Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 115,355
Positions
17,739 1,494 5,538 19,920 5,304 0 18,711 40,395 14,938 13,964 6,801 1,816 22,729 39,069
Changes from: December 16, 2014 Total Change is: -30,418
-11,522 -6,018 -3,554 -1,773 570 0 4,786 -2,605 -16,140 -2,488 -1,225 -24 298 -1,422
Percent of Open Interest Represented by Each Category of Trader
15.4 1.3 4.8 17.3 4.6 0.0 16.2 35.0 12.9 12.1 5.9 1.6 19.7 33.9
Number of Traders in Each Category Total Traders: 78
6 4 8 6 7 0 13 20 13 13 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 62,638
Positions
33,802 2,560 1,213 1,287 4,435 1,082 10,422 21,567 5,974 208 1,630 974 7,676 23,204
Changes from: December 16, 2014 Total Change is: 4,920
13,678 51 392 0 -60 0 -11,431 165 1,059 208 1,554 253 762 1,508
Percent of Open Interest Represented by Each Category of Trader
54.0 4.1 1.9 2.1 7.1 1.7 16.6 34.4 9.5 0.3 2.6 1.6 12.3 37.0
Number of Traders in Each Category Total Traders: 42
4 . . . 6 . 11 13 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 170,838
Positions
71,586 7,385 5,525 7,123 46,460 3,654 32,318 36,040 22,512 6,168 11,204 3,438 18,513 34,620
Changes from: December 16, 2014 Total Change is: 5,487
3,143 574 925 966 -670 -447 -2,999 698 1,017 2,075 -544 529 278 3,404
Percent of Open Interest Represented by Each Category of Trader
41.9 4.3 3.2 4.2 27.2 2.1 18.9 21.1 13.2 3.6 6.6 2.0 10.8 20.3
Number of Traders in Each Category Total Traders: 106
10 6 7 6 17 8 28 23 24 10 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 280,393
Positions
99,269 12,185 9,870 33,124 41,212 6,294 19,570 98,325 30,719 53,139 6,681 10,227 18,180 64,881
Changes from: December 16, 2014 Total Change is: -857
17,347 5,313 -2,515 -1,593 127 820 -13,883 -2,589 -823 -3,602 -5,575 2,426 967 1,959
Percent of Open Interest Represented by Each Category of Trader
35.4 4.3 3.5 11.8 14.7 2.2 7.0 35.1 11.0 19.0 2.4 3.6 6.5 23.1
Number of Traders in Each Category Total Traders: 138
9 5 7 13 19 10 14 49 24 13 15 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 470,894
Positions
188,520 10,782 24,400 39,493 84,656 13,907 25,491 148,602 58,854 68,598 26,690 13,727 37,904 89,277
Changes from: December 16, 2014 Total Change is: 22,514
18,546 1,337 5,487 5,008 -4,301 660 -9,271 14,660 1,600 -2,482 -1,050 4,803 -1,837 -681
Percent of Open Interest Represented by Each Category of Trader
40.0 2.3 5.2 8.4 18.0 3.0 5.4 31.6 12.5 14.6 5.7 2.9 8.0 19.0
Number of Traders in Each Category Total Traders: 233
19 11 11 17 29 21 23 64 41 30 39 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 142,986
Positions
66,387 1,110 5,886 2,397 15,033 1,726 30,615 57,964 11,457 4,924 8,314 2,299 17,296 39,197
Changes from: December 16, 2014 Total Change is: 4,628
3,936 216 190 -30 64 248 -1,386 2,978 993 -199 -763 447 427 253
Percent of Open Interest Represented by Each Category of Trader
46.4 0.8 4.1 1.7 10.5 1.2 21.4 40.5 8.0 3.4 5.8 1.6 12.1 27.4
Number of Traders in Each Category Total Traders: 93
11 . 7 . 10 5 18 34 15 6 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 51,637
Positions
33,171 31,826 6,495 100 3,994 0 5,737 3,662 1,236 1,295 334 3,248 355 842
Changes from: December 16, 2014 Total Change is: 1,665
1,181 1,118 -992 0 14 0 1,163 1,300 8 18 -550 550 -263 217
Percent of Open Interest Represented by Each Category of Trader
64.2 61.6 12.6 0.2 7.7 0.0 11.1 7.1 2.4 2.5 0.6 6.3 0.7 1.6
Number of Traders in Each Category Total Traders: 28
8 8 9 . . 0 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 131,569
Positions
53,414 39,758 310 56,497 3,623 0 14,967 72,614 991 2,066 7,151 12 3,312 7,110
