Traders in Financial Futures - Futures Only Positions as of February 17, 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 111,614
Positions
36,878 2,513 1,861 22,755 5,074 81 10,631 49,329 8,531 8,517 5,717 629 21,731 37,879
Changes from: February 10, 2015 Total Change is: -4,130
-3,061 -31 157 -41 49 63 -1,350 -2,081 -491 984 -383 11 -402 -1,424
Percent of Open Interest Represented by Each Category of Trader
33.0 2.3 1.7 20.4 4.5 0.1 9.5 44.2 7.6 7.6 5.1 0.6 19.5 33.9
Number of Traders in Each Category Total Traders: 80
10 . 4 7 7 . 10 25 9 8 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 34,204
Positions
16,714 5,097 3 1,712 2,512 13 6,423 12,350 100 0 919 21 9,218 13,189
Changes from: February 10, 2015 Total Change is: -255
303 -203 0 -34 -50 0 -776 -625 37 0 -55 21 194 620
Percent of Open Interest Represented by Each Category of Trader
48.9 14.9 0.0 5.0 7.3 0.0 18.8 36.1 0.3 0.0 2.7 0.1 27.0 38.6
Number of Traders in Each Category Total Traders: 30
5 . . . . . 8 8 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 170,627
Positions
92,781 9,408 1,008 8,212 55,018 3,646 36,864 55,696 4,414 5,735 10,963 400 17,567 30,074
Changes from: February 10, 2015 Total Change is: -5,339
-13,987 35 -29 1,857 -1,593 932 3,617 -1,761 -843 1,355 -463 394 1,365 -2,011
Percent of Open Interest Represented by Each Category of Trader
54.4 5.5 0.6 4.8 32.2 2.1 21.6 32.6 2.6 3.4 6.4 0.2 10.3 17.6
Number of Traders in Each Category Total Traders: 102
10 4 5 7 18 7 24 27 13 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 203,555
Positions
79,169 21,519 1,770 39,281 31,689 2,438 10,546 70,990 4,538 49,339 10,374 2,384 14,090 57,853
Changes from: February 10, 2015 Total Change is: -638
-7,700 2,182 1,115 8,664 -1,798 499 -3,541 -6,584 309 -522 5,172 -150 688 -1,383
Percent of Open Interest Represented by Each Category of Trader
38.9 10.6 0.9 19.3 15.6 1.2 5.2 34.9 2.2 24.2 5.1 1.2 6.9 28.4
Number of Traders in Each Category Total Traders: 120
11 8 . 9 19 7 10 43 11 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 438,411
Positions
235,635 15,054 4,604 41,110 91,655 15,952 27,173 179,139 5,076 70,765 36,775 3,561 34,535 86,595
Changes from: February 10, 2015 Total Change is: -5,728
-8,230 1,193 125 2,398 1,961 447 884 -6,132 561 -2,367 -5,587 -519 973 2,223
Percent of Open Interest Represented by Each Category of Trader
53.7 3.4 1.1 9.4 20.9 3.6 6.2 40.9 1.2 16.1 8.4 0.8 7.9 19.8
Number of Traders in Each Category Total Traders: 235
20 13 8 21 37 24 24 62 17 30 28 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 131,722
Positions
90,630 956 441 1,273 16,372 1,084 16,410 54,842 1,982 6,044 13,524 1 13,857 42,520
Changes from: February 10, 2015 Total Change is: 6,363
1,617 385 75 0 444 157 2,171 2,933 433 1,116 2,024 0 794 -88
Percent of Open Interest Represented by Each Category of Trader
68.8 0.7 0.3 1.0 12.4 0.8 12.5 41.6 1.5 4.6 10.3 0.0 10.5 32.3
Number of Traders in Each Category Total Traders: 90
10 . . . 12 . 15 33 10 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 47,782
Positions
33,210 29,914 3,487 100 6,050 0 5,733 3,210 737 2,016 1,135 1,936 563 1,313
Changes from: February 10, 2015 Total Change is: -904
