Traders in Financial Futures - Futures Only Positions as of March 31, 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 110,447
Positions
41,901 11,177 10 20,903 6,844 0 7,102 46,774 5,240 12,393 2,790 498 22,400 37,114
Changes from: March 24, 2015 Total Change is: 3,716
2,016 6,761 -1 250 122 -53 -1,087 -2,270 -270 353 -968 328 2,180 67
Percent of Open Interest Represented by Each Category of Trader
37.9 10.1 0.0 18.9 6.2 0.0 6.4 42.3 4.7 11.2 2.5 0.5 20.3 33.6
Number of Traders in Each Category Total Traders: 78
6 5 . 6 8 0 11 22 8 12 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 34,149
Positions
17,588 2,675 80 1,600 1,724 33 8,989 12,916 287 0 0 0 5,572 16,434
Changes from: March 24, 2015 Total Change is: -2,147
-1,636 123 73 0 -2 0 84 -3,188 9 0 -400 0 -677 1,238
Percent of Open Interest Represented by Each Category of Trader
51.5 7.8 0.2 4.7 5.0 0.1 26.3 37.8 0.8 0.0 0.0 0.0 16.3 48.1
Number of Traders in Each Category Total Traders: 32
5 4 . . . . 11 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 182,514
Positions
111,247 3,140 1,609 8,537 61,411 1,461 33,754 58,094 6,871 4,866 16,770 0 14,169 33,158
Changes from: March 24, 2015 Total Change is: 4,374
5,116 396 671 -1,532 2,930 -1,009 -72 172 852 565 1,891 -68 -149 -1,461
Percent of Open Interest Represented by Each Category of Trader
61.0 1.7 0.9 4.7 33.6 0.8 18.5 31.8 3.8 2.7 9.2 0.0 7.8 18.2
Number of Traders in Each Category Total Traders: 111
10 4 . 6 21 7 25 31 10 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 177,478
Positions
42,986 17,913 146 26,880 28,838 4,014 28,992 66,216 2,770 57,877 5,279 52 13,761 52,250
Changes from: March 24, 2015 Total Change is: -3,548
-6,789 9,918 -174 -2,004 479 292 4,170 -9,957 398 -285 -3,764 13 831 -753
Percent of Open Interest Represented by Each Category of Trader
24.2 10.1 0.1 15.1 16.2 2.3 16.3 37.3 1.6 32.6 3.0 0.0 7.8 29.4
Number of Traders in Each Category Total Traders: 121
11 4 . 10 18 8 19 40 11 4 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 459,746
Positions
208,623 9,791 1,465 46,126 99,828 14,903 21,400 182,074 3,744 122,178 58,725 2,926 38,381 86,290
Changes from: March 24, 2015 Total Change is: -1,204
8,345 2,101 265 600 2,925 -2,839 758 -8,798 232 -10,376 6,082 1,153 658 -2,325
Percent of Open Interest Represented by Each Category of Trader
45.4 2.1 0.3 10.0 21.7 3.2 4.7 39.6 0.8 26.6 12.8 0.6 8.3 18.8
Number of Traders in Each Category Total Traders: 237
21 8 6 23 30 22 26 62 18 27 39 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 138,260
Positions
99,663 2,150 138 1,196 19,327 352 14,941 55,196 956 5,723 23,313 76 15,215 36,752
Changes from: March 24, 2015 Total Change is: 2,567
-535 -39 135 0 1,321 -676 1,433 1,371 -25 610 -729 -23 1,648 1,232
Percent of Open Interest Represented by Each Category of Trader
72.1 1.6 0.1 0.9 14.0 0.3 10.8 39.9 0.7 4.1 16.9 0.1 11.0 26.6
Number of Traders in Each Category Total Traders: 94
11 5 . . 12 . 16 32 7 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 56,354
Positions
38,453 42,187 3,290 100 5,841 0 10,624 1,630 737 975 350 1,802 373 517
Changes from: March 24, 2015 Total Change is: 411
297 446 0 0 -136 0 147 75 0 0 0 0 -33 26
Percent of Open Interest Represented by Each Category of Trader
68.2 74.9 5.8 0.2 10.4 0.0 18.9 2.9 1.3 1.7 0.6 3.2 0.7 0.9
Number of Traders in Each Category Total Traders: 27
8 8 7 . . 0 5 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 157,688
Positions
55,585 73,420 2 51,060 2,612 11 41,202 60,582 4,385 1,963 9,598 69 3,411 7,009
Changes from: March 24, 2015 Total Change is: 7,368
