Traders in Financial Futures - Futures Only Positions as of January 27, 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 112,718
Positions
28,903 1,615 978 23,230 5,897 80 19,565 47,081 7,765 8,489 8,402 2,234 21,474 38,666
Changes from: January 20, 2015 Total Change is: 1,087
-501 219 123 -1,139 -199 -3 3,644 1,866 -354 -42 -492 -301 -340 228
Percent of Open Interest Represented by Each Category of Trader
25.6 1.4 0.9 20.6 5.2 0.1 17.4 41.8 6.9 7.5 7.5 2.0 19.1 34.3
Number of Traders in Each Category Total Traders: 83
9 . . 7 7 . 14 24 7 8 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 42,956
Positions
20,398 5,878 1 2,287 2,220 13 10,923 19,005 458 0 1,636 84 8,792 13,661
Changes from: January 20, 2015 Total Change is: -4,280
-5,588 192 1 21 -90 0 836 -2,050 37 0 139 0 413 -2,509
Percent of Open Interest Represented by Each Category of Trader
47.5 13.7 0.0 5.3 5.2 0.0 25.4 44.2 1.1 0.0 3.8 0.2 20.5 31.8
Number of Traders in Each Category Total Traders: 40
4 4 . . . . 11 13 7 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 185,350
Positions
110,432 7,330 1,757 6,514 55,110 2,676 36,743 62,938 6,652 4,373 11,805 562 15,641 36,520
Changes from: January 20, 2015 Total Change is: 2,490
1,202 -274 -198 1,252 665 -722 1,004 1,885 842 -532 343 45 -403 -96
Percent of Open Interest Represented by Each Category of Trader
59.6 4.0 0.9 3.5 29.7 1.4 19.8 34.0 3.6 2.4 6.4 0.3 8.4 19.7
Number of Traders in Each Category Total Traders: 101
10 5 4 6 17 6 26 26 11 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 202,571
Positions
80,242 17,113 35 29,876 44,386 1,900 15,230 75,275 4,236 52,511 4,701 2,696 15,845 52,229
Changes from: January 20, 2015 Total Change is: -12,842
-9,121 3,672 33 219 2,936 -1,429 385 -13,565 -653 126 485 73 -2,475 -4,394
Percent of Open Interest Represented by Each Category of Trader
39.6 8.4 0.0 14.7 21.9 0.9 7.5 37.2 2.1 25.9 2.3 1.3 7.8 25.8
Number of Traders in Each Category Total Traders: 132
10 7 . 9 18 7 19 49 11 10 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 449,726
Positions
242,417 13,348 4,190 40,261 95,725 15,189 27,853 166,533 5,109 77,189 52,596 2,541 34,977 94,495
Changes from: January 20, 2015 Total Change is: -536
-4,701 -392 628 6,452 -639 1,832 -4,520 -10,274 -1,989 4,127 8,612 1,214 -3,579 472
Percent of Open Interest Represented by Each Category of Trader
53.9 3.0 0.9 9.0 21.3 3.4 6.2 37.0 1.1 17.2 11.7 0.6 7.8 21.0
Number of Traders in Each Category Total Traders: 248
21 12 6 22 31 24 31 57 10 24 49 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 125,620
Positions
85,225 380 17 1,083 15,894 941 18,755 49,673 961 5,474 14,992 13 13,151 42,749
Changes from: January 20, 2015 Total Change is: 14,716
11,291 38 -19 -1,415 1,157 33 7,326 3,500 191 -1,106 5,671 0 -1,585 4,145
Percent of Open Interest Represented by Each Category of Trader
67.8 0.3 0.0 0.9 12.7 0.7 14.9 39.5 0.8 4.4 11.9 0.0 10.5 34.0
Number of Traders in Each Category Total Traders: 89
10 . . . 11 . 15 35 8 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 47,761
Positions
31,177 28,719 3,487 100 4,329 0 7,889 5,556 1,228 190 384 3,248 442 810
Changes from: January 20, 2015 Total Change is: 760
380 -17 0 0 92 0 236 757 0 190 0 0 -46 -72
Percent of Open Interest Represented by Each Category of Trader
65.3 60.1 7.3 0.2 9.1 0.0 16.5 11.6 2.6 0.4 0.8 6.8 0.9 1.7
Number of Traders in Each Category Total Traders: 30
8 7 7 . . 0 5 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 153,115
Positions
55,039 59,573 213 55,105 2,865 0 23,959 62,219 13,219 2,273 8,821 121 3,186 6,084
