Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 103,775
Positions
19,879 1,751 608 22,562 5,347 5 19,410 43,201 7,573 13,084 7,633 28 20,626 37,629
Changes from: December 30, 2014 Total Change is: 6,467
2,475 420 308 2,704 56 0 925 2,682 -67 -1,187 682 -1 1,310 2,387
Percent of Open Interest Represented by Each Category of Trader
19.2 1.7 0.6 21.7 5.2 0.0 18.7 41.6 7.3 12.6 7.4 0.0 19.9 36.3
Number of Traders in Each Category Total Traders: 81
7 4 . 7 7 . 18 17 9 11 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 64,427
Positions
46,759 2,434 0 1,409 4,682 1,082 7,745 28,910 238 0 1,751 428 6,766 24,902
Changes from: December 30, 2014 Total Change is: 6,476
9,178 -70 0 0 253 0 -3,315 4,789 -239 0 22 428 424 1,293
Percent of Open Interest Represented by Each Category of Trader
72.6 3.8 0.0 2.2 7.3 1.7 12.0 44.9 0.4 0.0 2.7 0.7 10.5 38.7
Number of Traders in Each Category Total Traders: 48
4 . 0 . 6 . 9 20 . 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 161,876
Positions
81,932 6,540 148 6,632 52,926 3,851 42,547 43,388 5,195 4,877 13,507 543 16,151 35,778
Changes from: December 30, 2014 Total Change is: 18,216
10,771 404 91 -2,352 6,911 763 10,317 6,484 -1,183 -887 1,930 279 417 2,537
Percent of Open Interest Represented by Each Category of Trader
50.6 4.0 0.1 4.1 32.7 2.4 26.3 26.8 3.2 3.0 8.3 0.3 10.0 22.1
Number of Traders in Each Category Total Traders: 104
11 5 4 5 18 7 25 28 11 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 228,954
Positions
94,241 12,046 56 31,676 43,899 3,384 19,468 100,586 4,470 56,740 4,960 473 18,446 59,080
Changes from: December 30, 2014 Total Change is: 2,325
-399 2,751 47 -1,265 1,409 -28 1,776 -3,028 -452 1,423 -148 -582 1,805 2,356
Percent of Open Interest Represented by Each Category of Trader
41.2 5.3 0.0 13.8 19.2 1.5 8.5 43.9 2.0 24.8 2.2 0.2 8.1 25.8
Number of Traders in Each Category Total Traders: 124
9 6 . 9 17 6 19 41 12 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 406,624
Positions
218,154 13,695 2,197 39,927 89,350 12,030 26,680 162,045 5,251 69,874 33,990 1,286 31,225 86,780
Changes from: December 30, 2014 Total Change is: 20,329
20,016 1,893 412 -984 2,021 186 2,318 6,228 -2,685 233 5,391 60 773 6,823
Percent of Open Interest Represented by Each Category of Trader
53.7 3.4 0.5 9.8 22.0 3.0 6.6 39.9 1.3 17.2 8.4 0.3 7.7 21.3
Number of Traders in Each Category Total Traders: 232
19 13 5 17 32 18 26 68 13 18 38 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 122,205
Positions
75,867 625 8 2,213 15,239 928 18,531 55,127 784 8,009 10,112 25 15,840 39,357
Changes from: December 30, 2014 Total Change is: 1,889
9,061 -752 1 -7 285 7 -9,228 422 129 1,526 353 0 400 1,444
Percent of Open Interest Represented by Each Category of Trader
62.1 0.5 0.0 1.8 12.5 0.8 15.2 45.1 0.6 6.6 8.3 0.0 13.0 32.2
Number of Traders in Each Category Total Traders: 91
11 . . . 9 . 17 33 7 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,845
Positions
33,274 31,928 6,487 100 3,995 0 5,685 3,675 1,329 1,277 334 3,248 445 849
Changes from: December 30, 2014 Total Change is: 66
0 69 0 0 0 0 8 -78 7 0 0 0 51 68
Percent of Open Interest Represented by Each Category of Trader
64.2 61.6 12.5 0.2 7.7 0.0 11.0 7.1 2.6 2.5 0.6 6.3 0.9 1.6
Number of Traders in Each Category Total Traders: 28
9 7 8 . . 0 . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 131,121
Positions