180 12,023 -1,188 -71 258 -211 8,378 -3,361 -306 -124 88 69 641 -4
Percent of Open Interest Represented by Each Category of Trader
35.2 46.6 0.0 32.4 1.7 0.0 26.1 38.4 2.8 1.2 6.1 0.0 2.2 4.4
Number of Traders in Each Category Total Traders: 116
6 12 . 4 5 . 18 51 8 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 25,906
Positions
13,213 3,268 5,172 0 1,473 0 1,596 10,728 1,227 1,457 224 2,746 495 1,068
Changes from: March 24, 2015 Total Change is: 3,351
828 50 2,056 0 22 0 802 2,054 -197 0 -370 0 -138 -264
Percent of Open Interest Represented by Each Category of Trader
51.0 12.6 20.0 0.0 5.7 0.0 6.2 41.4 4.7 5.6 0.9 10.6 1.9 4.1
Number of Traders in Each Category Total Traders: 23
4 . 4 0 . 0 5 7 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 24,049
Positions
5,296 4,605 0 664 1,913 0 14,640 9,811 506 316 1,859 0 2,627 5,355
Changes from: March 24, 2015 Total Change is: 3,091
-875 3,916 0 -174 31 0 4,350 -1,387 -126 -4 200 0 -80 457
Percent of Open Interest Represented by Each Category of Trader
22.0 19.1 0.0 2.8 8.0 0.0 60.9 40.8 2.1 1.3 7.7 0.0 10.9 22.3
Number of Traders in Each Category Total Traders: 62
7 . 0 . . 0 19 20 4 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 48,671
Positions
18,474 31,559 873 4,809 2,133 327 11,555 5,379 2,110 2,375 1,116 0 8,150 5,176
Changes from: March 24, 2015 Total Change is: -4,654
-52 -4,284 -172 -744 77 13 -5,293 -619 873 467 -665 0 254 124
Percent of Open Interest Represented by Each Category of Trader
38.0 64.8 1.8 9.9 4.4 0.7 23.7 11.1 4.3 4.9 2.3 0.0 16.7 10.6
Number of Traders in Each Category Total Traders: 88
12 14 . 8 4 . 22 14 4 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 97,342
Positions
36,948 63,117 1,745 9,618 4,266 653 23,109 10,758 4,220 4,749 2,231 0 16,300 10,352
Changes from: March 24, 2015 Total Change is: -9,307
-104 -8,568 -343 -1,488 154 25 -10,585 -1,238 1,746 934 -1,330 0 508 247
Percent of Open Interest Represented by Each Category of Trader
38.0 64.8 1.8 9.9 4.4 0.7 23.7 11.1 4.3 4.9 2.3 0.0 16.7 10.6
Number of Traders in Each Category Total Traders: 88
12 14 . 8 4 . 22 14 4 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 635,500
Positions
38,028 136,941 10,396 297,421 123,365 47,772 82,476 158,629 26,048 27,744 47,014 2,812 102,802 82,522
Changes from: March 24, 2015 Total Change is: 6,048
-81 -14,696 5,952 -13,806 -332 2,342 4,693 6,108 1,565 -148 -1,513 -38 5,569 6,660
Percent of Open Interest Represented by Each Category of Trader
6.0 21.5 1.6 46.8 19.4 7.5 13.0 25.0 4.1 4.4 7.4 0.4 16.2 13.0
Number of Traders in Each Category Total Traders: 550
32 34 23 121 76 78 72 114 64 46 55 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 102,704
Positions
7,518 26,172 0 50,003 21,335 2,306 2,457 8,495 501 5,219 6,175 133 34,567 37,587
Changes from: March 24, 2015 Total Change is: -369
5,681 -10,966 -2 -5,992 265 0 345 5,710 35 11 -807 114 -561 5,282
Percent of Open Interest Represented by Each Category of Trader
7.3 25.5 0.0 48.7 20.8 2.2 2.4 8.3 0.5 5.1 6.0 0.1 33.7 36.6
Number of Traders in Each Category Total Traders: 67
7 7 0 15 5 8 11 15 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 2,663,980
Positions
193,285 594,581 11,245 1,244,945 518,005 219,478 425,456 776,031 102,374 114,823 206,393 11,197 341,177 224,676
Changes from: March 24, 2015 Total Change is: 32,085
-3,852 6,305 4,815 -39,200 -3,117 11,842 43,102 23,353 -13,713 -329 -3,060 -1,228 30,648 6,888
Percent of Open Interest Represented by Each Category of Trader
7.3 22.3 0.4 46.7 19.4 8.2 16.0 29.1 3.8 4.3 7.7 0.4 12.8 8.4
