Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 158,576
Positions
43,302 2,906 41,709 21,619 6,581 29 11,917 53,056 6,829 11,649 3,727 176 21,346 43,563
Changes from: March 10, 2015 Total Change is: 11,937
-4,257 -95 28,571 -1,267 2,034 1 931 -7,039 -11,604 -460 -404 32 -10 441
Percent of Open Interest Represented by Each Category of Trader
27.3 1.8 26.3 13.6 4.2 0.0 7.5 33.5 4.3 7.3 2.4 0.1 13.5 27.5
Number of Traders in Each Category Total Traders: 84
9 . 6 7 8 . 16 22 11 12 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 38,889
Positions
15,457 3,445 1 1,616 1,815 33 15,243 15,452 316 0 400 0 6,223 17,427
Changes from: March 10, 2015 Total Change is: -13,495
-12,228 -2,449 -2,406 5 0 0 6,382 -1,203 -4,711 0 -1,361 0 -537 -1,365
Percent of Open Interest Represented by Each Category of Trader
39.7 8.9 0.0 4.2 4.7 0.1 39.2 39.7 0.8 0.0 1.0 0.0 16.0 44.8
Number of Traders in Each Category Total Traders: 32
4 . . . . . 8 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 188,238
Positions
105,705 5,271 800 9,253 57,851 3,146 44,544 66,434 4,435 6,329 14,500 0 14,026 35,801
Changes from: March 10, 2015 Total Change is: -16,928
7,063 -7,481 -14,543 -2,804 3,290 843 3,198 4,832 -7,180 316 416 -516 -3,305 3,411
Percent of Open Interest Represented by Each Category of Trader
56.2 2.8 0.4 4.9 30.7 1.7 23.7 35.3 2.4 3.4 7.7 0.0 7.5 19.0
Number of Traders in Each Category Total Traders: 115
9 6 . 6 21 7 27 32 9 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 195,913
Positions
62,362 5,062 0 27,800 29,584 4,390 29,475 85,220 1,460 59,100 9,214 39 11,287 60,944
Changes from: March 10, 2015 Total Change is: -39,176
-30,816 -17,353 -9,782 -566 3,119 124 -1,215 2,490 -11,069 19,755 -33 -3,274 -2,333 -3,398
Percent of Open Interest Represented by Each Category of Trader
31.8 2.6 0.0 14.2 15.1 2.2 15.0 43.5 0.7 30.2 4.7 0.0 5.8 31.1
Number of Traders in Each Category Total Traders: 127
10 5 0 10 21 7 20 43 4 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 449,508
Positions
180,155 8,485 1,709 44,506 96,368 17,943 28,948 173,161 3,305 132,782 54,462 3,541 36,619 90,534
Changes from: March 10, 2015 Total Change is: -46,957
-44,687 -21,574 -15,389 -507 10,030 -610 -15,685 -644 -18,041 58,027 7,828 -6,331 -3,734 -2,226
Percent of Open Interest Represented by Each Category of Trader
40.1 1.9 0.4 9.9 21.4 4.0 6.4 38.5 0.7 29.5 12.1 0.8 8.1 20.1
Number of Traders in Each Category Total Traders: 234
15 10 7 21 28 22 25 64 12 30 40 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 152,746
Positions
104,643 968 0 1,292 19,434 1,034 26,395 60,201 770 5,076 29,497 91 13,445 40,751
Changes from: March 10, 2015 Total Change is: -43,788
-13,785 -3,808 -24,257 -766 1,946 46 11,434 -7,103 -12,248 -2,622 6,786 78 -1,668 -5,228
Percent of Open Interest Represented by Each Category of Trader
68.5 0.6 0.0 0.8 12.7 0.7 17.3 39.4 0.5 3.3 19.3 0.1 8.8 26.7
Number of Traders in Each Category Total Traders: 97
12 . 0 . 13 4 21 31 6 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 52,578
Positions
36,295 39,319 2,017 100 6,040 0 10,387 1,736 737 975 350 1,802 265 577
Changes from: March 10, 2015 Total Change is: -12,414
2,776 5,946 -10,409 -120 -56 0 -418 -3,483 -2,886 -1,041 -839 -134 -182 -553
Percent of Open Interest Represented by Each Category of Trader
69.0 74.8 3.8 0.2 11.5 0.0 19.8 3.3 1.4 1.9 0.7 3.4 0.5 1.1
Number of Traders in Each Category Total Traders: 27
9 8 6 . . 0 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 135,144
Positions
55,628 49,032 1,000 52,097 2,971 0 20,676 63,862 336 2,998 9,989 0 2,409 7,954
Changes from: March 10, 2015 Total Change is: -49,895
