Traders in Financial Futures - Futures Only Positions as of February 24, 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 118,014
Positions
40,999 3,404 2,200 22,456 5,173 68 11,075 53,210 8,237 10,430 7,958 552 21,997 37,212
Changes from: February 17, 2015 Total Change is: 6,400
4,121 891 339 -299 99 -13 444 3,881 -294 1,913 2,241 -77 266 -667
Percent of Open Interest Represented by Each Category of Trader
34.7 2.9 1.9 19.0 4.4 0.1 9.4 45.1 7.0 8.8 6.7 0.5 18.6 31.5
Number of Traders in Each Category Total Traders: 84
9 . 4 7 7 . 11 24 8 9 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 34,765
Positions
17,615 4,375 3 1,136 2,133 13 7,355 11,787 430 0 915 21 8,192 15,088
Changes from: February 17, 2015 Total Change is: 561
901 -722 0 -576 -379 0 932 -563 330 0 -4 0 -1,026 1,899
Percent of Open Interest Represented by Each Category of Trader
50.7 12.6 0.0 3.3 6.1 0.0 21.2 33.9 1.2 0.0 2.6 0.1 23.6 43.4
Number of Traders in Each Category Total Traders: 31
5 . . . . . 9 10 5 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 169,784
Positions
86,801 10,220 1,029 9,833 53,976 2,352 40,426 56,001 4,341 6,114 11,797 554 18,334 29,514
Changes from: February 17, 2015 Total Change is: -843
-5,980 812 21 1,621 -1,042 -1,294 3,562 305 -73 379 834 154 767 -560
Percent of Open Interest Represented by Each Category of Trader
51.1 6.0 0.6 5.8 31.8 1.4 23.8 33.0 2.6 3.6 6.9 0.3 10.8 17.4
Number of Traders in Each Category Total Traders: 107
10 6 5 8 17 8 24 27 11 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 202,438
Positions
78,614 22,756 1,633 32,990 32,995 1,698 13,712 70,073 5,555 51,306 10,937 2,342 14,588 54,449
Changes from: February 17, 2015 Total Change is: -1,117
-555 1,237 -137 -6,291 1,306 -740 3,166 -917 1,017 1,967 563 -42 498 -3,404
Percent of Open Interest Represented by Each Category of Trader
38.8 11.2 0.8 16.3 16.3 0.8 6.8 34.6 2.7 25.3 5.4 1.2 7.2 26.9
Number of Traders in Each Category Total Traders: 129
11 7 . 8 21 6 14 46 13 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 431,217
Positions
226,718 18,461 5,052 41,021 89,828 14,746 26,742 176,724 5,292 72,235 32,478 3,865 35,546 84,771
Changes from: February 17, 2015 Total Change is: -7,194
-8,917 3,407 448 -89 -1,827 -1,206 -431 -2,415 216 1,470 -4,297 304 1,011 -1,824
Percent of Open Interest Represented by Each Category of Trader
52.6 4.3 1.2 9.5 20.8 3.4 6.2 41.0 1.2 16.8 7.5 0.9 8.2 19.7
Number of Traders in Each Category Total Traders: 227
18 14 7 19 36 22 21 60 16 31 28 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 139,805
Positions
100,558 856 629 1,273 18,240 1,027 16,531 58,565 2,192 4,693 17,069 23 12,879 41,204
Changes from: February 17, 2015 Total Change is: 8,083
9,928 -100 188 0 1,868 -57 121 3,723 210 -1,351 3,545 22 -978 -1,316
Percent of Open Interest Represented by Each Category of Trader
71.9 0.6 0.4 0.9 13.0 0.7 11.8 41.9 1.6 3.4 12.2 0.0 9.2 29.5
Number of Traders in Each Category Total Traders: 96
9 4 . . 13 . 18 34 12 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 46,861
Positions
33,438 28,214 1,869 100 6,051 0 6,109 6,234 737 2,179 1,078 1,936 493 742
Changes from: February 17, 2015 Total Change is: -921
228 -1,700 -1,618 0 1 0 376 3,024 0 163 -57 0 -70 -571
Percent of Open Interest Represented by Each Category of Trader
71.4 60.2 4.0 0.2 12.9 0.0 13.0 13.3 1.6 4.6 2.3 4.1 1.1 1.6
Number of Traders in Each Category Total Traders: 33
10 7 8 . . 0 5 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 180,506
Positions
55,440 55,311 1,293 51,647 2,538 342 30,699 70,731 33,956 3,117 9,685 8 4,004 6,642
Changes from: February 17, 2015 Total Change is: 4,802