Changes from: January 20, 2015 Total Change is: 4,444
20 2,767 12 -321 355 0 8,536 5,619 -3,179 -579 -202 -149 104 -779
Percent of Open Interest Represented by Each Category of Trader
35.9 38.9 0.1 36.0 1.9 0.0 15.6 40.6 8.6 1.5 5.8 0.1 2.1 4.0
Number of Traders in Each Category Total Traders: 113
4 11 . 4 6 0 25 46 7 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 36,682
Positions
3,530 13,968 10,804 0 484 38 11,164 1,163 1,959 595 333 2,746 5,846 5,187
Changes from: January 20, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.6 38.1 29.5 0.0 1.3 0.1 30.4 3.2 5.3 1.6 0.9 7.5 15.9 14.1
Number of Traders in Each Category Total Traders: 24
. 7 . 0 . . 4 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 25,594
Positions
9,805 238 14 686 804 0 11,456 14,223 906 429 3,258 0 2,298 6,151
Changes from: January 20, 2015 Total Change is: 2,776
3,370 2 -22 -169 439 0 1,001 1,764 -88 -90 6 0 -1,226 675
Percent of Open Interest Represented by Each Category of Trader
38.3 0.9 0.1 2.7 3.1 0.0 44.8 55.6 3.5 1.7 12.7 0.0 9.0 24.0
Number of Traders in Each Category Total Traders: 64
11 . . . . 0 11 27 4 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 52,970
Positions
22,317 33,746 158 4,258 1,897 372 13,686 8,033 1,044 1,802 3,091 59 9,275 4,572
Changes from: January 20, 2015 Total Change is: 2,670
2,667 -1,477 8 5 -80 98 -1,833 2,556 900 -126 102 3 949 560
Percent of Open Interest Represented by Each Category of Trader
42.1 63.7 0.3 8.0 3.6 0.7 25.8 15.2 2.0 3.4 5.8 0.1 17.5 8.6
Number of Traders in Each Category Total Traders: 92
17 11 . 9 . 4 22 13 6 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 105,940
Positions
44,634 67,491 316 8,515 3,794 744 27,372 16,065 2,088 3,604 6,181 117 18,550 9,144
Changes from: January 20, 2015 Total Change is: 5,339
5,334 -2,953 16 9 -160 196 -3,666 5,112 1,799 -252 203 6 1,897 1,120
Percent of Open Interest Represented by Each Category of Trader
42.1 63.7 0.3 8.0 3.6 0.7 25.8 15.2 2.0 3.4 5.8 0.1 17.5 8.6
Number of Traders in Each Category Total Traders: 92
17 11 . 9 . 4 22 13 6 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 672,635
Positions
33,065 200,800 22,082 315,498 113,184 48,261 93,893 132,096 32,563 31,095 53,974 3,538 92,640 66,137
Changes from: January 20, 2015 Total Change is: 736
-1,813 588 4,663 -15 -6,287 2,634 -3,533 -2,407 2,175 -505 -533 1,295 -4,165 -1,392
Percent of Open Interest Represented by Each Category of Trader
4.9 29.9 3.3 46.9 16.8 7.2 14.0 19.6 4.8 4.6 8.0 0.5 13.8 9.8
Number of Traders in Each Category Total Traders: 540
29 37 25 123 60 73 88 102 73 48 53 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 132,255
Positions
17,699 58,940 1,529 55,131 22,947 3,190 9,647 8,223 795 7,610 13,499 52 36,602 23,080
Changes from: January 20, 2015 Total Change is: 1,873
2,158 3,206 470 -1,523 -263 121 1,550 560 259 -37 -53 0 -1,125 -2,427
Percent of Open Interest Represented by Each Category of Trader
13.4 44.6 1.2 41.7 17.4 2.4 7.3 6.2 0.6 5.8 10.2 0.0 27.7 17.5
Number of Traders in Each Category Total Traders: 78
8 9 5 16 6 9 16 12 5 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 2,701,901
Positions
164,167 796,636 15,425 1,325,268 474,620 201,922 483,251 681,386 96,821 127,041 211,991 7,814 280,192 215,286
Changes from: January 20, 2015 Total Change is: -5,685
-2,783 3,979 3,893 19,630 -18,029 474 -16,039 -5,457 204 5,262 5,201 -1,127 -15,199 5,177
Percent of Open Interest Represented by Each Category of Trader
6.1 29.5 0.6 49.0 17.6 7.5 17.9 25.2 3.6 4.7 7.8 0.3 10.4 8.0
