Traders in Financial Futures - Futures Only Positions as of January 13, 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 105,003
Positions
22,920 1,625 774 23,874 5,415 15 15,733 42,805 7,947 11,987 8,193 234 21,519 37,995
Changes from: January 6, 2015 Total Change is: 1,228
3,041 -126 166 1,312 68 10 -3,677 -396 374 -1,097 560 206 893 366
Percent of Open Interest Represented by Each Category of Trader
21.8 1.5 0.7 22.7 5.2 0.0 15.0 40.8 7.6 11.4 7.8 0.2 20.5 36.2
Number of Traders in Each Category Total Traders: 81
9 . . 7 8 . 18 20 8 8 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 66,272
Positions
49,575 2,554 0 1,389 4,705 1,082 6,561 30,172 374 600 1,347 427 6,264 25,611
Changes from: January 6, 2015 Total Change is: 1,845
2,816 120 0 -20 23 0 -1,184 1,262 136 600 -404 -1 -502 709
Percent of Open Interest Represented by Each Category of Trader
74.8 3.9 0.0 2.1 7.1 1.6 9.9 45.5 0.6 0.9 2.0 0.6 9.5 38.6
Number of Traders in Each Category Total Traders: 47
4 . 0 . 6 . 7 21 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 178,563
Positions
97,843 8,283 1,084 5,488 52,722 3,636 45,756 61,081 3,469 5,056 11,370 366 15,865 36,552
Changes from: January 6, 2015 Total Change is: 16,687
15,911 1,743 936 -1,144 -204 -215 3,209 17,693 -1,726 179 -2,137 -177 -286 774
Percent of Open Interest Represented by Each Category of Trader
54.8 4.6 0.6 3.1 29.5 2.0 25.6 34.2 1.9 2.8 6.4 0.2 8.9 20.5
Number of Traders in Each Category Total Traders: 103
11 5 4 4 18 8 27 27 15 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 231,223
Positions
105,877 12,208 2 30,378 43,108 4,361 12,467 101,827 3,948 53,141 5,250 2,660 18,389 57,859
Changes from: January 6, 2015 Total Change is: 2,269
11,636 162 -54 -1,298 -791 977 -7,001 1,241 -522 -3,599 290 2,187 -57 -1,221
Percent of Open Interest Represented by Each Category of Trader
45.8 5.3 0.0 13.1 18.6 1.9 5.4 44.0 1.7 23.0 2.3 1.2 8.0 25.0
Number of Traders in Each Category Total Traders: 128
10 4 . 9 19 8 15 51 10 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 422,426
Positions
227,040 12,119 2,525 38,780 91,675 13,127 30,839 167,542 5,403 71,213 39,162 976 32,523 89,897
Changes from: January 6, 2015 Total Change is: 15,802
8,886 -1,576 328 -1,147 2,325 1,097 4,159 5,497 152 1,339 5,172 -310 1,298 3,117
Percent of Open Interest Represented by Each Category of Trader
53.7 2.9 0.6 9.2 21.7 3.1 7.3 39.7 1.3 16.9 9.3 0.2 7.7 21.3
Number of Traders in Each Category Total Traders: 230
19 11 7 16 34 21 23 65 12 19 42 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 119,819
Positions
74,038 864 28 2,498 14,496 936 15,649 51,019 700 8,155 10,482 13 17,802 41,281
Changes from: January 6, 2015 Total Change is: -2,386
-1,829 239 20 285 -743 8 -2,882 -4,108 -84 146 370 -12 1,962 1,924
Percent of Open Interest Represented by Each Category of Trader
61.8 0.7 0.0 2.1 12.1 0.8 13.1 42.6 0.6 6.8 8.7 0.0 14.9 34.5
Number of Traders in Each Category Total Traders: 82
9 . . . 10 . 14 31 7 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 52,323
Positions
33,574 32,386 6,487 100 4,142 0 5,881 3,729 1,228 1,277 334 3,248 528 769
Changes from: January 6, 2015 Total Change is: 478
300 458 0 0 147 0 196 54 -101 0 0 0 83 -80
Percent of Open Interest Represented by Each Category of Trader
64.2 61.9 12.4 0.2 7.9 0.0 11.2 7.1 2.3 2.4 0.6 6.2 1.0 1.5
Number of Traders in Each Category Total Traders: 28
9 7 8 . . 0 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 131,155
Positions
55,006 48,541 201 55,756 3,291 0 14,537 61,024 1,063 1,771 9,736 0 2,821 7,299
Changes from: January 6, 2015 Total Change is: 34
1,581 10,824 166 -396 -50 0 -1,648 -11,846 686 -216 294 0 -139 -40
Percent of Open Interest Represented by Each Category of Trader
41.9 37.0 0.2 42.5 2.5 0.0 11.1 46.5 0.8 1.4 7.4 0.0 2.2 5.6