Changes from: December 16, 2014 Total Change is: -6,830
-54 -8,768 58 1,195 137 0 -8,316 2,416 96 -83 -291 7 266 -486
Percent of Open Interest Represented by Each Category of Trader
40.6 30.2 0.2 42.9 2.8 0.0 11.4 55.2 0.8 1.6 5.4 0.0 2.5 5.4
Number of Traders in Each Category Total Traders: 113
4 10 . 4 4 0 18 55 6 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 65,182
Positions
5,811 54,486 3,411 0 113 282 1,464 1,564 827 49,295 539 3,365 727 595
Changes from: December 16, 2014 Total Change is: 1,412
-213 534 336 0 -154 154 324 -161 61 364 111 395 -9 136
Percent of Open Interest Represented by Each Category of Trader
8.9 83.6 5.2 0.0 0.2 0.4 2.2 2.4 1.3 75.6 0.8 5.2 1.1 0.9
Number of Traders in Each Category Total Traders: 23
5 4 . 0 . . . 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 19,295
Positions
6,445 0 0 943 828 0 8,361 10,309 370 1,136 2,712 0 2,040 5,076
Changes from: December 16, 2014 Total Change is: 848
1,238 0 0 -111 8 0 86 826 17 -51 -100 0 -331 97
Percent of Open Interest Represented by Each Category of Trader
33.4 0.0 0.0 4.9 4.3 0.0 43.3 53.4 1.9 5.9 14.1 0.0 10.6 26.3
Number of Traders in Each Category Total Traders: 61
8 0 0 . 4 0 11 23 . 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 55,225
Positions
18,385 34,646 495 5,262 1,893 268 19,653 6,923 908 1,119 3,974 430 8,706 5,690
Changes from: December 16, 2014 Total Change is: -48,443
-5,501 -20,627 -16,123 -828 -290 74 -9,347 1,463 -6,800 -1,334 1,333 -1,509 -7,074 -5,964
Percent of Open Interest Represented by Each Category of Trader
33.3 62.7 0.9 9.5 3.4 0.5 35.6 12.5 1.6 2.0 7.2 0.8 15.8 10.3
Number of Traders in Each Category Total Traders: 92
16 14 5 10 . 4 23 13 7 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 110,451
Positions
36,771 69,292 989 10,523 3,785 535 39,306 13,845 1,816 2,239 7,949 859 17,412 11,380
Changes from: December 16, 2014 Total Change is: -65,415
-9,420 -24,151 -20,333 104 -580 147 -18,695 -36 -10,548 -3,292 3,043 -2,394 -985 -10,563
Percent of Open Interest Represented by Each Category of Trader
33.3 62.7 0.9 9.5 3.4 0.5 35.6 12.5 1.6 2.0 7.2 0.8 15.8 10.3
Number of Traders in Each Category Total Traders: 92
16 14 5 10 . 4 23 13 7 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 852,627
Positions
36,870 221,092 17,632 331,717 117,828 43,710 102,831 139,372 160,455 36,568 53,367 29,685 93,161 69,486
Changes from: December 16, 2014 Total Change is: -254,433
2,132 -3,423 -66,524 20,593 -11,902 -27,440 -25,386 -4,727 -100,129 -6,506 4,938 -20,231 -30,943 -24,995
Percent of Open Interest Represented by Each Category of Trader
4.3 25.9 2.1 38.9 13.8 5.1 12.1 16.3 18.8 4.3 6.3 3.5 10.9 8.1
Number of Traders in Each Category Total Traders: 630
30 34 27 123 63 81 102 123 102 83 69 71
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 194,331
Positions
4,914 60,559 2,720 59,814 24,200 3,811 10,027 6,078 49,130 7,387 12,242 12,823 43,705 22,768
Changes from: December 16, 2014 Total Change is: -81,557
-10,349 -13,802 -11,842 -7,589 -1,581 -743 -4,580 -17,497 -22,673 -3,529 2,264 -5,573 -14,679 -10,110
Percent of Open Interest Represented by Each Category of Trader
2.5 31.2 1.4 30.8 12.5 2.0 5.2 3.1 25.3 3.8 6.3 6.6 22.5 11.7
Number of Traders in Each Category Total Traders: 97
4 12 6 17 7 8 17 16 31 10 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,291,481
Positions
189,126 832,016 45,211 1,374,536 483,160 184,474 512,995 715,450 507,644 146,008 205,729 84,207 247,280 233,590
Changes from: December 16, 2014 Total Change is: -864,379
22,807 12,298 -233,811 79,177 -113,342 -71,751 -146,912 20,965 -344,396 -17,340 10,912 -70,828 -81,324 -74,426
