Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 121,344
Positions
41,209 3,247 2,183 22,377 6,060 224 13,404 57,420 8,399 11,298 8,459 517 21,733 34,835
Changes from: February 24, 2015 Total Change is: 3,330
210 -157 -17 -79 887 156 2,329 4,210 162 868 501 -35 -264 -2,377
Percent of Open Interest Represented by Each Category of Trader
34.0 2.7 1.8 18.4 5.0 0.2 11.0 47.3 6.9 9.3 7.0 0.4 17.9 28.7
Number of Traders in Each Category Total Traders: 93
10 . 5 7 8 . 13 28 10 11 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 40,861
Positions
21,731 5,750 31 1,116 2,586 33 9,670 13,589 1,388 0 936 21 6,871 16,527
Changes from: February 24, 2015 Total Change is: 6,096
4,116 1,375 28 -20 453 20 2,315 1,802 958 0 21 0 -1,321 1,439
Percent of Open Interest Represented by Each Category of Trader
53.2 14.1 0.1 2.7 6.3 0.1 23.7 33.3 3.4 0.0 2.3 0.1 16.8 40.4
Number of Traders in Each Category Total Traders: 36
5 . . . 4 . 12 10 6 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 165,737
Positions
80,773 9,855 1,164 12,509 54,551 2,285 40,359 53,517 4,442 4,620 11,846 247 19,338 27,830
Changes from: February 24, 2015 Total Change is: -4,047
-6,028 -365 135 2,676 575 -67 -67 -2,484 101 -1,494 49 -307 1,004 -1,684
Percent of Open Interest Represented by Each Category of Trader
48.7 5.9 0.7 7.5 32.9 1.4 24.4 32.3 2.7 2.8 7.1 0.1 11.7 16.8
Number of Traders in Each Category Total Traders: 110
10 7 6 8 18 8 25 30 10 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 210,611
Positions
85,116 22,733 3,789 28,893 31,113 1,623 29,572 77,543 4,398 41,619 12,902 2,242 13,359 54,268
Changes from: February 24, 2015 Total Change is: 8,173
6,502 -23 2,156 -4,097 -1,882 -75 15,860 7,470 -1,157 -9,687 1,965 -100 -1,229 -181
Percent of Open Interest Represented by Each Category of Trader
40.4 10.8 1.8 13.7 14.8 0.8 14.0 36.8 2.1 19.8 6.1 1.1 6.3 25.8
Number of Traders in Each Category Total Traders: 137
11 7 . 9 19 6 18 50 14 7 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 440,733
Positions
227,513 24,556 3,585 45,080 88,986 16,591 27,440 172,579 6,543 72,582 34,236 5,343 36,056 88,314
Changes from: February 24, 2015 Total Change is: 9,516
795 6,095 -1,467 4,059 -842 1,845 698 -4,145 1,251 347 1,758 1,478 510 3,543
Percent of Open Interest Represented by Each Category of Trader
51.6 5.6 0.8 10.2 20.2 3.8 6.2 39.2 1.5 16.5 7.8 1.2 8.2 20.0
Number of Traders in Each Category Total Traders: 233
18 13 9 22 29 22 22 65 18 33 31 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 136,841
Positions
96,742 1,981 360 1,178 18,110 1,065 11,687 57,215 2,181 6,113 14,797 15 17,500 41,117
Changes from: February 24, 2015 Total Change is: -2,964
-3,816 1,125 -269 -95 -130 38 -4,844 -1,350 -11 1,420 -2,272 -8 4,621 -87
Percent of Open Interest Represented by Each Category of Trader
70.7 1.4 0.3 0.9 13.2 0.8 8.5 41.8 1.6 4.5 10.8 0.0 12.8 30.0
Number of Traders in Each Category Total Traders: 92
10 5 . . 13 4 14 33 10 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 58,753
Positions
31,663 30,285 8,248 100 6,096 515 10,432 6,611 2,342 2,145 1,116 1,936 1,372 1,604
Changes from: February 24, 2015 Total Change is: 11,892
-1,775 2,071 6,379 0 45 515 4,323 377 1,605 -34 38 0 879 862
Percent of Open Interest Represented by Each Category of Trader
53.9 51.5 14.0 0.2 10.4 0.9 17.8 11.3 4.0 3.7 1.9 3.3 2.3 2.7
Number of Traders in Each Category Total Traders: 33
9 9 9 . . . 4 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 178,057
Positions
55,440 60,410 1,272 52,091 2,516 0 28,372 63,616 33,488 3,725 9,242 150 3,519 7,363
