Traders in Financial Futures - Futures Only Positions as of January 20, 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 111,631
Positions
29,404 1,396 855 24,369 6,096 83 15,921 45,215 8,119 8,531 8,894 2,535 21,814 38,438
Changes from: January 13, 2015 Total Change is: 6,628
6,484 -229 81 495 681 68 188 2,410 172 -3,456 701 2,301 295 443
Percent of Open Interest Represented by Each Category of Trader
26.3 1.3 0.8 21.8 5.5 0.1 14.3 40.5 7.3 7.6 8.0 2.3 19.5 34.4
Number of Traders in Each Category Total Traders: 83
9 . . 7 8 . 14 24 10 7 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 47,236
Positions
25,986 5,686 0 2,266 2,310 13 10,087 21,055 421 0 1,497 84 8,379 16,170
Changes from: January 13, 2015 Total Change is: -19,036
-23,589 3,132 0 877 -2,395 -1,069 3,526 -9,117 47 -600 150 -343 2,115 -9,441
Percent of Open Interest Represented by Each Category of Trader
55.0 12.0 0.0 4.8 4.9 0.0 21.4 44.6 0.9 0.0 3.2 0.2 17.7 34.2
Number of Traders in Each Category Total Traders: 35
4 4 0 . . . 10 9 8 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 182,860
Positions
109,230 7,604 1,955 5,262 54,445 3,398 35,739 61,053 5,810 4,905 11,462 517 16,044 36,616
Changes from: January 13, 2015 Total Change is: 4,297
11,387 -679 871 -226 1,723 -238 -10,017 -28 2,341 -151 92 151 179 64
Percent of Open Interest Represented by Each Category of Trader
59.7 4.2 1.1 2.9 29.8 1.9 19.5 33.4 3.2 2.7 6.3 0.3 8.8 20.0
Number of Traders in Each Category Total Traders: 97
12 4 4 4 19 6 26 21 10 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 215,413
Positions
89,363 13,441 2 29,657 41,450 3,329 14,845 88,840 4,889 52,385 4,216 2,623 18,320 56,623
Changes from: January 13, 2015 Total Change is: -15,810
-16,514 1,233 0 -721 -1,658 -1,032 2,378 -12,987 941 -756 -1,034 -37 -69 -1,236
Percent of Open Interest Represented by Each Category of Trader
41.5 6.2 0.0 13.8 19.2 1.5 6.9 41.2 2.3 24.3 2.0 1.2 8.5 26.3
Number of Traders in Each Category Total Traders: 124
12 5 . 8 18 6 17 46 13 9 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 450,262
Positions
247,118 13,740 3,562 33,809 96,364 13,357 32,373 176,807 7,098 73,062 43,984 1,327 38,556 94,023
Changes from: January 13, 2015 Total Change is: 27,836
20,078 1,621 1,037 -4,971 4,689 230 1,534 9,265 1,695 1,849 4,822 351 6,033 4,126
Percent of Open Interest Represented by Each Category of Trader
54.9 3.1 0.8 7.5 21.4 3.0 7.2 39.3 1.6 16.2 9.8 0.3 8.6 20.9
Number of Traders in Each Category Total Traders: 237
21 14 7 20 34 24 26 62 13 20 39 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 110,904
Positions
73,934 342 36 2,498 14,737 908 11,429 46,173 770 6,580 9,321 13 14,736 38,604
Changes from: January 13, 2015 Total Change is: -8,915
-104 -522 8 0 241 -28 -4,220 -4,846 70 -1,575 -1,161 0 -3,066 -2,677
Percent of Open Interest Represented by Each Category of Trader
66.7 0.3 0.0 2.3 13.3 0.8 10.3 41.6 0.7 5.9 8.4 0.0 13.3 34.8
Number of Traders in Each Category Total Traders: 80
10 . 4 . 10 . 13 30 6 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 47,001
Positions
30,797 28,736 3,487 100 4,237 0 7,653 4,799 1,228 0 384 3,248 488 882
Changes from: January 13, 2015 Total Change is: -5,322
-2,777 -3,650 -3,000 0 95 0 1,772 1,070 0 -1,277 50 0 -40 113
Percent of Open Interest Represented by Each Category of Trader
65.5 61.1 7.4 0.2 9.0 0.0 16.3 10.2 2.6 0.0 0.8 6.9 1.0 1.9
Number of Traders in Each Category Total Traders: 27
8 7 7 . . 0 4 4 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 148,671
Positions
55,019 56,806 201 55,426 2,510 0 15,423 56,600 16,398 2,852 9,023 270 3,082 6,863