353 -1,676 342 26 -583 -152 6,115 8,523 -1,662 -554 384 -139 473 -235
Percent of Open Interest Represented by Each Category of Trader
30.7 30.6 0.7 28.6 1.4 0.2 17.0 39.2 18.8 1.7 5.4 0.0 2.2 3.7
Number of Traders in Each Category Total Traders: 119
4 13 . . 6 . 24 45 11 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 31,681
Positions
16,503 10,083 5,409 0 1,209 0 5,369 10,501 411 522 224 2,746 721 1,098
Changes from: February 17, 2015 Total Change is: 8,922
9,210 -301 67 0 32 0 -19 9,229 -80 -235 0 0 -21 -25
Percent of Open Interest Represented by Each Category of Trader
52.1 31.8 17.1 0.0 3.8 0.0 16.9 33.1 1.3 1.6 0.7 8.7 2.3 3.5
Number of Traders in Each Category Total Traders: 22
4 . . 0 . 0 6 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 27,328
Positions
12,179 409 95 686 1,602 0 10,943 14,145 1,321 150 3,301 0 1,954 6,455
Changes from: February 17, 2015 Total Change is: -372
-1,037 31 46 -107 1 0 1,072 -362 3 -105 58 0 -244 -149
Percent of Open Interest Represented by Each Category of Trader
44.6 1.5 0.3 2.5 5.9 0.0 40.0 51.8 4.8 0.5 12.1 0.0 7.2 23.6
Number of Traders in Each Category Total Traders: 64
11 . . . . 0 13 26 4 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 58,166
Positions
16,863 38,388 286 4,784 1,848 501 22,804 7,124 35 2,252 4,257 105 10,538 5,624
Changes from: February 17, 2015 Total Change is: 51
-190 -750 92 166 52 6 -369 370 27 286 421 46 -12 -212
Percent of Open Interest Represented by Each Category of Trader
29.0 66.0 0.5 8.2 3.2 0.9 39.2 12.2 0.1 3.9 7.3 0.2 18.1 9.7
Number of Traders in Each Category Total Traders: 95
14 17 . 9 . 4 23 10 . 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 116,331
Positions
33,726 76,776 571 9,567 3,695 1,001 45,608 14,248 69 4,504 8,513 210 21,075 11,248
Changes from: February 17, 2015 Total Change is: 101
-379 -1,500 183 331 104 11 -738 740 53 572 841 92 -24 -423
Percent of Open Interest Represented by Each Category of Trader
29.0 66.0 0.5 8.2 3.2 0.9 39.2 12.2 0.1 3.9 7.3 0.2 18.1 9.7
Number of Traders in Each Category Total Traders: 95
14 17 . 9 . 4 23 10 . 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 729,019
Positions
33,417 167,122 49,996 308,021 115,524 50,136 97,542 153,241 30,031 28,394 56,010 3,380 128,101 103,579
Changes from: February 17, 2015 Total Change is: 23,089
763 -7,437 12,923 5,567 1,886 -627 -2,714 3,379 963 -297 4,728 -340 6,852 7,614
Percent of Open Interest Represented by Each Category of Trader
4.6 22.9 6.9 42.3 15.8 6.9 13.4 21.0 4.1 3.9 7.7 0.5 17.6 14.2
Number of Traders in Each Category Total Traders: 562
34 34 31 120 65 75 87 120 73 45 57 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 151,768
Positions
40,452 49,183 909 51,158 23,122 2,164 7,949 6,751 292 7,475 11,791 29 41,340 57,527
Changes from: February 17, 2015 Total Change is: 8,133
7,826 1,104 200 -740 -68 6 417 2,704 -594 1,016 -395 -2 4 5,178
Percent of Open Interest Represented by Each Category of Trader
26.7 32.4 0.6 33.7 15.2 1.4 5.2 4.4 0.2 4.9 7.8 0.0 27.2 37.9
Number of Traders in Each Category Total Traders: 70
11 6 4 13 7 7 12 13 4 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 2,886,254
Positions
184,975 809,846 25,282 1,316,528 494,220 207,651 496,486 780,969 100,177 106,339 222,837 15,012 433,804 230,260
Changes from: February 17, 2015 Total Change is: 74,782
20,606 13,217 7,695 27,045 5,280 1,325 -3,739 15,294 -4,131 -6,601 25,580 -1,656 34,238 12,178
Percent of Open Interest Represented by Each Category of Trader
6.4 28.1 0.9 45.6 17.1 7.2 17.2 27.1 3.5 3.7 7.7 0.5 15.0 8.0
Number of Traders in Each Category Total Traders: 552