Percent of Open Interest Represented by Each Category of Trader
5.7 25.3 1.4 41.8 14.7 5.6 15.6 21.7 15.4 4.4 6.3 2.6 7.5 7.1
Number of Traders in Each Category Total Traders: 600
32 32 23 119 60 76 104 115 96 77 61 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 80,654
Positions
4,888 15,428 60 41,114 45,515 2,989 19,676 11,702 961 953 265 0 10,013 3,734
Changes from: December 16, 2014 Total Change is: -30,772
-5,540 -14,761 -10,244 -1,991 -6,707 171 358 1,650 -517 485 -457 0 -13,494 93
Percent of Open Interest Represented by Each Category of Trader
6.1 19.1 0.1 51.0 56.4 3.7 24.4 14.5 1.2 1.2 0.3 0.0 12.4 4.6
Number of Traders in Each Category Total Traders: 84
4 8 . 33 11 16 14 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 70,377
Positions
2,829 41,161 493 34,569 5,670 706 19,142 14,403 2,666 2,329 1,596 588 7,054 3,093
Changes from: December 16, 2014 Total Change is: -44,982
-1,675 -7,098 -18,585 56 -761 -8,948 -6,816 -640 -6,222 -902 -1,334 -1,750 -140 357
Percent of Open Interest Represented by Each Category of Trader
4.0 58.5 0.7 49.1 8.1 1.0 27.2 20.5 3.8 3.3 2.3 0.8 10.0 4.4
Number of Traders in Each Category Total Traders: 210
16 19 8 33 14 9 57 38 19 18 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 351,884
Positions
14,143 205,805 2,467 172,843 28,351 3,531 95,712 72,016 13,329 11,647 7,978 2,941 35,270 15,466
Changes from: December 16, 2014 Total Change is: -126,456
-6,274 -10,055 -47,220 4,768 -3,804 -37,888 -28,363 4,848 -27,265 -4,643 -5,838 -4,581 25,010 5,347
Percent of Open Interest Represented by Each Category of Trader
4.0 58.5 0.7 49.1 8.1 1.0 27.2 20.5 3.8 3.3 2.3 0.8 10.0 4.4
Number of Traders in Each Category Total Traders: 210
16 19 8 33 14 9 57 38 19 18 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 342,962
Positions
88,232 53,393 8,882 117,989 136,933 19,547 73,773 92,693 6,001 8,634 9,102 686 19,220 15,726
Changes from: December 16, 2014 Total Change is: -63,231
-15,043 -8,189 -19,153 2,651 -6,883 -17,478 -8,449 -3,694 -8,199 -251 -59 -1,554 4,246 1,979
Percent of Open Interest Represented by Each Category of Trader
25.7 15.6 2.6 34.4 39.9 5.7 21.5 27.0 1.7 2.5 2.7 0.2 5.6 4.6
Number of Traders in Each Category Total Traders: 260
15 14 5 50 43 23 46 56 14 16 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 60,998
Positions
3,543 27,624 161 30,266 0 39 11,519 17,481 398 4,269 9,437 0 10,803 5,858
Changes from: December 16, 2014 Total Change is: 524
409 -211 0 -25 0 -4 955 437 25 -1,032 212 0 196 65
Percent of Open Interest Represented by Each Category of Trader
5.8 45.3 0.3 49.6 0.0 0.1 18.9 28.7 0.7 7.0 15.5 0.0 17.7 9.6
Number of Traders in Each Category Total Traders: 62
4 7 . 18 0 . 13 13 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 99,900
Positions
29,298 4,528 479 15,021 4,971 327 40,052 4,042 509 5,403 264 0 8,811 84,780
Changes from: December 16, 2014 Total Change is: 1,399
1,981 -2,501 12 -2,807 1,706 -159 4,634 544 -480 771 264 0 -2,553 2,013
Percent of Open Interest Represented by Each Category of Trader
29.3 4.5 0.5 15.0 5.0 0.3 40.1 4.0 0.5 5.4 0.3 0.0 8.8 84.9
Number of Traders in Each Category Total Traders: 82
16 7 4 9 . . 31 7 5 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 127,840
Positions
7,889 72,202 266 78,289 29,755 6,326 23,924 10,000 3,378 1,246 1,308 0 6,522 4,605
Changes from: December 16, 2014 Total Change is: -17,794
-2,232 -8,317 -7,446 5,310 -5,135 339 -9,228 5,264 -1,626 -210 137 -190 -2,511 -820
Percent of Open Interest Represented by Each Category of Trader
