Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 137,044
Positions
30,746 3,914 7,340 23,230 5,897 80 18,950 46,868 18,565 8,423 8,021 5,301 24,411 41,059
Changes from: January 20, 2015 Total Change is: 4,585
225 1,906 -11 -1,139 -199 -3 3,708 881 1,916 126 -550 405 -642 240
Percent of Open Interest Represented by Each Category of Trader
22.4 2.9 5.4 17.0 4.3 0.1 13.8 34.2 13.5 6.1 5.9 3.9 17.8 30.0
Number of Traders in Each Category Total Traders: 84
7 4 7 7 7 . 19 20 15 8 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 55,460
Positions
21,816 5,869 424 2,287 2,220 13 11,058 18,833 9,355 0 3,037 511 9,996 15,198
Changes from: January 20, 2015 Total Change is: -5,256
-5,750 192 40 21 -90 0 210 -2,718 -244 0 57 28 439 -2,521
Percent of Open Interest Represented by Each Category of Trader
39.3 10.6 0.8 4.1 4.0 0.0 19.9 34.0 16.9 0.0 5.5 0.9 18.0 27.4
Number of Traders in Each Category Total Traders: 41
4 4 . . . . 10 15 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 221,349
Positions
114,315 8,677 6,738 7,119 55,028 2,828 33,512 62,971 30,578 5,201 11,845 3,840 17,217 38,844
Changes from: January 20, 2015 Total Change is: 5,512
2,484 -115 -16 1,276 611 -705 691 1,884 2,734 -609 601 130 -472 389
Percent of Open Interest Represented by Each Category of Trader
51.6 3.9 3.0 3.2 24.9 1.3 15.1 28.4 13.8 2.3 5.4 1.7 7.8 17.5
Number of Traders in Each Category Total Traders: 106
11 4 9 6 17 7 27 26 20 5 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 240,620
Positions
83,402 18,396 7,617 30,685 44,493 2,245 14,624 73,997 24,150 52,197 6,269 7,072 18,628 56,382
Changes from: January 20, 2015 Total Change is: -16,195
-8,539 2,364 -1,074 -71 3,363 -1,773 -580 -13,697 -1,451 43 939 9 -2,758 -4,875
Percent of Open Interest Represented by Each Category of Trader
34.7 7.6 3.2 12.8 18.5 0.9 6.1 30.8 10.0 21.7 2.6 2.9 7.7 23.4
Number of Traders in Each Category Total Traders: 141
10 7 8 11 18 8 17 53 25 11 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 604,941
Positions
239,316 13,823 35,947 40,428 95,145 21,256 26,929 158,522 100,748 73,408 50,059 22,191 44,717 107,249
Changes from: January 20, 2015 Total Change is: 29,558
-6,758 -1,297 7,554 6,248 -188 3,095 -5,501 -12,199 19,891 3,570 6,377 4,559 -3,102 1,765
Percent of Open Interest Represented by Each Category of Trader
39.6 2.3 5.9 6.7 15.7 3.5 4.5 26.2 16.7 12.1 8.3 3.7 7.4 17.7
Number of Traders in Each Category Total Traders: 266
21 12 13 21 32 27 30 64 41 28 57 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 149,388
Positions
83,819 51 6,686 1,063 15,994 2,210 19,698 49,045 10,809 6,000 16,264 2,770 16,331 45,558
Changes from: January 20, 2015 Total Change is: 20,705
10,813 17 1,440 -1,319 919 564 7,348 3,981 2,620 -123 6,530 -112 -525 4,747
Percent of Open Interest Represented by Each Category of Trader
56.1 0.0 4.5 0.7 10.7 1.5 13.2 32.8 7.2 4.0 10.9 1.9 10.9 30.5
Number of Traders in Each Category Total Traders: 98
10 . 8 . 12 6 19 33 15 6 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 47,761
Positions
31,177 28,719 3,487 100 4,329 0 7,889 5,556 1,228 190 384 3,248 442 810
Changes from: January 20, 2015 Total Change is: 760
380 -17 0 0 92 0 236 757 0 190 0 0 -46 -72
Percent of Open Interest Represented by Each Category of Trader
65.3 60.1 7.3 0.2 9.1 0.0 16.5 11.6 2.6 0.4 0.8 6.8 0.9 1.7
Number of Traders in Each Category Total Traders: 30
8 7 7 . . 0 5 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 153,449
Positions
55,039 59,624 234 55,105 2,865 0 23,977 62,219 13,438 2,289 8,821 121 3,246 6,127
Changes from: January 20, 2015 Total Change is: 4,427
