Traders in Financial Futures - Futures Only Positions as of April 14, 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 118,686
Positions
43,753 12,654 65 20,581 7,306 99 12,511 51,240 6,205 9,929 3,443 537 25,006 37,137
Changes from: April 7, 2015 Total Change is: 3,805
452 -127 12 -507 79 99 2,339 1,408 235 -1,555 797 -123 2,853 1,425
Percent of Open Interest Represented by Each Category of Trader
36.9 10.7 0.1 17.3 6.2 0.1 10.5 43.2 5.2 8.4 2.9 0.5 21.1 31.3
Number of Traders in Each Category Total Traders: 84
7 4 . 6 9 . 14 26 12 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 33,935
Positions
17,600 2,237 23 1,600 1,656 51 7,438 12,680 428 0 0 0 6,795 16,860
Changes from: April 7, 2015 Total Change is: 690
1,273 171 21 0 -50 0 -519 -513 35 0 0 0 -120 1,026
Percent of Open Interest Represented by Each Category of Trader
51.9 6.6 0.1 4.7 4.9 0.2 21.9 37.4 1.3 0.0 0.0 0.0 20.0 49.7
Number of Traders in Each Category Total Traders: 33
5 4 . . . . 9 10 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 189,513
Positions
118,865 5,344 1,887 10,571 65,899 881 31,102 56,171 6,008 3,985 15,431 0 16,214 37,892
Changes from: April 7, 2015 Total Change is: 4,294
6,523 602 -412 1,784 6,703 -828 -3,047 -7,687 -508 -271 990 0 1,053 5,434
Percent of Open Interest Represented by Each Category of Trader
62.7 2.8 1.0 5.6 34.8 0.5 16.4 29.6 3.2 2.1 8.1 0.0 8.6 20.0
Number of Traders in Each Category Total Traders: 108
9 5 . 7 20 6 20 34 10 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 195,230
Positions
45,828 23,906 292 28,156 27,558 3,728 39,722 82,991 2,803 58,265 3,751 68 16,368 50,133
Changes from: April 7, 2015 Total Change is: 5,786
1,232 7,103 136 833 -543 -56 2,039 4,364 293 314 -1,077 3 992 -4,437
Percent of Open Interest Represented by Each Category of Trader
23.5 12.2 0.1 14.4 14.1 1.9 20.3 42.5 1.4 29.8 1.9 0.0 8.4 25.7
Number of Traders in Each Category Total Traders: 121
10 4 . 13 15 8 17 48 11 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 453,518
Positions
188,977 11,333 883 49,209 104,256 13,604 24,209 173,013 5,443 127,498 56,338 3,382 40,313 85,266
Changes from: April 7, 2015 Total Change is: 11,894
-4,413 2,769 -36 5,578 4,360 -1,687 9,085 3,246 741 -697 -1,028 1,346 1,977 2,183
Percent of Open Interest Represented by Each Category of Trader
41.7 2.5 0.2 10.9 23.0 3.0 5.3 38.1 1.2 28.1 12.4 0.7 8.9 18.8
Number of Traders in Each Category Total Traders: 238
21 9 6 23 30 21 26 60 21 31 36 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 161,971
Positions
127,651 2,058 36 1,213 20,124 370 13,003 67,871 832 5,751 28,602 6 13,109 42,072
Changes from: April 7, 2015 Total Change is: 2,439
6,039 -170 34 5 532 17 -3,206 1,250 -364 143 -37 0 -229 1,177
Percent of Open Interest Represented by Each Category of Trader
78.8 1.3 0.0 0.7 12.4 0.2 8.0 41.9 0.5 3.6 17.7 0.0 8.1 26.0
Number of Traders in Each Category Total Traders: 93
12 . . . 12 . 15 33 6 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 56,009
Positions
40,102 43,399 3,668 100 3,394 0 7,957 2,287 737 1,237 100 1,802 406 622
Changes from: April 7, 2015 Total Change is: 584
1,120 1,328 262 0 -1,680 0 -1,124 810 0 313 -360 0 13 224
Percent of Open Interest Represented by Each Category of Trader
71.6 77.5 6.5 0.2 6.1 0.0 14.2 4.1 1.3 2.2 0.2 3.2 0.7 1.1
Number of Traders in Each Category Total Traders: 27
9 7 7 . . 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 130,501