186 -18,239 -9,797 1,260 -159 -375 -7,798 10,853 -31,968 -79 -189 -725 -599 704
Percent of Open Interest Represented by Each Category of Trader
41.2 36.3 0.7 38.5 2.2 0.0 15.3 47.3 0.2 2.2 7.4 0.0 1.8 5.9
Number of Traders in Each Category Total Traders: 125
5 10 . 4 6 0 19 57 5 10 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 22,555
Positions
12,385 3,218 3,116 0 1,451 0 794 8,674 1,424 1,457 594 2,746 633 1,332
Changes from: March 10, 2015 Total Change is: -871
-1,139 -252 2 0 232 0 -707 -2,201 855 0 370 0 118 123
Percent of Open Interest Represented by Each Category of Trader
54.9 14.3 13.8 0.0 6.4 0.0 3.5 38.5 6.3 6.5 2.6 12.2 2.8 5.9
Number of Traders in Each Category Total Traders: 24
4 . . 0 . 0 . 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 23,317
Positions
7,969 361 0 877 1,882 0 10,934 12,961 743 492 1,765 0 2,302 5,605
Changes from: March 10, 2015 Total Change is: -6,409
-1,249 -711 -1,600 -21 147 0 -2,738 -66 -1,197 -118 -2,193 0 514 -789
Percent of Open Interest Represented by Each Category of Trader
34.2 1.5 0.0 3.8 8.1 0.0 46.9 55.6 3.2 2.1 7.6 0.0 9.9 24.0
Number of Traders in Each Category Total Traders: 61
6 . 0 . . 0 15 23 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 54,208
Positions
17,622 31,762 3,288 4,235 2,028 172 17,480 5,986 826 2,285 3,823 127 8,175 6,198
Changes from: March 10, 2015 Total Change is: -1,508
-9 -4,451 2,313 -465 -66 -130 -4,458 1,143 539 211 615 13 477 -1,483
Percent of Open Interest Represented by Each Category of Trader
32.5 58.6 6.1 7.8 3.7 0.3 32.2 11.0 1.5 4.2 7.1 0.2 15.1 11.4
Number of Traders in Each Category Total Traders: 96
16 14 9 6 . . 25 9 8 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 108,416
Positions
35,243 63,523 6,576 8,469 4,055 343 34,960 11,972 1,652 4,570 7,646 254 16,349 12,395
Changes from: March 10, 2015 Total Change is: -3,015
-17 -8,901 4,626 -929 -132 -259 -8,915 2,285 1,078 422 1,229 25 954 -2,966
Percent of Open Interest Represented by Each Category of Trader
32.5 58.6 6.1 7.8 3.7 0.3 32.2 11.0 1.5 4.2 7.1 0.2 15.1 11.4
Number of Traders in Each Category Total Traders: 96
16 14 9 6 . . 25 9 8 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 904,970
Positions
57,266 160,763 118,764 306,443 130,773 82,219 102,112 167,115 40,335 27,673 57,480 4,380 165,777 143,143
Changes from: March 10, 2015 Total Change is: 74,162
-48 9,238 35,971 7,836 1,610 26,148 -3,378 -15,935 8,788 -2,435 1,320 935 345 6,087
Percent of Open Interest Represented by Each Category of Trader
6.3 17.8 13.1 33.9 14.5 9.1 11.3 18.5 4.5 3.1 6.4 0.5 18.3 15.8
Number of Traders in Each Category Total Traders: 572
37 33 40 116 73 77 89 113 89 51 60 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 220,306
Positions
69,219 56,413 16,017 66,999 22,782 10,758 8,502 7,260 1,943 6,342 9,243 78 40,448 95,812
Changes from: March 10, 2015 Total Change is: 25,890
-621 5,725 10,436 8,637 -787 8,351 3,617 -5,713 1,363 -17 -757 52 -5,928 7,220
Percent of Open Interest Represented by Each Category of Trader
31.4 25.6 7.3 30.4 10.3 4.9 3.9 3.3 0.9 2.9 4.2 0.0 18.4 43.5
Number of Traders in Each Category Total Traders: 76
11 10 10 14 6 9 16 10 16 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,423,320
Positions
227,945 809,456 226,025 1,254,989 597,721 299,536 511,369 842,592 148,643 108,340 242,866 19,827 626,646 236,654
Changes from: March 10, 2015 Total Change is: 241,362
-3,260 11,442 133,797 5,493 21,484 79,487 -36,598 -52,735 38,750 -12,103 10,371 4,429 31,367 -5,663
Percent of Open Interest Represented by Each Category of Trader
6.7 23.6 6.6 36.7 17.5 8.7 14.9 24.6 4.3 3.2 7.1 0.6 18.3 6.9