1,040 190 0 0 490 0 -1,671 -448 -35 1,087 -221 -1,346 21 466
Percent of Open Interest Represented by Each Category of Trader
69.5 62.6 7.3 0.2 12.7 0.0 12.0 6.7 1.5 4.2 2.4 4.1 1.2 2.7
Number of Traders in Each Category Total Traders: 29
9 8 7 . . 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 175,704
Positions
55,087 56,987 951 51,621 3,121 494 24,584 62,208 35,618 3,671 9,301 147 3,531 6,877
Changes from: February 10, 2015 Total Change is: 843
-168 7,068 50 -161 218 0 2,370 -2,845 -3,513 1,366 22 147 752 -304
Percent of Open Interest Represented by Each Category of Trader
31.4 32.4 0.5 29.4 1.8 0.3 14.0 35.4 20.3 2.1 5.3 0.1 2.0 3.9
Number of Traders in Each Category Total Traders: 118
5 13 . . 7 . 23 43 10 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 22,759
Positions
7,293 10,384 5,342 0 1,177 0 5,388 1,272 491 757 224 2,746 742 1,123
Changes from: February 10, 2015 Total Change is: -1,885
3,248 -2,800 1,492 0 10 0 -6,632 -288 -62 235 -102 0 -166 -135
Percent of Open Interest Represented by Each Category of Trader
32.0 45.6 23.5 0.0 5.2 0.0 23.7 5.6 2.2 3.3 1.0 12.1 3.3 4.9
Number of Traders in Each Category Total Traders: 21
4 . . 0 . 0 4 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 27,700
Positions
13,216 378 49 793 1,601 0 9,871 14,507 1,318 255 3,243 0 2,198 6,604
Changes from: February 10, 2015 Total Change is: 1,107
-705 209 1 -95 0 0 1,362 376 593 -310 179 0 261 -251
Percent of Open Interest Represented by Each Category of Trader
47.7 1.4 0.2 2.9 5.8 0.0 35.6 52.4 4.8 0.9 11.7 0.0 7.9 23.8
Number of Traders in Each Category Total Traders: 62
9 . . . . 0 11 26 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 58,115
Positions
17,053 39,138 194 4,618 1,796 495 23,173 6,754 8 1,966 3,836 59 10,550 5,836
Changes from: February 10, 2015 Total Change is: 5,029
-90 4,359 13 614 0 -38 4,241 399 -54 -88 368 0 430 -19
Percent of Open Interest Represented by Each Category of Trader
29.3 67.3 0.3 7.9 3.1 0.9 39.9 11.6 0.0 3.4 6.6 0.1 18.2 10.0
Number of Traders in Each Category Total Traders: 91
14 15 . 10 . . 24 10 . 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 116,230
Positions
34,105 78,276 388 9,236 3,591 990 46,346 13,508 16 3,932 7,672 118 21,099 11,671
Changes from: February 10, 2015 Total Change is: 10,057
-180 8,718 26 1,227 0 -75 8,481 797 -107 -175 735 0 860 -37
Percent of Open Interest Represented by Each Category of Trader
29.3 67.3 0.3 7.9 3.1 0.9 39.9 11.6 0.0 3.4 6.6 0.1 18.2 10.0
Number of Traders in Each Category Total Traders: 91
14 15 . 10 . . 24 10 . 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 705,929
Positions
32,654 174,559 37,072 302,455 113,638 50,763 100,257 149,862 29,068 28,691 51,282 3,720 121,249 95,965
Changes from: February 10, 2015 Total Change is: 2,139
-1,369 -808 2,544 -3,168 -4,946 4,089 -1,364 -1,405 -812 -267 630 -218 2,703 3,065
Percent of Open Interest Represented by Each Category of Trader
4.6 24.7 5.3 42.8 16.1 7.2 14.2 21.2 4.1 4.1 7.3 0.5 17.2 13.6
Number of Traders in Each Category Total Traders: 569
34 37 25 122 62 78 90 119 78 50 55 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 143,635