Changes from: January 13, 2015 Total Change is: 17,516
13 8,265 0 -330 -781 0 886 -4,424 15,335 1,081 -713 270 261 -436
Percent of Open Interest Represented by Each Category of Trader
37.0 38.2 0.1 37.3 1.7 0.0 10.4 38.1 11.0 1.9 6.1 0.2 2.1 4.6
Number of Traders in Each Category Total Traders: 114
4 11 . 4 5 0 17 53 10 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 22,818
Positions
6,435 236 36 855 365 0 10,455 12,459 994 519 3,252 0 3,524 5,476
Changes from: January 13, 2015 Total Change is: 1,754
-1,304 236 36 -205 -458 0 3,524 3,230 -468 -410 188 0 581 -1,010
Percent of Open Interest Represented by Each Category of Trader
28.2 1.0 0.2 3.7 1.6 0.0 45.8 54.6 4.4 2.3 14.3 0.0 15.4 24.0
Number of Traders in Each Category Total Traders: 64
8 . . . . 0 11 28 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 50,301
Positions
19,650 35,222 150 4,253 1,977 274 15,519 5,477 145 1,928 2,989 56 8,327 4,012
Changes from: January 13, 2015 Total Change is: -5,066
-574 -2,745 -52 -494 96 -36 -4,178 -1,116 83 -99 271 -2 286 -1,565
Percent of Open Interest Represented by Each Category of Trader
39.1 70.0 0.3 8.5 3.9 0.5 30.9 10.9 0.3 3.8 5.9 0.1 16.6 8.0
Number of Traders in Each Category Total Traders: 92
16 12 . 9 . . 27 10 . 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 100,601
Positions
39,300 70,444 300 8,506 3,954 548 31,038 10,953 289 3,856 5,978 111 16,653 8,024
Changes from: January 13, 2015 Total Change is: -10,131
-1,148 -5,490 -104 -987 192 -71 -8,356 -2,232 165 -197 542 -4 571 -3,129
Percent of Open Interest Represented by Each Category of Trader
39.1 70.0 0.3 8.5 3.9 0.5 30.9 10.9 0.3 3.8 5.9 0.1 16.6 8.0
Number of Traders in Each Category Total Traders: 92
16 12 . 9 . . 27 10 . 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 671,899
Positions
34,878 200,212 17,419 315,513 119,471 45,627 97,427 134,503 30,388 31,600 54,508 2,243 96,805 67,529
Changes from: January 13, 2015 Total Change is: 386
463 -6,954 2,249 -8,094 949 1,911 -3,077 -3,110 -4,051 646 611 555 9,784 8,226
Percent of Open Interest Represented by Each Category of Trader
5.2 29.8 2.6 47.0 17.8 6.8 14.5 20.0 4.5 4.7 8.1 0.3 14.4 10.1
Number of Traders in Each Category Total Traders: 546
28 36 21 124 63 74 87 101 67 50 57 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 130,382
Positions
15,541 55,734 1,059 56,654 23,210 3,069 8,097 7,663 536 7,647 13,552 52 37,727 25,507
Changes from: January 13, 2015 Total Change is: 1,780
3,404 -3,191 0 -1,061 -718 155 -1,038 -3,643 -811 -4 1,598 8 1,127 8,382
Percent of Open Interest Represented by Each Category of Trader
11.9 42.7 0.8 43.5 17.8 2.4 6.2 5.9 0.4 5.9 10.4 0.0 28.9 19.6
Number of Traders in Each Category Total Traders: 70
7 8 . 16 6 8 12 12 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 2,707,586
Positions
166,950 792,657 11,532 1,305,638 492,649 201,448 499,290 686,843 96,617 121,779 206,790 8,941 295,391 210,109
Changes from: January 13, 2015 Total Change is: -6,971
-2,640 -6,748 -821 -35,560 7,938 9,173 -28,026 -15,167 1,631 5,263 -2,922 725 43,284 -780
Percent of Open Interest Represented by Each Category of Trader
6.2 29.3 0.4 48.2 18.2 7.4 18.4 25.4 3.6 4.5 7.6 0.3 10.9 7.8
Number of Traders in Each Category Total Traders: 536
30 34 15 120 61 69 87 101 60 49 54 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 83,794
Positions
7,002 13,391 119 42,883 49,138 2,696 18,932 11,656 1,031 878 265 0 10,253 5,498
Changes from: January 13, 2015 Total Change is: 543
-130 -11 16 1,919 406 20 -947 286 -185 418 -266 0 -568 277
