Traders in Financial Futures - Futures Only Positions as of February 3, 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 113,662
Positions
32,164 1,532 1,274 23,415 6,221 268 16,925 47,158 8,693 6,844 7,086 2,119 21,960 39,311
Changes from: January 27, 2015 Total Change is: 944
3,261 -83 296 185 324 188 -2,640 77 928 -1,645 -1,316 -115 486 645
Percent of Open Interest Represented by Each Category of Trader
28.3 1.3 1.1 20.6 5.5 0.2 14.9 41.5 7.6 6.0 6.2 1.9 19.3 34.6
Number of Traders in Each Category Total Traders: 83
12 . . 7 8 . 17 20 11 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 38,421
Positions
16,162 5,248 1 2,176 2,666 13 10,717 15,776 59 0 1,055 0 9,293 13,603
Changes from: January 27, 2015 Total Change is: -4,535
-4,236 -630 0 -111 446 0 -206 -3,229 -399 0 -581 -84 501 -58
Percent of Open Interest Represented by Each Category of Trader
42.1 13.7 0.0 5.7 6.9 0.0 27.9 41.1 0.2 0.0 2.7 0.0 24.2 35.4
Number of Traders in Each Category Total Traders: 33
5 . . . . . 9 9 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 182,903
Positions
111,735 8,087 1,617 6,192 57,129 2,812 35,323 60,260 5,629 2,864 11,948 554 16,177 34,867
Changes from: January 27, 2015 Total Change is: -2,447
1,303 757 -140 -322 2,019 136 -1,420 -2,678 -1,023 -1,509 143 -8 536 -1,653
Percent of Open Interest Represented by Each Category of Trader
61.1 4.4 0.9 3.4 31.2 1.5 19.3 32.9 3.1 1.6 6.5 0.3 8.8 19.1
Number of Traders in Each Category Total Traders: 100
11 5 . 5 19 7 24 26 13 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 203,963
Positions
82,165 20,102 33 31,213 46,654 1,983 12,610 71,671 3,762 53,191 4,184 2,601 16,405 52,973
Changes from: January 27, 2015 Total Change is: 1,392
1,923 2,989 -2 1,337 2,268 83 -2,620 -3,604 -474 680 -517 -95 560 744
Percent of Open Interest Represented by Each Category of Trader
40.3 9.9 0.0 15.3 22.9 1.0 6.2 35.1 1.8 26.1 2.1 1.3 8.0 26.0
Number of Traders in Each Category Total Traders: 119
9 7 . 7 21 8 14 41 12 9 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 457,209
Positions
253,074 12,145 4,369 39,423 98,026 14,673 25,027 180,585 4,759 78,466 48,579 2,299 35,119 91,774
Changes from: January 27, 2015 Total Change is: 7,483
10,657 -1,203 179 -838 2,301 -516 -2,826 14,052 -350 1,277 -4,017 -242 142 -2,721
Percent of Open Interest Represented by Each Category of Trader
55.4 2.7 1.0 8.6 21.4 3.2 5.5 39.5 1.0 17.2 10.6 0.5 7.7 20.1
Number of Traders in Each Category Total Traders: 240
21 11 8 21 33 25 26 60 12 27 41 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 133,075
Positions
92,488 274 360 1,273 15,673 1,058 18,585 57,487 1,426 5,265 14,550 13 12,607 42,234
Changes from: January 27, 2015 Total Change is: 7,455
7,263 -106 343 190 -221 117 -170 7,814 465 -209 -442 0 -544 -515
Percent of Open Interest Represented by Each Category of Trader
69.5 0.2 0.3 1.0 11.8 0.8 14.0 43.2 1.1 4.0 10.9 0.0 9.5 31.7
Number of Traders in Each Category Total Traders: 89
11 . . . 10 . 13 37 9 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 47,978
Positions
33,590 29,317 3,487 100 5,016 0 5,835 3,599 1,289 0 1,158 3,248 429 864
Changes from: January 27, 2015 Total Change is: 217
2,413 598 0 0 687 0 -2,054 -1,957 61 -190 774 0 -13 54
Percent of Open Interest Represented by Each Category of Trader
70.0 61.1 7.3 0.2 10.5 0.0 12.2 7.5 2.7 0.0 2.4 6.8 0.9 1.8
Number of Traders in Each Category Total Traders: 30
9 7 7 . . 0 4 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 161,412
Positions
55,264 53,511 880 52,245 2,315 284 20,829 62,287 26,395 2,366 9,539 0 3,149 6,201
Changes from: January 27, 2015 Total Change is: 8,297
225 -6,062 667 -2,860 -550 284 -3,130 68 13,176 93 718 -121 -37 117