Number of Traders in Each Category Total Traders: 112
4 11 . 4 4 0 21 50 8 8 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 21,064
Positions
7,739 0 0 1,060 823 0 6,931 9,229 1,462 929 3,064 0 2,943 6,486
Changes from: January 6, 2015 Total Change is: 1,627
1,792 0 0 43 -2 0 -2,112 -183 990 392 -287 0 522 1,109
Percent of Open Interest Represented by Each Category of Trader
36.7 0.0 0.0 5.0 3.9 0.0 32.9 43.8 6.9 4.4 14.5 0.0 14.0 30.8
Number of Traders in Each Category Total Traders: 64
9 0 0 . 4 0 12 23 6 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 55,366
Positions
20,224 37,967 202 4,747 1,881 310 19,697 6,593 62 2,027 2,718 58 8,041 5,577
Changes from: January 6, 2015 Total Change is: -942
1,140 -1,227 19 20 -181 -5 -2,726 1,376 -104 974 -907 2 -261 86
Percent of Open Interest Represented by Each Category of Trader
36.5 68.6 0.4 8.6 3.4 0.6 35.6 11.9 0.1 3.7 4.9 0.1 14.5 10.1
Number of Traders in Each Category Total Traders: 96
17 13 . 10 . 4 23 15 . 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 110,732
Positions
40,448 75,934 404 9,493 3,762 619 39,394 13,185 124 4,053 5,436 115 16,082 11,153
Changes from: January 6, 2015 Total Change is: -1,883
2,280 -2,454 37 40 -361 -10 -5,452 2,751 -207 1,947 -1,814 4 -522 171
Percent of Open Interest Represented by Each Category of Trader
36.5 68.6 0.4 8.6 3.4 0.6 35.6 11.9 0.1 3.7 4.9 0.1 14.5 10.1
Number of Traders in Each Category Total Traders: 96
17 13 . 10 . 4 23 15 . 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 671,513
Positions
34,415 207,166 15,170 323,607 118,522 43,717 100,503 137,613 34,439 30,954 53,896 1,687 87,021 59,303
Changes from: January 6, 2015 Total Change is: -4,212
-283 -16,121 6,770 3,927 509 -3,106 -9,324 4,153 2,605 -936 785 -824 -3,042 1,016
Percent of Open Interest Represented by Each Category of Trader
5.1 30.9 2.3 48.2 17.7 6.5 15.0 20.5 5.1 4.6 8.0 0.3 13.0 8.8
Number of Traders in Each Category Total Traders: 568
30 38 21 128 59 76 95 109 72 46 63 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 128,602
Positions
12,137 58,925 1,059 57,715 23,928 2,914 9,135 11,306 1,347 7,651 11,954 44 36,600 17,125
Changes from: January 6, 2015 Total Change is: 2,788
6,231 1,648 10 145 -571 385 804 376 257 170 261 -1,001 -4,213 1,423
Percent of Open Interest Represented by Each Category of Trader
9.4 45.8 0.8 44.9 18.6 2.3 7.1 8.8 1.0 5.9 9.3 0.0 28.5 13.3
Number of Traders in Each Category Total Traders: 78
6 9 . 17 6 8 16 14 5 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 2,714,557
Positions
169,590 799,405 12,353 1,341,198 484,711 192,275 527,316 702,010 94,986 116,516 209,712 8,216 252,107 210,889
Changes from: January 6, 2015 Total Change is: -35,001
-247 -56,526 1,477 16,416 2,909 -14,960 -53,731 15,794 14,831 -5,528 2,621 886 5,855 -2,033
Percent of Open Interest Represented by Each Category of Trader
6.2 29.4 0.5 49.4 17.9 7.1 19.4 25.9 3.5 4.3 7.7 0.3 9.3 7.8
Number of Traders in Each Category Total Traders: 556
31 36 15 124 56 71 96 108 65 43 62 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 83,251
Positions
7,132 13,402 103 40,964 48,732 2,676 19,879 11,370 1,216 460 531 0 10,821 5,221
Changes from: January 6, 2015 Total Change is: 705
874 -638 -4 1,061 -1,503 -42 -723 2,126 -285 -310 266 0 134 785
Percent of Open Interest Represented by Each Category of Trader
8.6 16.1 0.1 49.2 58.5 3.2 23.9 13.7 1.5 0.6 0.6 0.0 13.0 6.3
Number of Traders in Each Category Total Traders: 86
6 7 . 30 13 15 14 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 63,382
Positions
2,674 37,679 125 29,432 5,615 641 18,979 12,252 1,593 2,710 2,023 102 7,125 3,352
Changes from: January 6, 2015 Total Change is: -3,822
-596 -3,209 63 -3,654 -182 -229 -131 -860 259 -296 57 46 716 233
Percent of Open Interest Represented by Each Category of Trader