Percent of Open Interest Represented by Each Category of Trader
8.4 16.0 0.1 51.2 58.6 3.2 22.6 13.9 1.2 1.0 0.3 0.0 12.2 6.6
Number of Traders in Each Category Total Traders: 88
5 7 . 34 12 15 12 13 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 61,136
Positions
2,947 35,413 179 27,864 6,871 644 17,460 11,661 1,284 2,245 1,785 124 8,388 3,174
Changes from: January 13, 2015 Total Change is: -2,246
273 -2,266 54 -1,568 1,256 3 -1,520 -591 -308 -465 -238 22 1,263 -179
Percent of Open Interest Represented by Each Category of Trader
4.8 57.9 0.3 45.6 11.2 1.1 28.6 19.1 2.1 3.7 2.9 0.2 13.7 5.2
Number of Traders in Each Category Total Traders: 200
15 19 . 31 16 8 49 35 11 15 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 305,680
Positions
14,737 177,065 895 139,319 34,356 3,222 87,298 58,305 6,422 11,225 8,927 620 41,942 15,868
Changes from: January 13, 2015 Total Change is: -11,231
1,366 -11,329 270 -7,839 6,282 15 -7,599 -2,953 -1,541 -2,327 -1,190 109 6,315 -894
Percent of Open Interest Represented by Each Category of Trader
4.8 57.9 0.3 45.6 11.2 1.1 28.6 19.1 2.1 3.7 2.9 0.2 13.7 5.2
Number of Traders in Each Category Total Traders: 200
15 19 . 31 16 8 49 35 11 15 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 343,752
Positions
98,284 48,450 7,445 124,345 140,264 18,696 64,129 94,798 4,145 7,845 11,784 0 18,863 18,170
Changes from: January 13, 2015 Total Change is: -3,125
2,831 -2,464 -25 936 81 33 -4,157 -1,871 -1,558 -467 941 0 -718 1,738
Percent of Open Interest Represented by Each Category of Trader
28.6 14.1 2.2 36.2 40.8 5.4 18.7 27.6 1.2 2.3 3.4 0.0 5.5 5.3
Number of Traders in Each Category Total Traders: 256
19 11 . 52 42 26 39 58 12 14 21 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 53,498
Positions
1,679 23,325 111 30,533 0 34 5,152 17,711 236 4,523 6,963 0 11,230 5,118
Changes from: January 13, 2015 Total Change is: -2,730
-1,914 -722 -50 -730 0 -64 91 -359 -73 261 -1,583 0 -251 121
Percent of Open Interest Represented by Each Category of Trader
3.1 43.6 0.2 57.1 0.0 0.1 9.6 33.1 0.4 8.5 13.0 0.0 21.0 9.6
Number of Traders in Each Category Total Traders: 58
5 6 . 18 0 . 14 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 92,848
Positions
24,425 4,168 1,649 8,114 5,651 1,066 42,700 6,152 2,665 3,037 1,822 0 9,192 69,675
Changes from: January 13, 2015 Total Change is: -4,809
-2,599 -1,134 981 -777 273 655 -681 2,241 1,973 -2,211 1,599 0 -2,150 -11,397
Percent of Open Interest Represented by Each Category of Trader
26.3 4.5 1.8 8.7 6.1 1.1 46.0 6.6 2.9 3.3 2.0 0.0 9.9 75.0
Number of Traders in Each Category Total Traders: 87
16 7 4 9 6 . 30 10 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 129,120
Positions
8,519 67,389 199 78,452 40,772 4,539 28,336 7,848 3,485 1,277 1,138 0 4,313 3,750
Changes from: January 13, 2015 Total Change is: -563
1,061 1,553 21 1,781 754 -1,942 174 272 251 31 -555 0 -1,940 -917
Percent of Open Interest Represented by Each Category of Trader
6.6 52.2 0.2 60.8 31.6 3.5 21.9 6.1 2.7 1.0 0.9 0.0 3.3 2.9
Number of Traders in Each Category Total Traders: 111
8 12 . 41 21 20 15 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 347,979
Positions
56,326 163,534 5,401 152,730 71,199 31,670 62,787 50,733 7,893 13,709 11,373 1,961 15,502 4,215
Changes from: January 13, 2015 Total Change is: 8,051
4,327 2,872 -577 8,671 886 694 -6,580 2,366 779 -1,320 516 660 1,397 -145
Percent of Open Interest Represented by Each Category of Trader
16.2 47.0 1.6 43.9 20.5 9.1 18.0 14.6 2.3 3.9 3.3 0.6 4.5 1.2
Number of Traders in Each Category Total Traders: 213