6.2 56.5 0.2 61.2 23.3 4.9 18.7 7.8 2.6 1.0 1.0 0.0 5.1 3.6
Number of Traders in Each Category Total Traders: 105
6 14 . 40 20 17 12 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 327,974
Positions
46,973 153,501 5,302 135,245 68,189 32,691 70,396 46,687 5,948 15,786 9,230 996 14,637 5,430
Changes from: December 16, 2014 Total Change is: -85,858
-35,594 -44,342 -24,360 22,903 -3,291 -10,783 -17,152 11,166 -6,632 -1,669 -2,349 -642 -11,929 -4,625
Percent of Open Interest Represented by Each Category of Trader
14.3 46.8 1.6 41.2 20.8 10.0 21.5 14.2 1.8 4.8 2.8 0.3 4.5 1.7
Number of Traders in Each Category Total Traders: 215
19 23 7 58 31 30 29 23 10 24 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 989,513
Positions
19,416 106,481 22,393 446,924 172,129 132,173 81,507 256,860 84,487 19,881 34,700 12,066 170,667 168,224
Changes from: December 16, 2014 Total Change is: -44,572
-134 11,264 -1,295 3,586 -1,891 6,758 -12,804 -22,001 -16,278 -2,727 -4,574 -7,511 -14,168 -9,045
Percent of Open Interest Represented by Each Category of Trader
2.0 10.8 2.3 45.2 17.4 13.4 8.2 26.0 8.5 2.0 3.5 1.2 17.2 17.0
Number of Traders in Each Category Total Traders: 175
7 15 12 38 32 42 36 26 40 10 11 8
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Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 528,852
Positions
25,573 77,881 1,087 265,100 37,588 76,456 24,568 205,977 12,762 5,550 24,184 59 117,696 92,857
Changes from: December 16, 2014 Total Change is: -9,847
2,731 91 790 -1,429 587 -7,722 -3,675 -3,556 -105 0 4,040 -800 363 -3,172
Percent of Open Interest Represented by Each Category of Trader
4.8 14.7 0.2 50.1 7.1 14.5 4.6 38.9 2.4 1.0 4.6 0.0 22.3 17.6
Number of Traders in Each Category Total Traders: 97
. 8 . 41 11 27 9 18 14 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,312,234
Positions
68,913 107,948 18,490 272,795 452,405 108,009 587,503 166,248 54,829 92,197 236,216 17,995 91,503 150,094
Changes from: December 16, 2014 Total Change is: -23,925
-5,630 -3,525 5,371 4,819 -11,707 15,143 -40,833 -22,898 -3,193 7,843 508 412 -7,857 -4,035
Percent of Open Interest Represented by Each Category of Trader
5.3 8.2 1.4 20.8 34.5 8.2 44.8 12.7 4.2 7.0 18.0 1.4 7.0 11.4
Number of Traders in Each Category Total Traders: 253
16 24 13 38 46 40 44 30 37 18 37 15
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Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,234,153
Positions
156,262 92,987 190,676 888,855 871,475 402,334 472,036 554,079 381,380 329,799 172,490 117,146 295,667 451,589
Changes from: December 16, 2014 Total Change is: -165,947
30,454 -17,212 -14,682 -102,947 2,455 -20,192 4,818 -67,177 -29,610 5,865 3,645 -21,662 -17,991 -1,513
Percent of Open Interest Represented by Each Category of Trader
4.8 2.9 5.9 27.5 26.9 12.4 14.6 17.1 11.8 10.2 5.3 3.6 9.1 14.0
Number of Traders in Each Category Total Traders: 363
23 25 38 37 84 71 45 72 79 30 47 32
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Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,104,086
Positions
89,530 163,786 52,108 440,765 579,949 284,740 553,771 231,281 199,288 178,624 181,560 54,834 250,427 356,539
Changes from: December 16, 2014 Total Change is: 39,456
14,471 -8,815 -515 -19,110 61,107 -8,652 9,793 -325 2,293 56,570 10,398 -10,627 -4,766 -5,408
Percent of Open Interest Represented by Each Category of Trader
4.3 7.8 2.5 20.9 27.6 13.5 26.3 11.0 9.5 8.5 8.6 2.6 11.9 16.9
Number of Traders in Each Category Total Traders: 277
17 25 23 35 50 52 54 45 49 15 36 13
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Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 743,848