4.2 59.4 0.2 46.4 8.9 1.0 29.9 19.3 2.5 4.3 3.2 0.2 11.2 5.3
Number of Traders in Each Category Total Traders: 210
18 19 . 29 14 7 55 41 14 13 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 316,911
Positions
13,371 188,394 625 147,158 28,074 3,207 94,897 61,258 7,963 13,552 10,117 511 35,627 16,762
Changes from: January 6, 2015 Total Change is: -19,112
-2,979 -16,044 313 -18,271 -910 -1,145 -653 -4,298 1,294 -1,478 284 229 3,578 1,165
Percent of Open Interest Represented by Each Category of Trader
4.2 59.4 0.2 46.4 8.9 1.0 29.9 19.3 2.5 4.3 3.2 0.2 11.2 5.3
Number of Traders in Each Category Total Traders: 210
18 19 . 29 14 7 55 41 14 13 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 346,877
Positions
95,453 50,914 7,470 123,409 140,183 18,663 68,286 96,669 5,703 8,312 10,843 0 19,581 16,432
Changes from: January 6, 2015 Total Change is: 1,849
1,473 1,084 -232 7,993 -1,911 -865 -3,072 5,252 -2,360 88 -99 0 -1,176 980
Percent of Open Interest Represented by Each Category of Trader
27.5 14.7 2.2 35.6 40.4 5.4 19.7 27.9 1.6 2.4 3.1 0.0 5.6 4.7
Number of Traders in Each Category Total Traders: 261
16 13 4 52 42 25 42 61 13 14 21 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 56,228
Positions
3,593 24,047 161 31,263 0 98 5,061 18,070 309 4,262 8,546 0 11,481 4,997
Changes from: January 6, 2015 Total Change is: -1,315
188 -5 0 130 0 51 -959 -210 203 -306 -75 0 -622 -1,279
Percent of Open Interest Represented by Each Category of Trader
6.4 42.8 0.3 55.6 0.0 0.2 9.0 32.1 0.5 7.6 15.2 0.0 20.4 8.9
Number of Traders in Each Category Total Traders: 55
4 6 . 20 0 . 13 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 97,657
Positions
27,024 5,302 668 8,891 5,378 411 43,381 3,911 692 5,248 223 0 11,342 81,072
Changes from: January 6, 2015 Total Change is: -7,323
615 536 426 -5,042 65 9 -582 -1,554 -429 36 -350 0 -2,356 -6,026
Percent of Open Interest Represented by Each Category of Trader
27.7 5.4 0.7 9.1 5.5 0.4 44.4 4.0 0.7 5.4 0.2 0.0 11.6 83.0
Number of Traders in Each Category Total Traders: 81
18 9 4 9 4 . 28 6 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 129,683
Positions
7,458 65,836 178 76,671 40,018 6,481 28,162 7,576 3,234 1,246 1,693 0 6,253 4,667
Changes from: January 6, 2015 Total Change is: -4,847
-268 -6,169 -59 -4,051 -257 172 -251 1,192 -55 0 385 0 -335 -56
Percent of Open Interest Represented by Each Category of Trader
5.8 50.8 0.1 59.1 30.9 5.0 21.7 5.8 2.5 1.0 1.3 0.0 4.8 3.6
Number of Traders in Each Category Total Traders: 107
6 13 . 38 21 20 16 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 339,928
Positions
51,999 160,662 5,978 144,059 70,313 30,976 69,367 48,367 7,114 15,029 10,857 1,301 14,105 4,360
Changes from: January 6, 2015 Total Change is: 4,162
4,000 1,228 390 6,949 -799 -1,406 -5,835 2,526 1,839 -2,689 262 820 94 -698
Percent of Open Interest Represented by Each Category of Trader
15.3 47.3 1.8 42.4 20.7 9.1 20.4 14.2 2.1 4.4 3.2 0.4 4.1 1.3
Number of Traders in Each Category Total Traders: 217
18 23 10 57 29 32 32 21 9 23 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 844,292
Positions
25,234 86,243 7,273 402,057 194,127 122,887 67,448 217,919 23,641 22,822 31,598 1,333 171,597 159,271
Changes from: January 6, 2015 Total Change is: -39,548
387 364 165 -46,470 16,861 2,698 5,371 -56,470 3,770 475 -3,061 -2,934 -3,010 -941
Percent of Open Interest Represented by Each Category of Trader
3.0 10.2 0.9 47.6 23.0 14.6 8.0 25.8 2.8 2.7 3.7 0.2 20.3 18.9
Number of Traders in Each Category Total Traders: 176
7 15 . 38 32 36 25 36 18 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 514,237
Positions
25,334 67,026 953 259,030 42,696 81,842 21,932 206,146 10,374 5,550 22,990 60 109,162 82,150
Changes from: January 6, 2015 Total Change is: -8,488