Positions
32,626 48,079 709 51,898 23,190 2,158 7,532 4,047 886 6,459 12,186 31 41,336 52,349
Changes from: February 10, 2015 Total Change is: -1,830
358 -4,048 0 -1,583 903 -158 -518 -1,472 41 3 -968 -8 35 3,880
Percent of Open Interest Represented by Each Category of Trader
22.7 33.5 0.5 36.1 16.1 1.5 5.2 2.8 0.6 4.5 8.5 0.0 28.8 36.4
Number of Traders in Each Category Total Traders: 73
9 6 4 13 7 7 13 15 7 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 2,811,472
Positions
164,369 796,629 17,587 1,289,483 488,940 206,326 500,225 765,675 104,308 112,940 197,257 16,668 399,566 218,082
Changes from: February 10, 2015 Total Change is: 19,847
3,544 28,378 543 -10,840 -32,161 24,151 -13,903 -9,338 5,409 -7,076 2,263 4,677 13,342 -4,075
Percent of Open Interest Represented by Each Category of Trader
5.8 28.3 0.6 45.9 17.4 7.3 17.8 27.2 3.7 4.0 7.0 0.6 14.2 7.8
Number of Traders in Each Category Total Traders: 559
36 35 18 118 59 74 92 117 70 49 53 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 87,692
Positions
6,433 18,441 221 44,362 44,156 2,731 20,077 12,026 2,018 454 854 0 11,396 7,245
Changes from: February 10, 2015 Total Change is: 2,712
-87 3,685 -4 1,101 -2,545 152 1,411 193 142 -225 97 0 222 992
Percent of Open Interest Represented by Each Category of Trader
7.3 21.0 0.3 50.6 50.4 3.1 22.9 13.7 2.3 0.5 1.0 0.0 13.0 8.3
Number of Traders in Each Category Total Traders: 90
7 9 . 35 12 16 12 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 83,967
Positions
3,236 43,440 11,469 30,672 6,265 586 21,916 11,079 2,679 3,128 1,756 102 10,179 6,592
Changes from: February 10, 2015 Total Change is: 21,044
-1,745 6,280 11,307 4,909 -584 -29 3,144 -72 837 967 -257 19 1,635 3,542
Percent of Open Interest Represented by Each Category of Trader
3.9 51.7 13.7 36.5 7.5 0.7 26.1 13.2 3.2 3.7 2.1 0.1 12.1 7.9
Number of Traders in Each Category Total Traders: 221
15 20 11 30 17 7 56 45 16 22 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 17,868
Positions
11,389 14,393 0 2,279 0 0 1,410 226 0 921 0 0 1,869 3,249
Changes from: February 10, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
63.7 80.6 0.0 12.8 0.0 0.0 7.9 1.3 0.0 5.2 0.0 0.0 10.5 18.2
Number of Traders in Each Category Total Traders: 20
8 4 0 . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 330,495
Positions
15,152 201,149 1,427 141,967 31,323 2,928 105,876 57,611 10,051 11,034 8,782 511 41,549 16,713
Changes from: February 10, 2015 Total Change is: 15,879
-9,756 15,352 619 13,148 -2,922 -144 12,017 1,857 840 231 -1,285 95 -1,171 1,467
Percent of Open Interest Represented by Each Category of Trader
4.6 60.9 0.4 43.0 9.5 0.9 32.0 17.4 3.0 3.3 2.7 0.2 12.6 5.1
Number of Traders in Each Category Total Traders: 217
14 20 4 30 17 7 56 44 14 20 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 341,717
Positions
99,283 58,733 7,893 126,600 131,635 15,225 57,424 98,177 6,986 8,138 9,535 91 20,077 13,442
Changes from: February 10, 2015 Total Change is: 4,174
496 4,839 -51 1,175 -4,899 669 1,366 5,273 211 378 -596 0 -70 -1,272
Percent of Open Interest Represented by Each Category of Trader
29.1 17.2 2.3 37.0 38.5 4.5 16.8 28.7 2.0 2.4 2.8 0.0 5.9 3.9
