Traders in Financial Futures - Options and Futures Combined 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 144,244
Positions
44,225 4,002 9,751 22,456 5,173 68 9,030 53,269 19,949 9,975 8,108 4,180 24,611 39,745
Changes from: February 17, 2015 Total Change is: 7,295
4,020 1,125 331 -299 99 -13 976 3,681 -184 1,466 2,330 412 587 -486
Percent of Open Interest Represented by Each Category of Trader
30.7 2.8 6.8 15.6 3.6 0.0 6.3 36.9 13.8 6.9 5.6 2.9 17.1 27.6
Number of Traders in Each Category Total Traders: 86
7 5 8 7 7 . 13 23 12 10 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 44,891
Positions
19,063 4,375 505 1,136 2,133 13 6,914 11,188 7,634 0 2,316 537 9,089 16,189
Changes from: February 17, 2015 Total Change is: 1,170
1,063 -712 16 -576 -379 0 907 -453 672 0 -74 66 -978 2,034
Percent of Open Interest Represented by Each Category of Trader
42.5 9.7 1.1 2.5 4.8 0.0 15.4 24.9 17.0 0.0 5.2 1.2 20.2 36.1
Number of Traders in Each Category Total Traders: 31
5 . . . . . 10 9 9 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 210,040
Positions
93,201 9,113 8,042 9,554 53,982 2,983 36,059 56,697 29,312 5,376 12,356 5,147 20,367 32,408
Changes from: February 17, 2015 Total Change is: 2,697
-5,954 -429 1,054 1,405 -1,012 -1,025 2,764 142 2,541 384 967 555 973 -96
Percent of Open Interest Represented by Each Category of Trader
44.4 4.3 3.8 4.5 25.7 1.4 17.2 27.0 14.0 2.6 5.9 2.5 9.7 15.4
Number of Traders in Each Category Total Traders: 112
10 6 10 7 18 9 21 31 19 9 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 239,603
Positions
79,735 21,599 10,881 32,990 32,354 2,553 13,591 69,083 24,831 50,451 12,487 6,926 17,645 58,889
Changes from: February 17, 2015 Total Change is: -3,055
-1,752 845 507 -6,291 1,612 -1,048 2,659 -1,815 387 2,038 463 -223 669 -3,783
Percent of Open Interest Represented by Each Category of Trader
33.3 9.0 4.5 13.8 13.5 1.1 5.7 28.8 10.4 21.1 5.2 2.9 7.4 24.6
Number of Traders in Each Category Total Traders: 137
13 5 8 8 21 7 14 49 24 9 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 544,362
Positions
226,645 19,504 31,929 41,171 88,828 19,421 22,348 168,882 72,389 69,583 29,465 18,981 41,895 94,964
Changes from: February 17, 2015 Total Change is: -6,727
-9,415 3,238 1,211 104 -2,781 -1,327 -993 -690 131 1,583 -5,226 1,360 621 -2,642
Percent of Open Interest Represented by Each Category of Trader
41.6 3.6 5.9 7.6 16.3 3.6 4.1 31.0 13.3 12.8 5.4 3.5 7.7 17.4
Number of Traders in Each Category Total Traders: 236
19 13 13 20 35 27 21 63 35 29 35 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 164,917
Positions
99,753 295 7,986 1,100 18,349 2,689 17,588 59,714 11,780 6,134 17,104 2,821 15,066 44,178
Changes from: February 17, 2015 Total Change is: 8,567
10,167 -214 888 16 1,896 -93 144 3,951 164 -1,275 3,513 -71 -1,372 -1,468
Percent of Open Interest Represented by Each Category of Trader
60.5 0.2 4.8 0.7 11.1 1.6 10.7 36.2 7.1 3.7 10.4 1.7 9.1 26.8
Number of Traders in Each Category Total Traders: 102
10 . 9 . 14 6 18 35 17 6 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 180,828
Positions
55,454 55,290 1,345 51,647 2,538 342 30,741 70,731 34,160 3,083 9,685 42 4,014 6,695
Changes from: February 17, 2015 Total Change is: 4,769
342 -1,709 364 26 -583 -152 6,102 8,523 -1,659 -564 384 -158 468 -241
Percent of Open Interest Represented by Each Category of Trader
30.7 30.6 0.7 28.6 1.4 0.2 17.0 39.1 18.9 1.7 5.4 0.0 2.2 3.7