Changes from: February 24, 2015 Total Change is: -2,449
0 5,099 -21 444 -22 -342 -2,327 -7,115 -468 608 -443 142 -485 721
Percent of Open Interest Represented by Each Category of Trader
31.1 33.9 0.7 29.3 1.4 0.0 15.9 35.7 18.8 2.1 5.2 0.1 2.0 4.1
Number of Traders in Each Category Total Traders: 122
4 13 . . 6 0 24 50 12 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 22,394
Positions
12,604 3,496 2,975 0 1,214 0 1,490 10,170 412 1,547 224 2,746 620 1,157
Changes from: February 24, 2015 Total Change is: -9,287
-3,899 -6,587 -2,434 0 5 0 -3,879 -331 1 1,025 0 0 -101 59
Percent of Open Interest Represented by Each Category of Trader
56.3 15.6 13.3 0.0 5.4 0.0 6.7 45.4 1.8 6.9 1.0 12.3 2.8 5.2
Number of Traders in Each Category Total Traders: 21
4 . . 0 . 0 4 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 27,610
Positions
7,508 1,183 271 813 1,600 0 15,173 13,663 1,380 655 3,731 0 1,810 5,782
Changes from: February 24, 2015 Total Change is: 282
-4,671 774 176 127 -2 0 4,230 -482 59 505 430 0 -144 -673
Percent of Open Interest Represented by Each Category of Trader
27.2 4.3 1.0 2.9 5.8 0.0 55.0 49.5 5.0 2.4 13.5 0.0 6.6 20.9
Number of Traders in Each Category Total Traders: 71
8 . 4 . . 0 17 24 6 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 58,358
Positions
17,118 37,264 371 5,048 1,904 433 25,279 6,747 5 1,889 4,233 66 8,150 7,336
Changes from: February 24, 2015 Total Change is: 192
255 -1,124 85 265 56 -68 2,475 -377 -30 -364 -24 -39 -2,388 1,712
Percent of Open Interest Represented by Each Category of Trader
29.3 63.9 0.6 8.7 3.3 0.7 43.3 11.6 0.0 3.2 7.3 0.1 14.0 12.6
Number of Traders in Each Category Total Traders: 99
14 15 . 10 . 4 27 12 . 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 116,715
Positions
34,236 74,528 741 10,096 3,807 866 50,558 13,494 9 3,777 8,466 132 16,300 14,672
Changes from: February 24, 2015 Total Change is: 384
510 -2,248 170 529 112 -135 4,950 -754 -60 -727 -47 -78 -4,775 3,424
Percent of Open Interest Represented by Each Category of Trader
29.3 63.9 0.6 8.7 3.3 0.7 43.3 11.6 0.0 3.2 7.3 0.1 14.0 12.6
Number of Traders in Each Category Total Traders: 99
14 15 . 10 . 4 27 12 . 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 754,597
Positions
38,024 156,699 58,229 302,292 119,553 50,564 101,015 161,132 35,590 30,144 57,703 3,261 135,478 111,866
Changes from: February 24, 2015 Total Change is: 25,578
4,607 -10,423 8,233 -5,729 4,029 428 3,473 7,891 5,558 1,750 1,693 -119 7,377 8,287
Percent of Open Interest Represented by Each Category of Trader
5.0 20.8 7.7 40.1 15.8 6.7 13.4 21.4 4.7 4.0 7.6 0.4 18.0 14.8
Number of Traders in Each Category Total Traders: 567
35 34 31 117 69 74 91 117 72 49 55 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 158,140
Positions
47,145 47,387 839 51,090 22,745 2,235 6,097 9,111 656 7,488 10,631 26 42,564 64,510
Changes from: February 24, 2015 Total Change is: 6,372
6,693 -1,796 -70 -68 -377 71 -1,852 2,360 364 13 -1,160 -3 1,224 6,983
Percent of Open Interest Represented by Each Category of Trader
29.8 30.0 0.5 32.3 14.4 1.4 3.9 5.8 0.4 4.7 6.7 0.0 26.9 40.8
Number of Traders in Each Category Total Traders: 70
11 6 4 13 6 7 12 13 5 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,982,284
Positions
202,619 794,785 38,724 1,289,425 517,454 208,232 526,372 811,887 122,888 115,066 237,146 14,387 464,571 236,781
Changes from: February 24, 2015 Total Change is: 96,030
17,644 -15,061 13,442 -27,103 23,234 581 29,886 30,918 22,711 8,727 14,309 -625 30,767 6,521
Percent of Open Interest Represented by Each Category of Trader
6.8 26.7 1.3 43.2 17.4 7.0 17.6 27.2 4.1 3.9 8.0 0.5 15.6 7.9