20 2,789 8 -321 355 0 8,515 5,628 -3,194 -565 -202 -149 113 -808
Percent of Open Interest Represented by Each Category of Trader
35.9 38.9 0.2 35.9 1.9 0.0 15.6 40.5 8.8 1.5 5.7 0.1 2.1 4.0
Number of Traders in Each Category Total Traders: 114
4 11 . 4 6 0 25 46 9 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 36,682
Positions
3,530 13,968 10,804 0 484 38 11,164 1,163 1,959 595 333 2,746 5,846 5,187
Changes from: January 20, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.6 38.1 29.5 0.0 1.3 0.1 30.4 3.2 5.3 1.6 0.9 7.5 15.9 14.1
Number of Traders in Each Category Total Traders: 24
. 7 . 0 . . 4 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 25,594
Positions
9,805 238 14 686 804 0 11,456 14,223 906 429 3,258 0 2,298 6,151
Changes from: January 20, 2015 Total Change is: 2,776
3,370 2 -22 -169 439 0 1,001 1,764 -88 -90 6 0 -1,226 675
Percent of Open Interest Represented by Each Category of Trader
38.3 0.9 0.1 2.7 3.1 0.0 44.8 55.6 3.5 1.7 12.7 0.0 9.0 24.0
Number of Traders in Each Category Total Traders: 64
11 . . . . 0 11 27 4 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 54,454
Positions
22,230 33,812 366 4,258 1,897 372 13,622 8,017 1,801 1,951 3,043 439 9,416 4,708
Changes from: January 20, 2015 Total Change is: 2,729
2,720 -1,418 -29 5 -80 98 -1,873 2,541 933 -142 54 44 974 586
Percent of Open Interest Represented by Each Category of Trader
40.8 62.1 0.7 7.8 3.5 0.7 25.0 14.7 3.3 3.6 5.6 0.8 17.3 8.6
Number of Traders in Each Category Total Traders: 93
16 12 . 9 . 4 23 12 10 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 108,908
Positions
44,460 67,624 731 8,515 3,794 744 27,244 16,034 3,601 3,902 6,085 878 18,833 9,417
Changes from: January 20, 2015 Total Change is: 5,458
5,440 -2,837 -58 9 -160 196 -3,747 5,082 1,866 -285 108 89 1,948 1,173
Percent of Open Interest Represented by Each Category of Trader
40.8 62.1 0.7 7.8 3.5 0.7 25.0 14.7 3.3 3.6 5.6 0.8 17.3 8.6
Number of Traders in Each Category Total Traders: 93
16 12 . 9 . 4 23 12 10 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 824,192
Positions
31,781 200,342 29,330 315,681 113,626 50,682 92,683 128,996 140,069 31,855 55,463 27,193 104,918 78,491
Changes from: January 20, 2015 Total Change is: 2,880
-1,627 126 4,849 -186 -6,135 2,753 -3,546 -3,025 2,963 -644 276 3,076 -4,757 -2,002
Percent of Open Interest Represented by Each Category of Trader
3.9 24.3 3.6 38.3 13.8 6.1 11.2 15.7 17.0 3.9 6.7 3.3 12.7 9.5
Number of Traders in Each Category Total Traders: 601
30 36 35 123 62 79 93 111 101 84 61 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 194,807
Positions
17,954 58,953 3,200 55,131 23,272 3,575 10,844 9,277 41,234 7,653 13,779 11,201 44,015 30,316
Changes from: January 20, 2015 Total Change is: 3,491
2,511 3,221 270 -1,523 -297 194 1,673 642 -341 -27 376 2,467 -1,732 -3,042
Percent of Open Interest Represented by Each Category of Trader
9.2 30.3 1.6 28.3 11.9 1.8 5.6 4.8 21.2 3.9 7.1 5.7 22.6 15.6
Number of Traders in Each Category Total Traders: 97
9 10 9 16 7 10 19 17 29 10 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,146,928
Positions
157,782 795,591 42,005 1,326,205 475,227 212,078 470,110 659,510 433,259 123,603 211,011 77,372 304,515 240,876
Changes from: January 20, 2015 Total Change is: -3,055
-1,861 3,349 4,067 18,770 -17,104 707 -19,841 -12,082 10,268 -586 1,996 547 -15,125 5,197
Percent of Open Interest Represented by Each Category of Trader
5.0 25.3 1.3 42.1 15.1 6.7 14.9 21.0 13.8 3.9 6.7 2.5 9.7 7.7
Number of Traders in Each Category Total Traders: 572