Number of Traders in Each Category Total Traders: 527
31 35 18 116 59 67 86 103 62 47 50 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 82,989
Positions
5,897 13,996 166 44,356 46,680 2,413 19,275 11,853 1,175 484 980 0 9,223 5,726
Changes from: January 20, 2015 Total Change is: -805
-1,105 605 47 1,473 -2,458 -283 343 197 144 -394 715 0 -1,030 228
Percent of Open Interest Represented by Each Category of Trader
7.1 16.9 0.2 53.4 56.2 2.9 23.2 14.3 1.4 0.6 1.2 0.0 11.1 6.9
Number of Traders in Each Category Total Traders: 92
5 9 . 36 11 16 15 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 60,303
Positions
3,996 35,690 234 26,290 6,773 754 17,227 11,255 1,331 2,170 1,382 111 8,188 2,772
Changes from: January 20, 2015 Total Change is: -833
1,049 277 55 -1,574 -98 110 -232 -406 47 -75 -403 -13 -200 -402
Percent of Open Interest Represented by Each Category of Trader
6.6 59.2 0.4 43.6 11.2 1.3 28.6 18.7 2.2 3.6 2.3 0.2 13.6 4.6
Number of Traders in Each Category Total Traders: 211
19 19 . 32 17 7 51 46 14 14 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 301,513
Positions
19,980 178,451 1,172 131,450 33,866 3,770 86,137 56,276 6,656 10,852 6,910 554 40,942 13,858
Changes from: January 20, 2015 Total Change is: -4,167
5,243 1,386 277 -7,869 -490 548 -1,161 -2,029 234 -373 -2,017 -66 -1,000 -2,010
Percent of Open Interest Represented by Each Category of Trader
6.6 59.2 0.4 43.6 11.2 1.3 28.6 18.7 2.2 3.6 2.3 0.2 13.6 4.6
Number of Traders in Each Category Total Traders: 211
19 19 . 32 17 7 51 46 14 14 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 343,891
Positions
98,286 53,284 7,671 125,107 135,731 18,113 63,034 96,571 3,980 7,298 9,950 0 20,402 18,591
Changes from: January 20, 2015 Total Change is: 139
2 4,834 226 762 -4,533 -583 -1,095 1,773 -165 -547 -1,834 0 1,539 421
Percent of Open Interest Represented by Each Category of Trader
28.6 15.5 2.2 36.4 39.5 5.3 18.3 28.1 1.2 2.1 2.9 0.0 5.9 5.4
Number of Traders in Each Category Total Traders: 256
17 11 . 55 42 25 44 56 10 13 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 52,339
Positions
1,664 23,356 111 28,905 0 40 5,003 17,814 652 5,667 5,377 0 10,297 4,989
Changes from: January 20, 2015 Total Change is: -1,159
-15 31 0 -1,628 0 6 -149 103 416 1,144 -1,586 0 -933 -129
Percent of Open Interest Represented by Each Category of Trader
3.2 44.6 0.2 55.2 0.0 0.1 9.6 34.0 1.2 10.8 10.3 0.0 19.7 9.5
Number of Traders in Each Category Total Traders: 58
5 7 . 19 0 . 11 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 100,688
Positions
31,446 5,639 2,195 7,967 5,194 862 42,981 5,127 2,649 3,037 3,062 0 9,551 75,960
Changes from: January 20, 2015 Total Change is: 7,840
7,021 1,471 546 -147 -457 -204 281 -1,025 -16 0 1,240 0 359 6,285
Percent of Open Interest Represented by Each Category of Trader
31.2 5.6 2.2 7.9 5.2 0.9 42.7 5.1 2.6 3.0 3.0 0.0 9.5 75.4
Number of Traders in Each Category Total Traders: 80
17 8 4 9 5 . 28 5 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 129,462
Positions
8,746 67,951 225 77,208 40,992 4,736 28,399 8,556 3,042 1,523 1,094 0 5,583 2,866
Changes from: January 20, 2015 Total Change is: 342
227 562 26 -1,244 220 197 63 708 -443 246 -44 0 1,270 -884
Percent of Open Interest Represented by Each Category of Trader
6.8 52.5 0.2 59.6 31.7 3.7 21.9 6.6 2.3 1.2 0.8 0.0 4.3 2.2
Number of Traders in Each Category Total Traders: 111
8 13 . 39 21 21 15 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 367,770
Positions
69,240 181,704 5,216 148,487 64,325 32,052 72,006 64,192 5,802 16,379 9,396 1,728 16,860 3,355