Percent of Open Interest Represented by Each Category of Trader
34.2 33.2 0.5 32.4 1.4 0.2 12.9 38.6 16.4 1.5 5.9 0.0 2.0 3.8
Number of Traders in Each Category Total Traders: 121
5 12 . 5 5 . 23 50 10 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 25,687
Positions
11,484 262 50 789 804 0 9,941 13,455 1,000 540 3,443 0 1,883 6,673
Changes from: January 27, 2015 Total Change is: 93
1,679 24 36 103 0 0 -1,515 -768 94 111 185 0 -415 522
Percent of Open Interest Represented by Each Category of Trader
44.7 1.0 0.2 3.1 3.1 0.0 38.7 52.4 3.9 2.1 13.4 0.0 7.3 26.0
Number of Traders in Each Category Total Traders: 66
11 . . . . 0 13 23 4 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 52,505
Positions
19,495 35,004 142 4,264 1,848 486 14,719 6,006 739 1,993 3,085 59 10,609 5,137
Changes from: January 27, 2015 Total Change is: -466
-2,823 1,258 -16 7 -49 114 1,033 -2,027 -306 191 -6 1 1,334 565
Percent of Open Interest Represented by Each Category of Trader
37.1 66.7 0.3 8.1 3.5 0.9 28.0 11.4 1.4 3.8 5.9 0.1 20.2 9.8
Number of Traders in Each Category Total Traders: 92
16 13 . 8 . . 26 9 6 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 105,009
Positions
38,989 70,007 284 8,528 3,696 972 29,438 12,011 1,477 3,985 6,170 118 21,218 10,274
Changes from: January 27, 2015 Total Change is: -931
-5,645 2,516 -32 13 -98 228 2,066 -4,054 -611 381 -11 1 2,668 1,130
Percent of Open Interest Represented by Each Category of Trader
37.1 66.7 0.3 8.1 3.5 0.9 28.0 11.4 1.4 3.8 5.9 0.1 20.2 9.8
Number of Traders in Each Category Total Traders: 92
16 13 . 8 . . 26 9 6 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 689,848
Positions
34,823 180,088 31,564 308,318 120,063 44,821 96,436 145,844 28,930 29,662 50,440 4,477 110,818 83,622
Changes from: January 27, 2015 Total Change is: 17,213
1,758 -20,712 9,482 -7,180 6,879 -3,440 2,543 13,747 -3,633 -1,434 -3,534 939 18,177 17,485
Percent of Open Interest Represented by Each Category of Trader
5.0 26.1 4.6 44.7 17.4 6.5 14.0 21.1 4.2 4.3 7.3 0.6 16.1 12.1
Number of Traders in Each Category Total Traders: 542
33 35 24 119 64 76 86 107 69 47 50 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 142,849
Positions
30,853 57,129 1,529 52,387 22,245 2,247 7,539 6,723 800 7,597 13,082 39 39,858 39,055
Changes from: January 27, 2015 Total Change is: 10,594
13,154 -1,811 0 -2,744 -702 -943 -2,108 -1,500 5 -13 -417 -13 3,256 15,975
Percent of Open Interest Represented by Each Category of Trader
21.6 40.0 1.1 36.7 15.6 1.6 5.3 4.7 0.6 5.3 9.2 0.0 27.9 27.3
Number of Traders in Each Category Total Traders: 77
9 7 5 14 6 7 14 15 6 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 2,734,995
Positions
155,402 750,345 14,624 1,306,369 515,806 186,154 493,941 745,059 91,193 120,882 197,348 11,631 354,799 222,835
Changes from: January 27, 2015 Total Change is: 33,094
-8,765 -46,291 -801 -18,899 41,186 -15,768 10,690 63,673 -5,628 -6,159 -14,643 3,817 74,607 7,549
Percent of Open Interest Represented by Each Category of Trader
5.7 27.4 0.5 47.8 18.9 6.8 18.1 27.2 3.3 4.4 7.2 0.4 13.0 8.1
Number of Traders in Each Category Total Traders: 532
32 36 16 114 63 72 85 108 60 46 47 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 87,193
Positions
7,269 14,000 226 45,023 48,561 2,661 19,310 13,485 1,402 1,068 1,003 0 10,234 5,855
Changes from: January 27, 2015 Total Change is: 4,204
1,372 4 60 667 1,881 248 35 1,632 227 584 23 0 1,011 129
Percent of Open Interest Represented by Each Category of Trader
8.3 16.1 0.3 51.6 55.7 3.1 22.1 15.5 1.6 1.2 1.2 0.0 11.7 6.7
Number of Traders in Each Category Total Traders: 97
7 9 . 35 13 16 14 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 60,337
Positions