53,425 37,717 35 56,152 3,341 0 16,185 72,870 377 1,987 9,442 0 2,960 7,339
Changes from: December 30, 2014 Total Change is: 1,654
121 -1,864 0 -244 -260 0 2,659 1,404 -13 -88 2,231 0 -781 156
Percent of Open Interest Represented by Each Category of Trader
40.7 28.8 0.0 42.8 2.5 0.0 12.3 55.6 0.3 1.5 7.2 0.0 2.3 5.6
Number of Traders in Each Category Total Traders: 111
4 9 . 4 4 0 21 53 4 9 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,376
Positions
3,465 4,651 2,976 0 92 303 1,768 496 915 527 434 2,746 676 763
Changes from: December 30, 2014 Total Change is: -32,445
-2,346 -29,730 -436 0 -21 21 -157 -1,077 -438 -28,461 -105 -619 -9 -40
Percent of Open Interest Represented by Each Category of Trader
25.9 34.8 22.2 0.0 0.7 2.3 13.2 3.7 6.8 3.9 3.2 20.5 5.1 5.7
Number of Traders in Each Category Total Traders: 21
. 5 . 0 . . 5 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 19,437
Positions
5,947 0 0 1,017 825 0 9,043 9,412 472 537 3,351 0 2,421 5,377
Changes from: December 30, 2014 Total Change is: 1,366
-391 0 0 71 -3 0 1,873 493 145 22 380 0 -354 351
Percent of Open Interest Represented by Each Category of Trader
30.6 0.0 0.0 5.2 4.2 0.0 46.5 48.4 2.4 2.8 17.2 0.0 12.5 27.7
Number of Traders in Each Category Total Traders: 67
8 0 0 . 4 0 18 21 6 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 56,308
Positions
19,084 39,194 184 4,727 2,062 315 22,423 5,217 166 1,053 3,625 56 8,302 5,491
Changes from: December 30, 2014 Total Change is: -646
698 1,943 -66 -436 173 3 -416 -2,243 165 -91 -299 -6 -497 -316
Percent of Open Interest Represented by Each Category of Trader
33.9 69.6 0.3 8.4 3.7 0.6 39.8 9.3 0.3 1.9 6.4 0.1 14.7 9.8
Number of Traders in Each Category Total Traders: 97
16 15 . 9 . 4 28 12 . . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 112,615
Positions
38,168 78,388 367 9,453 4,123 629 44,846 10,434 331 2,106 7,250 111 16,604 10,982
Changes from: December 30, 2014 Total Change is: -1,292
1,396 3,885 -132 -871 346 5 -832 -4,486 330 -182 -597 -12 -994 -631
Percent of Open Interest Represented by Each Category of Trader
33.9 69.6 0.3 8.4 3.7 0.6 39.8 9.3 0.3 1.9 6.4 0.1 14.7 9.8
Number of Traders in Each Category Total Traders: 97
16 15 . 9 . 4 28 12 . . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 675,726
Positions
34,697 223,287 8,400 319,680 118,013 46,822 109,828 133,461 31,834 31,890 53,111 2,511 90,063 58,286
Changes from: December 30, 2014 Total Change is: -2,202
-1,517 -3,082 -135 -13,294 3,992 7,866 3,516 -8,908 5,522 -3,957 997 -2,205 2,002 -6,249
Percent of Open Interest Represented by Each Category of Trader
5.1 33.0 1.2 47.3 17.5 6.9 16.3 19.8 4.7 4.7 7.9 0.4 13.3 8.6
Number of Traders in Each Category Total Traders: 568
33 37 18 122 60 72 102 107 77 52 54 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 125,814
Positions
5,906 57,277 1,049 57,570 24,499 2,529 8,331 10,930 1,090 7,481 11,693 1,045 40,813 15,702
Changes from: December 30, 2014 Total Change is: -2,077
1,924 -2,999 0 -2,232 989 164 517 4,986 -170 96 -198 -2,330 -46 -2,519
Percent of Open Interest Represented by Each Category of Trader
4.7 45.5 0.8 45.8 19.5 2.0 6.6 8.7 0.9 5.9 9.3 0.8 32.4 12.5
Number of Traders in Each Category Total Traders: 74
4 9 . 17 6 7 14 13 4 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,749,558
Positions
169,837 855,931 10,876 1,324,782 481,802 207,235 581,047 686,216 80,155 122,044 207,091 7,330 246,252 212,922