18 25 8 55 30 31 28 23 9 21 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 820,884
Positions
21,372 97,457 2,408 395,588 187,887 118,001 75,887 193,542 19,849 17,027 34,508 3,298 167,454 163,934
Changes from: January 13, 2015 Total Change is: -23,408
-3,862 11,214 -4,865 -6,469 -6,240 -4,886 8,439 -24,377 -3,792 -5,795 2,910 1,965 -4,143 4,663
Percent of Open Interest Represented by Each Category of Trader
2.6 11.9 0.3 48.2 22.9 14.4 9.2 23.6 2.4 2.1 4.2 0.4 20.4 20.0
Number of Traders in Each Category Total Traders: 171
8 15 . 38 29 37 23 35 18 8 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 508,266
Positions
24,707 77,023 382 253,734 37,776 80,870 20,609 205,132 10,237 5,550 11,332 59 112,118 85,455
Changes from: January 13, 2015 Total Change is: -5,971
-627 9,997 -571 -5,296 -4,920 -972 -1,323 -1,014 -137 0 -11,658 -1 2,956 3,305
Percent of Open Interest Represented by Each Category of Trader
4.9 15.2 0.1 49.9 7.4 15.9 4.1 40.4 2.0 1.1 2.2 0.0 22.1 16.8
Number of Traders in Each Category Total Traders: 96
. 6 . 42 11 27 9 19 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 1,257,868
Positions
77,573 112,025 11,643 270,196 424,474 101,891 541,904 180,496 27,969 120,623 244,685 8,584 97,485 146,101
Changes from: January 13, 2015 Total Change is: 9,731
12,293 -5,915 4,226 -13,821 -747 4,630 -38,500 -1,989 5,192 38,150 10,947 374 -2,813 -6,987
Percent of Open Interest Represented by Each Category of Trader
6.2 8.9 0.9 21.5 33.7 8.1 43.1 14.3 2.2 9.6 19.5 0.7 7.8 11.6
Number of Traders in Each Category Total Traders: 270
13 35 6 42 41 36 46 36 25 17 40 11
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Traders in Financial Futures - Futures Only Positions as of January 20, 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 2,693,860
Positions
141,694 155,361 32,239 842,139 829,055 325,783 519,795 613,361 101,533 368,833 181,808 35,298 326,546 419,422
Changes from: January 13, 2015 Total Change is: -7,284
-8,095 -528 9,248 -17,878 54,111 -37,037 13,850 -17,917 -7,371 25,081 12,447 -8,628 23,546 -11,609
Percent of Open Interest Represented by Each Category of Trader
5.3 5.8 1.2 31.3 30.8 12.1 19.3 22.8 3.8 13.7 6.7 1.3 12.1 15.6
Number of Traders in Each Category Total Traders: 375
23 29 8 42 81 62 50 72 62 26 52 12
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Traders in Financial Futures - Futures Only Positions as of January 20, 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 1,837,281
Positions
86,359 212,186 9,947 559,865 415,895 290,507 409,786 318,068 43,569 152,010 199,906 2,005 283,233 345,198
Changes from: January 13, 2015 Total Change is: -5,073
10,550 -8,138 -1,437 39,309 -5,149 -940 -26,355 13,402 9,810 -56,715 10,401 39 20,666 -23,061
Percent of Open Interest Represented by Each Category of Trader
4.7 11.5 0.5 30.5 22.6 15.8 22.3 17.3 2.4 8.3 10.9 0.1 15.4 18.8
Number of Traders in Each Category Total Traders: 266
14 30 6 43 40 44 34 53 27 15 37 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 732,631
Positions
282,047 156,421 246,167 882 5,128 11,075 21,398 94,694 93,024 283 26,876 52,460 25,295 46,786
Changes from: January 13, 2015 Total Change is: 6,229
-6,086 11,310 9,471 -1,332 -2,300 -1,118 220 -10,232 2,444 0 -4,014 192 2,438 476
Percent of Open Interest Represented by Each Category of Trader
38.5 21.4 33.6 0.1 0.7 1.5 2.9 12.9 12.7 0.0 3.7 7.2 3.5 6.4
Number of Traders in Each Category Total Traders: 104
18 28 39 . . . 17 20 27 . 9 9
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Traders in Financial Futures - Futures Only Positions as of January 20, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,000,842