Positions
277,497 142,590 226,416 6,064 10,435 12,509 37,366 126,869 95,174 7,443 20,976 59,165 22,215 49,714
Changes from: December 16, 2014 Total Change is: -4,451
-17,190 4,144 16,542 1,173 -2,070 313 1,552 -12,011 -6,753 740 -5,152 6,642 -7,470 -6,106
Percent of Open Interest Represented by Each Category of Trader
37.3 19.2 30.4 0.8 1.4 1.7 5.0 17.1 12.8 1.0 2.8 8.0 3.0 6.7
Number of Traders in Each Category Total Traders: 104
21 21 38 . . . 16 25 26 . 6 8
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Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is17,402,320
Positions
1,890,606 1,285,126 3,814,687 248,397 868,535 699,580 1,620,666 1,045,868 6,312,769 434,848 463,737 1,585,828 794,938 1,326,189
Changes from: December 16, 2014 Total Change is: 577,216
32,828 156,015 -18,141 -12,896 135,102 107,561 35,571 -130,908 77,966 71,746 -33,102 305,072 -22,489 -22,348
Percent of Open Interest Represented by Each Category of Trader
10.9 7.4 21.9 1.4 5.0 4.0 9.3 6.0 36.3 2.5 2.7 9.1 4.6 7.6
Number of Traders in Each Category Total Traders: 301
28 59 83 11 26 31 46 72 96 15 34 38
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Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 50,824
Positions
23,180 912 0 954 17,200 3,865 20,660 21,818 0 2,034 6,908 0 131 121
Changes from: December 16, 2014 Total Change is: 936
1,283 110 0 75 541 -51 -427 59 0 12 270 0 44 7
Percent of Open Interest Represented by Each Category of Trader
45.6 1.8 0.0 1.9 33.8 7.6 40.7 42.9 0.0 4.0 13.6 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 45
5 . 0 . 9 . 5 11 0 . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 32,488
Positions
12,266 425 16 0 15,542 221 19,390 7,097 0 459 9,128 0 136 59
Changes from: December 16, 2014 Total Change is: -362
557 355 16 0 57 0 -13 -711 0 -983 -69 0 61 -10
Percent of Open Interest Represented by Each Category of Trader
37.8 1.3 0.0 0.0 47.8 0.7 59.7 21.8 0.0 1.4 28.1 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 48
6 . . 0 16 . 6 6 0 . 10 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 95,088
Positions
16,640 56,231 511 9,835 0 94 30,422 34,550 2,149 20,676 282 58 14,703 1,213
Changes from: December 16, 2014 Total Change is: 7,088
1,233 1,550 -281 595 0 -2 3,907 5,468 399 2,125 -104 9 -897 50
Percent of Open Interest Represented by Each Category of Trader
17.5 59.1 0.5 10.3 0.0 0.1 32.0 36.3 2.3 21.7 0.3 0.1 15.5 1.3
Number of Traders in Each Category Total Traders: 168
7 . . 15 0 . 47 15 9 76 5 4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 325,276
Positions
63,255 70,451 27,283 9,626 23,022 48,048 71,175 52,674 45,263 18,184 6,708 17,903 24,539 33,924
Changes from: December 16, 2014 Total Change is: 573
4,650 31,550 -12,265 -25,659 324 18,674 20,852 -31,623 -7,372 2,034 -779 -5,346 5,005 7,410
Percent of Open Interest Represented by Each Category of Trader
19.4 21.7 8.4 3.0 7.1 14.8 21.9 16.2 13.9 5.6 2.1 5.5 7.5 10.4
Number of Traders in Each Category Total Traders: 158
14 16 20 6 15 12 30 43 47 9 16 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 23, 2014
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 9,462
Positions
111 2,900 0 2,594 425 487 4,951 5,135 350 900 157 0 69 8
Changes from: December 16, 2014 Total Change is: -4,198
-38 -238 0 -895 0 -125 -2,391 -2,187 -1,650 875 17 0 26 -15
Percent of Open Interest Represented by Each Category of Trader
1.2 30.6 0.0 27.4 4.5 5.1 52.3 54.3 3.7 9.5 1.7 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 21
. . 0 . . . 8 4 . . . 0
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Updated December 30, 2014