Changes from: December 30, 2014 Total Change is: -624
-16,398 392 -1,478 -53,874 16,455 37,071 42,602 -41,865 854 -20,287 5,953 644 10,242 -18,650
Percent of Open Interest Represented by Each Category of Trader
6.2 31.1 0.4 48.2 17.5 7.5 21.1 25.0 2.9 4.4 7.5 0.3 9.0 7.7
Number of Traders in Each Category Total Traders: 555
34 35 14 118 58 68 101 107 69 49 53 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 82,546
Positions
6,258 14,040 107 39,903 50,235 2,718 20,602 9,244 1,501 770 265 0 10,687 4,436
Changes from: December 30, 2014 Total Change is: 804
1,831 -3,721 84 -1,683 4,637 565 -444 -2,054 383 -186 -220 0 254 1,130
Percent of Open Interest Represented by Each Category of Trader
7.6 17.0 0.1 48.3 60.9 3.3 25.0 11.2 1.8 0.9 0.3 0.0 12.9 5.4
Number of Traders in Each Category Total Traders: 86
6 7 . 30 12 16 17 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 67,205
Positions
3,270 40,888 62 33,086 5,797 870 19,110 13,111 1,334 3,006 1,967 56 6,410 3,119
Changes from: December 30, 2014 Total Change is: 265
-98 -26 -77 -127 229 125 619 -553 186 485 291 14 -861 76
Percent of Open Interest Represented by Each Category of Trader
4.9 60.8 0.1 49.2 8.6 1.3 28.4 19.5 2.0 4.5 2.9 0.1 9.5 4.6
Number of Traders in Each Category Total Traders: 220
18 19 4 34 16 9 63 38 17 14 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 336,023
Positions
16,350 204,438 312 165,429 28,984 4,352 95,550 65,556 6,669 15,030 9,833 282 32,049 15,597
Changes from: December 30, 2014 Total Change is: 1,326
-491 -131 -385 -634 1,146 626 3,093 -2,764 932 2,423 1,453 68 -4,306 381
Percent of Open Interest Represented by Each Category of Trader
4.9 60.8 0.1 49.2 8.6 1.3 28.4 19.5 2.0 4.5 2.9 0.1 9.5 4.6
Number of Traders in Each Category Total Traders: 220
18 19 4 34 16 9 63 38 17 14 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 345,028
Positions
93,980 49,830 7,702 115,416 142,094 19,528 71,358 91,417 8,063 8,224 10,942 0 20,757 15,452
Changes from: December 30, 2014 Total Change is: 2,263
11,022 -7,577 -1,224 -3,358 6,242 607 -7,350 -576 2,068 -134 2,446 0 632 277
Percent of Open Interest Represented by Each Category of Trader
27.2 14.4 2.2 33.5 41.2 5.7 20.7 26.5 2.3 2.4 3.2 0.0 6.0 4.5
Number of Traders in Each Category Total Traders: 266
18 14 . 48 42 25 50 58 14 14 22 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 57,543
Positions
3,405 24,052 161 31,133 0 47 6,020 18,280 106 4,568 8,621 0 12,103 6,276
Changes from: December 30, 2014 Total Change is: -4,064
69 -1,582 0 74 0 5 -4,955 -1,113 -367 705 -839 0 405 -168
Percent of Open Interest Represented by Each Category of Trader
5.9 41.8 0.3 54.1 0.0 0.1 10.5 31.8 0.2 7.9 15.0 0.0 21.0 10.9
Number of Traders in Each Category Total Traders: 60
5 6 . 20 0 . 14 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 104,980
Positions
26,409 4,766 242 13,933 5,313 402 43,963 5,465 1,121 5,212 573 0 13,698 87,098
Changes from: December 30, 2014 Total Change is: 1,040
-1,598 -24 40 -565 342 6 459 1,504 375 -603 164 -67 2,993 -1,300
Percent of Open Interest Represented by Each Category of Trader
25.2 4.5 0.2 13.3 5.1 0.4 41.9 5.2 1.1 5.0 0.5 0.0 13.0 83.0
Number of Traders in Each Category Total Traders: 83
16 7 . 9 4 . 31 9 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 134,530
Positions
7,726 72,005 237 80,722 40,275 6,309 28,413 6,384 3,289 1,246 1,308 0 6,588 4,723
Changes from: December 30, 2014 Total Change is: 5,360