Number of Traders in Each Category Total Traders: 541
35 31 19 116 73 74 73 113 52 46 54 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 87,474
Positions
4,884 22,359 901 44,516 45,217 2,675 20,228 10,295 1,799 424 748 0 12,047 3,480
Changes from: March 24, 2015 Total Change is: 2,016
666 -514 -8 -209 1,020 870 -1,634 -318 957 -76 -55 0 1,450 64
Percent of Open Interest Represented by Each Category of Trader
5.6 25.6 1.0 50.9 51.7 3.1 23.1 11.8 2.1 0.5 0.9 0.0 13.8 4.0
Number of Traders in Each Category Total Traders: 94
9 10 . 35 12 15 13 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 63,967
Positions
2,812 42,408 149 30,922 5,473 825 18,266 7,402 2,103 3,221 2,243 93 5,577 3,271
Changes from: March 24, 2015 Total Change is: -2,993
-50 -3,439 -196 304 -137 -1 -3,969 -1,085 1,055 265 654 39 -441 116
Percent of Open Interest Represented by Each Category of Trader
4.4 66.3 0.2 48.3 8.6 1.3 28.6 11.6 3.3 5.0 3.5 0.1 8.7 5.1
Number of Traders in Each Category Total Traders: 208
16 17 . 35 15 8 55 33 12 20 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 319,836
Positions
14,059 212,040 743 154,608 27,366 4,124 91,329 37,010 10,515 16,105 11,216 466 27,887 16,356
Changes from: March 24, 2015 Total Change is: -14,967
-249 -17,193 -981 1,519 -686 -4 -19,843 -5,427 5,275 1,323 3,271 196 -2,203 582
Percent of Open Interest Represented by Each Category of Trader
4.4 66.3 0.2 48.3 8.6 1.3 28.6 11.6 3.3 5.0 3.5 0.1 8.7 5.1
Number of Traders in Each Category Total Traders: 208
16 17 . 35 15 8 55 33 12 20 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 309,622
Positions
89,331 39,802 634 108,396 137,059 17,251 58,686 82,910 5,426 6,973 10,616 573 22,352 15,351
Changes from: March 24, 2015 Total Change is: -2,823
1,874 235 54 -3,980 1,260 1,228 -5,079 -2,154 1,375 -82 -5,522 180 1,607 521
Percent of Open Interest Represented by Each Category of Trader
28.9 12.9 0.2 35.0 44.3 5.6 19.0 26.8 1.8 2.3 3.4 0.2 7.2 5.0
Number of Traders in Each Category Total Traders: 248
18 12 . 55 43 27 42 49 10 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 59,404
Positions
2,788 17,706 0 29,497 0 219 9,671 7,888 45 4,657 26,092 255 12,272 7,199
Changes from: March 24, 2015 Total Change is: 257
33 -112 0 -1,086 0 0 -54 -30 0 858 -256 -310 816 965
Percent of Open Interest Represented by Each Category of Trader
4.7 29.8 0.0 49.7 0.0 0.4 16.3 13.3 0.1 7.8 43.9 0.4 20.7 12.1
Number of Traders in Each Category Total Traders: 61
. 7 0 20 0 . 14 10 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 98,700
Positions
30,950 3,702 801 7,790 599 630 28,435 10,782 1,077 16,274 0 270 12,473 80,839
Changes from: March 24, 2015 Total Change is: -4,260
-239 1,183 71 527 -110 -162 -5,311 2,175 -404 -508 0 10 1,756 -7,023
Percent of Open Interest Represented by Each Category of Trader
31.4 3.8 0.8 7.9 0.6 0.6 28.8 10.9 1.1 16.5 0.0 0.3 12.6 81.9
Number of Traders in Each Category Total Traders: 75
17 7 5 9 . . 28 9 7 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 142,562
Positions
6,955 82,194 381 86,136 44,507 3,770 31,923 3,488 4,028 2,329 613 0 7,040 3,581
Changes from: March 24, 2015 Total Change is: -1,737
-699 -479 22 -2,352 848 -439 669 -2,225 138 451 0 0 473 398
Percent of Open Interest Represented by Each Category of Trader
4.9 57.7 0.3 60.4 31.2 2.6 22.4 2.4 2.8 1.6 0.4 0.0 4.9 2.5
Number of Traders in Each Category Total Traders: 104
6 10 . 38 20 16 18 4 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 369,309
Positions
51,763 171,238 2,929 177,320 86,730 32,619 63,574 52,013 7,710 16,070 6,670 762 16,562 8,638