Number of Traders in Each Category Total Traders: 119
5 12 . . 6 . 24 45 13 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 27,329
Positions
12,179 409 95 686 1,602 0 10,943 14,145 1,321 150 3,301 0 1,955 6,456
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 - Options and Futures Combined 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 60,079
Positions
16,564 38,391 822 4,784 1,848 501 22,960 7,207 846 2,332 4,031 648 10,625 5,786
Changes from: February 17, 2015 Total Change is: -477
-129 -752 44 166 52 6 -597 276 -215 264 336 11 -26 -235
Percent of Open Interest Represented by Each Category of Trader
27.6 63.9 1.4 8.0 3.1 0.8 38.2 12.0 1.4 3.9 6.7 1.1 17.7 9.6
Number of Traders in Each Category Total Traders: 95
14 17 5 9 . 4 23 10 7 11 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 120,158
Positions
33,127 76,782 1,643 9,567 3,695 1,001 45,919 14,414 1,692 4,664 8,063 1,296 21,249 11,572
Changes from: February 17, 2015 Total Change is: -955
-258 -1,505 88 331 104 11 -1,194 551 -430 528 673 23 -53 -470
Percent of Open Interest Represented by Each Category of Trader
27.6 63.9 1.4 8.0 3.1 0.8 38.2 12.0 1.4 3.9 6.7 1.1 17.7 9.6
Number of Traders in Each Category Total Traders: 95
14 17 5 9 . 4 23 10 7 11 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 896,168
Positions
32,750 165,868 58,844 307,658 116,238 53,276 96,699 150,705 147,861 28,736 55,791 29,792 140,553 117,792
Changes from: February 17, 2015 Total Change is: 4,420
1,015 -6,928 11,465 5,364 1,686 -1,145 -2,900 4,588 -14,349 -658 3,535 -2,767 8,396 8,336
Percent of Open Interest Represented by Each Category of Trader
3.7 18.5 6.6 34.3 13.0 5.9 10.8 16.8 16.5 3.2 6.2 3.3 15.7 13.1
Number of Traders in Each Category Total Traders: 621
35 34 43 121 65 80 90 128 104 81 65 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 229,097
Positions
41,534 49,161 2,612 51,158 23,861 3,438 8,925 6,891 53,128 7,489 12,108 11,944 48,867 65,953
Changes from: February 17, 2015 Total Change is: 2,922
8,148 1,179 -405 -740 -208 219 -1,413 1,801 -4,228 1,012 -585 -1,098 1,427 6,247
Percent of Open Interest Represented by Each Category of Trader
18.1 21.5 1.1 22.3 10.4 1.5 3.9 3.0 23.2 3.3 5.3 5.2 21.3 28.8
Number of Traders in Each Category Total Traders: 87
11 6 8 13 9 9 21 10 29 8 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,335,355
Positions
181,235 808,687 56,001 1,314,709 494,096 216,977 480,605 760,811 431,928 108,107 220,293 87,368 458,426 259,195
Changes from: February 17, 2015 Total Change is: 7,492
21,458 16,586 2,223 26,031 4,981 -2,328 -8,526 12,846 -49,514 -8,303 20,651 -8,397 34,848 10,444
Percent of Open Interest Represented by Each Category of Trader
5.4 24.2 1.7 39.4 14.8 6.5 14.4 22.8 12.9 3.2 6.6 2.6 13.7 7.8
Number of Traders in Each Category Total Traders: 596
35 34 36 117 61 75 91 121 98 76 61 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 88,216
Positions
3,060 45,592 11,204 31,502 6,294 495 24,594 12,002 3,380 3,284 2,326 541 10,156 6,382
Changes from: February 17, 2015 Total Change is: 1,502
-176 2,291 -607 829 29 -90 2,674 1,014 -745 -15 274 -190 -178 -473
Percent of Open Interest Represented by Each Category of Trader
3.5 51.7 12.7 35.7 7.1 0.6 27.9 13.6 3.8 3.7 2.6 0.6 11.5 7.2
Number of Traders in Each Category Total Traders: 222
14 19 10 31 17 6 60 39 23 22 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 17,711