124 -2,043 13 912 10,219 -6 4,155 -2,822 -57 0 39 0 219 17
Percent of Open Interest Represented by Each Category of Trader
5.7 53.5 0.2 60.0 29.9 4.7 21.1 4.7 2.4 0.9 1.0 0.0 4.9 3.5
Number of Traders in Each Category Total Traders: 106
7 12 . 38 20 18 18 4 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 335,766
Positions
47,999 159,434 5,588 137,110 71,112 32,382 75,202 45,841 5,275 17,718 10,595 481 14,011 5,058
Changes from: December 30, 2014 Total Change is: 3,008
3,274 3,980 172 -5,849 1,649 2,759 6,616 -7,826 -35 1,225 1,773 -272 -4,882 808
Percent of Open Interest Represented by Each Category of Trader
14.3 47.5 1.7 40.8 21.2 9.6 22.4 13.7 1.6 5.3 3.2 0.1 4.2 1.5
Number of Traders in Each Category Total Traders: 218
21 21 8 56 30 33 33 21 9 26 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 883,840
Positions
24,847 85,879 7,108 448,527 177,266 120,189 62,077 274,389 19,871 22,347 34,659 4,267 174,607 160,212
Changes from: December 30, 2014 Total Change is: 6,429
5,001 -23,136 3,818 5,938 8,349 1,850 -26,535 9,491 2,318 6,380 -3,387 2,349 5,310 4,777
Percent of Open Interest Represented by Each Category of Trader
2.8 9.7 0.8 50.7 20.1 13.6 7.0 31.0 2.2 2.5 3.9 0.5 19.8 18.1
Number of Traders in Each Category Total Traders: 166
6 14 . 40 31 36 22 30 18 8 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 522,725
Positions
25,241 69,373 715 265,673 43,736 77,953 23,943 218,303 9,409 5,550 20,029 59 114,182 83,148
Changes from: December 30, 2014 Total Change is: -757
-156 -9,797 221 2,309 6,341 479 -137 11,695 -3,221 0 -2,435 0 -252 -4,040
Percent of Open Interest Represented by Each Category of Trader
4.8 13.3 0.1 50.8 8.4 14.9 4.6 41.8 1.8 1.1 3.8 0.0 21.8 15.9
Number of Traders in Each Category Total Traders: 97
. 7 . 40 13 28 9 19 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,246,072
Positions
72,576 112,480 3,876 280,626 445,939 88,909 587,137 186,643 20,941 92,338 229,940 5,589 94,080 151,755
Changes from: December 30, 2014 Total Change is: 2,832
-2,201 2,879 -4,115 2,279 3,056 3,801 6,938 4,082 1,150 -8,390 -8,373 -807 4,177 1,159
Percent of Open Interest Represented by Each Category of Trader
5.8 9.0 0.3 22.5 35.8 7.1 47.1 15.0 1.7 7.4 18.5 0.4 7.6 12.2
Number of Traders in Each Category Total Traders: 257
12 29 . 40 44 40 41 35 23 19 37 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,671,228
Positions
146,175 136,724 16,827 857,964 783,928 361,260 524,818 640,752 93,482 333,249 180,006 37,454 299,999 420,795
Changes from: December 30, 2014 Total Change is: 64,387
13,111 27,497 -1,761 -9,100 -38,209 22,259 9,802 29,510 24,428 -14,449 7,087 1,971 18,126 -8,395
Percent of Open Interest Represented by Each Category of Trader
5.5 5.1 0.6 32.1 29.3 13.5 19.6 24.0 3.5 12.5 6.7 1.4 11.2 15.8
Number of Traders in Each Category Total Traders: 355
21 26 6 35 85 65 47 69 42 24 48 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,815,981
Positions
75,442 185,519 8,065 457,736 474,988 274,257 487,683 259,002 42,042 187,806 184,899 19,424 263,526 367,785
Changes from: December 30, 2014 Total Change is: -17,663
-3,663 20,823 -9,961 12,211 -62,953 16,266 -60,044 16,204 5,472 -737 7,454 -7,980 30,773 -2,988
Percent of Open Interest Represented by Each Category of Trader
4.2 10.2 0.4 25.2 26.2 15.1 26.9 14.3 2.3 10.3 10.2 1.1 14.5 20.3
Number of Traders in Each Category Total Traders: 276
9 30 4 41 44 43 41 58 29 15 38 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 683,792