32 34 29 116 60 72 89 106 97 79 56 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 82,989
Positions
5,897 13,996 166 44,356 46,680 2,413 19,275 11,853 1,175 484 980 0 9,223 5,726
Changes from: January 20, 2015 Total Change is: -805
-1,105 605 47 1,473 -2,458 -283 343 197 144 -394 715 0 -1,030 228
Percent of Open Interest Represented by Each Category of Trader
7.1 16.9 0.2 53.4 56.2 2.9 23.2 14.3 1.4 0.6 1.2 0.0 11.1 6.9
Number of Traders in Each Category Total Traders: 92
5 9 . 36 11 16 15 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 62,718
Positions
3,996 35,673 410 26,290 6,773 754 16,865 11,194 2,881 2,456 1,391 745 8,322 2,898
Changes from: January 20, 2015 Total Change is: -406
1,049 299 86 -1,574 -98 110 -345 -425 381 -5 -417 67 -176 -410
Percent of Open Interest Represented by Each Category of Trader
6.4 56.9 0.7 41.9 10.8 1.2 26.9 17.8 4.6 3.9 2.2 1.2 13.3 4.6
Number of Traders in Each Category Total Traders: 216
19 19 5 32 17 7 53 45 23 16 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 313,591
Positions
19,980 178,365 2,048 131,450 33,866 3,770 84,327 55,970 14,404 12,279 6,955 3,723 41,610 14,491
Changes from: January 20, 2015 Total Change is: -2,030
5,243 1,494 432 -7,869 -490 548 -1,723 -2,123 1,907 -23 -2,084 334 -878 -2,048
Percent of Open Interest Represented by Each Category of Trader
6.4 56.9 0.7 41.9 10.8 1.2 26.9 17.8 4.6 3.9 2.2 1.2 13.3 4.6
Number of Traders in Each Category Total Traders: 216
19 19 5 32 17 7 53 45 23 16 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 345,229
Positions
98,286 53,284 7,671 125,107 135,731 18,113 63,181 96,316 4,447 7,055 9,873 833 20,535 18,961
Changes from: January 20, 2015 Total Change is: 180
2 4,834 226 762 -4,533 -583 -1,236 1,662 -61 -577 -1,948 81 1,566 502
Percent of Open Interest Represented by Each Category of Trader
28.5 15.4 2.2 36.2 39.3 5.2 18.3 27.9 1.3 2.0 2.9 0.2 5.9 5.5
Number of Traders in Each Category Total Traders: 256
17 11 . 55 42 25 45 55 14 12 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 52,339
Positions
1,664 23,356 111 28,905 0 40 5,003 17,814 652 5,667 5,377 0 10,297 4,989
Changes from: January 20, 2015 Total Change is: -1,159
-15 31 0 -1,628 0 6 -149 103 416 1,144 -1,586 0 -933 -129
Percent of Open Interest Represented by Each Category of Trader
3.2 44.6 0.2 55.2 0.0 0.1 9.6 34.0 1.2 10.8 10.3 0.0 19.7 9.5
Number of Traders in Each Category Total Traders: 58
5 7 . 19 0 . 11 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 100,688
Positions
31,446 5,639 2,195 7,967 5,194 862 42,981 5,127 2,649 3,037 3,062 0 9,551 75,960
Changes from: January 20, 2015 Total Change is: 7,840
7,021 1,471 546 -147 -457 -204 281 -1,025 -16 0 1,240 0 359 6,285
Percent of Open Interest Represented by Each Category of Trader
31.2 5.6 2.2 7.9 5.2 0.9 42.7 5.1 2.6 3.0 3.0 0.0 9.5 75.4
Number of Traders in Each Category Total Traders: 80
17 8 4 9 5 . 28 5 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 129,462
Positions
8,746 67,951 225 77,208 40,992 4,736 28,399 8,556 3,042 1,523 1,094 0 5,583 2,866
Changes from: January 20, 2015 Total Change is: 342
227 562 26 -1,244 220 197 63 708 -443 246 -44 0 1,270 -884
Percent of Open Interest Represented by Each Category of Trader
6.8 52.5 0.2 59.6 31.7 3.7 21.9 6.6 2.3 1.2 0.8 0.0 4.3 2.2
Number of Traders in Each Category Total Traders: 111
8 13 . 39 21 21 15 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 367,770
Positions
69,240 181,704 5,216 148,487 64,325 32,052 72,006 64,192 5,802 16,379 9,396 1,728 16,860 3,355
Changes from: January 20, 2015 Total Change is: 19,791
