Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 106,731
Positions
39,885 4,416 11 20,653 6,722 53 8,189 49,044 5,510 12,040 3,758 170 20,220 37,047
Changes from: March 17, 2015 Total Change is: -51,845
-3,417 1,510 -41,698 -966 141 24 -3,728 -4,012 -1,319 391 31 -6 -1,126 -6,516
Percent of Open Interest Represented by Each Category of Trader
37.4 4.1 0.0 19.4 6.3 0.0 7.7 46.0 5.2 11.3 3.5 0.2 18.9 34.7
Number of Traders in Each Category Total Traders: 80
5 5 . 7 8 . 12 25 9 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 36,296
Positions
19,224 2,552 7 1,600 1,726 33 8,905 16,104 278 0 400 0 6,249 15,196
Changes from: March 17, 2015 Total Change is: -2,593
3,767 -893 6 -16 -89 0 -6,338 652 -38 0 0 0 26 -2,231
Percent of Open Interest Represented by Each Category of Trader
53.0 7.0 0.0 4.4 4.8 0.1 24.5 44.4 0.8 0.0 1.1 0.0 17.2 41.9
Number of Traders in Each Category Total Traders: 35
5 4 . . . . 11 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 178,140
Positions
106,131 2,744 938 10,069 58,481 2,470 33,826 57,922 6,019 4,301 14,879 68 14,318 34,619
Changes from: March 17, 2015 Total Change is: -10,098
426 -2,527 138 816 630 -676 -10,718 -8,512 1,584 -2,028 379 68 292 -1,182
Percent of Open Interest Represented by Each Category of Trader
59.6 1.5 0.5 5.7 32.8 1.4 19.0 32.5 3.4 2.4 8.4 0.0 8.0 19.4
Number of Traders in Each Category Total Traders: 108
9 4 4 7 20 6 24 31 11 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 181,026
Positions
49,775 7,995 320 28,884 28,359 3,722 24,822 76,173 2,372 58,162 9,043 39 12,930 53,003
Changes from: March 17, 2015 Total Change is: -14,887
-12,587 2,933 320 1,084 -1,225 -668 -4,653 -9,047 912 -938 -171 0 1,643 -7,941
Percent of Open Interest Represented by Each Category of Trader
27.5 4.4 0.2 16.0 15.7 2.1 13.7 42.1 1.3 32.1 5.0 0.0 7.1 29.3
Number of Traders in Each Category Total Traders: 126
10 5 . 10 19 6 19 44 9 4 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 460,950
Positions
200,278 7,690 1,200 45,526 96,903 17,742 20,642 190,872 3,512 132,554 52,643 1,773 37,723 88,615
Changes from: March 17, 2015 Total Change is: 11,442
20,123 -795 -509 1,020 535 -201 -8,306 17,711 207 -228 -1,819 -1,768 1,104 -1,919
Percent of Open Interest Represented by Each Category of Trader
43.4 1.7 0.3 9.9 21.0 3.8 4.5 41.4 0.8 28.8 11.4 0.4 8.2 19.2
Number of Traders in Each Category Total Traders: 240
20 9 6 23 28 22 23 67 15 32 37 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 135,693
Positions
100,198 2,189 3 1,196 18,006 1,028 13,508 53,825 981 5,113 24,042 99 13,567 35,520
Changes from: March 17, 2015 Total Change is: -17,053
-4,445 1,221 3 -96 -1,428 -6 -12,887 -6,376 211 37 -5,455 8 122 -5,231
Percent of Open Interest Represented by Each Category of Trader
73.8 1.6 0.0 0.9 13.3 0.8 10.0 39.7 0.7 3.8 17.7 0.1 10.0 26.2
Number of Traders in Each Category Total Traders: 93
11 5 . . 10 . 18 33 7 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 55,943
Positions
38,156 41,741 3,290 100 5,977 0 10,477 1,555 737 975 350 1,802 406 491
Changes from: March 17, 2015 Total Change is: 3,365
1,861 2,422 1,273 0 -63 0 90 -181 0 0 0 0 141 -86
Percent of Open Interest Represented by Each Category of Trader
68.2 74.6 5.9 0.2 10.7 0.0 18.7 2.8 1.3 1.7 0.6 3.2 0.7 0.9
Number of Traders in Each Category Total Traders: 26
8 8 7 . . 0 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 150,320
Positions
55,405 61,397 1,190 51,131 2,354 222 32,824 63,943 4,691 2,087 9,510 0 2,770 7,013
