Traders in Financial Futures - Futures Only Positions as of April 21, 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 126,801
Positions
40,582 18,717 46 20,731 6,917 247 23,305 56,324 5,430 10,445 6,560 883 25,132 31,677
Changes from: April 14, 2015 Total Change is: 8,115
-3,171 6,063 -19 150 -389 148 10,794 5,084 -775 516 3,117 346 126 -5,460
Percent of Open Interest Represented by Each Category of Trader
32.0 14.8 0.0 16.3 5.5 0.2 18.4 44.4 4.3 8.2 5.2 0.7 19.8 25.0
Number of Traders in Each Category Total Traders: 88
6 5 . 7 7 . 16 26 10 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 31,727
Positions
15,997 3,338 78 1,116 1,678 51 6,829 11,560 483 0 0 0 7,173 14,539
Changes from: April 14, 2015 Total Change is: -2,208
-1,603 1,101 55 -484 22 0 -609 -1,120 55 0 0 0 378 -2,321
Percent of Open Interest Represented by Each Category of Trader
50.4 10.5 0.2 3.5 5.3 0.2 21.5 36.4 1.5 0.0 0.0 0.0 22.6 45.8
Number of Traders in Each Category Total Traders: 32
4 4 . . . . 9 11 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 175,066
Positions
104,482 5,610 1,758 12,698 64,267 955 31,834 49,975 4,925 4,171 15,117 0 14,243 32,459
Changes from: April 14, 2015 Total Change is: -14,447
-14,383 266 -129 2,127 -1,632 74 732 -6,196 -1,083 186 -314 0 -1,971 -5,433
Percent of Open Interest Represented by Each Category of Trader
59.7 3.2 1.0 7.3 36.7 0.5 18.2 28.5 2.8 2.4 8.6 0.0 8.1 18.5
Number of Traders in Each Category Total Traders: 114
9 6 . 8 20 7 22 36 10 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 189,332
Positions
44,925 28,920 514 31,828 28,021 3,663 32,533 71,810 2,379 58,607 3,552 218 14,665 50,255
Changes from: April 14, 2015 Total Change is: -5,898
-903 5,014 222 3,672 463 -65 -7,189 -11,181 -424 342 -199 150 -1,703 122
Percent of Open Interest Represented by Each Category of Trader
23.7 15.3 0.3 16.8 14.8 1.9 17.2 37.9 1.3 31.0 1.9 0.1 7.7 26.5
Number of Traders in Each Category Total Traders: 121
10 4 . 14 17 8 15 46 8 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 457,610
Positions
186,085 10,458 1,460 52,098 112,433 13,872 28,537 167,961 5,545 126,830 59,118 3,173 40,010 83,590
Changes from: April 14, 2015 Total Change is: 4,092
-2,892 -875 577 2,889 8,177 268 4,328 -5,052 102 -668 2,780 -209 -303 -1,676
Percent of Open Interest Represented by Each Category of Trader
40.7 2.3 0.3 11.4 24.6 3.0 6.2 36.7 1.2 27.7 12.9 0.7 8.7 18.3
Number of Traders in Each Category Total Traders: 247
23 10 8 25 29 22 30 61 21 28 40 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 153,363
Positions
118,822 2,219 75 1,196 24,798 998 13,133 63,064 851 5,054 23,542 6 13,228 37,810
Changes from: April 14, 2015 Total Change is: -8,608
-8,829 161 39 -17 4,674 628 130 -4,807 19 -697 -5,060 0 119 -4,262
Percent of Open Interest Represented by Each Category of Trader
77.5 1.4 0.0 0.8 16.2 0.7 8.6 41.1 0.6 3.3 15.4 0.0 8.6 24.7
Number of Traders in Each Category Total Traders: 97
13 . . . 13 4 18 34 7 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 56,572
Positions
41,837 45,964 2,170 100 1,702 0 8,422 3,555 737 1,079 0 1,802 425 642
Changes from: April 14, 2015 Total Change is: 563
1,735 2,565 -1,498 0 -1,692 0 465 1,268 0 -158 -100 0 19 20
Percent of Open Interest Represented by Each Category of Trader
74.0 81.2 3.8 0.2 3.0 0.0 14.9 6.3 1.3 1.9 0.0 3.2 0.8 1.1