5,419 36,076 264 25,950 6,843 677 16,213 9,559 1,471 1,869 1,895 123 8,350 3,428
Changes from: January 27, 2015 Total Change is: 34
1,423 386 29 -340 70 -77 -1,014 -1,696 140 -301 513 12 162 657
Percent of Open Interest Represented by Each Category of Trader
9.0 59.8 0.4 43.0 11.3 1.1 26.9 15.8 2.4 3.1 3.1 0.2 13.8 5.7
Number of Traders in Each Category Total Traders: 205
15 20 . 29 18 8 49 40 12 15 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 301,683
Positions
27,094 180,381 1,318 129,752 34,217 3,384 81,067 47,795 7,356 9,345 9,475 616 41,751 17,141
Changes from: January 27, 2015 Total Change is: 170
7,114 1,930 146 -1,698 351 -386 -5,070 -8,481 700 -1,507 2,565 62 809 3,283
Percent of Open Interest Represented by Each Category of Trader
9.0 59.8 0.4 43.0 11.3 1.1 26.9 15.8 2.4 3.1 3.1 0.2 13.8 5.7
Number of Traders in Each Category Total Traders: 205
15 20 . 29 18 8 49 40 12 15 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 341,993
Positions
99,988 51,861 7,615 129,941 137,622 15,581 57,130 98,549 4,570 7,638 10,067 0 19,530 16,128
Changes from: January 27, 2015 Total Change is: -1,898
1,702 -1,423 -56 4,834 1,891 -2,532 -5,904 1,978 590 340 117 0 -872 -2,463
Percent of Open Interest Represented by Each Category of Trader
29.2 15.2 2.2 38.0 40.2 4.6 16.7 28.8 1.3 2.2 2.9 0.0 5.7 4.7
Number of Traders in Each Category Total Traders: 259
18 12 . 53 45 25 42 57 10 15 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 53,044
Positions
1,679 23,431 111 29,057 0 116 4,786 18,210 780 5,648 5,293 0 10,867 5,103
Changes from: January 27, 2015 Total Change is: 705
15 75 0 152 0 76 -217 396 128 -19 -84 0 570 114
Percent of Open Interest Represented by Each Category of Trader
3.2 44.2 0.2 54.8 0.0 0.2 9.0 34.3 1.5 10.6 10.0 0.0 20.5 9.6
Number of Traders in Each Category Total Traders: 57
5 7 . 19 0 . 9 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 104,668
Positions
32,249 5,603 1,544 8,267 5,445 1,023 44,855 5,574 2,611 3,409 3,053 0 10,710 79,815
Changes from: January 27, 2015 Total Change is: 3,980
803 -36 -651 300 251 161 1,874 447 -38 372 -9 0 1,159 3,855
Percent of Open Interest Represented by Each Category of Trader
30.8 5.4 1.5 7.9 5.2 1.0 42.9 5.3 2.5 3.3 2.9 0.0 10.2 76.3
Number of Traders in Each Category Total Traders: 84
17 9 . 9 5 . 27 8 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 132,952
Positions
9,837 68,705 240 79,563 44,977 3,838 28,009 7,571 3,090 2,249 825 0 6,126 3,706
Changes from: January 27, 2015 Total Change is: 3,490
1,091 754 15 2,355 3,985 -898 -390 -985 48 726 -269 0 543 840
Percent of Open Interest Represented by Each Category of Trader
7.4 51.7 0.2 59.8 33.8 2.9 21.1 5.7 2.3 1.7 0.6 0.0 4.6 2.8
Number of Traders in Each Category Total Traders: 110
8 13 . 38 22 18 15 7 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 364,407
Positions
64,008 186,584 5,156 149,168 69,220 30,138 70,981 54,958 5,792 19,117 6,112 2,218 17,829 4,229
Changes from: January 27, 2015 Total Change is: -3,363
-5,232 4,880 -60 681 4,895 -1,914 -1,025 -9,234 -10 2,738 -3,284 490 969 874
Percent of Open Interest Represented by Each Category of Trader
17.6 51.2 1.4 40.9 19.0 8.3 19.5 15.1 1.6 5.2 1.7 0.6 4.9 1.2
Number of Traders in Each Category Total Traders: 209
16 24 8 56 29 27 26 23 10 27 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 705,394
Positions
14,871 68,663 4,970 309,447 186,519 100,836 73,895 125,046 22,479 15,089 37,234 91 163,716 159,556
Changes from: January 27, 2015 Total Change is: -82,054
-5,025 -4,897 -551 -50,643 -20,530 -6,225 -12,752 -48,447 978 1,480 157 -720 -8,596 -1,819
Percent of Open Interest Represented by Each Category of Trader
2.1 9.7 0.7 43.9 26.4 14.3 10.5 17.7 3.2 2.1 5.3 0.0 23.2 22.6