34 34 21 116 62 71 90 117 65 43 56 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 93,295
Positions
5,597 22,206 263 49,294 43,571 1,839 22,678 13,612 1,728 578 1,521 0 11,318 8,555
Changes from: February 17, 2015 Total Change is: 5,603
-836 3,765 42 4,932 -585 -892 2,601 1,586 -290 124 667 0 -78 1,310
Percent of Open Interest Represented by Each Category of Trader
6.0 23.8 0.3 52.8 46.7 2.0 24.3 14.6 1.9 0.6 1.6 0.0 12.1 9.2
Number of Traders in Each Category Total Traders: 97
7 12 . 35 11 16 14 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 86,451
Positions
3,060 45,629 11,005 31,502 6,294 495 24,591 12,062 2,615 3,108 2,067 69 10,007 6,215
Changes from: February 17, 2015 Total Change is: 2,484
-176 2,190 -464 829 29 -90 2,675 983 -64 -20 311 -33 -172 -376
Percent of Open Interest Represented by Each Category of Trader
3.5 52.8 12.7 36.4 7.3 0.6 28.4 14.0 3.0 3.6 2.4 0.1 11.6 7.2
Number of Traders in Each Category Total Traders: 217
14 19 10 31 17 6 58 40 16 21 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 17,699
Positions
11,389 14,676 0 2,281 0 0 1,141 489 0 921 0 0 1,967 2,534
Changes from: February 17, 2015 Total Change is: -169
0 283 0 2 0 0 -269 263 0 0 0 0 98 -715
Percent of Open Interest Represented by Each Category of Trader
64.3 82.9 0.0 12.9 0.0 0.0 6.4 2.8 0.0 5.2 0.0 0.0 11.1 14.3
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 24, 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 343,761
Positions
11,804 208,215 1,574 146,103 31,468 2,476 120,251 60,868 10,074 10,935 10,336 344 40,200 18,406
Changes from: February 17, 2015 Total Change is: 13,266
-3,348 7,066 147 4,136 145 -452 14,375 3,257 23 -99 1,554 -167 -1,349 1,693
Percent of Open Interest Represented by Each Category of Trader
3.4 60.6 0.5 42.5 9.2 0.7 35.0 17.7 2.9 3.2 3.0 0.1 11.7 5.4
Number of Traders in Each Category Total Traders: 214
12 20 4 31 17 6 56 42 14 19 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 338,939
Positions
93,044 49,426 8,226 127,050 131,943 16,765 58,551 101,631 5,758 8,702 10,161 91 20,752 14,938
Changes from: February 17, 2015 Total Change is: -2,778
-6,239 -9,307 333 450 308 1,540 1,127 3,454 -1,228 564 626 0 675 1,496
Percent of Open Interest Represented by Each Category of Trader
27.5 14.6 2.4 37.5 38.9 4.9 17.3 30.0 1.7 2.6 3.0 0.0 6.1 4.4
Number of Traders in Each Category Total Traders: 259
17 15 . 56 43 25 41 54 11 18 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 56,282
Positions
2,341 24,447 111 27,951 0 146 8,079 18,187 433 5,038 4,380 5 12,178 8,573
Changes from: February 17, 2015 Total Change is: 2,201
175 794 0 -209 0 27 2,024 -60 -342 -797 0 5 1,318 1,777
Percent of Open Interest Represented by Each Category of Trader
4.2 43.4 0.2 49.7 0.0 0.3 14.4 32.3 0.8 9.0 7.8 0.0 21.6 15.2
Number of Traders in Each Category Total Traders: 62
6 7 . 20 0 . 15 9 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 120,512
Positions
32,951 7,438 2,131 9,684 5,522 1,260 56,792 10,605 2,295 3,821 1,551 215 11,363 89,495
Changes from: February 17, 2015 Total Change is: 5,015
-1,262 1,922 -800 964 -101 184 6,117 3,883 -650 -841 -253 165 1,138 665
Percent of Open Interest Represented by Each Category of Trader
27.3 6.2 1.8 8.0 4.6 1.0 47.1 8.8 1.9 3.2 1.3 0.2 9.4 74.3
Number of Traders in Each Category Total Traders: 98
17 9 . 10 5 . 37 11 6 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 146,783
Positions
9,503 84,539 630 88,930 40,907 4,061 31,393 8,767 4,291 1,892 720 0 6,083 2,868
Changes from: February 17, 2015 Total Change is: 7,777
-1,993 9,523 32 6,316 -1,428 -67 2,857 -79 849 -206 -15 0 -11 -1,038
Percent of Open Interest Represented by Each Category of Trader