Number of Traders in Each Category Total Traders: 25
8 8 6 . . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 118,074
Positions
50,788 48,010 16 9,305 2,317 10 47,975 46,374 3,856 2,883 10,814 83 3,158 6,594
Changes from: April 14, 2015 Total Change is: -12,427
860 -20,722 -2 2,066 -37 -1 -13,907 7,272 23 -1,195 756 14 -285 270
Percent of Open Interest Represented by Each Category of Trader
43.0 40.7 0.0 7.9 2.0 0.0 40.6 39.3 3.3 2.4 9.2 0.1 2.7 5.6
Number of Traders in Each Category Total Traders: 125
7 11 . 6 6 . 26 41 9 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 25,135
Positions
11,685 11,741 2,975 0 1,311 0 5,488 3,491 1,156 200 521 2,746 885 1,194
Changes from: April 14, 2015 Total Change is: 3,218
-1,773 3,941 -66 0 -171 0 4,763 -1,061 -1 0 297 0 295 279
Percent of Open Interest Represented by Each Category of Trader
46.5 46.7 11.8 0.0 5.2 0.0 21.8 13.9 4.6 0.8 2.1 10.9 3.5 4.8
Number of Traders in Each Category Total Traders: 20
. . . 0 . 0 . 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 26,617
Positions
5,274 11,031 0 870 1,944 0 16,097 7,634 433 473 1,326 0 3,470 4,249
Changes from: April 14, 2015 Total Change is: 1,441
69 3,398 -7 90 205 0 969 -1,643 -104 -67 -230 0 491 -178
Percent of Open Interest Represented by Each Category of Trader
19.8 41.4 0.0 3.3 7.3 0.0 60.5 28.7 1.6 1.8 5.0 0.0 13.0 16.0
Number of Traders in Each Category Total Traders: 59
5 4 0 . . 0 22 15 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 50,070
Positions
17,912 35,162 971 4,693 2,197 331 15,796 4,538 345 2,203 1,558 23 7,799 4,947
Changes from: April 14, 2015 Total Change is: -4,273
-11 -1,861 -59 -161 -128 -26 -3,504 -1,749 -203 289 -396 22 -622 127
Percent of Open Interest Represented by Each Category of Trader
35.8 70.2 1.9 9.4 4.4 0.7 31.5 9.1 0.7 4.4 3.1 0.0 15.6 9.9
Number of Traders in Each Category Total Traders: 93
12 17 . 7 4 . 25 10 . 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 100,140
Positions
35,824 70,324 1,942 9,385 4,393 661 31,591 9,076 690 4,405 3,115 45 15,597 9,894
Changes from: April 14, 2015 Total Change is: -8,546
-21 -3,722 -118 -321 -256 -51 -7,007 -3,498 -406 577 -792 44 -1,243 253
Percent of Open Interest Represented by Each Category of Trader
35.8 70.2 1.9 9.4 4.4 0.7 31.5 9.1 0.7 4.4 3.1 0.0 15.6 9.9
Number of Traders in Each Category Total Traders: 93
12 17 . 7 4 . 25 10 . 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 658,194
Positions
36,943 142,432 22,334 300,285 127,028 43,220 91,073 145,347 27,735 22,008 50,339 3,516 111,081 96,242
Changes from: April 14, 2015 Total Change is: 9,450
-637 -4,389 2,373 -2,762 3,908 -1,566 4,263 -5,717 5,209 -1,338 3,738 283 3,624 5,610
Percent of Open Interest Represented by Each Category of Trader
5.6 21.6 3.4 45.6 19.3 6.6 13.8 22.1 4.2 3.3 7.6 0.5 16.9 14.6
Number of Traders in Each Category Total Traders: 544
33 37 21 119 74 70 74 116 65 41 50 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 114,794
Positions
15,362 27,963 0 52,784 21,652 2,339 5,403 4,603 1,276 3,550 8,082 19 34,061 48,860
Changes from: April 14, 2015 Total Change is: 4,321
2,570 -3,998 0 1,142 550 -17 1,750 96 785 -186 1,877 -135 -1,588 5,163
Percent of Open Interest Represented by Each Category of Trader
13.4 24.4 0.0 46.0 18.9 2.0 4.7 4.0 1.1 3.1 7.0 0.0 29.7 42.6
Number of Traders in Each Category Total Traders: 68