Number of Traders in Each Category Total Traders: 258
17 16 . 56 45 26 39 54 11 16 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 54,081
Positions
2,166 23,653 111 28,160 0 119 6,055 18,247 775 5,835 4,380 0 10,860 6,796
Changes from: February 10, 2015 Total Change is: 426
532 150 0 89 0 -3 285 56 -266 -329 -713 0 118 1,202
Percent of Open Interest Represented by Each Category of Trader
4.0 43.7 0.2 52.1 0.0 0.2 11.2 33.7 1.4 10.8 8.1 0.0 20.1 12.6
Number of Traders in Each Category Total Traders: 60
6 7 . 21 0 . 10 10 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 115,497
Positions
34,213 5,516 2,931 8,720 5,623 1,076 50,675 6,722 2,945 4,662 1,804 50 10,225 88,830
Changes from: February 10, 2015 Total Change is: 2,847
307 766 685 -222 659 252 2,700 -1,673 -1,574 146 -833 50 503 4,515
Percent of Open Interest Represented by Each Category of Trader
29.6 4.8 2.5 7.5 4.9 0.9 43.9 5.8 2.5 4.0 1.6 0.0 8.9 76.9
Number of Traders in Each Category Total Traders: 94
18 8 4 10 6 . 38 6 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 139,006
Positions
11,496 75,016 598 82,614 42,335 4,128 28,536 8,846 3,442 2,098 735 0 6,094 3,906
Changes from: February 10, 2015 Total Change is: 2,706
580 2,881 367 -314 -1,278 317 914 -265 193 385 -90 0 264 581
Percent of Open Interest Represented by Each Category of Trader
8.3 54.0 0.4 59.4 30.5 3.0 20.5 6.4 2.5 1.5 0.5 0.0 4.4 2.8
Number of Traders in Each Category Total Traders: 112
8 13 . 38 21 20 14 10 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 358,879
Positions
51,894 177,365 3,939 159,988 69,711 33,282 66,131 55,277 8,234 18,554 6,327 1,896 14,961 2,848
Changes from: February 10, 2015 Total Change is: -1,784
-6,908 -11,707 100 4,724 -2,105 2,278 -3,803 7,998 2,536 229 215 1 -941 -1,100
Percent of Open Interest Represented by Each Category of Trader
14.5 49.4 1.1 44.6 19.4 9.3 18.4 15.4 2.3 5.2 1.8 0.5 4.2 0.8
Number of Traders in Each Category Total Traders: 220
17 24 7 58 29 28 31 26 11 26 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 679,905
Positions
17,430 81,116 4,108 251,666 168,510 105,333 97,497 99,731 27,276 20,407 39,302 880 155,308 153,649
Changes from: February 10, 2015 Total Change is: -14,693
3,751 2,189 -1,728 -17,040 4,051 -6,498 8,707 -19,205 3,285 666 2,004 289 -6,125 920
Percent of Open Interest Represented by Each Category of Trader
2.6 11.9 0.6 37.0 24.8 15.5 14.3 14.7 4.0 3.0 5.8 0.1 22.8 22.6
Number of Traders in Each Category Total Traders: 165
6 13 5 32 36 37 32 25 23 9 12 4
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Traders in Financial Futures - Futures Only Positions as of February 17, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 574,966
Positions
23,229 49,507 18,957 248,863 52,044 94,742 37,972 236,011 24,254 7,354 12,819 1,848 117,747 84,784
Changes from: February 10, 2015 Total Change is: 37,577
2,695 -10,019 1,850 3,478 767 8,148 11,429 29,983 6,502 1,804 370 1,789 -118 -1,813
Percent of Open Interest Represented by Each Category of Trader
4.0 8.6 3.3 43.3 9.1 16.5 6.6 41.0 4.2 1.3 2.2 0.3 20.5 14.7
Number of Traders in Each Category Total Traders: 96
4 6 5 37 12 28 11 19 16 . 4 .
