843 29,662 112,342 71,480 43,474 87,548 35,521 12,580 17,455 11,579 1,638 26,566 10,055 Changes from: December 9, 2014 Total Change is: 65,296 25,372 9,618 19,361 -9,706 17,103 4,396 9,739 1,271 3,227 814 3,665 249 11,844 6,406 Percent of Open Interest Represented by Each Category of Trader 20.0 47.8 7.2 27.1 17.3 10.5 21.2 8.6 3.0 4.2 2.8 0.4 6.4 2.4 Number of Traders in Each Category Total Traders: 215 23 22 15 53 31 30 36 18 15 24 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 1,034,086 Positions 19,550 95,216 23,688 443,338 174,020 125,415 94,311 278,860 100,765 22,607 39,274 19,577 184,834 177,269 Changes from: December 9, 2014 Total Change is: 65,029 7,759 -25,480 1,759 22,654 10,651 4,767 -14,097 37,937 32,406 1,933 4,506 7,222 627 -8,737 Percent of Open Interest Represented by Each Category of Trader 1.9 9.2 2.3 42.9 16.8 12.1 9.1 27.0 9.7 2.2 3.8 1.9 17.9 17.1 Number of Traders in Each Category Total Traders: 175 6 14 11 37 32 42 34 27 36 11 14 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 538,699 Positions 22,842 77,790 297 266,529 37,001 84,179 28,243 209,532 12,868 5,550 20,144 859 117,333 96,029 Changes from: December 9, 2014 Total Change is: -34,635 -16,061 -9,553 -4,595 5,139 -3,477 -1,679 -3,767 -22,023 -9,516 -1,507 9,613 800 -3,448 5,795 Percent of Open Interest Represented by Each Category of Trader 4.2 14.4 0.1 49.5 6.9 15.6 5.2 38.9 2.4 1.0 3.7 0.2 21.8 17.8 Number of Traders in Each Category Total Traders: 95 . 7 . 41 10 28 9 18 14 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,336,159 Positions 74,543 111,473 13,119 267,976 464,112 92,867 628,336 189,146 58,022 84,354 235,709 17,583 99,360 154,129 Changes from: December 9, 2014 Total Change is: -41,771 -2,038 -29,798 -4,867 -1,237 13,087 7,351 -35,351 -31,061 -8,604 5,206 10,643 -502 -1,729 1,979 Percent of Open Interest Represented by Each Category of Trader 5.6 8.3 1.0 20.1 34.7 7.0 47.0 14.2 4.3 6.3 17.6 1.3 7.4 11.5 Number of Traders in Each Category Total Traders: 260 16 31 12 40 47 39 46 27 36 18 35 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,400,100 Positions 125,808 110,199 205,357 991,802 869,020 422,526 467,218 621,255 410,989 323,934 168,844 138,807 313,658 453,102 Changes from: December 9, 2014 Total Change is: 263,325 3,989 19,688 58,262 40,203 16,632 58,528 -1,654 -7,829 83,329 -16,954 6,623 35,284 2,339 -7,191 Percent of Open Interest Represented by Each Category of Trader 3.7 3.2 6.0 29.2 25.6 12.4 13.7 18.3 12.1 9.5 5.0 4.1 9.2 13.3 Number of Traders in Each Category Total Traders: 378 20 30 40 37 87 69 54 73 87 33 44 35 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,064,630 Positions 75,059 172,601 52,623 459,875 518,842 293,392 543,977 231,606 196,995 122,054 171,162 65,461 255,193 361,947 Changes from: December 9, 2014 Total Change is: 49,460 -39,227 25,793 9,818 40,419 7,451 -7,471 12,397 9,383 14,804 -9,270 1,560 23,007 4,983 -34,886 Percent of Open Interest Represented by Each Category of Trader 3.6 8.4 2.5 22.3 25.1 14.2 26.3 11.2 9.5 5.9 8.3 3.2 12.4 17.5 Number of Traders in Each Category Total Traders: 288 16 33 32 35 52 50 50 52 51 16 34 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 748,299 Positions 294,686 138,446 209,874 4,891 12,505 12,196 35,814 138,880 101,927 6,703 26,128 52,523 29,685 55,820 Changes from: December 9, 2014 Total Change is: 34,584 14,049 2,670 13,523 3,455 4,466 -1,502 827 -66 4,712 991 12,631 -475 -996 -1,376 Percent of Open Interest Represented by Each Category of Trader 39.4 18.5 28.0 0.7 1.7 1.6 4.8 18.6 13.6 0.9 3.5 7.0 4.0 7.5 Number of Traders in Each Category Total Traders: 101 23 19 37 . . . 