5 9 0 16 5 7 10 16 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 2,716,999
Positions
177,301 641,743 42,275 1,248,487 537,866 193,419 451,535 726,909 109,106 94,988 213,982 14,788 385,100 236,911
Changes from: April 14, 2015 Total Change is: 25,643
-6,608 7,472 2,439 -16,139 20,170 -11,124 20,047 -21,582 14,637 -5,880 9,183 2,211 26,060 2,237
Percent of Open Interest Represented by Each Category of Trader
6.5 23.6 1.6 46.0 19.8 7.1 16.6 26.8 4.0 3.5 7.9 0.5 14.2 8.7
Number of Traders in Each Category Total Traders: 533
33 36 19 112 72 66 73 117 56 41 49 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 90,762
Positions
3,875 26,127 895 47,637 43,127 2,402 20,745 11,054 1,538 1,819 469 0 11,851 5,150
Changes from: April 14, 2015 Total Change is: 1,349
52 319 17 398 389 -87 -1,495 738 121 1,598 0 0 745 -148
Percent of Open Interest Represented by Each Category of Trader
4.3 28.8 1.0 52.5 47.5 2.6 22.9 12.2 1.7 2.0 0.5 0.0 13.1 5.7
Number of Traders in Each Category Total Traders: 92
7 12 . 32 12 14 14 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 66,710
Positions
2,675 43,740 153 30,857 5,999 531 22,044 9,373 1,048 3,247 1,944 64 6,091 3,858
Changes from: April 14, 2015 Total Change is: 586
83 -522 -12 -169 364 -59 645 453 -119 -396 351 -6 620 135
Percent of Open Interest Represented by Each Category of Trader
4.0 65.6 0.2 46.3 9.0 0.8 33.0 14.1 1.6 4.9 2.9 0.1 9.1 5.8
Number of Traders in Each Category Total Traders: 207
16 17 . 31 15 5 58 36 9 19 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 333,550
Positions
13,377 218,701 763 154,287 29,996 2,654 110,221 46,865 5,240 16,233 9,722 321 30,454 19,288
Changes from: April 14, 2015 Total Change is: 2,931
415 -2,608 -59 -846 1,822 -297 3,223 2,266 -595 -1,981 1,757 -30 3,101 675
Percent of Open Interest Represented by Each Category of Trader
4.0 65.6 0.2 46.3 9.0 0.8 33.0 14.1 1.6 4.9 2.9 0.1 9.1 5.8
Number of Traders in Each Category Total Traders: 207
16 17 . 31 15 5 58 36 9 19 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 308,824
Positions
74,538 45,594 1,176 117,078 129,222 19,116 60,141 86,452 5,457 8,776 8,595 14 22,528 13,198
Changes from: April 14, 2015 Total Change is: 713
-6,436 2,883 569 5,424 -4,957 1,769 -939 2,162 -325 1,610 -178 -5 -954 -1,205
Percent of Open Interest Represented by Each Category of Trader
24.1 14.8 0.4 37.9 41.8 6.2 19.5 28.0 1.8 2.8 2.8 0.0 7.3 4.3
Number of Traders in Each Category Total Traders: 248
19 13 . 51 44 28 44 50 9 15 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 57,014
Positions
3,060 17,932 1 29,003 0 223 8,351 5,476 678 3,420 26,092 555 11,723 6,057
Changes from: April 14, 2015 Total Change is: -210
286 35 0 -527 0 0 588 -632 338 203 -255 -195 -903 499
Percent of Open Interest Represented by Each Category of Trader
5.4 31.5 0.0 50.9 0.0 0.4 14.6 9.6 1.2 6.0 45.8 1.0 20.6 10.6
Number of Traders in Each Category Total Traders: 57
4 7 . 20 0 . 14 6 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 108,363
Positions
34,119 7,506 962 12,367 686 1,164 29,869 13,602 1,793 15,877 460 440 11,772 81,750
Changes from: April 14, 2015 Total Change is: -2,345
-188 1,329 194 -676 -96 34 -1,714 2,785 457 -1,111 199 0 659 -7,247
Percent of Open Interest Represented by Each Category of Trader
31.5 6.9 0.9 11.4 0.6 1.1 27.6 12.6 1.7 14.7 0.4 0.4 10.9 75.4