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Traders in Financial Futures - Futures Only Positions as of February 17, 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 1,588,668
Positions
101,275 197,826 19,092 261,236 464,223 117,757 707,208 207,220 160,605 108,135 253,256 15,200 98,160 153,489
Changes from: February 10, 2015 Total Change is: 151,224
31 32,907 4,292 -5,330 26,028 -2,895 58,489 12,600 72,154 27,993 7,828 3,344 -6,854 -5,034
Percent of Open Interest Represented by Each Category of Trader
6.4 12.5 1.2 16.4 29.2 7.4 44.5 13.0 10.1 6.8 15.9 1.0 6.2 9.7
Number of Traders in Each Category Total Traders: 276
14 40 8 43 42 40 45 37 34 15 40 12
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Traders in Financial Futures - Futures Only Positions as of February 17, 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 2,593,586
Positions
190,589 126,178 24,260 555,541 853,548 334,373 581,538 521,353 131,806 418,922 160,545 30,763 325,794 410,760
Changes from: February 10, 2015 Total Change is: 35,800
-2,082 -8,464 7,511 12,942 -17,990 11,333 -13,481 36,900 26,438 14,563 783 -1,506 -19,918 -19,205
Percent of Open Interest Represented by Each Category of Trader
7.3 4.9 0.9 21.4 32.9 12.9 22.4 20.1 5.1 16.2 6.2 1.2 12.6 15.8
Number of Traders in Each Category Total Traders: 401
35 27 18 44 89 70 62 63 57 34 47 18
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Traders in Financial Futures - Futures Only Positions as of February 17, 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 2,043,148
Positions
115,976 283,585 17,054 480,980 480,788 318,411 572,618 283,349 77,821 229,498 215,988 13,669 217,121 352,483
Changes from: February 10, 2015 Total Change is: 81,039
12,397 28,053 5,114 10,408 -76,634 27,297 17,862 53,610 14,786 21,894 18,403 3,364 -32,083 7,046
Percent of Open Interest Represented by Each Category of Trader
5.7 13.9 0.8 23.5 23.5 15.6 28.0 13.9 3.8 11.2 10.6 0.7 10.6 17.3
Number of Traders in Each Category Total Traders: 282
17 30 9 42 43 47 52 42 39 19 37 10
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Traders in Financial Futures - Futures Only Positions as of February 17, 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 679,680
Positions
231,710 138,323 236,833 1,878 3,350 15,102 29,366 78,142 91,146 4,714 28,360 42,108 26,823 46,316
Changes from: February 10, 2015 Total Change is: -10,196
-19,533 -7,387 6,179 1,414 -1,469 969 5,213 -4,219 -768 22 -2,035 -940 -2,752 -526
Percent of Open Interest Represented by Each Category of Trader
34.1 20.4 34.8 0.3 0.5 2.2 4.3 11.5 13.4 0.7 4.2 6.2 3.9 6.8
Number of Traders in Each Category Total Traders: 108
19 26 35 . . . 16 24 30 . 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 is11,115,944
Positions
2,039,814 1,574,396 2,716,609 319,773 901,323 472,034 1,902,105 1,156,260 1,978,538 481,722 663,206 394,714 810,635 1,258,864
Changes from: February 10, 2015 Total Change is: -43,682
61,667 -92,727 24,751 60,193 30,772 -40,927 -77,182 35,736 -54,798 -3,893 -3,293 21,886 -35,379 34,918
Percent of Open Interest Represented by Each Category of Trader
18.4 14.2 24.4 2.9 8.1 4.2 17.1 10.4 17.8 4.3 6.0 3.6 7.3 11.3