Positions
49,928 68,732 18 7,239 2,354 11 61,882 39,102 3,833 4,078 10,058 69 3,443 6,324
Changes from: April 7, 2015 Total Change is: -20,571
-166 -7,756 16 -43,865 -39 0 21,625 -13,016 -564 2,220 222 0 163 566
Percent of Open Interest Represented by Each Category of Trader
38.3 52.7 0.0 5.5 1.8 0.0 47.4 30.0 2.9 3.1 7.7 0.1 2.6 4.8
Number of Traders in Each Category Total Traders: 115
7 11 . 4 5 . 25 39 9 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 21,917
Positions
13,458 7,800 3,041 0 1,482 0 725 4,552 1,157 200 224 2,746 590 915
Changes from: April 7, 2015 Total Change is: -3,989
245 4,532 -2,131 0 9 0 -871 -6,176 -70 -1,257 0 0 95 -153
Percent of Open Interest Represented by Each Category of Trader
61.4 35.6 13.9 0.0 6.8 0.0 3.3 20.8 5.3 0.9 1.0 12.5 2.7 4.2
Number of Traders in Each Category Total Traders: 20
. . . 0 . 0 . 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 25,176
Positions
5,205 7,633 7 780 1,739 0 15,128 9,277 537 540 1,556 0 2,979 4,427
Changes from: April 7, 2015 Total Change is: 256
31 399 5 125 -174 0 -160 97 38 220 -216 0 -3 107
Percent of Open Interest Represented by Each Category of Trader
20.7 30.3 0.0 3.1 6.9 0.0 60.1 36.8 2.1 2.1 6.2 0.0 11.8 17.6
Number of Traders in Each Category Total Traders: 62
6 . . . 4 0 17 21 4 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 54,343
Positions
17,923 37,023 1,030 4,853 2,325 356 19,299 6,287 548 1,914 1,954 1 8,420 4,821
Changes from: April 7, 2015 Total Change is: 5,675
-255 4,916 101 176 27 13 6,081 903 -704 21 290 1 241 129
Percent of Open Interest Represented by Each Category of Trader
33.0 68.1 1.9 8.9 4.3 0.7 35.5 11.6 1.0 3.5 3.6 0.0 15.5 8.9
Number of Traders in Each Category Total Traders: 96
13 16 . 8 5 . 24 12 . 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 108,686
Positions
35,845 74,046 2,060 9,706 4,649 712 38,598 12,574 1,096 3,828 3,907 1 16,840 9,641
Changes from: April 7, 2015 Total Change is: 11,349
-509 9,831 202 351 54 26 12,161 1,805 -1,407 42 579 1 482 258
Percent of Open Interest Represented by Each Category of Trader
33.0 68.1 1.9 8.9 4.3 0.7 35.5 11.6 1.0 3.5 3.6 0.0 15.5 8.9
Number of Traders in Each Category Total Traders: 96
13 16 . 8 5 . 24 12 . 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 648,744
Positions
37,580 146,821 19,961 303,046 123,120 44,785 86,810 151,064 22,526 23,346 46,601 3,233 107,457 90,632
Changes from: April 7, 2015 Total Change is: 4,885
1,145 4,711 4,093 2,738 -95 -4,177 3,688 -2,761 1,729 -2,634 1,577 115 -1,813 -307
Percent of Open Interest Represented by Each Category of Trader
5.8 22.6 3.1 46.7 19.0 6.9 13.4 23.3 3.5 3.6 7.2 0.5 16.6 14.0
Number of Traders in Each Category Total Traders: 554
31 38 22 123 74 72 73 118 59 44 53 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 110,473
Positions
12,792 31,961 0 51,642 21,102 2,356 3,653 4,507 491 3,736 6,205 154 35,649 43,697
Changes from: April 7, 2015 Total Change is: 910
2,404 1,904 0 -1,748 -181 66 1,105 11 30 -1,601 -3 20 634 -937
Percent of Open Interest Represented by Each Category of Trader
11.6 28.9 0.0 46.7 19.1 2.1 3.3 4.1 0.4 3.4 5.6 0.1 32.3 39.6
Number of Traders in Each Category Total Traders: 67
5 9 0 15 5 8 14 10 4 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 2,691,356
Positions
183,909 634,271 39,836 1,264,626 517,696 204,543 431,488 748,491 94,469 100,868 204,799 12,577 359,040 234,674