Positions
1,850,823 1,814,789 2,657,005 295,828 734,508 538,016 1,926,667 1,064,164 1,984,686 476,493 546,151 413,504 857,820 1,248,019
Changes from: January 13, 2015 Total Change is: 144,923
-49,368 194,723 -4,146 4,932 10,507 34,319 211,625 -62,380 30,586 -24,378 28,681 -47,492 -11,155 -39,875
Percent of Open Interest Represented by Each Category of Trader
16.8 16.5 24.2 2.7 6.7 4.9 17.5 9.7 18.0 4.3 5.0 3.8 7.8 11.3
Number of Traders in Each Category Total Traders: 287
31 55 79 11 24 25 44 67 78 10 34 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 49,578
Positions
21,334 802 0 712 17,855 3,865 22,428 18,940 0 1,130 7,951 0 109 165
Changes from: January 13, 2015 Total Change is: -719
-1,066 0 0 -1 119 0 380 -2,506 0 0 1,685 -28 -4 11
Percent of Open Interest Represented by Each Category of Trader
43.0 1.6 0.0 1.4 36.0 7.8 45.2 38.2 0.0 2.3 16.0 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 44
6 . 0 . 9 . 4 10 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 36,045
Positions
17,345 508 0 0 15,827 221 18,085 7,732 163 100 11,524 0 131 70
Changes from: January 13, 2015 Total Change is: 610
-102 458 0 0 -85 0 690 -489 0 0 751 0 22 -25
Percent of Open Interest Represented by Each Category of Trader
48.1 1.4 0.0 0.0 43.9 0.6 50.2 21.5 0.5 0.3 32.0 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 47
6 . 0 0 13 . 6 7 . . 12 0
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Traders in Financial Futures - Futures Only Positions as of January 20, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 130,077
Positions
13,677 90,603 501 13,272 0 78 43,557 34,948 1,403 39,320 229 59 18,210 2,256
Changes from: January 13, 2015 Total Change is: 2,573
-434 2,192 0 72 -50 -191 417 680 -132 1,925 -249 -39 955 362
Percent of Open Interest Represented by Each Category of Trader
10.5 69.7 0.4 10.2 0.0 0.1 33.5 26.9 1.1 30.2 0.2 0.0 14.0 1.7
Number of Traders in Each Category Total Traders: 204
7 . . 16 0 . 49 14 6 114 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 306,961
Positions
31,017 58,078 44,400 26,091 17,002 35,320 69,582 56,617 48,319 17,170 6,426 13,389 21,673 27,410
Changes from: January 13, 2015 Total Change is: 11,488
-18,250 -1,145 14,571 -1,009 -1,486 1,006 4,779 -8,203 9,351 1,430 -1,601 -2,923 2,533 1,918
Percent of Open Interest Represented by Each Category of Trader
10.1 18.9 14.5 8.5 5.5 11.5 22.7 18.4 15.7 5.6 2.1 4.4 7.1 8.9
Number of Traders in Each Category Total Traders: 158
12 18 23 7 12 7 34 44 55 7 13 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 12,120
Positions
96 2,900 0 4,130 956 611 6,315 6,318 631 228 680 0 109 24
Changes from: January 13, 2015 Total Change is: 541
-10 0 0 1,185 -166 149 -1,227 689 226 200 -363 0 18 6
Percent of Open Interest Represented by Each Category of Trader
0.8 23.9 0.0 34.1 7.9 5.0 52.1 52.1 5.2 1.9 5.6 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 24
. . 0 4 . . 5 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 20, 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 :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 12,740
Positions
2,863 7,519 0 7,950 0 0 1,050 4,663 0 382 0 0 495 558
Changes from: January 13, 2015 Total Change is: 747
710 686 0 482 -150 0 36 103 -148 0 0 0 -333 256
Percent of Open Interest Represented by Each Category of Trader
22.5 59.0 0.0 62.4 0.0 0.0 8.2 36.6 0.0 3.0 0.0 0.0 3.9 4.4
Number of Traders in Each Category Total Traders: 23
. . 0 8 0 0 . 5 0 . 0 0
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Updated January 23, 2015