Number of Traders in Each Category Total Traders: 561
36 34 35 110 72 73 86 115 80 49 59 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 105,111
Positions
5,721 19,654 12,838 47,594 44,970 2,745 21,551 10,885 1,834 480 994 0 12,348 11,191
Changes from: March 10, 2015 Total Change is: 12,751
1 199 12,471 213 -270 853 -502 540 -120 -279 412 0 114 -1,334
Percent of Open Interest Represented by Each Category of Trader
5.4 18.7 12.2 45.3 42.8 2.6 20.5 10.4 1.7 0.5 0.9 0.0 11.7 10.6
Number of Traders in Each Category Total Traders: 96
7 13 9 34 11 16 15 10 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 98,973
Positions
3,835 45,059 22,940 27,383 5,752 7,257 23,088 9,198 2,116 3,729 1,833 94 8,531 4,724
Changes from: March 10, 2015 Total Change is: 11,147
121 -3,342 12,232 -2,716 -615 5,471 -3,771 -1,588 -797 159 -400 -7 455 193
Percent of Open Interest Represented by Each Category of Trader
3.9 45.5 23.2 27.7 5.8 7.3 23.3 9.3 2.1 3.8 1.9 0.1 8.6 4.8
Number of Traders in Each Category Total Traders: 220
17 22 19 32 15 12 66 32 23 20 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 18,053
Positions
11,087 15,562 889 2,284 0 0 1,041 733 0 951 0 0 1,801 869
Changes from: March 10, 2015 Total Change is: 159
562 -482 672 0 0 0 -847 0 0 -281 0 0 53 -31
Percent of Open Interest Represented by Each Category of Trader
61.4 86.2 4.9 12.7 0.0 0.0 5.8 4.1 0.0 5.3 0.0 0.0 10.0 4.8
Number of Traders in Each Category Total Traders: 22
8 6 . . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 404,598
Positions
19,314 203,058 54,678 134,546 37,812 27,237 112,411 44,500 8,405 13,889 9,163 468 33,650 19,277
Changes from: March 10, 2015 Total Change is: 54,940
4,640 -7,455 50,956 -10,045 459 23,820 -17,201 -10,520 -1,406 2,198 -1,999 -33 2,011 1,118
Percent of Open Interest Represented by Each Category of Trader
4.8 50.2 13.5 33.3 9.3 6.7 27.8 11.0 2.1 3.4 2.3 0.1 8.3 4.8
Number of Traders in Each Category Total Traders: 218
17 22 16 31 16 12 65 33 22 18 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 360,093
Positions
92,536 44,951 17,270 126,954 137,096 19,653 64,109 98,261 7,766 7,111 17,774 537 24,157 16,785
Changes from: March 10, 2015 Total Change is: 6,440
-6,052 6,751 2,661 4,979 535 2,282 2,390 -7,841 686 -248 274 152 -410 940
Percent of Open Interest Represented by Each Category of Trader
25.7 12.5 4.8 35.3 38.1 5.5 17.8 27.3 2.2 2.0 4.9 0.1 6.7 4.7
Number of Traders in Each Category Total Traders: 270
22 14 17 56 42 25 43 58 18 15 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 57,894
Positions
3,284 17,763 0 28,266 0 133 10,384 7,386 0 4,160 26,343 0 11,667 6,269
Changes from: March 10, 2015 Total Change is: -27,144
923 -6,549 -6,369 843 0 -6 647 -11,410 -2,653 -396 21,170 -17,277 -2,856 -4,050
Percent of Open Interest Represented by Each Category of Trader
5.7 30.7 0.0 48.8 0.0 0.2 17.9 12.8 0.0 7.2 45.5 0.0 20.2 10.8
Number of Traders in Each Category Total Traders: 61
4 7 0 20 0 . 16 7 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 104,930
Positions
30,979 2,763 842 7,057 720 739 37,345 4,883 739 17,092 0 110 10,027 94,134
Changes from: March 10, 2015 Total Change is: -34,011
-5,373 -2,699 -6,295 -2,778 -4,188 -134 -14,310 -6,934 -3,861 12,952 -14 -13,567 -645 3,681
Percent of Open Interest Represented by Each Category of Trader
29.5 2.6 0.8 6.7 0.7 0.7 35.6 4.7 0.7 16.3 0.0 0.1 9.6 89.7
Number of Traders in Each Category Total Traders: 80
16 5 5 8 . . 33 9 5 7 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 152,814
Positions
8,925 83,962 5,590 88,494 45,338 4,378 31,935 4,750 4,248 992 613 0 8,252 3,935