Changes from: April 7, 2015 Total Change is: 19,875
1,342 21,673 12,826 22,316 312 -21,099 20,163 -6,612 1,251 -4,723 8,342 33 -12,234 3,149
Percent of Open Interest Represented by Each Category of Trader
6.8 23.6 1.5 47.0 19.2 7.6 16.0 27.8 3.5 3.7 7.6 0.5 13.3 8.7
Number of Traders in Each Category Total Traders: 543
34 34 19 118 71 68 73 118 48 43 52 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 89,413
Positions
3,823 25,808 878 47,239 42,738 2,489 22,240 10,316 1,417 221 469 0 11,106 5,298
Changes from: April 7, 2015 Total Change is: 1,153
-23 1,793 5 793 -1,549 -416 621 -890 76 -245 -340 0 342 2,474
Percent of Open Interest Represented by Each Category of Trader
4.3 28.9 1.0 52.8 47.8 2.8 24.9 11.5 1.6 0.2 0.5 0.0 12.4 5.9
Number of Traders in Each Category Total Traders: 93
7 12 . 34 12 14 16 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 66,124
Positions
2,592 44,262 164 31,027 5,635 590 21,400 8,920 1,167 3,643 1,593 70 5,471 3,723
Changes from: April 7, 2015 Total Change is: 2,165
-232 1,725 17 863 12 -175 2,520 939 -830 193 -4 -30 -160 512
Percent of Open Interest Represented by Each Category of Trader
3.9 66.9 0.2 46.9 8.5 0.9 32.4 13.5 1.8 5.5 2.4 0.1 8.3 5.6
Number of Traders in Each Category Total Traders: 214
15 18 . 34 16 5 58 37 7 22 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 330,619
Positions
12,962 221,309 822 155,133 28,174 2,951 106,998 44,599 5,835 18,214 7,965 351 27,353 18,613
Changes from: April 7, 2015 Total Change is: 10,827
-1,161 8,626 84 4,313 60 -877 12,599 4,694 -4,150 967 -19 -149 -799 2,558
Percent of Open Interest Represented by Each Category of Trader
3.9 66.9 0.2 46.9 8.5 0.9 32.4 13.5 1.8 5.5 2.4 0.1 8.3 5.6
Number of Traders in Each Category Total Traders: 214
15 18 . 34 16 5 58 37 7 22 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 308,111
Positions
80,974 42,711 607 111,654 134,179 17,347 61,080 84,290 5,782 7,166 8,773 19 23,482 14,403
Changes from: April 7, 2015 Total Change is: 429
-4,202 2,301 47 2,789 -1,023 -543 1,489 -1,012 591 -111 -247 19 350 296
Percent of Open Interest Represented by Each Category of Trader
26.3 13.9 0.2 36.2 43.5 5.6 19.8 27.4 1.9 2.3 2.8 0.0 7.6 4.7
Number of Traders in Each Category Total Traders: 253
19 15 . 52 44 27 42 52 11 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 57,224
Positions
2,774 17,897 1 29,530 0 223 7,763 6,108 340 3,217 26,347 750 12,626 5,558
Changes from: April 7, 2015 Total Change is: -988
-173 56 1 -358 0 10 -840 -936 305 -1,613 255 495 1,185 -1,174
Percent of Open Interest Represented by Each Category of Trader
4.8 31.3 0.0 51.6 0.0 0.4 13.6 10.7 0.6 5.6 46.0 1.3 22.1 9.7
Number of Traders in Each Category Total Traders: 55
. 7 . 20 0 4 13 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 110,708
Positions
34,307 6,177 768 13,043 782 1,130 31,583 10,817 1,336 16,988 261 440 11,113 88,997
Changes from: April 7, 2015 Total Change is: 7,249
2,772 1,235 -188 4,860 117 -77 -894 140 -143 562 -10 0 357 6,175
Percent of Open Interest Represented by Each Category of Trader
31.0 5.6 0.7 11.8 0.7 1.0 28.5 9.8 1.2 15.3 0.2 0.4 10.0 80.4
Number of Traders in Each Category Total Traders: 87
17 7 4 11 . 4 32 10 5 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 143,034
Positions
6,765 84,132 480 88,820 41,939 4,121 30,985 5,436 3,477 1,157 524 0 7,229 2,925
Changes from: April 7, 2015 Total Change is: -2,766