Number of Traders in Each Category Total Traders: 557
34 35 21 113 67 70 92 116 66 46 54 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 94,248
Positions
5,586 22,477 348 49,418 43,301 1,859 22,673 10,864 2,183 577 1,161 0 11,604 12,055
Changes from: February 24, 2015 Total Change is: 953
-11 271 85 124 -270 20 -5 -2,748 455 -1 -360 0 286 3,500
Percent of Open Interest Represented by Each Category of Trader
5.9 23.8 0.4 52.4 45.9 2.0 24.1 11.5 2.3 0.6 1.2 0.0 12.3 12.8
Number of Traders in Each Category Total Traders: 93
6 11 . 35 11 16 15 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 87,354
Positions
3,087 48,304 10,370 32,978 6,375 593 26,300 12,275 2,106 3,126 2,345 51 8,744 4,935
Changes from: February 24, 2015 Total Change is: 903
27 2,675 -635 1,476 81 98 1,709 213 -509 18 278 -17 -1,263 -1,281
Percent of Open Interest Represented by Each Category of Trader
3.5 55.3 11.9 37.8 7.3 0.7 30.1 14.1 2.4 3.6 2.7 0.1 10.0 5.6
Number of Traders in Each Category Total Traders: 227
13 22 13 35 16 8 62 40 17 22 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 17,326
Positions
10,625 15,567 0 2,284 0 0 1,341 489 0 1,156 0 0 1,920 1,270
Changes from: February 24, 2015 Total Change is: -373
-764 891 0 3 0 0 200 0 0 235 0 0 -47 -1,264
Percent of Open Interest Represented by Each Category of Trader
61.3 89.8 0.0 13.2 0.0 0.0 7.7 2.8 0.0 6.7 0.0 0.0 11.1 7.3
Number of Traders in Each Category Total Traders: 22
8 5 0 . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 350,139
Positions
12,387 213,764 1,769 153,469 31,875 2,967 127,703 61,838 7,621 9,848 11,725 257 34,118 18,323
Changes from: February 24, 2015 Total Change is: 6,378
583 5,549 195 7,366 407 491 7,452 970 -2,453 -1,087 1,389 -87 -6,082 -83
Percent of Open Interest Represented by Each Category of Trader
3.5 61.1 0.5 43.8 9.1 0.8 36.5 17.7 2.2 2.8 3.3 0.1 9.7 5.2
Number of Traders in Each Category Total Traders: 224
12 23 6 35 16 8 62 40 15 19 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 350,391
Positions
88,443 46,429 18,832 126,307 133,299 17,297 61,318 99,982 7,819 8,510 11,162 91 21,774 15,480
Changes from: February 24, 2015 Total Change is: 11,452
-4,601 -2,997 10,606 -743 1,356 532 2,767 -1,649 2,061 -192 1,001 0 1,022 542
Percent of Open Interest Represented by Each Category of Trader
25.2 13.3 5.4 36.0 38.0 4.9 17.5 28.5 2.2 2.4 3.2 0.0 6.2 4.4
Number of Traders in Each Category Total Traders: 264
19 15 5 57 42 27 45 53 13 18 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 59,068
Positions
2,217 24,457 787 27,965 0 151 8,343 18,014 335 4,834 4,380 5 14,431 10,939
Changes from: February 24, 2015 Total Change is: 2,786
-124 10 676 14 0 5 264 -173 -98 -204 0 0 2,253 2,366
Percent of Open Interest Represented by Each Category of Trader
3.8 41.4 1.3 47.3 0.0 0.3 14.1 30.5 0.6 8.2 7.4 0.0 24.4 18.5
Number of Traders in Each Category Total Traders: 61
4 7 . 19 0 . 14 10 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 121,242
Positions
34,950 5,084 2,942 9,984 5,632 1,362 53,900 12,484 1,680 4,040 781 457 11,927 90,820
Changes from: February 24, 2015 Total Change is: 730
1,999 -2,354 811 300 110 102 -2,892 1,879 -615 219 -770 242 564 1,325
Percent of Open Interest Represented by Each Category of Trader
28.8 4.2 2.4 8.2 4.6 1.1 44.5 10.3 1.4 3.3 0.6 0.4 9.8 74.9
Number of Traders in Each Category Total Traders: 97
19 8 4 10 4 . 36 11 7 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 147,771
Positions
9,650 88,644 738 90,615 43,011 4,615 28,798 2,372 4,570 2,092 780 0 6,693 3,041
Changes from: February 24, 2015 Total Change is: 988