Changes from: January 20, 2015 Total Change is: 19,791
12,914 18,170 -185 -4,243 -6,874 382 9,219 13,459 -2,091 2,670 -1,977 -233 1,358 -860
Percent of Open Interest Represented by Each Category of Trader
18.8 49.4 1.4 40.4 17.5 8.7 19.6 17.5 1.6 4.5 2.6 0.5 4.6 0.9
Number of Traders in Each Category Total Traders: 215
17 25 9 56 28 30 28 22 10 27 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 787,448
Positions
19,896 73,560 5,521 360,090 207,049 107,061 86,647 173,493 21,501 13,609 37,077 811 172,312 161,375
Changes from: January 20, 2015 Total Change is: -33,436
-1,476 -23,897 3,113 -35,498 19,162 -10,940 10,760 -20,049 1,652 -3,418 2,569 -2,487 4,858 -2,559
Percent of Open Interest Represented by Each Category of Trader
2.5 9.3 0.7 45.7 26.3 13.6 11.0 22.0 2.7 1.7 4.7 0.1 21.9 20.5
Number of Traders in Each Category Total Traders: 158
9 12 . 35 27 35 28 27 17 5 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 504,360
Positions
22,607 84,402 525 253,192 43,369 81,344 23,506 191,981 10,557 5,550 9,487 59 107,020 82,636
Changes from: January 20, 2015 Total Change is: -3,906
-2,100 7,379 143 -542 5,593 474 2,897 -13,151 320 0 -1,845 0 -5,098 -2,819
Percent of Open Interest Represented by Each Category of Trader
4.5 16.7 0.1 50.2 8.6 16.1 4.7 38.1 2.1 1.1 1.9 0.0 21.2 16.4
Number of Traders in Each Category Total Traders: 98
. 7 . 43 12 30 10 18 10 . . .
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Traders in Financial Futures - Futures Only Positions as of January 27, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,305,032
Positions
83,000 153,604 8,462 258,035 434,676 107,886 566,172 166,113 46,439 120,601 236,493 8,504 105,933 142,855
Changes from: January 20, 2015 Total Change is: 47,164
5,427 41,579 -3,181 -12,161 10,202 5,995 24,268 -14,383 18,470 -22 -8,192 -80 8,448 -3,246
Percent of Open Interest Represented by Each Category of Trader
6.4 11.8 0.6 19.8 33.3 8.3 43.4 12.7 3.6 9.2 18.1 0.7 8.1 10.9
Number of Traders in Each Category Total Traders: 268
15 34 5 42 44 37 44 35 28 16 38 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,673,543
Positions
200,304 144,150 15,530 789,438 909,783 333,117 496,712 529,458 109,053 352,335 165,875 37,386 339,668 429,191
Changes from: January 20, 2015 Total Change is: -20,317
58,610 -11,211 -16,709 -52,701 80,728 7,334 -23,083 -83,903 7,520 -16,498 -15,933 2,088 13,122 9,769
Percent of Open Interest Represented by Each Category of Trader
7.5 5.4 0.6 29.5 34.0 12.5 18.6 19.8 4.1 13.2 6.2 1.4 12.7 16.1
Number of Traders in Each Category Total Traders: 361
22 25 9 39 83 62 54 62 51 24 52 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,822,324
Positions
97,488 206,663 7,659 520,684 451,570 300,573 426,774 267,518 39,703 135,244 187,436 7,891 286,308 353,311
Changes from: January 20, 2015 Total Change is: -14,957
11,129 -5,523 -2,288 -39,181 35,675 10,066 16,988 -50,550 -3,866 -16,766 -12,470 5,886 3,075 8,113
Percent of Open Interest Represented by Each Category of Trader
5.3 11.3 0.4 28.6 24.8 16.5 23.4 14.7 2.2 7.4 10.3 0.4 15.7 19.4
Number of Traders in Each Category Total Traders: 264
16 27 6 40 40 44 44 47 26 17 33 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 735,711
Positions
274,818 154,045 257,884 0 5,710 11,154 23,683 89,290 90,887 391 27,871 54,897 21,997 43,973
Changes from: January 20, 2015 Total Change is: 3,080
-7,229 -2,376 11,717 -882 582 79 2,285 -5,404 -2,137 108 995 2,437 -3,298 -2,813
Percent of Open Interest Represented by Each Category of Trader