6.5 57.6 0.4 60.6 27.9 2.8 21.4 6.0 2.9 1.3 0.5 0.0 4.1 2.0
Number of Traders in Each Category Total Traders: 112
7 14 . 40 19 19 18 6 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 356,789
Positions
39,725 176,739 6,952 165,612 69,860 32,804 66,161 50,494 9,024 19,826 5,714 1,100 15,585 4,102
Changes from: February 17, 2015 Total Change is: -2,090
-12,169 -626 3,013 5,624 149 -478 30 -4,783 790 1,272 -613 -796 624 1,254
Percent of Open Interest Represented by Each Category of Trader
11.1 49.5 1.9 46.4 19.6 9.2 18.5 14.2 2.5 5.6 1.6 0.3 4.4 1.1
Number of Traders in Each Category Total Traders: 218
17 22 9 61 29 27 31 23 12 27 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 590,614
Positions
9,195 71,240 4,572 173,014 126,430 94,793 90,663 50,278 31,379 12,731 32,610 701 173,566 178,611
Changes from: February 17, 2015 Total Change is: -89,291
-8,235 -9,876 464 -78,652 -42,080 -10,540 -6,834 -49,453 4,103 -7,676 -6,692 -179 18,258 24,962
Percent of Open Interest Represented by Each Category of Trader
1.6 12.1 0.8 29.3 21.4 16.0 15.4 8.5 5.3 2.2 5.5 0.1 29.4 30.2
Number of Traders in Each Category Total Traders: 126
. 9 . 26 29 33 23 21 19 4 11 .
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Traders in Financial Futures - Futures Only Positions as of February 24, 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 631,899
Positions
19,018 52,913 22,117 256,449 53,662 96,814 51,031 241,430 56,446 5,551 16,894 2,352 122,121 89,271
Changes from: February 17, 2015 Total Change is: 56,933
-4,211 3,406 3,160 7,586 1,618 2,072 13,059 5,419 32,192 -1,803 4,075 504 4,374 4,487
Percent of Open Interest Represented by Each Category of Trader
3.0 8.4 3.5 40.6 8.5 15.3 8.1 38.2 8.9 0.9 2.7 0.4 19.3 14.1
Number of Traders in Each Category Total Traders: 95
4 6 6 37 12 29 12 17 16 . 5 .
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Traders in Financial Futures - Futures Only Positions as of February 24, 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 1,541,644
Positions
75,578 163,398 28,456 233,600 452,484 122,805 690,772 198,216 167,449 92,892 230,865 9,820 120,272 168,151
Changes from: February 17, 2015 Total Change is: -47,024
-25,697 -34,428 9,364 -27,636 -11,739 5,048 -16,436 -9,004 6,844 -15,243 -22,391 -5,380 22,112 14,662
Percent of Open Interest Represented by Each Category of Trader
4.9 10.6 1.8 15.2 29.4 8.0 44.8 12.9 10.9 6.0 15.0 0.6 7.8 10.9
Number of Traders in Each Category Total Traders: 262
13 36 10 37 47 40 44 33 38 11 39 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 2,667,037
Positions
126,552 113,777 53,805 716,956 800,327 342,893 530,702 575,344 150,876 371,897 175,955 28,338 345,018 425,722
Changes from: February 17, 2015 Total Change is: 73,451
-64,037 -12,401 29,545 161,415 -53,221 8,520 -50,836 53,991 19,070 -47,025 15,410 -2,425 19,224 14,962
Percent of Open Interest Represented by Each Category of Trader
4.7 4.3 2.0 26.9 30.0 12.9 19.9 21.6 5.7 13.9 6.6 1.1 12.9 16.0
Number of Traders in Each Category Total Traders: 367
23 26 24 43 79 73 53 68 65 26 48 13
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Traders in Financial Futures - Futures Only Positions as of February 24, 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 2,157,986
Positions
128,669 255,979 44,877 475,975 457,548 317,685 558,036 313,013 96,700 227,325 211,013 7,508 301,211 453,663
Changes from: February 17, 2015 Total Change is: 114,838
12,693 -27,606 27,823 -5,005 -23,240 -726 -14,582 29,664 18,879 -2,173 -4,975 -6,161 84,090 101,180
Percent of Open Interest Represented by Each Category of Trader
6.0 11.9 2.1 22.1 21.2 14.7 25.9 14.5 4.5 10.5 9.8 0.3 14.0 21.0