12,914 18,170 -185 -4,243 -6,874 382 9,219 13,459 -2,091 2,670 -1,977 -233 1,358 -860
Percent of Open Interest Represented by Each Category of Trader
18.8 49.4 1.4 40.4 17.5 8.7 19.6 17.5 1.6 4.5 2.6 0.5 4.6 0.9
Number of Traders in Each Category Total Traders: 215
17 25 9 56 28 30 28 22 10 27 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 903,635
Positions
17,911 69,581 34,603 360,231 209,454 114,063 80,891 170,585 81,302 13,499 33,115 18,864 182,270 172,068
Changes from: January 20, 2015 Total Change is: -99,898
-3,357 -16,040 -9,488 -29,323 -6,357 -18,467 6,639 -277 -31,857 -2,910 460 -12,088 953 -5,784
Percent of Open Interest Represented by Each Category of Trader
2.0 7.7 3.8 39.9 23.2 12.6 9.0 18.9 9.0 1.5 3.7 2.1 20.2 19.0
Number of Traders in Each Category Total Traders: 163
10 12 15 35 27 38 32 25 38 11 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 506,512
Positions
22,607 84,402 525 253,192 43,341 81,470 23,711 191,979 10,831 5,550 9,487 59 108,568 84,419
Changes from: January 20, 2015 Total Change is: -5,308
-2,100 7,379 143 -542 5,565 600 2,691 -13,498 332 0 -1,845 0 -6,431 -3,983
Percent of Open Interest Represented by Each Category of Trader
4.5 16.7 0.1 50.0 8.6 16.1 4.7 37.9 2.1 1.1 1.9 0.0 21.4 16.7
Number of Traders in Each Category Total Traders: 98
. 7 . 43 12 30 10 18 12 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,398,749
Positions
82,678 154,639 18,967 258,035 442,690 137,814 565,299 157,628 91,141 120,624 234,572 16,968 107,223 144,331
Changes from: January 20, 2015 Total Change is: 6,433
5,216 39,623 -7,815 -9,594 15,146 -12,844 25,140 -15,913 4,390 -76 -6,533 -6,622 8,637 -3,000
Percent of Open Interest Represented by Each Category of Trader
5.9 11.1 1.4 18.4 31.6 9.9 40.4 11.3 6.5 8.6 16.8 1.2 7.7 10.3
Number of Traders in Each Category Total Traders: 268
13 36 11 42 44 38 49 30 37 17 37 12
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Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,365,325
Positions
146,789 138,558 232,728 845,961 907,204 436,428 478,916 523,008 397,411 352,772 168,239 106,986 367,335 454,764
Changes from: January 20, 2015 Total Change is: -328,807
21,255 1,605 -91,260 11,415 56,083 -68,750 924 -20,225 -163,554 -7,992 -6,286 -40,933 10,087 4,511
Percent of Open Interest Represented by Each Category of Trader
4.4 4.1 6.9 25.1 27.0 13.0 14.2 15.5 11.8 10.5 5.0 3.2 10.9 13.5
Number of Traders in Each Category Total Traders: 368
19 29 38 39 84 70 51 66 80 30 50 34
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Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,975,276
Positions
100,098 201,761 34,299 520,115 456,508 310,827 410,081 258,364 136,935 140,679 181,446 28,802 293,440 366,334
Changes from: January 20, 2015 Total Change is: -130,962
14,631 -12,292 -23,134 -29,624 34,025 -5,776 4,905 -36,024 -55,112 -10,413 -9,006 -25,593 -846 1,950
Percent of Open Interest Represented by Each Category of Trader
5.1 10.2 1.7 26.3 23.1 15.7 20.8 13.1 6.9 7.1 9.2 1.5 14.9 18.5
Number of Traders in Each Category Total Traders: 269
18 26 18 40 41 48 42 51 48 18 33 14
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Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 738,027
Positions
274,818 154,099 257,967 0 5,710 11,154 23,921 89,248 92,118 384 27,871 55,265 22,400 44,595
Changes from: January 20, 2015 Total Change is: 3,025
-7,229 -2,374 11,718 -882 582 79 2,211 -5,470 -2,079 132 995 2,392 -3,318 -2,819
Percent of Open Interest Represented by Each Category of Trader
37.2 20.9 35.0 0.0 0.8 1.5 3.2 12.1 12.5 0.1 3.8 7.5 3.0 6.0
Number of Traders in Each Category Total Traders: 107