Changes from: March 24, 2015 Total Change is: -3,137
3,888 -14,614 32 -3,059 9,264 -2,816 -4,499 1,571 -92 1,190 -233 -32 2,251 3,783
Percent of Open Interest Represented by Each Category of Trader
14.0 46.4 0.8 48.0 23.5 8.8 17.2 14.1 2.1 4.4 1.8 0.2 4.5 2.3
Number of Traders in Each Category Total Traders: 225
19 22 7 59 35 31 32 24 11 24 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 426,004
Positions
5,423 72,490 2,524 160,146 78,112 41,836 56,348 62,816 9,861 8,063 24,878 406 141,397 133,081
Changes from: March 24, 2015 Total Change is: 11,918
-2,650 -496 1,449 15,464 4,148 -2,047 2,142 8,327 -55 221 4,084 -386 -2,220 -3,106
Percent of Open Interest Represented by Each Category of Trader
1.3 17.0 0.6 37.6 18.3 9.8 13.2 14.7 2.3 1.9 5.8 0.1 33.2 31.2
Number of Traders in Each Category Total Traders: 116
4 11 . 31 19 25 27 12 14 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 571,434
Positions
22,344 57,463 1,793 269,185 59,809 84,629 55,015 262,965 9,651 6,863 7,870 628 121,326 86,626
Changes from: March 24, 2015 Total Change is: -10,061
1,667 -286 1,460 -1,171 2,124 -1,566 -5,361 -7,201 -1,199 0 -200 0 -3,891 -3,193
Percent of Open Interest Represented by Each Category of Trader
3.9 10.1 0.3 47.1 10.5 14.8 9.6 46.0 1.7 1.2 1.4 0.1 21.2 15.2
Number of Traders in Each Category Total Traders: 93
4 7 . 37 12 27 9 18 11 . . .
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Traders in Financial Futures - Futures Only Positions as of March 31, 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 1,353,836
Positions
52,749 112,778 10,632 260,953 402,990 121,938 526,278 159,710 55,675 198,923 325,538 7,906 118,782 156,669
Changes from: March 24, 2015 Total Change is: -16,342
8,103 -9,386 4,356 40,497 -27,270 1,591 -106,467 -10,535 14,405 6,665 -4,699 3,273 11,235 11,923
Percent of Open Interest Represented by Each Category of Trader
3.9 8.3 0.8 19.3 29.8 9.0 38.9 11.8 4.1 14.7 24.0 0.6 8.8 11.6
Number of Traders in Each Category Total Traders: 260
13 24 5 41 46 40 49 30 25 11 46 11
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Traders in Financial Futures - Futures Only Positions as of March 31, 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 2,767,663
Positions
122,047 111,844 21,666 846,074 823,225 354,696 526,465 709,134 103,980 445,005 182,403 34,407 313,323 426,308
Changes from: March 24, 2015 Total Change is: -37,754
3,614 -36,777 -111 -51,360 -25,845 32,344 -15,674 -20,469 6,798 8,286 -5,645 -13,282 -8,369 25,233
Percent of Open Interest Represented by Each Category of Trader
4.4 4.0 0.8 30.6 29.7 12.8 19.0 25.6 3.8 16.1 6.6 1.2 11.3 15.4
Number of Traders in Each Category Total Traders: 371
23 20 8 42 88 69 67 56 44 25 50 13
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Traders in Financial Futures - Futures Only Positions as of March 31, 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 1,982,117
Positions
56,225 156,028 30,181 704,919 569,171 264,789 450,016 313,246 44,842 162,495 242,793 19,513 249,137 341,554
Changes from: March 24, 2015 Total Change is: -20,490
-30,407 -13,450 -5,203 34,297 11,480 5,323 -39,639 -44,606 15,028 -15,380 16,799 6,707 8,784 -12,568
Percent of Open Interest Represented by Each Category of Trader
2.8 7.9 1.5 35.6 28.7 13.4 22.7 15.8 2.3 8.2 12.2 1.0 12.6 17.2
Number of Traders in Each Category Total Traders: 271
14 25 5 43 45 48 43 50 26 12 39 8
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Traders in Financial Futures - Futures Only Positions as of March 31, 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 777,368