Positions
11,389 14,676 0 2,281 0 0 1,141 489 0 921 0 0 1,979 2,546
Changes from: February 17, 2015 Total Change is: -167
0 283 0 2 0 0 -269 263 0 0 0 0 100 -713
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 11.2 14.4
Number of Traders in Each Category Total Traders: 20
8 4 0 . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 352,527
Positions
11,804 208,031 2,573 146,103 31,468 2,476 120,087 60,388 14,080 11,816 11,628 2,703 40,884 19,179
Changes from: February 17, 2015 Total Change is: 8,346
-3,348 7,571 -567 4,136 145 -452 14,194 3,233 -3,200 -74 1,368 -952 -1,390 1,201
Percent of Open Interest Represented by Each Category of Trader
3.3 59.0 0.7 41.4 8.9 0.7 34.1 17.1 4.0 3.4 3.3 0.8 11.6 5.4
Number of Traders in Each Category Total Traders: 219
12 20 5 31 17 6 59 40 21 20 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 340,080
Positions
93,044 49,426 8,226 127,050 131,943 16,765 58,613 101,413 6,191 8,459 9,975 893 20,839 15,248
Changes from: February 17, 2015 Total Change is: -2,920
-6,239 -9,307 333 450 308 1,540 1,062 3,421 -1,249 564 619 -39 657 1,453
Percent of Open Interest Represented by Each Category of Trader
27.4 14.5 2.4 37.4 38.8 4.9 17.2 29.8 1.8 2.5 2.9 0.3 6.1 4.5
Number of Traders in Each Category Total Traders: 260
17 15 . 56 43 25 42 53 15 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 638,103
Positions
9,585 71,704 12,586 172,873 131,375 103,218 92,977 46,987 46,159 13,044 32,440 6,907 180,754 186,728
Changes from: February 17, 2015 Total Change is: -205,558
1,282 -11,473 -25,291 -87,522 -23,888 -25,698 5,092 -51,791 -62,154 -4,204 -4,307 -15,536 8,472 14,579
Percent of Open Interest Represented by Each Category of Trader
1.5 11.2 2.0 27.1 20.6 16.2 14.6 7.4 7.2 2.0 5.1 1.1 28.3 29.3
Number of Traders in Each Category Total Traders: 130
4 8 7 26 30 35 28 17 30 7 10 5
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Traders in Financial Futures - Options and Futures Combined Positions as of February 24, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 632,234
Positions
19,018 52,913 22,117 256,449 53,662 96,814 51,031 241,476 56,452 5,551 16,894 2,352 122,451 89,554
Changes from: February 17, 2015 Total Change is: 54,850
-4,211 3,406 3,160 7,586 1,618 2,072 13,059 5,428 31,557 -1,803 4,075 504 2,926 3,030
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 19.4 14.2
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 - Options and Futures Combined Positions as of February 24, 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 1,611,188
Positions
75,578 161,672 37,840 233,600 460,269 149,662 689,490 193,209 192,232 92,230 229,330 16,636 123,920 170,337
Changes from: February 17, 2015 Total Change is: -74,909
-24,534 -33,087 -3,047 -27,636 -11,554 6,078 -16,223 -7,802 -10,556 -15,641 -22,092 -7,723 24,373 14,874
Percent of Open Interest Represented by Each Category of Trader
4.7 10.0 2.3 14.5 28.6 9.3 42.8 12.0 11.9 5.7 14.2 1.0 7.7 10.6
Number of Traders in Each Category Total Traders: 262
13 36 12 37 47 41 44 33 42 11 39 12
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Traders in Financial Futures - Options and Futures Combined Positions as of February 24, 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 3,137,973
Positions
113,180 118,359 181,005 743,954 806,164 389,278 507,769 564,931 374,259 375,286 173,552 84,481 368,762 445,946
Changes from: February 17, 2015 Total Change is: -372,101