19 29 41 0 . . 17 21 25 . 9 9
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Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is17,777,067
Positions
1,792,779 1,752,887 3,997,215 334,838 872,429 641,910 1,876,961 904,322 6,483,020 500,537 615,317 1,171,218 978,588 1,338,748
Changes from: January 20, 2015 Total Change is: 140,555
-52,847 24,224 -14,550 14,975 44,864 -16,871 84,439 -10,812 67,613 798 22,621 7,313 49,687 16,153
Percent of Open Interest Represented by Each Category of Trader
10.1 9.9 22.5 1.9 4.9 3.6 10.6 5.1 36.5 2.8 3.5 6.6 5.5 7.5
Number of Traders in Each Category Total Traders: 310
28 61 85 13 30 32 48 75 100 11 39 36
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Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 54,168
Positions
24,567 9,514 0 685 15,728 3,882 23,715 16,095 0 1,235 8,798 0 84 151
Changes from: January 20, 2015 Total Change is: 4,590
3,233 8,712 0 -27 -2,127 17 1,287 -2,845 0 105 847 0 -25 -14
Percent of Open Interest Represented by Each Category of Trader
45.4 17.6 0.0 1.3 29.0 7.2 43.8 29.7 0.0 2.3 16.2 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 49
6 4 0 . 10 . 5 10 0 . 10 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 36,235
Positions
17,541 685 0 0 15,421 221 18,071 7,817 163 100 11,549 0 139 379
Changes from: January 20, 2015 Total Change is: 190
196 177 0 0 -406 0 -14 85 0 0 25 0 8 309
Percent of Open Interest Represented by Each Category of Trader
48.4 1.9 0.0 0.0 42.6 0.6 49.9 21.6 0.4 0.3 31.9 0.0 0.4 1.0
Number of Traders in Each Category Total Traders: 47
6 . 0 0 13 . 4 9 . . 12 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 130,266
Positions
13,021 90,588 513 12,028 0 81 37,892 33,286 2,259 41,647 323 158 22,667 3,058
Changes from: January 20, 2015 Total Change is: -479
-656 -257 7 -1,244 0 3 -5,665 -1,516 481 2,357 91 4 4,233 709
Percent of Open Interest Represented by Each Category of Trader
10.0 69.5 0.4 9.2 0.0 0.1 29.1 25.6 1.7 32.0 0.2 0.1 17.4 2.3
Number of Traders in Each Category Total Traders: 218
5 . . 15 0 . 43 15 12 132 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 275,472
Positions
26,234 69,659 36,061 25,133 16,931 39,543 66,947 37,267 39,159 15,982 4,661 8,700 17,713 23,491
Changes from: January 20, 2015 Total Change is: -31,489
-4,783 11,581 -8,339 -958 -71 4,223 -2,635 -19,350 -9,160 -1,188 -1,765 -4,689 -3,960 -3,919
Percent of Open Interest Represented by Each Category of Trader
9.5 25.3 13.1 9.1 6.1 14.4 24.3 13.5 14.2 5.8 1.7 3.2 6.4 8.5
Number of Traders in Each Category Total Traders: 148
12 16 20 4 13 9 37 37 46 5 13 15
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Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 12,667
Positions
118 2,900 0 5,211 1,006 583 5,647 6,842 631 363 680 0 114 25
Changes from: January 20, 2015 Total Change is: 547
22 0 0 1,081 50 -28 -668 524 0 135 0 0 5 1
Percent of Open Interest Represented by Each Category of Trader
0.9 22.9 0.0 41.1 7.9 4.6 44.6 54.0 5.0 2.9 5.4 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 25
. . 0 4 . . 5 6 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of January 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 12,788
Positions
2,867 7,409 0 7,983 0 0 1,062 4,876 0 382 0 0 494 503
Changes from: January 20, 2015 Total Change is: 48
4 -110 0 33 0 0 12 213 0 0 0 0 -1 -55
Percent of Open Interest Represented by Each Category of Trader
22.4 57.9 0.0 62.4 0.0 0.0 8.3 38.1 0.0 3.0 0.0 0.0 3.9 3.9
Number of Traders in Each Category Total Traders: 22
. . 0 8 0 0 . 5 0 . 0 0
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Updated January 30, 2015