Changes from: March 10, 2015 Total Change is: 1,212
-176 -5,999 4,382 -4,561 -1,007 159 1,227 2,551 321 -909 40 0 769 765
Percent of Open Interest Represented by Each Category of Trader
5.8 54.9 3.7 57.9 29.7 2.9 20.9 3.1 2.8 0.6 0.4 0.0 5.4 2.6
Number of Traders in Each Category Total Traders: 109
7 16 9 39 20 18 16 6 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 412,640
Positions
60,775 182,492 41,134 160,351 77,730 38,867 66,805 48,971 9,841 14,384 6,130 2,871 17,612 4,604
Changes from: March 10, 2015 Total Change is: 44,539
15,093 -725 32,316 -6,458 4,811 5,240 -4,087 1,124 464 -2,111 -40 1,465 2,617 -116
Percent of Open Interest Represented by Each Category of Trader
14.7 44.2 10.0 38.9 18.8 9.4 16.2 11.9 2.4 3.5 1.5 0.7 4.3 1.1
Number of Traders in Each Category Total Traders: 212
19 21 17 53 35 31 32 19 16 22 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 405,160
Positions
5,909 58,195 1,459 129,979 69,262 53,945 55,412 46,138 13,296 6,973 18,662 1,094 137,093 143,109
Changes from: March 10, 2015 Total Change is: 1,990
3,094 5,262 -2,402 2,902 1,908 -21 -3,384 -3,319 848 217 4,462 0 736 -4,748
Percent of Open Interest Represented by Each Category of Trader
1.5 14.4 0.4 32.1 17.1 13.3 13.7 11.4 3.3 1.7 4.6 0.3 33.8 35.3
Number of Traders in Each Category Total Traders: 119
6 11 4 26 19 22 27 15 16 5 10 .
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Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 581,355
Positions
22,306 63,697 954 270,446 55,452 84,366 63,178 266,837 17,033 5,528 9,547 58 117,486 83,411
Changes from: March 10, 2015 Total Change is: -6,316
3,851 2,172 -5,397 -2,447 -5,097 201 -2,581 16,101 -2,102 -1,651 -5,217 0 3,810 -6,977
Percent of Open Interest Represented by Each Category of Trader
3.8 11.0 0.2 46.5 9.5 14.5 10.9 45.9 2.9 1.0 1.6 0.0 20.2 14.3
Number of Traders in Each Category Total Traders: 90
4 7 4 36 11 26 9 17 16 . 4 .
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Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,323,440
Positions
39,479 136,708 13,084 241,455 439,065 110,835 586,119 199,272 46,060 186,495 244,027 3,420 96,493 130,969
Changes from: March 10, 2015 Total Change is: -10,233
-5,924 -21,096 6,390 -17,230 -5,622 3,054 -16,547 3,128 9,280 27,817 18,966 -5,564 -11,509 -18,769
Percent of Open Interest Represented by Each Category of Trader
3.0 10.3 1.0 18.2 33.2 8.4 44.3 15.1 3.5 14.1 18.4 0.3 7.3 9.9
Number of Traders in Each Category Total Traders: 261
11 27 6 38 47 39 48 32 28 16 42 8
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Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,629,131
Positions
100,750 123,591 27,720 847,244 814,974 305,704 480,195 669,962 85,609 467,422 168,072 24,147 290,340 409,352
Changes from: March 10, 2015 Total Change is: 12,456
-20,361 16,762 -1,306 -17,160 -21,260 32,057 8,341 15,212 6,858 11,492 -4,123 -7,329 -136 -24,415
Percent of Open Interest Represented by Each Category of Trader
3.8 4.7 1.1 32.2 31.0 11.6 18.3 25.5 3.3 17.8 6.4 0.9 11.0 15.6
Number of Traders in Each Category Total Traders: 379
17 35 15 42 85 67 62 62 48 26 50 13
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Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,997,826
Positions
66,168 188,125 34,814 550,341 533,216 292,453 566,097 341,361 31,192 227,300 197,077 13,386 216,075 366,202
Changes from: March 10, 2015 Total Change is: 24,722
-35,959 -7,710 13,040 44,394 2,623 -6,136 21,833 9,179 1,784 -19,006 1,756 -2,458 7,230 12,644
Percent of Open Interest Represented by Each Category of Trader
3.3 9.4 1.7 27.5 26.7 14.6 28.3 17.1 1.6 11.4 9.9 0.7 10.8 18.3