-58,557 -24,175 -119,671 74,546 -49,661 -14,507 -15,572 48,506 -178,113 -29,155 3,316 -39,205 8,133 1,409
Percent of Open Interest Represented by Each Category of Trader
3.6 3.8 5.8 23.7 25.7 12.4 16.2 18.0 11.9 12.0 5.5 2.7 11.8 14.2
Number of Traders in Each Category Total Traders: 375
22 29 46 43 81 78 56 67 92 29 48 31
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Traders in Financial Futures - Options and Futures Combined 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 2,294,990
Positions
142,171 264,631 70,001 475,030 458,150 328,574 545,145 305,926 174,606 232,858 210,392 18,423 308,181 464,287
Changes from: February 17, 2015 Total Change is: -44,997
15,663 -20,190 -21,396 -16,080 -22,507 -5,623 -12,598 12,258 -49,276 -2,553 -1,983 -33,482 80,347 97,201
Percent of Open Interest Represented by Each Category of Trader
6.2 11.5 3.1 20.7 20.0 14.3 23.8 13.3 7.6 10.1 9.2 0.8 13.4 20.2
Number of Traders in Each Category Total Traders: 261
14 29 23 37 39 47 45 47 53 16 34 14
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Traders in Financial Futures - Options and Futures Combined 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 710,035
Positions
231,848 144,694 232,920 2,198 3,472 24,361 38,111 73,034 100,426 7,495 29,800 44,546 28,130 56,781
Changes from: February 17, 2015 Total Change is: 18,500
138 6,317 -3,964 -329 115 8,480 8,682 -5,524 549 2,679 1,440 1,021 1,243 10,066
Percent of Open Interest Represented by Each Category of Trader
32.7 20.4 32.8 0.3 0.5 3.4 5.4 10.3 14.1 1.1 4.2 6.3 4.0 8.0
Number of Traders in Each Category Total Traders: 110
18 27 37 . . . 17 24 32 4 8 7
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Traders in Financial Futures - Options and Futures Combined 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 is18,722,097
Positions
1,869,144 1,440,749 4,340,914 409,353 935,386 635,923 1,722,177 1,052,892 7,042,103 507,554 623,027 1,330,300 864,629 1,320,803
Changes from: February 17, 2015 Total Change is: -397,542
-150,763 -107,720 113,567 64,220 -51,675 -55,730 -117,393 30,719 -208,678 29,666 -41,223 -53,465 -18,965 -23,336
Percent of Open Interest Represented by Each Category of Trader
10.0 7.7 23.2 2.2 5.0 3.4 9.2 5.6 37.6 2.7 3.3 7.1 4.6 7.1
Number of Traders in Each Category Total Traders: 303
32 55 84 9 31 30 49 72 100 11 40 39
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Traders in Financial Futures - Options and Futures Combined Positions as of February 24, 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 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
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Traders in Financial Futures - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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 119,685
Positions
15,303 91,546 783 12,521 1,386 102 25,528 20,105 3,953 39,950 80 127 21,419 1,604
Changes from: February 17, 2015 Total Change is: 3,312
953 1,879 -321 2,238 24 -2 2,605 2,257 -115 -995 -1 22 -1,073 -431
Percent of Open Interest Represented by Each Category of Trader
12.8 76.5 0.7 10.5 1.2 0.1 21.3 16.8 3.3 33.4 0.1 0.1 17.9 1.3
Number of Traders in Each Category Total Traders: 222
4 . . 16 . . 41 19 16 134 4 .
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Traders in Financial Futures - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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