Number of Traders in Each Category Total Traders: 286
30 55 77 12 27 26 40 69 84 8 34 33
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Traders in Financial Futures - Futures Only Positions as of February 17, 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 55,991
Positions
26,171 9,824 0 546 15,586 3,876 23,942 16,963 0 1,267 9,540 47 142 155
Changes from: February 10, 2015 Total Change is: 1,035
875 265 0 -9 526 0 51 411 0 77 155 47 -6 -369
Percent of Open Interest Represented by Each Category of Trader
46.7 17.5 0.0 1.0 27.8 6.9 42.8 30.3 0.0 2.3 17.0 0.1 0.3 0.3
Number of Traders in Each Category Total Traders: 50
6 5 0 . 9 . 6 9 0 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 36,239
Positions
13,738 351 0 0 14,973 209 21,920 7,522 92 100 12,602 15 165 475
Changes from: February 10, 2015 Total Change is: 575
-558 -107 0 0 -102 0 1,300 -457 -129 0 1,353 -40 2 57
Percent of Open Interest Represented by Each Category of Trader
37.9 1.0 0.0 0.0 41.3 0.6 60.5 20.8 0.3 0.3 34.8 0.0 0.5 1.3
Number of Traders in Each Category Total Traders: 46
6 . 0 0 12 . 7 8 . . 11 .
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Traders in Financial Futures - Futures Only Positions as of February 17, 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 115,630
Positions
14,350 89,408 1,097 10,283 1,362 104 22,923 17,953 3,628 40,943 96 65 22,237 1,917
Changes from: February 10, 2015 Total Change is: 814
467 -109 114 320 1,126 0 -2,276 -525 209 861 -131 0 1,119 130
Percent of Open Interest Represented by Each Category of Trader
12.4 77.3 0.9 8.9 1.2 0.1 19.8 15.5 3.1 35.4 0.1 0.1 19.2 1.7
Number of Traders in Each Category Total Traders: 222
4 . . 14 . . 40 15 10 140 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 329,988
Positions
17,440 52,832 43,059 44,032 22,565 36,402 78,120 65,900 53,488 12,401 2,819 9,209 35,837 43,714
Changes from: February 10, 2015 Total Change is: 33,725
-1,603 -285 2,808 12,456 4,441 2,338 -5,075 166 5,839 -505 -738 -338 17,805 19,494
Percent of Open Interest Represented by Each Category of Trader
5.3 16.0 13.0 13.3 6.8 11.0 23.7 20.0 16.2 3.8 0.9 2.8 10.9 13.2
Number of Traders in Each Category Total Traders: 164
18 15 22 7 16 9 33 50 56 5 10 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 12,046
Positions
112 2,900 0 5,058 945 614 5,307 6,510 637 227 405 0 91 35
Changes from: February 10, 2015 Total Change is: -851
-26 0 0 28 0 -9 955 -862 0 -1,788 9 0 -11 11
Percent of Open Interest Represented by Each Category of Trader
0.9 24.1 0.0 42.0 7.8 5.1 44.1 54.0 5.3 1.9 3.4 0.0 0.8 0.3
Number of Traders in Each Category Total Traders: 25
. . 0 4 . . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 17, 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 13,676
Positions
2,606 7,409 900 8,134 0 0 846 4,824 122 417 0 0 651 421
Changes from: February 10, 2015 Total Change is: 769
-170 0 900 -77 0 0 -23 -175 121 17 0 0 1 -77
Percent of Open Interest Represented by Each Category of Trader
19.1 54.2 6.6 59.5 0.0 0.0 6.2 35.3 0.9 3.0 0.0 0.0 4.8 3.1
Number of Traders in Each Category Total Traders: 21
4 . . 8 0 0 . 4 . . 0 0
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Updated February 20, 2015