-695 215 79 -3,273 -988 174 1,543 -1,265 -480 -373 0 0 259 -501
Percent of Open Interest Represented by Each Category of Trader
4.7 58.8 0.3 62.1 29.3 2.9 21.7 3.8 2.4 0.8 0.4 0.0 5.1 2.0
Number of Traders in Each Category Total Traders: 103
6 11 . 40 20 16 16 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 370,710
Positions
43,716 188,795 3,002 183,832 79,412 30,325 67,372 43,881 8,015 16,135 8,216 977 17,336 8,087
Changes from: April 7, 2015 Total Change is: -1,043
-6,575 10,131 114 2,813 -751 -3,911 4,984 -9,575 304 -7 1,654 145 1,090 846
Percent of Open Interest Represented by Each Category of Trader
11.8 50.9 0.8 49.6 21.4 8.2 18.2 11.8 2.2 4.4 2.2 0.3 4.7 2.2
Number of Traders in Each Category Total Traders: 232
20 21 7 64 30 27 39 22 11 25 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 447,376
Positions
7,509 88,271 1,129 156,018 82,487 47,536 74,224 72,343 6,236 7,415 19,580 319 146,990 129,475
Changes from: April 7, 2015 Total Change is: 11,999
-814 14,664 -122 -5,731 -1,333 1,973 15,183 3,650 -2,957 -259 -2,618 -43 4,769 -1,215
Percent of Open Interest Represented by Each Category of Trader
1.7 19.7 0.3 34.9 18.4 10.6 16.6 16.2 1.4 1.7 4.4 0.1 32.9 28.9
Number of Traders in Each Category Total Traders: 128
. 13 . 28 22 24 29 18 16 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 586,550
Positions
22,660 70,275 390 287,109 50,497 84,190 56,076 267,724 10,119 5,528 13,095 58 120,420 90,202
Changes from: April 7, 2015 Total Change is: 15,595
-119 6,987 38 13,682 -8,048 -67 2,264 10,728 -11 -1,349 6,743 -556 1,713 -219
Percent of Open Interest Represented by Each Category of Trader
3.9 12.0 0.1 48.9 8.6 14.4 9.6 45.6 1.7 0.9 2.2 0.0 20.5 15.4
Number of Traders in Each Category Total Traders: 92
4 7 . 38 11 29 10 16 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,378,217
Positions
49,801 116,001 6,388 239,092 425,750 119,223 587,658 171,681 51,824 190,906 329,598 6,932 126,393 150,820
Changes from: April 7, 2015 Total Change is: 44,676
6,670 15,622 -2,952 -16,698 8,110 1,571 64,261 8,737 -3,288 -12,613 14,164 -83 7,808 2,795
Percent of Open Interest Represented by Each Category of Trader
3.6 8.4 0.5 17.3 30.9 8.7 42.6 12.5 3.8 13.9 23.9 0.5 9.2 10.9
Number of Traders in Each Category Total Traders: 265
9 28 . 39 48 41 51 31 26 14 45 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,813,452
Positions
100,547 152,327 22,625 899,505 854,785 344,627 508,251 718,871 109,711 454,385 173,632 34,626 339,175 402,248
Changes from: April 7, 2015 Total Change is: 14,940
-31,771 25,103 -1,932 -7,446 13,415 -7,629 33,187 -4,356 7,726 19,717 -6,184 -3,613 6,701 -7,590
Percent of Open Interest Represented by Each Category of Trader
3.6 5.4 0.8 32.0 30.4 12.2 18.1 25.6 3.9 16.2 6.2 1.2 12.1 14.3
Number of Traders in Each Category Total Traders: 384
19 29 13 46 84 69 58 69 58 28 51 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,020,442
Positions
97,202 133,499 38,664 645,732 549,134 295,025 451,419 350,314 51,865 148,189 238,608 20,699 271,647 342,634
Changes from: April 7, 2015 Total Change is: 20,337
4,730 -12,880 153 -24,468 10,725 1,675 13,214 -6,141 21,221 2,572 -7,201 353 887 12,432
Percent of Open Interest Represented by Each Category of Trader
4.8 6.6 1.9 32.0 27.2 14.6 22.3 17.3 2.6 7.3 11.8 1.0 13.4 17.0
Number of Traders in Each Category Total Traders: 276
14 25 7 42 44 49 40 61 31 13 37 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 749,700