37.4 20.9 35.1 0.0 0.8 1.5 3.2 12.1 12.4 0.1 3.8 7.5 3.0 6.0
Number of Traders in Each Category Total Traders: 106
19 29 41 0 . . 17 20 25 . 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 is11,019,134
Positions
1,799,986 1,834,354 2,606,890 311,000 764,997 518,824 2,004,642 1,064,192 1,995,071 476,801 574,949 402,851 903,069 1,257,006
Changes from: January 20, 2015 Total Change is: 18,292
-50,837 19,565 -50,115 15,172 30,489 -19,192 77,975 28 10,385 308 28,798 -10,653 45,249 8,987
Percent of Open Interest Represented by Each Category of Trader
16.3 16.6 23.7 2.8 6.9 4.7 18.2 9.7 18.1 4.3 5.2 3.7 8.2 11.4
Number of Traders in Each Category Total Traders: 282
31 55 78 13 25 26 39 71 78 8 33 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 54,168
Positions
24,567 9,514 0 685 15,728 3,882 23,715 16,095 0 1,235 8,798 0 84 151
Changes from: January 20, 2015 Total Change is: 4,590
3,233 8,712 0 -27 -2,127 17 1,287 -2,845 0 105 847 0 -25 -14
Percent of Open Interest Represented by Each Category of Trader
45.4 17.6 0.0 1.3 29.0 7.2 43.8 29.7 0.0 2.3 16.2 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 49
6 4 0 . 10 . 5 10 0 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 36,235
Positions
17,541 685 0 0 15,421 221 18,071 7,817 163 100 11,549 0 139 379
Changes from: January 20, 2015 Total Change is: 190
196 177 0 0 -406 0 -14 85 0 0 25 0 8 309
Percent of Open Interest Represented by Each Category of Trader
48.4 1.9 0.0 0.0 42.6 0.6 49.9 21.6 0.4 0.3 31.9 0.0 0.4 1.0
Number of Traders in Each Category Total Traders: 47
6 . 0 0 13 . 4 9 . . 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 129,495
Positions
13,021 90,327 507 12,028 0 81 37,892 33,409 1,803 41,677 323 68 22,418 2,977
Changes from: January 20, 2015 Total Change is: -582
-656 -276 6 -1,244 0 3 -5,665 -1,539 400 2,357 94 9 4,208 721
Percent of Open Interest Represented by Each Category of Trader
10.1 69.8 0.4 9.3 0.0 0.1 29.3 25.8 1.4 32.2 0.2 0.1 17.3 2.3
Number of Traders in Each Category Total Traders: 215
5 . . 15 0 . 43 15 10 130 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 275,472
Positions
26,234 69,659 36,061 25,133 16,931 39,543 66,947 37,267 39,159 15,982 4,661 8,700 17,713 23,491
Changes from: January 20, 2015 Total Change is: -31,489
-4,783 11,581 -8,339 -958 -71 4,223 -2,635 -19,350 -9,160 -1,188 -1,765 -4,689 -3,960 -3,919
Percent of Open Interest Represented by Each Category of Trader
9.5 25.3 13.1 9.1 6.1 14.4 24.3 13.5 14.2 5.8 1.7 3.2 6.4 8.5
Number of Traders in Each Category Total Traders: 148
12 16 20 4 13 9 37 37 46 5 13 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 12,667
Positions
118 2,900 0 5,211 1,006 583 5,647 6,842 631 363 680 0 114 25
Changes from: January 20, 2015 Total Change is: 547
22 0 0 1,081 50 -28 -668 524 0 135 0 0 5 1
Percent of Open Interest Represented by Each Category of Trader
0.9 22.9 0.0 41.1 7.9 4.6 44.6 54.0 5.0 2.9 5.4 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 25
. . 0 4 . . 5 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 27, 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 12,788
Positions
2,867 7,409 0 7,983 0 0 1,062 4,876 0 382 0 0 494 503
Changes from: January 20, 2015 Total Change is: 48
4 -110 0 33 0 0 12 213 0 0 0 0 -1 -55
Percent of Open Interest Represented by Each Category of Trader
22.4 57.9 0.0 62.4 0.0 0.0 8.3 38.1 0.0 3.0 0.0 0.0 3.9 3.9
Number of Traders in Each Category Total Traders: 22
. . 0 8 0 0 . 5 0 . 0 0
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Updated January 30, 2015