Changes from: March 17, 2015 Total Change is: 15,176
-223 12,365 190 -966 -617 222 12,148 81 4,355 -911 -479 0 361 -941
Percent of Open Interest Represented by Each Category of Trader
36.9 40.8 0.8 34.0 1.6 0.1 21.8 42.5 3.1 1.4 6.3 0.0 1.8 4.7
Number of Traders in Each Category Total Traders: 113
6 12 . 4 6 . 16 53 8 9 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 20,958
Positions
6,171 689 0 838 1,882 0 10,290 11,198 632 320 1,659 0 2,707 4,898
Changes from: March 17, 2015 Total Change is: -2,359
-1,798 328 0 -39 0 0 -644 -1,763 -111 -172 -106 0 405 -707
Percent of Open Interest Represented by Each Category of Trader
29.4 3.3 0.0 4.0 9.0 0.0 49.1 53.4 3.0 1.5 7.9 0.0 12.9 23.4
Number of Traders in Each Category Total Traders: 58
6 . 0 . . 0 17 19 5 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 53,325
Positions
18,526 35,843 1,044 5,553 2,056 314 16,847 5,998 1,237 1,908 1,781 0 7,896 5,053
Changes from: March 17, 2015 Total Change is: -884
905 4,081 -2,244 1,319 29 143 -633 12 411 -378 -2,043 -127 -279 -1,145
Percent of Open Interest Represented by Each Category of Trader
34.7 67.2 2.0 10.4 3.9 0.6 31.6 11.2 2.3 3.6 3.3 0.0 14.8 9.5
Number of Traders in Each Category Total Traders: 95
13 17 . 9 4 . 22 13 . 8 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 106,649
Positions
37,052 71,685 2,088 11,106 4,112 628 33,694 11,996 2,474 3,815 3,561 0 15,792 10,105
Changes from: March 17, 2015 Total Change is: -1,767
1,809 8,162 -4,488 2,637 57 285 -1,266 24 822 -755 -4,085 -254 -557 -2,290
Percent of Open Interest Represented by Each Category of Trader
34.7 67.2 2.0 10.4 3.9 0.6 31.6 11.2 2.3 3.6 3.3 0.0 14.8 9.5
Number of Traders in Each Category Total Traders: 95
13 17 . 9 4 . 22 13 . 8 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 629,452
Positions
38,109 151,637 4,444 311,227 123,697 45,430 77,783 152,521 24,483 27,892 48,526 2,850 97,234 75,863
Changes from: March 17, 2015 Total Change is: -275,518
-19,158 -9,125 -114,320 4,784 -7,075 -36,789 -24,329 -14,594 -15,852 219 -8,953 -1,530 -68,543 -67,280
Percent of Open Interest Represented by Each Category of Trader
6.1 24.1 0.7 49.4 19.7 7.2 12.4 24.2 3.9 4.4 7.7 0.5 15.4 12.1
Number of Traders in Each Category Total Traders: 542
32 32 17 123 72 76 72 111 65 47 53 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 103,073
Positions
1,837 37,138 2 55,995 21,070 2,306 2,112 2,785 466 5,208 6,982 19 35,128 32,305
Changes from: March 17, 2015 Total Change is: -117,233
-67,382 -19,275 -16,015 -11,004 -1,712 -8,452 -6,390 -4,475 -1,477 -1,134 -2,261 -59 -5,320 -63,507
Percent of Open Interest Represented by Each Category of Trader
1.8 36.0 0.0 54.3 20.4 2.2 2.0 2.7 0.5 5.1 6.8 0.0 34.1 31.3
Number of Traders in Each Category Total Traders: 65
. 10 . 15 5 8 11 13 4 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,631,895
Positions
197,137 588,276 6,430 1,284,145 521,122 207,636 382,354 752,678 116,087 115,152 209,453 12,425 310,529 217,788
Changes from: March 17, 2015 Total Change is: -791,425
-30,808 -221,180 -219,595 29,156 -76,599 -91,900 -129,015 -89,914 -32,556 6,812 -33,413 -7,402 -316,117 -18,866
Percent of Open Interest Represented by Each Category of Trader
7.5 22.4 0.2 48.8 19.8 7.9 14.5 28.6 4.4 4.4 8.0 0.5 11.8 8.3
Number of Traders in Each Category Total Traders: 532
35 29 15 117 70 72 71 112 56 46 52 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 85,458
Positions
4,218 22,873 909 44,725 44,197 1,805 21,862 10,613 842 500 803 0 10,597 3,416