Number of Traders in Each Category Total Traders: 275
14 28 7 39 44 45 48 49 30 19 34 7
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Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 761,833
Positions
249,436 133,615 248,301 654 4,576 10,226 35,675 96,489 109,461 19,656 44,456 64,365 24,059 50,344
Changes from: March 10, 2015 Total Change is: 38,311
11,354 18,532 10,768 654 -520 -4,595 15,880 15,035 -6,233 3,939 -3,198 8,017 -1,473 505
Percent of Open Interest Represented by Each Category of Trader
32.7 17.5 32.6 0.1 0.6 1.3 4.7 12.7 14.4 2.6 5.8 8.4 3.2 6.6
Number of Traders in Each Category Total Traders: 114
21 27 34 . . . 16 27 27 . 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,495,273
Positions
1,770,442 1,227,930 2,782,246 546,062 968,974 265,805 1,927,920 1,326,458 1,631,171 416,863 711,704 383,116 771,648 1,197,869
Changes from: March 10, 2015 Total Change is: -693,012
-394,090 -362,557 -9,348 78,278 102,451 -53,025 64,837 -56,418 -222,524 -89,272 26,663 -79,892 12,024 -38,362
Percent of Open Interest Represented by Each Category of Trader
16.9 11.7 26.5 5.2 9.2 2.5 18.4 12.6 15.5 4.0 6.8 3.7 7.4 11.4
Number of Traders in Each Category Total Traders: 284
29 55 79 10 25 22 34 75 83 8 35 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 46,449
Positions
9,500 1,097 0 475 16,141 3,866 30,946 18,086 0 1,534 7,121 0 128 138
Changes from: March 10, 2015 Total Change is: -15,997
-13,543 -5,290 -690 0 949 -3 6,111 357 -7,722 -172 -3,576 0 22 -22
Percent of Open Interest Represented by Each Category of Trader
20.5 2.4 0.0 1.0 34.7 8.3 66.6 38.9 0.0 3.3 15.3 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 42
4 . 0 . 9 . 5 10 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 36,670
Positions
8,902 350 0 0 16,618 210 26,472 8,974 19 947 10,396 0 120 103
Changes from: March 10, 2015 Total Change is: -3,909
-3,918 0 0 0 732 0 3,542 593 -4,109 571 -1,118 0 5 -7
Percent of Open Interest Represented by Each Category of Trader
24.3 1.0 0.0 0.0 45.3 0.6 72.2 24.5 0.1 2.6 28.4 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 42
5 . 0 0 13 . 5 7 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 132,548
Positions
18,313 70,319 418 12,860 1,517 54 20,011 55,969 1,417 56,307 778 50 23,118 2,026
Changes from: March 10, 2015 Total Change is: -15,938
976 -21,397 -251 274 30 25 -6,590 23,765 -16,943 4,924 -186 -25 1,672 -956
Percent of Open Interest Represented by Each Category of Trader
13.8 53.1 0.3 9.7 1.1 0.0 15.1 42.2 1.1 42.5 0.6 0.0 17.4 1.5
Number of Traders in Each Category Total Traders: 285
5 . . 14 . . 51 15 7 190 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 353,684
Positions
64,900 20,034 42,953 78,358 33,565 31,860 39,753 120,388 54,473 9,710 8,679 13,103 18,574 28,629
Changes from: March 10, 2015 Total Change is: -1,556
6,691 746 985 -9,873 725 4,183 449 -3,934 -228 848 1,703 -4,351 -260 -1,385
Percent of Open Interest Represented by Each Category of Trader
18.3 5.7 12.1 22.2 9.5 9.0 11.2 34.0 15.4 2.7 2.5 3.7 5.3 8.1
Number of Traders in Each Category Total Traders: 183
19 13 22 5 14 10 33 61 67 8 15 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,924
Positions
96 2,934 0 3,576 1,210 761 9,576 7,706 2,572 231 1,595 0 112 146
Changes from: March 10, 2015 Total Change is: 2,674
-8 34 0 116 435 -11 638 4 1,914 34 165 0 -9 133
Percent of Open Interest Represented by Each Category of Trader
0.6 17.3 0.0 21.1 7.1 4.5 56.6 45.5 15.2 1.4 9.4 0.0 0.7 0.9
Number of Traders in Each Category Total Traders: 26
. . 0 4 . . 5 8 . . . 0
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Updated March 20, 2015