Positions
248,301 156,025 272,521 1,797 3,647 9,083 42,629 89,082 99,621 37,081 50,507 40,813 25,522 56,069
Changes from: March 24, 2015 Total Change is: 27,538
6,727 -3,908 18,400 643 18 -643 -887 4,163 1,676 105 4,948 836 681 2,048
Percent of Open Interest Represented by Each Category of Trader
31.9 20.1 35.1 0.2 0.5 1.2 5.5 11.5 12.8 4.8 6.5 5.3 3.3 7.2
Number of Traders in Each Category Total Traders: 114
20 28 36 . . . 12 28 26 5 13 8
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Traders in Financial Futures - Futures Only Positions as of March 31, 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 is10,798,008
Positions
1,629,660 1,181,332 2,986,632 492,544 1,475,822 252,684 1,978,198 933,804 1,694,962 364,139 505,439 493,404 905,785 1,273,929
Changes from: March 24, 2015 Total Change is: 185,136
-35,329 50,093 37,711 -18,788 -133 21,940 43,071 -36,999 84,305 -20,943 -5,950 17,623 55,546 16,546
Percent of Open Interest Represented by Each Category of Trader
15.1 10.9 27.7 4.6 13.7 2.3 18.3 8.6 15.7 3.4 4.7 4.6 8.4 11.8
Number of Traders in Each Category Total Traders: 285
30 54 75 11 24 23 42 64 86 11 37 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 45,371
Positions
6,555 1,598 0 475 16,439 3,871 32,927 16,013 0 1,427 7,314 0 116 136
Changes from: March 24, 2015 Total Change is: -52
-1,205 676 0 0 118 5 1,323 -1,650 0 -176 796 0 1 3
Percent of Open Interest Represented by Each Category of Trader
14.4 3.5 0.0 1.0 36.2 8.5 72.6 35.3 0.0 3.1 16.1 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 46
4 4 0 . 9 . 6 9 0 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 37,966
Positions
8,239 1,010 42 0 17,598 210 29,351 8,710 0 40 10,252 0 84 144
Changes from: March 24, 2015 Total Change is: -385
-1,233 50 42 0 -7 0 1,215 -847 0 -359 330 0 -50 47
Percent of Open Interest Represented by Each Category of Trader
21.7 2.7 0.1 0.0 46.4 0.6 77.3 22.9 0.0 0.1 27.0 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 43
5 . . 0 13 . 6 7 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 118,796
Positions
16,425 71,978 468 11,556 1,445 101 17,670 41,357 1,181 50,343 437 0 21,052 1,829
Changes from: March 24, 2015 Total Change is: 2,648
1,599 1,334 -5 1,043 -42 -334 -1,813 3,966 -94 2,327 -226 -49 -26 -1,902
Percent of Open Interest Represented by Each Category of Trader
13.8 60.6 0.4 9.7 1.2 0.1 14.9 34.8 1.0 42.4 0.4 0.0 17.7 1.5
Number of Traders in Each Category Total Traders: 236
5 4 . 14 . . 39 16 6 151 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 354,795
Positions
84,678 17,565 27,691 88,142 37,703 22,736 31,729 134,850 61,438 5,018 8,337 14,693 18,670 29,782
Changes from: March 24, 2015 Total Change is: 5,424
12,753 4,059 -4,454 -3,953 14 -851 -5,310 -3,096 10,472 -399 -609 -1,151 -1,683 1,040
Percent of Open Interest Represented by Each Category of Trader
23.9 5.0 7.8 24.8 10.6 6.4 8.9 38.0 17.3 1.4 2.3 4.1 5.3 8.4
Number of Traders in Each Category Total Traders: 177
20 12 20 5 14 8 31 56 59 8 18 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 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 13,628
Positions
174 2,934 0 5,117 1,321 802 6,473 6,910 625 271 1,033 0 166 3
Changes from: March 24, 2015 Total Change is: 482
18 0 0 1,167 0 35 -776 375 0 40 69 0 -2 3
Percent of Open Interest Represented by Each Category of Trader
1.3 21.5 0.0 37.5 9.7 5.9 47.5 50.7 4.6 2.0 7.6 0.0 1.2 0.0
Number of Traders in Each Category Total Traders: 30
. . 0 5 . . 7 7 . 4 . 0
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Updated April 3, 2015