Changes from: March 17, 2015 Total Change is: -19,653
-1,503 3,219 -11,929 -2,869 -773 -940 311 -272 -992 20 -191 0 -1,751 -7,775
Percent of Open Interest Represented by Each Category of Trader
4.9 26.8 1.1 52.3 51.7 2.1 25.6 12.4 1.0 0.6 0.9 0.0 12.4 4.0
Number of Traders in Each Category Total Traders: 95
9 11 . 36 11 16 14 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 66,961
Positions
2,862 45,847 345 30,618 5,610 826 22,234 8,487 1,048 2,956 1,589 54 6,018 3,155
Changes from: March 17, 2015 Total Change is: -32,012
-973 788 -22,595 3,235 -142 -6,432 -853 -710 -1,068 -772 -244 -40 -2,513 -1,570
Percent of Open Interest Represented by Each Category of Trader
4.3 68.5 0.5 45.7 8.4 1.2 33.2 12.7 1.6 4.4 2.4 0.1 9.0 4.7
Number of Traders in Each Category Total Traders: 211
15 19 4 32 15 7 59 35 12 22 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 334,803
Positions
14,308 229,233 1,724 153,089 28,052 4,128 111,172 42,437 5,240 14,782 7,945 270 30,090 15,774
Changes from: March 17, 2015 Total Change is: -69,795
-5,006 26,175 -52,954 18,543 -9,760 -23,109 -1,239 -2,063 -3,165 893 -1,218 -198 -3,560 -3,503
Percent of Open Interest Represented by Each Category of Trader
4.3 68.5 0.5 45.7 8.4 1.2 33.2 12.7 1.6 4.4 2.4 0.1 9.0 4.7
Number of Traders in Each Category Total Traders: 211
15 19 4 32 15 7 59 35 12 22 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 312,445
Positions
87,457 39,567 580 112,376 135,799 16,023 63,765 85,064 4,051 7,055 16,138 393 20,745 14,830
Changes from: March 17, 2015 Total Change is: -47,648
-5,079 -5,384 -16,690 -14,578 -1,297 -3,630 -344 -13,197 -3,715 -56 -1,636 -144 -3,412 -1,955
Percent of Open Interest Represented by Each Category of Trader
28.0 12.7 0.2 36.0 43.5 5.1 20.4 27.2 1.3 2.3 5.2 0.1 6.6 4.7
Number of Traders in Each Category Total Traders: 257
19 12 . 59 42 26 44 52 10 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 59,147
Positions
2,755 17,818 0 30,583 0 219 9,725 7,918 45 3,799 26,348 565 11,456 6,234
Changes from: March 17, 2015 Total Change is: 1,253
-529 55 0 2,317 0 86 -659 532 45 -361 5 565 -211 -35
Percent of Open Interest Represented by Each Category of Trader
4.7 30.1 0.0 51.7 0.0 0.4 16.4 13.4 0.1 6.4 44.5 1.0 19.4 10.5
Number of Traders in Each Category Total Traders: 62
. 7 0 21 0 . 13 9 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 102,960
Positions
31,189 2,519 730 7,263 709 792 33,746 8,607 1,481 16,782 0 260 10,717 87,862
Changes from: March 17, 2015 Total Change is: -1,970
210 -244 -112 206 -11 53 -3,599 3,724 742 -310 0 150 690 -6,272
Percent of Open Interest Represented by Each Category of Trader
30.3 2.4 0.7 7.1 0.7 0.8 32.8 8.4 1.4 16.3 0.0 0.3 10.4 85.3
Number of Traders in Each Category Total Traders: 77
17 4 . 8 . . 32 9 5 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 144,299
Positions
7,654 82,673 359 88,488 43,659 4,209 31,254 5,713 3,890 1,878 613 0 6,567 3,183
Changes from: March 17, 2015 Total Change is: -8,515
-1,271 -1,289 -5,231 -6 -1,679 -169 -681 963 -358 886 0 0 -1,685 -752
Percent of Open Interest Represented by Each Category of Trader
5.3 57.3 0.2 61.3 30.3 2.9 21.7 4.0 2.7 1.3 0.4 0.0 4.6 2.2
Number of Traders in Each Category Total Traders: 106
6 12 . 39 20 17 17 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 372,446
Positions
47,875 185,852 2,897 180,379 77,466 35,435 68,073 50,442 7,802 14,880 6,903 794 14,311 4,855
Changes from: March 17, 2015 Total Change is: -40,194