Number of Traders in Each Category Total Traders: 255
17 26 16 38 37 44 51 39 38 16 31 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 698,711
Positions
231,893 144,640 232,773 1,753 3,350 22,687 37,941 72,650 93,102 7,347 29,886 43,147 28,068 56,476
Changes from: February 17, 2015 Total Change is: 19,031
183 6,317 -4,060 -125 0 7,585 8,575 -5,492 1,956 2,633 1,526 1,039 1,245 10,160
Percent of Open Interest Represented by Each Category of Trader
33.2 20.7 33.3 0.3 0.5 3.2 5.4 10.4 13.3 1.1 4.3 6.2 4.0 8.1
Number of Traders in Each Category Total Traders: 109
18 27 37 . . . 16 22 31 . 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 is10,989,561
Positions
1,883,865 1,546,966 2,820,832 377,250 861,213 386,081 1,900,225 1,192,686 1,964,690 492,417 603,674 372,097 792,104 1,241,322
Changes from: February 17, 2015 Total Change is: -126,383
-155,949 -27,430 104,223 57,477 -40,110 -85,953 -1,880 36,426 -13,848 10,695 -59,532 -22,617 -18,531 -17,542
Percent of Open Interest Represented by Each Category of Trader
17.1 14.1 25.7 3.4 7.8 3.5 17.3 10.9 17.9 4.5 5.5 3.4 7.2 11.3
Number of Traders in Each Category Total Traders: 275
30 53 77 9 27 24 38 70 79 8 32 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 56,159
Positions
26,770 9,724 0 693 15,518 3,861 23,227 17,278 0 1,482 9,630 0 126 148
Changes from: February 17, 2015 Total Change is: 168
599 -100 0 147 -68 -15 -715 315 0 215 90 -47 -16 -7
Percent of Open Interest Represented by Each Category of Trader
47.7 17.3 0.0 1.2 27.6 6.9 41.4 30.8 0.0 2.6 17.1 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 47
5 5 0 . 8 . 4 10 0 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 35,843
Positions
13,103 501 0 0 14,962 198 22,314 7,136 23 100 12,570 0 105 453
Changes from: February 17, 2015 Total Change is: -396
-635 150 0 0 -11 -11 394 -386 -69 0 -32 -15 -60 -22
Percent of Open Interest Represented by Each Category of Trader
36.6 1.4 0.0 0.0 41.7 0.6 62.3 19.9 0.1 0.3 35.1 0.0 0.3 1.3
Number of Traders in Each Category Total Traders: 46
6 . 0 0 12 . 6 8 . . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 118,929
Positions
15,303 91,238 775 12,521 1,386 102 25,528 20,298 3,466 39,948 93 90 21,196 1,481
Changes from: February 17, 2015 Total Change is: 3,299
953 1,830 -322 2,238 24 -2 2,605 2,345 -162 -995 -3 25 -1,041 -436
Percent of Open Interest Represented by Each Category of Trader
12.9 76.7 0.7 10.5 1.2 0.1 21.5 17.1 2.9 33.6 0.1 0.1 17.8 1.2
Number of Traders in Each Category Total Traders: 220
4 . . 16 . . 41 19 13 133 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 308,036
Positions
25,552 45,894 37,171 55,038 25,511 38,196 72,670 77,895 46,077 8,614 4,285 9,196 15,522 23,811
Changes from: February 17, 2015 Total Change is: -21,952
8,112 -6,938 -5,888 11,006 2,946 1,794 -5,450 11,995 -7,411 -3,787 1,466 -13 -20,315 -19,903
Percent of Open Interest Represented by Each Category of Trader
8.3 14.9 12.1 17.9 8.3 12.4 23.6 25.3 15.0 2.8 1.4 3.0 5.0 7.7
Number of Traders in Each Category Total Traders: 173
14 16 19 6 17 9 37 52 56 7 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 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 12,062
Positions
114 2,900 0 3,932 991 570 6,511 6,519 637 197 412 0 101 33
Changes from: February 17, 2015 Total Change is: 16
2 0 0 -1,126 46 -44 1,204 9 0 -30 7 0 10 -2
Percent of Open Interest Represented by Each Category of Trader
0.9 24.0 0.0 32.6 8.2 4.7 54.0 54.0 5.3 1.6 3.4 0.0 0.8 0.3
Number of Traders in Each Category Total Traders: 25
. . 0 4 . . 6 7 . . . 0
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Updated February 27, 2015