16 22 30 . 8 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is16,825,104 Positions 1,857,778 1,129,111 3,832,828 261,293 733,434 592,020 1,585,096 1,176,776 6,234,803 363,102 496,839 1,280,757 817,427 1,348,537 Changes from: December 9, 2014 Total Change is:-2,863,463 -469,779 -411,752 -427,796 -176,649 -75,205 7,276 -67,273 -244,511 -1,478,382 -85,245 -83,879 -147,888 -17,727 -1,325 Percent of Open Interest Represented by Each Category of Trader 11.0 6.7 22.8 1.6 4.4 3.5 9.4 7.0 37.1 2.2 3.0 7.6 4.9 8.0 Number of Traders in Each Category Total Traders: 303 27 59 84 11 29 32 39 81 94 12 37 42 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 49,888 Positions 21,897 802 0 879 16,659 3,916 21,087 21,759 0 2,022 6,638 0 87 114 Changes from: December 9, 2014 Total Change is: -21,294 -15,159 -5,364 -7,819 65 3,573 -1,021 12,080 -188 -9,699 255 -724 0 4 -52 Percent of Open Interest Represented by Each Category of Trader 43.9 1.6 0.0 1.8 33.4 7.8 42.3 43.6 0.0 4.1 13.3 0.0 0.2 0.2 Number of Traders in Each Category Total Traders: 45 6 . 0 . 10 4 5 11 0 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 32,850 Positions 11,709 70 0 0 15,485 221 19,403 7,808 0 1,442 9,197 0 75 69 Changes from: December 9, 2014 Total Change is: -30,414 -28,497 -15,864 -3,213 0 51 0 11,628 66 -10,211 -112 -1,260 0 -9 17 Percent of Open Interest Represented by Each Category of Trader 35.6 0.2 0.0 0.0 47.1 0.7 59.1 23.8 0.0 4.4 28.0 0.0 0.2 0.2 Number of Traders in Each Category Total Traders: 47 7 . 0 0 16 . 5 7 0 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 88,000 Positions 15,407 54,681 792 9,240 0 96 26,515 29,083 1,750 18,551 385 49 15,600 1,163 Changes from: December 9, 2014 Total Change is: -6,910 -1,312 -2,636 -20 -330 0 -21 -4,285 -2,266 -2,036 345 266 -84 832 -114 Percent of Open Interest Represented by Each Category of Trader 17.5 62.1 0.9 10.5 0.0 0.1 30.1 33.0 2.0 21.1 0.4 0.1 17.7 1.3 Number of Traders in Each Category Total Traders: 155 8 . . 13 0 . 43 13 9 69 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 324,703 Positions 58,605 38,901 39,548 35,285 22,698 29,374 50,323 84,297 52,635 16,150 7,487 23,249 19,534 26,514 Changes from: December 9, 2014 Total Change is: -36,712 -6,387 -20,481 1,681 -19,125 -9,060 -11,325 886 8,323 2,765 2,779 661 -4,959 -3,027 -4,317 Percent of Open Interest Represented by Each Category of Trader 18.0 12.0 12.2 10.9 7.0 9.0 15.5 26.0 16.2 5.0 2.3 7.2 6.0 8.2 Number of Traders in Each Category Total Traders: 173 17 13 22 7 12 8 39 45 54 12 15 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 16, 2014 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 13,660 Positions 149 3,138 0 3,489 425 612 7,342 7,322 2,000 25 140 0 43 23 Changes from: December 9, 2014 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 1.1 23.0 0.0 25.5 3.1 4.5 53.7 53.6 14.6 0.2 1.0 0.0 0.3 0.2 Number of Traders in Each Category Total Traders: 20 . . 0 . . . 5 5 4 . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 19, 2014