-12,900 3,360 -38,237 20,028 -264 -3,432 1,268 1,471 -2,039 496 773 -2,077 -3,301 251
Percent of Open Interest Represented by Each Category of Trader
12.9 49.9 0.8 48.4 20.8 9.5 18.3 13.5 2.1 4.0 1.9 0.2 3.8 1.3
Number of Traders in Each Category Total Traders: 218
19 23 6 56 33 29 34 21 11 21 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 414,086
Positions
8,073 72,986 1,075 144,682 73,964 43,883 54,206 54,489 9,916 7,842 20,794 792 143,617 136,187
Changes from: March 17, 2015 Total Change is: 8,926
2,164 14,791 -384 14,703 4,702 -10,062 -1,206 8,351 -3,380 869 2,132 -302 6,524 -6,922
Percent of Open Interest Represented by Each Category of Trader
1.9 17.6 0.3 34.9 17.9 10.6 13.1 13.2 2.4 1.9 5.0 0.2 34.7 32.9
Number of Traders in Each Category Total Traders: 119
4 12 . 27 19 21 23 19 12 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 581,495
Positions
20,677 57,749 333 270,356 57,685 86,195 60,376 270,166 10,850 6,863 8,070 628 125,217 89,819
Changes from: March 17, 2015 Total Change is: 140
-1,629 -5,948 -621 -90 2,233 1,829 -2,802 3,329 -6,183 1,335 -1,477 570 7,731 6,408
Percent of Open Interest Represented by Each Category of Trader
3.6 9.9 0.1 46.5 9.9 14.8 10.4 46.5 1.9 1.2 1.4 0.1 21.5 15.4
Number of Traders in Each Category Total Traders: 89
. 7 . 36 12 26 8 17 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,370,178
Positions
44,646 122,164 6,276 220,456 430,260 120,347 632,745 170,245 41,270 192,258 330,237 4,633 107,547 144,746
Changes from: March 17, 2015 Total Change is: 46,738
5,167 -14,544 -6,808 -20,999 -8,805 9,512 46,626 -29,027 -4,790 5,763 86,210 1,213 11,054 13,777
Percent of Open Interest Represented by Each Category of Trader
3.3 8.9 0.5 16.1 31.4 8.8 46.2 12.4 3.0 14.0 24.1 0.3 7.8 10.6
Number of Traders in Each Category Total Traders: 269
12 28 5 38 48 40 53 30 26 13 47 10
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Traders in Financial Futures - Futures Only Positions as of March 24, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,805,417
Positions
118,433 148,621 21,777 897,434 849,070 322,352 542,139 729,603 97,182 436,719 188,048 47,689 321,692 401,075
Changes from: March 17, 2015 Total Change is: 176,286
17,683 25,030 -5,943 50,190 34,096 16,648 61,944 59,641 11,573 -30,703 19,976 23,542 31,352 -8,277
Percent of Open Interest Represented by Each Category of Trader
4.2 5.3 0.8 32.0 30.3 11.5 19.3 26.0 3.5 15.6 6.7 1.7 11.5 14.3
Number of Traders in Each Category Total Traders: 388
22 30 9 39 90 69 58 66 43 28 55 18
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Traders in Financial Futures - Futures Only Positions as of March 24, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,002,607
Positions
86,632 169,478 35,384 670,622 557,691 259,466 489,655 357,852 29,814 177,875 225,994 12,806 240,353 354,122
Changes from: March 17, 2015 Total Change is: 4,781
20,464 -18,647 570 120,281 24,475 -32,987 -76,442 16,491 -1,378 -49,425 28,917 -580 24,278 -12,080
Percent of Open Interest Represented by Each Category of Trader
4.3 8.5 1.8 33.5 27.8 13.0 24.5 17.9 1.5 8.9 11.3 0.6 12.0 17.7
Number of Traders in Each Category Total Traders: 263
12 27 7 35 44 45 42 52 28 14 37 7
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Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 749,830
Positions
241,574 159,933 254,121 1,154 3,629 9,726 43,516 84,919 97,945 36,976 45,559 39,977 24,841 54,021
Changes from: March 17, 2015 Total Change is: -12,003
-7,862 26,318 5,820 500 -947 -500 7,841 -11,570 -11,516 17,320 1,103 -24,388 782 3,677