Number of Traders in Each Category Total Traders: 157
8 14 7 39 25 35 24 26 23 7 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 502,448
Positions
23,682 71,204 2,336 234,670 46,136 84,177 25,949 186,546 12,748 5,550 10,925 302 113,034 88,074
Changes from: January 27, 2015 Total Change is: -1,912
1,075 -13,198 1,811 -18,522 2,767 2,833 2,443 -5,435 2,191 0 1,438 243 6,014 5,438
Percent of Open Interest Represented by Each Category of Trader
4.7 14.2 0.5 46.7 9.2 16.8 5.2 37.1 2.5 1.1 2.2 0.1 22.5 17.5
Number of Traders in Each Category Total Traders: 96
4 7 4 39 12 26 10 18 11 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 3, 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 1,349,569
Positions
100,110 138,611 12,206 279,847 448,342 116,473 592,686 182,917 62,600 74,483 233,408 5,974 105,190 149,038
Changes from: January 27, 2015 Total Change is: 44,537
17,110 -14,993 3,744 21,812 13,666 8,587 26,514 16,804 16,161 -46,118 -3,085 -2,530 -743 6,183
Percent of Open Interest Represented by Each Category of Trader
7.4 10.3 0.9 20.7 33.2 8.6 43.9 13.6 4.6 5.5 17.3 0.4 7.8 11.0
Number of Traders in Each Category Total Traders: 264
13 38 7 42 41 40 43 35 27 16 36 8
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Traders in Financial Futures - Futures Only Positions as of February 3, 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 2,624,479
Positions
232,629 131,622 18,449 672,166 905,255 341,496 491,800 508,436 118,755 367,183 145,492 34,710 347,291 420,264
Changes from: January 27, 2015 Total Change is: -49,064
32,325 -12,528 2,919 -117,272 -4,528 8,379 -4,912 -21,022 9,702 14,848 -20,383 -2,676 7,623 -8,927
Percent of Open Interest Represented by Each Category of Trader
8.9 5.0 0.7 25.6 34.5 13.0 18.7 19.4 4.5 14.0 5.5 1.3 13.2 16.0
Number of Traders in Each Category Total Traders: 364
24 26 11 39 84 63 49 62 59 29 51 17
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Traders in Financial Futures - Futures Only Positions as of February 3, 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 1,819,318
Positions
93,408 226,509 11,803 562,031 474,927 314,321 398,007 247,989 23,636 151,834 181,234 15,971 248,307 322,928
Changes from: January 27, 2015 Total Change is: -3,006
-4,080 19,846 4,144 41,347 23,357 13,748 -28,767 -19,529 -16,067 16,590 -6,202 8,080 -38,001 -30,383
Percent of Open Interest Represented by Each Category of Trader
5.1 12.5 0.6 30.9 26.1 17.3 21.9 13.6 1.3 8.3 10.0 0.9 13.6 17.7
Number of Traders in Each Category Total Traders: 264
14 30 11 40 42 46 41 48 30 14 35 10
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Traders in Financial Futures - Futures Only Positions as of February 3, 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 700,393
Positions
260,992 140,427 240,102 0 6,212 19,467 19,214 80,549 89,712 2,297 34,436 44,608 24,001 44,880
Changes from: January 27, 2015 Total Change is: -35,318
-13,826 -13,618 -17,782 0 502 8,313 -4,469 -8,741 -1,175 1,906 6,565 -10,289 2,004 907
Percent of Open Interest Represented by Each Category of Trader
37.3 20.0 34.3 0.0 0.9 2.8 2.7 11.5 12.8 0.3 4.9 6.4 3.4 6.4
Number of Traders in Each Category Total Traders: 104
18 27 36 0 4 . 15 19 26 . 10 8
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Traders in Financial Futures - Futures Only Positions as of February 3, 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 is11,144,713
Positions
1,800,448 1,800,045 2,613,527 263,761 797,849 555,763 2,130,207 1,096,266 1,962,088 495,769 647,657 384,176 938,974 1,287,342
Changes from: January 27, 2015 Total Change is: 125,579
462 -34,309 6,637 -47,239 32,852 36,939 125,565 32,074 -32,983 18,968 72,708 -18,675 35,905 30,336
Percent of Open Interest Represented by Each Category of Trader