147 4,105 108 1,685 2,104 554 -2,595 -6,395 279 200 60 0 610 173
Percent of Open Interest Represented by Each Category of Trader
6.5 60.0 0.5 61.3 29.1 3.1 19.5 1.6 3.1 1.4 0.5 0.0 4.5 2.1
Number of Traders in Each Category Total Traders: 110
9 12 . 38 19 19 19 4 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 361,840
Positions
35,544 180,801 12,008 168,695 68,146 33,478 67,830 51,063 6,581 21,810 5,803 1,314 14,580 2,646
Changes from: February 24, 2015 Total Change is: 5,051
-4,181 4,062 5,056 3,083 -1,714 674 1,669 569 -2,443 1,984 89 214 -1,005 -1,456
Percent of Open Interest Represented by Each Category of Trader
9.8 50.0 3.3 46.6 18.8 9.3 18.7 14.1 1.8 6.0 1.6 0.4 4.0 0.7
Number of Traders in Each Category Total Traders: 213
15 24 9 59 27 29 32 22 14 24 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 426,420
Positions
7,870 49,720 5,536 120,734 72,706 55,872 69,058 60,883 25,243 6,478 16,826 901 134,728 138,733
Changes from: February 24, 2015 Total Change is: -164,194
-1,325 -21,520 964 -52,280 -53,724 -38,921 -21,605 10,605 -6,136 -6,253 -15,784 200 -38,838 -39,878
Percent of Open Interest Represented by Each Category of Trader
1.8 11.7 1.3 28.3 17.1 13.1 16.2 14.3 5.9 1.5 3.9 0.2 31.6 32.5
Number of Traders in Each Category Total Traders: 111
. 9 5 23 21 23 17 27 23 5 7 .
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Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 581,574
Positions
20,611 57,378 8,474 264,068 54,506 85,687 60,016 243,515 25,854 5,528 16,896 58 111,278 89,206
Changes from: February 24, 2015 Total Change is: -50,325
1,593 4,465 -13,643 7,619 844 -11,127 8,985 2,085 -30,592 -23 2 -2,294 -10,843 -65
Percent of Open Interest Represented by Each Category of Trader
3.5 9.9 1.5 45.4 9.4 14.7 10.3 41.9 4.4 1.0 2.9 0.0 19.1 15.3
Number of Traders in Each Category Total Traders: 89
. 6 5 37 10 27 10 16 17 . 5 .
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Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,346,664
Positions
50,548 119,296 13,252 260,252 441,935 109,246 630,045 216,385 60,511 109,994 228,266 8,522 104,294 149,251
Changes from: February 24, 2015 Total Change is: -194,980
-25,030 -44,102 -15,204 26,652 -10,549 -13,559 -60,727 18,169 -106,938 17,102 -2,599 -1,298 -15,978 -18,900
Percent of Open Interest Represented by Each Category of Trader
3.8 8.9 1.0 19.3 32.8 8.1 46.8 16.1 4.5 8.2 17.0 0.6 7.7 11.1
Number of Traders in Each Category Total Traders: 261
13 30 11 38 49 39 46 34 30 14 37 9
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Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,602,234
Positions
117,918 94,388 36,029 792,400 773,567 307,289 508,078 653,587 102,557 403,051 184,456 30,712 304,200 419,649
Changes from: February 24, 2015 Total Change is: -64,803
-8,634 -19,389 -17,776 75,444 -26,760 -35,604 -22,624 78,243 -48,319 31,154 8,501 2,374 -40,818 -6,073
Percent of Open Interest Represented by Each Category of Trader
4.5 3.6 1.4 30.5 29.7 11.8 19.5 25.1 3.9 15.5 7.1 1.2 11.7 16.1
Number of Traders in Each Category Total Traders: 371
24 24 20 42 80 68 51 74 44 26 50 11
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Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,946,459
Positions
89,007 178,867 27,190 470,856 484,833 299,976 552,418 335,144 35,490 250,437 213,652 11,164 209,921 360,143
Changes from: February 24, 2015 Total Change is: -211,527
-39,662 -77,112 -17,687 -5,119 27,285 -17,709 -5,618 22,131 -61,210 23,112 2,639 3,656 -91,290 -93,520
Percent of Open Interest Represented by Each Category of Trader