Percent of Open Interest Represented by Each Category of Trader
32.2 21.3 33.9 0.2 0.5 1.3 5.8 11.3 13.1 4.9 6.1 5.3 3.3 7.2
Number of Traders in Each Category Total Traders: 111
19 28 35 . . . 11 29 27 4 12 7
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Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,612,872
Positions
1,664,989 1,131,239 2,948,921 511,332 1,475,955 230,744 1,935,127 970,803 1,610,657 385,082 511,389 475,781 850,239 1,257,383
Changes from: March 17, 2015 Total Change is: 117,599
-105,453 -96,691 166,675 -34,730 506,981 -35,061 7,207 -355,655 -20,514 -31,781 -200,315 92,665 78,591 59,514
Percent of Open Interest Represented by Each Category of Trader
15.7 10.7 27.8 4.8 13.9 2.2 18.2 9.1 15.2 3.6 4.8 4.5 8.0 11.8
Number of Traders in Each Category Total Traders: 278
35 49 77 10 26 21 36 66 82 8 35 26
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Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 45,423
Positions
7,760 922 0 475 16,321 3,866 31,604 17,663 0 1,603 6,518 0 115 133
Changes from: March 17, 2015 Total Change is: -1,026
-1,740 -175 0 0 180 0 658 -423 0 69 -603 0 -13 -5
Percent of Open Interest Represented by Each Category of Trader
17.1 2.0 0.0 1.0 35.9 8.5 69.6 38.9 0.0 3.5 14.3 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 43
. . 0 . 9 . 5 10 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 38,351
Positions
9,472 960 0 0 17,605 210 28,136 9,557 0 399 9,922 0 134 97
Changes from: March 17, 2015 Total Change is: 1,681
570 610 0 0 987 0 1,664 583 -19 -548 -474 0 14 -6
Percent of Open Interest Represented by Each Category of Trader
24.7 2.5 0.0 0.0 45.9 0.5 73.4 24.9 0.0 1.0 25.9 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 43
5 . 0 0 13 . 7 6 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 116,148
Positions
14,826 70,644 473 10,513 1,487 435 19,483 37,391 1,275 48,016 663 49 21,078 3,731
Changes from: March 17, 2015 Total Change is: -16,400
-3,487 325 55 -2,347 -30 381 -528 -18,578 -142 -8,291 -115 -1 -2,040 1,705
Percent of Open Interest Represented by Each Category of Trader
12.8 60.8 0.4 9.1 1.3 0.4 16.8 32.2 1.1 41.3 0.6 0.0 18.1 3.2
Number of Traders in Each Category Total Traders: 212
4 4 . 13 . . 40 10 10 133 6 .
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Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 349,371
Positions
71,925 13,506 32,145 92,095 37,689 23,587 37,039 137,946 50,966 5,417 8,946 15,844 20,353 28,742
Changes from: March 17, 2015 Total Change is: -4,313
7,025 -6,528 -10,808 13,737 4,124 -8,273 -2,714 17,558 -3,507 -4,293 267 2,741 1,779 113
Percent of Open Interest Represented by Each Category of Trader
20.6 3.9 9.2 26.4 10.8 6.8 10.6 39.5 14.6 1.6 2.6 4.5 5.8 8.2
Number of Traders in Each Category Total Traders: 180
17 13 19 7 14 7 31 61 57 8 15 20
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Traders in Financial Futures - Futures Only Positions as of March 24, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 13,146
Positions
156 2,934 0 3,950 1,321 767 7,249 6,535 625 231 964 0 168 0
Changes from: March 17, 2015 Total Change is: -3,778
60 0 0 374 111 6 -2,327 -1,171 -1,947 0 -631 0 56 -146
Percent of Open Interest Represented by Each Category of Trader
1.2 22.3 0.0 30.0 10.0 5.8 55.1 49.7 4.8 1.8 7.3 0.0 1.3 0.0
Number of Traders in Each Category Total Traders: 27
. . 0 5 . . 7 6 . . . 0
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Updated March 27, 2015