16.2 16.2 23.5 2.4 7.2 5.0 19.1 9.8 17.6 4.4 5.8 3.4 8.4 11.6
Number of Traders in Each Category Total Traders: 289
31 54 78 13 25 27 42 73 86 8 34 27
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Traders in Financial Futures - Futures Only Positions as of February 3, 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 53,881
Positions
24,707 9,514 0 687 15,477 3,864 23,295 16,205 0 1,235 8,704 0 93 117
Changes from: January 27, 2015 Total Change is: -287
140 0 0 2 -251 -18 -420 110 0 0 -94 0 9 -34
Percent of Open Interest Represented by Each Category of Trader
45.9 17.7 0.0 1.3 28.7 7.2 43.2 30.1 0.0 2.3 16.2 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 48
6 4 0 . 9 . 4 10 0 . 11 0
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Traders in Financial Futures - Futures Only Positions as of February 3, 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 35,435
Positions
15,168 351 50 0 15,143 209 19,548 7,461 192 100 11,590 0 168 439
Changes from: January 27, 2015 Total Change is: -800
-2,373 -334 50 0 -278 -12 1,477 -356 29 0 41 0 29 60
Percent of Open Interest Represented by Each Category of Trader
42.8 1.0 0.1 0.0 42.7 0.6 55.2 21.1 0.5 0.3 32.7 0.0 0.5 1.2
Number of Traders in Each Category Total Traders: 46
7 . . 0 12 . 5 8 . . 12 0
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Traders in Financial Futures - Futures Only Positions as of February 3, 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 125,025
Positions
13,891 90,154 572 10,836 140 125 34,206 29,476 1,774 42,370 527 95 21,156 2,162
Changes from: January 27, 2015 Total Change is: -4,470
870 -173 65 -1,192 140 44 -3,686 -3,933 -29 693 204 27 -1,262 -815
Percent of Open Interest Represented by Each Category of Trader
11.1 72.1 0.5 8.7 0.1 0.1 27.4 23.6 1.4 33.9 0.4 0.1 16.9 1.7
Number of Traders in Each Category Total Traders: 219
5 . . 14 . . 43 16 10 128 7 .
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Traders in Financial Futures - Futures Only Positions as of February 3, 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 275,773
Positions
17,575 62,874 34,759 20,930 16,416 34,209 84,352 46,161 42,543 13,388 4,652 9,311 18,706 24,848
Changes from: January 27, 2015 Total Change is: 301
-8,659 -6,785 -1,302 -4,203 -515 -5,334 17,405 8,894 3,384 -2,594 -9 611 993 1,357
Percent of Open Interest Represented by Each Category of Trader
6.4 22.8 12.6 7.6 6.0 12.4 30.6 16.7 15.4 4.9 1.7 3.4 6.8 9.0
Number of Traders in Each Category Total Traders: 152
11 18 19 5 13 9 34 41 49 5 13 16
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Traders in Financial Futures - Futures Only Positions as of February 3, 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 12,590
Positions
119 2,900 0 4,512 1,042 541 5,418 6,759 637 1,265 684 0 98 27
Changes from: January 27, 2015 Total Change is: -77
1 0 0 -699 36 -42 -229 -83 6 902 4 0 -16 2
Percent of Open Interest Represented by Each Category of Trader
0.9 23.0 0.0 35.8 8.3 4.3 43.0 53.7 5.1 10.0 5.4 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 25
. . 0 . . . 5 6 . 4 . 0
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Traders in Financial Futures - Futures Only Positions as of February 3, 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 12,907
Positions
2,776 7,409 0 8,211 0 0 869 4,999 1 400 0 0 650 498
Changes from: January 27, 2015 Total Change is: 119
-91 0 0 228 0 0 -193 123 1 18 0 0 156 -5
Percent of Open Interest Represented by Each Category of Trader
21.5 57.4 0.0 63.6 0.0 0.0 6.7 38.7 0.0 3.1 0.0 0.0 5.0 3.9
Number of Traders in Each Category Total Traders: 20
. . 0 8 0 0 . 4 . . 0 0
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Updated February 6, 2015