4.6 9.2 1.4 24.2 24.9 15.4 28.4 17.2 1.8 12.9 11.0 0.6 10.8 18.5
Number of Traders in Each Category Total Traders: 259
17 22 9 38 40 48 51 41 32 16 34 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 659,157
Positions
242,565 113,764 212,239 3,394 8,976 13,620 17,577 78,458 94,979 9,549 47,363 37,215 28,019 52,543
Changes from: February 24, 2015 Total Change is: -39,554
10,672 -30,876 -20,534 1,641 5,626 -9,067 -20,364 5,808 1,877 2,202 17,477 -5,932 -49 -3,933
Percent of Open Interest Represented by Each Category of Trader
36.8 17.3 32.2 0.5 1.4 2.1 2.7 11.9 14.4 1.4 7.2 5.6 4.3 8.0
Number of Traders in Each Category Total Traders: 107
17 28 32 . . . 13 25 28 . 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,055,770
Positions
1,978,207 1,526,818 2,815,852 398,415 876,551 355,099 1,884,781 1,243,711 1,926,295 506,117 651,645 416,221 774,783 1,243,578
Changes from: February 24, 2015 Total Change is: 66,209
94,342 -20,148 -4,980 21,165 15,338 -30,982 -15,444 51,025 -38,395 13,700 47,971 44,124 -17,321 2,256
Percent of Open Interest Represented by Each Category of Trader
17.9 13.8 25.5 3.6 7.9 3.2 17.0 11.2 17.4 4.6 5.9 3.8 7.0 11.2
Number of Traders in Each Category Total Traders: 282
30 54 76 9 28 24 39 67 83 11 32 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 57,559
Positions
26,412 9,814 1,795 475 14,387 3,872 23,776 17,483 0 1,060 9,978 7 162 223
Changes from: February 24, 2015 Total Change is: 1,400
-358 90 1,795 -218 -1,131 11 549 205 0 -422 348 7 36 75
Percent of Open Interest Represented by Each Category of Trader
45.9 17.1 3.1 0.8 25.0 6.7 41.3 30.4 0.0 1.8 17.3 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 46
5 5 . . 9 . 4 10 0 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 37,005
Positions
13,515 351 0 0 15,752 210 22,691 8,465 37 441 12,042 14 97 134
Changes from: February 24, 2015 Total Change is: 1,162
412 -150 0 0 790 12 377 1,329 14 341 -528 14 -8 -319
Percent of Open Interest Represented by Each Category of Trader
36.5 0.9 0.0 0.0 42.6 0.6 61.3 22.9 0.1 1.2 32.5 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 43
6 . 0 0 12 . 5 8 . . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 123,981
Positions
15,421 91,090 797 12,937 1,506 99 27,186 24,240 3,958 42,284 218 87 21,212 1,986
Changes from: February 24, 2015 Total Change is: 5,052
118 -148 22 416 120 -3 1,658 3,942 492 2,336 125 -3 16 505
Percent of Open Interest Represented by Each Category of Trader
12.4 73.5 0.6 10.4 1.2 0.1 21.9 19.6 3.2 34.1 0.2 0.1 17.1 1.6
Number of Traders in Each Category Total Traders: 235
5 . . 16 . . 44 16 12 145 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 337,070
Positions
48,052 28,837 40,154 72,600 29,882 34,060 52,925 107,373 50,418 8,090 4,812 13,091 17,680 28,443
Changes from: February 24, 2015 Total Change is: 29,034
22,500 -17,057 2,983 17,562 4,371 -4,136 -19,745 29,478 4,341 -524 527 3,895 2,158 4,632
Percent of Open Interest Represented by Each Category of Trader
14.3 8.6 11.9 21.5 8.9 10.1 15.7 31.9 15.0 2.4 1.4 3.9 5.2 8.4
Number of Traders in Each Category Total Traders: 175
14 14 19 6 17 9 38 53 57 7 14 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 13,966
Positions
137 2,900 0 4,096 775 794 7,997 7,924 637 197 920 0 108 16
Changes from: February 24, 2015 Total Change is: 1,904
23 0 0 164 -216 224 1,486 1,405 0 0 508 0 7 -17
Percent of Open Interest Represented by Each Category of Trader
1.0 20.8 0.0 29.3 5.5 5.7 57.3 56.7 4.6 1.4 6.6 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 25
. . 0 4 . . 6 7 . . . 0
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Updated March 6, 2015