Positions
265,761 137,095 209,217 6,886 5,158 11,740 16,123 104,132 89,677 7,235 21,576 52,143 25,010 53,054
Changes from: December 30, 2014 Total Change is: -65,712
-20,964 -17,310 -14,116 822 -5,032 -404 -21,984 -20,934 -5,824 1,007 621 -6,906 2,657 4,193
Percent of Open Interest Represented by Each Category of Trader
38.9 20.0 30.6 1.0 0.8 1.7 2.4 15.2 13.1 1.1 3.2 7.6 3.7 7.8
Number of Traders in Each Category Total Traders: 95
17 23 36 . . . 10 24 24 . 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is10,578,705
Positions
1,844,753 1,329,911 2,678,097 172,814 780,339 491,720 1,683,980 1,123,522 1,988,960 501,269 509,724 403,873 813,239 1,272,559
Changes from: December 30, 2014 Total Change is: 239,680
-47,026 45,164 119,703 -43,272 16,519 -57,479 105,323 4,754 76,289 30,782 -1,253 12,680 42,680 23,303
Percent of Open Interest Represented by Each Category of Trader
17.4 12.6 25.3 1.6 7.4 4.6 15.9 10.6 18.8 4.7 4.8 3.8 7.7 12.0
Number of Traders in Each Category Total Traders: 282
27 57 75 8 24 25 35 73 80 11 33 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,865
Positions
22,331 882 20 922 17,351 3,865 23,127 22,516 0 1,507 7,072 0 93 159
Changes from: December 30, 2014 Total Change is: 620
-1,623 80 20 -46 29 0 2,646 318 0 -322 150 0 -55 23
Percent of Open Interest Represented by Each Category of Trader
43.1 1.7 0.0 1.8 33.5 7.5 44.6 43.4 0.0 2.9 13.6 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 47
5 . . . 9 . 4 12 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,547
Positions
16,237 164 0 0 15,368 221 16,603 8,386 163 150 9,128 43 130 74
Changes from: December 30, 2014 Total Change is: 1,062
2,752 104 -56 0 -328 0 -1,429 1,257 27 -279 0 43 4 15
Percent of Open Interest Represented by Each Category of Trader
48.4 0.5 0.0 0.0 45.8 0.7 49.5 25.0 0.5 0.4 27.2 0.1 0.4 0.2
Number of Traders in Each Category Total Traders: 48
6 . 0 0 15 . . 10 . . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 126,083
Positions
17,810 79,588 621 12,554 0 21 41,559 42,542 864 35,279 448 131 17,244 1,868
Changes from: December 30, 2014 Total Change is: 19,545
486 23,837 49 2,717 0 -73 9,262 -4,956 -72 5,894 274 81 1,201 405
Percent of Open Interest Represented by Each Category of Trader
14.1 63.1 0.5 10.0 0.0 0.0 33.0 33.7 0.7 28.0 0.4 0.1 13.7 1.5
Number of Traders in Each Category Total Traders: 200
7 . . 16 0 . 48 16 5 104 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 285,927
Positions
52,617 57,555 26,230 25,948 22,437 33,072 57,343 59,133 40,045 15,635 5,372 15,250 19,787 26,833
Changes from: December 30, 2014 Total Change is: -22,391
-13,589 -12,602 390 9,404 -1,651 -12,013 -5,437 6,977 -2,297 -596 16 23 1,724 -1,234
Percent of Open Interest Represented by Each Category of Trader
18.4 20.1 9.2 9.1 7.8 11.6 20.1 20.7 14.0 5.5 1.9 5.3 6.9 9.4
Number of Traders in Each Category Total Traders: 155
13 14 21 7 15 10 40 36 48 9 11 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 10,784
Positions
96 2,900 0 3,043 175 727 5,982 5,977 405 428 585 0 103 15
Changes from: December 30, 2014 Total Change is: 738
-15 0 0 -225 -57 26 936 446 0 1 317 0 15 6
Percent of Open Interest Represented by Each Category of Trader
0.9 26.9 0.0 28.2 1.6 6.7 55.5 55.4 3.8 4.0 5.4 0.0 1.0 0.1
Number of Traders in Each Category Total Traders: 22
. . 0 . . . 6 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 9, 2015