Positions
257,376 129,750 251,280 374 5,275 6,808 35,812 109,178 99,744 35,006 57,117 34,831 28,469 55,717
Changes from: April 7, 2015 Total Change is: 32,722
22,976 16,209 -9,769 250 0 -1,000 -1,940 12,542 12,557 7,582 1,923 167 1,899 93
Percent of Open Interest Represented by Each Category of Trader
34.3 17.3 33.5 0.0 0.7 0.9 4.8 14.6 13.3 4.7 7.6 4.6 3.8 7.4
Number of Traders in Each Category Total Traders: 120
15 32 35 . . . 10 36 29 . 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,855,529
Positions
1,633,096 1,245,240 2,950,275 423,153 1,502,575 250,683 2,204,490 1,058,621 1,478,245 428,446 519,453 541,944 945,197 1,308,493
Changes from: April 7, 2015 Total Change is: -125,770
-49,261 43,723 -52,874 -25,657 16,713 -4,501 161,244 56,393 -270,791 16,187 -4,185 40,171 59,712 49,581
Percent of Open Interest Represented by Each Category of Trader
15.0 11.5 27.2 3.9 13.8 2.3 20.3 9.8 13.6 3.9 4.8 5.0 8.7 12.1
Number of Traders in Each Category Total Traders: 302
29 54 77 9 27 22 41 76 86 9 43 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 44,768
Positions
5,103 1,385 0 475 16,462 3,861 33,847 16,934 0 1,355 5,954 0 127 172
Changes from: April 7, 2015 Total Change is: 426
-526 7 0 0 212 0 1,005 508 0 -41 -353 0 -12 52
Percent of Open Interest Represented by Each Category of Trader
11.4 3.1 0.0 1.1 36.8 8.6 75.6 37.8 0.0 3.0 13.3 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 44
4 4 0 . 8 . 5 10 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 38,533
Positions
6,301 910 49 0 17,584 210 30,939 8,937 3 885 10,699 0 146 141
Changes from: April 7, 2015 Total Change is: 919
-819 -85 49 0 106 0 1,572 202 3 89 622 0 25 22
Percent of Open Interest Represented by Each Category of Trader
16.4 2.4 0.1 0.0 45.6 0.5 80.3 23.2 0.0 2.3 27.8 0.0 0.4 0.4
Number of Traders in Each Category Total Traders: 44
6 . . 0 12 . 7 6 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 119,021
Positions
16,979 73,214 488 13,143 1,392 114 16,034 37,667 1,663 53,922 1,883 25 16,653 2,575
Changes from: April 7, 2015 Total Change is: 5,331
731 1,278 20 1,164 143 13 -863 2,360 -297 6,912 1,225 -5 -2,344 594
Percent of Open Interest Represented by Each Category of Trader
14.3 61.5 0.4 11.0 1.2 0.1 13.5 31.6 1.4 45.3 1.6 0.0 14.0 2.2
Number of Traders in Each Category Total Traders: 239
5 6 . 14 . . 41 16 9 145 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 399,783
Positions
95,154 14,594 38,584 73,356 38,040 29,615 46,273 156,965 64,361 6,722 5,584 16,997 28,721 35,043
Changes from: April 7, 2015 Total Change is: 20,362
11,624 -288 6,310 -9,955 -82 5,232 -669 5,335 -5,632 1,620 -653 3,422 8,410 6,718
Percent of Open Interest Represented by Each Category of Trader
23.8 3.7 9.7 18.3 9.5 7.4 11.6 39.3 16.1 1.7 1.4 4.3 7.2 8.8
Number of Traders in Each Category Total Traders: 191
20 12 22 6 14 8 36 62 57 11 17 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 14, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 14,457
Positions
86 2,934 0 4,937 1,321 879 6,187 8,205 625 1,586 493 0 157 0
Changes from: April 7, 2015 Total Change is: 625
-88 0 0 15 0 -51 437 663 0 300 13 0 12 0
Percent of Open Interest Represented by Each Category of Trader
0.6 20.3 0.0 34.1 9.1 6.1 42.8 56.8 4.3 11.0 3.4 0.0 1.1 0.0
Number of Traders in Each Category Total Traders: 29
. . 0 5 . . 6 8 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 17, 2015