93 -2,347 238 -6,643 -1,040 3,889 -2,011 -12,157 965 0 2,961 1 -5,020 -998
Percent of Open Interest Represented by Each Category of Trader
4.9 13.0 0.2 50.4 8.3 15.9 4.3 40.1 2.0 1.1 4.5 0.0 21.2 16.0
Number of Traders in Each Category Total Traders: 101
4 8 4 41 13 27 9 19 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 13, 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 1,248,137
Positions
65,280 117,940 7,417 284,017 425,221 97,261 580,404 182,485 22,777 82,473 233,738 8,210 100,298 153,088
Changes from: January 6, 2015 Total Change is: 2,065
-7,296 5,460 3,541 3,391 -20,718 8,352 -6,733 -4,158 1,836 -9,865 3,798 2,621 6,218 1,333
Percent of Open Interest Represented by Each Category of Trader
5.2 9.4 0.6 22.8 34.1 7.8 46.5 14.6 1.8 6.6 18.7 0.7 8.0 12.3
Number of Traders in Each Category Total Traders: 262
12 35 6 41 41 40 43 34 24 17 38 11
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Traders in Financial Futures - Futures Only Positions as of January 13, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,701,144
Positions
149,789 155,889 22,991 860,017 774,944 362,820 505,945 631,278 108,904 343,752 169,361 43,926 303,000 431,031
Changes from: January 6, 2015 Total Change is: 29,916
3,614 19,165 6,164 2,053 -8,984 1,560 -18,873 -9,474 15,422 10,503 -10,645 6,472 3,001 10,236
Percent of Open Interest Represented by Each Category of Trader
5.5 5.8 0.9 31.8 28.7 13.4 18.7 23.4 4.0 12.7 6.3 1.6 11.2 16.0
Number of Traders in Each Category Total Traders: 375
26 29 9 39 84 65 50 72 52 28 47 12
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Traders in Financial Futures - Futures Only Positions as of January 13, 2015
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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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,842,354
Positions
75,809 220,324 11,384 520,556 421,044 291,447 436,141 304,666 33,759 208,725 189,505 1,966 262,567 368,259
Changes from: January 6, 2015 Total Change is: 26,373
367 34,805 3,319 62,820 -53,944 17,190 -51,542 45,664 -8,283 20,919 4,606 -17,458 -959 474
Percent of Open Interest Represented by Each Category of Trader
4.1 12.0 0.6 28.3 22.9 15.8 23.7 16.5 1.8 11.3 10.3 0.1 14.3 20.0
Number of Traders in Each Category Total Traders: 276
14 30 6 43 41 42 35 58 27 17 38 7
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Traders in Financial Futures - Futures Only Positions as of January 13, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 726,402
Positions
288,133 145,111 236,696 2,214 7,428 12,193 21,178 104,926 90,580 283 30,890 52,268 22,857 46,310
Changes from: January 6, 2015 Total Change is: 42,610
22,372 8,016 27,479 -4,672 2,270 453 5,055 794 903 -6,952 9,314 125 -2,153 -6,744
Percent of Open Interest Represented by Each Category of Trader
39.7 20.0 32.6 0.3 1.0 1.7 2.9 14.4 12.5 0.0 4.3 7.2 3.1 6.4
Number of Traders in Each Category Total Traders: 103
18 26 39 . . . 14 24 28 . 10 8
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Traders in Financial Futures - Futures Only Positions as of January 13, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,855,919
Positions
1,900,191 1,620,066 2,661,151 290,896 724,001 503,697 1,715,042 1,126,544 1,954,100 500,871 517,470 460,996 868,975 1,287,894
Changes from: January 6, 2015 Total Change is: 277,214
55,438 290,155 -16,946 118,082 -56,338 11,977 31,062 3,022 -34,860 -398 7,746 57,123 55,736 15,335
Percent of Open Interest Represented by Each Category of Trader
17.5 14.9 24.5 2.7 6.7 4.6 15.8 10.4 18.0 4.6 4.8 4.2 8.0 11.9
Number of Traders in Each Category Total Traders: 281
30 56 78 10 22 22 34 74 78 11 34 30
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Traders in Financial Futures - Futures Only Positions as of January 13, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 50,297
Positions
22,400 802 0 713 17,736 3,865 22,048 21,446 0 1,130 6,266 28 113 154
Changes from: January 6, 2015 Total Change is: -1,568
69 -80 -20 -209 385 0 -1,079 -1,070 0 -377 -806 28 20 -5
Percent of Open Interest Represented by Each Category of Trader
44.5 1.6 0.0 1.4 35.3 7.7 43.8 42.6 0.0 2.2 12.5 0.1 0.2 0.3
Number of Traders in Each Category Total Traders: 46
5 . 0 . 9 . 5 11 0 . 10 .
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Traders in Financial Futures - Futures Only Positions as of January 13, 2015
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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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 35,435
Positions
17,447 50 0 0 15,912 221 17,395 8,221 163 100 10,773 0 109 95
Changes from: January 6, 2015 Total Change is: 1,888
1,210 -114 0 0 544 0 792 -165 0 -50 1,645 -43 -21 21
Percent of Open Interest Represented by Each Category of Trader
49.2 0.1 0.0 0.0 44.9 0.6 49.1 23.2 0.5 0.3 30.4 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 47
7 . 0 0 14 . 5 7 . . 12 0
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Traders in Financial Futures - Futures Only Positions as of January 13, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 127,504
Positions
14,111 88,411 501 13,200 50 269 43,140 34,268 1,535 37,395 478 98 17,255 1,894
Changes from: January 6, 2015 Total Change is: 1,421
-3,699 8,823 -120 646 50 248 1,581 -8,274 671 2,116 30 -33 11 26
Percent of Open Interest Represented by Each Category of Trader
11.1 69.3 0.4 10.4 0.0 0.2 33.8 26.9 1.2 29.3 0.4 0.1 13.5 1.5
Number of Traders in Each Category Total Traders: 212
7 . . 16 . . 50 16 5 115 4 .
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Traders in Financial Futures - Futures Only Positions as of January 13, 2015
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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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 295,473
Positions
49,267 59,223 29,829 27,100 18,488 34,314 64,803 64,820 38,968 15,740 8,027 16,312 19,140 25,492
Changes from: January 6, 2015 Total Change is: 9,546
-3,350 1,668 3,599 1,152 -3,949 1,242 7,460 5,687 -1,077 105 2,655 1,062 -647 -1,341
Percent of Open Interest Represented by Each Category of Trader
16.7 20.0 10.1 9.2 6.3 11.6 21.9 21.9 13.2 5.3 2.7 5.5 6.5 8.6
Number of Traders in Each Category Total Traders: 165
13 17 21 6 12 9 45 37 52 10 14 19
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Traders in Financial Futures - Futures Only Positions as of January 13, 2015
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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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 11,579
Positions
106 2,900 0 2,945 1,122 462 7,542 5,629 405 28 1,043 0 91 18
Changes from: January 6, 2015 Total Change is: 795
10 0 0 -98 947 -265 1,560 -348 0 -400 458 0 -12 3
Percent of Open Interest Represented by Each Category of Trader
0.9 25.0 0.0 25.4 9.7 4.0 65.1 48.6 3.5 0.2 9.0 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 24
. . 0 . . . 7 5 . . . 0
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Traders in Financial Futures - Futures Only Positions as of January 13, 2015
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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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 11,993
Positions
2,153 6,833 0 7,468 150 0 1,014 4,560 148 382 0 0 828 302
Changes from: January 6, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.0 57.0 0.0 62.3 1.3 0.0 8.5 38.0 1.2 3.2 0.0 0.0 6.9 2.5
Number of Traders in Each Category Total Traders: 22
. . 0 6 . 0 . 5 . . 0 0
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Updated January 16, 2015