Number of Traders in Each Category Total Traders: 90
18 9 4 11 . . 30 14 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 146,693
Positions
7,403 86,930 545 92,652 42,399 3,862 30,676 5,982 3,420 1,495 524 0 6,640 3,031
Changes from: April 14, 2015 Total Change is: 3,659
638 2,798 65 3,832 460 -259 -309 546 -57 338 0 0 -589 106
Percent of Open Interest Represented by Each Category of Trader
5.0 59.3 0.4 63.2 28.9 2.6 20.9 4.1 2.3 1.0 0.4 0.0 4.5 2.1
Number of Traders in Each Category Total Traders: 102
6 10 . 38 21 16 16 5 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 377,039
Positions
39,337 199,783 2,835 190,215 83,652 30,339 75,835 41,153 3,302 16,253 8,763 950 17,973 6,262
Changes from: April 14, 2015 Total Change is: 6,329
-4,379 10,988 -167 6,383 4,240 14 8,463 -2,728 -4,713 118 547 -27 637 -1,825
Percent of Open Interest Represented by Each Category of Trader
10.4 53.0 0.8 50.4 22.2 8.0 20.1 10.9 0.9 4.3 2.3 0.3 4.8 1.7
Number of Traders in Each Category Total Traders: 231
18 23 6 65 31 27 37 20 9 26 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 435,553
Positions
8,694 79,753 2,608 167,984 87,284 48,078 52,478 60,664 9,509 7,181 17,844 373 138,648 129,440
Changes from: April 14, 2015 Total Change is: -11,823
1,185 -8,518 1,479 11,966 4,797 542 -21,746 -11,679 3,273 -234 -1,736 54 -8,342 -35
Percent of Open Interest Represented by Each Category of Trader
2.0 18.3 0.6 38.6 20.0 11.0 12.0 13.9 2.2 1.6 4.1 0.1 31.8 29.7
Number of Traders in Each Category Total Traders: 124
4 11 . 27 24 24 26 16 17 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 580,350
Positions
27,321 67,535 518 286,472 50,470 84,646 49,440 264,203 10,893 7,148 13,033 58 113,854 88,994
Changes from: April 14, 2015 Total Change is: -6,200
4,661 -2,740 128 -637 -27 456 -6,636 -3,521 774 1,620 -62 0 -6,566 -1,208
Percent of Open Interest Represented by Each Category of Trader
4.7 11.6 0.1 49.4 8.7 14.6 8.5 45.5 1.9 1.2 2.2 0.0 19.6 15.3
Number of Traders in Each Category Total Traders: 95
5 7 . 39 11 28 9 17 9 . 4 .
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Traders in Financial Futures - Futures Only Positions as of April 21, 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 1,399,619
Positions
51,891 131,060 6,050 238,285 422,061 120,542 602,993 163,809 59,159 191,120 332,090 6,641 122,938 158,207
Changes from: April 14, 2015 Total Change is: 21,402
2,090 15,059 -338 -807 -3,689 1,319 15,335 -7,872 7,335 214 2,492 -291 -3,455 7,387
Percent of Open Interest Represented by Each Category of Trader
3.7 9.4 0.4 17.0 30.2 8.6 43.1 11.7 4.2 13.7 23.7 0.5 8.8 11.3
Number of Traders in Each Category Total Traders: 269
10 29 4 38 47 40 52 33 29 15 45 10
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Traders in Financial Futures - Futures Only Positions as of April 21, 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 2,838,984
Positions
124,945 148,593 22,397 989,847 824,412 332,876 427,646 751,771 133,099 449,129 166,443 36,922 322,123 422,471
Changes from: April 14, 2015 Total Change is: 25,532
24,398 -3,734 -228 90,342 -30,373 -11,751 -80,605 32,900 23,388 -5,256 -7,189 2,296 -17,052 20,223
Percent of Open Interest Represented by Each Category of Trader
4.4 5.2 0.8 34.9 29.0 11.7 15.1 26.5 4.7 15.8 5.9 1.3 11.3 14.9
Number of Traders in Each Category Total Traders: 374
20 27 12 45 82 69 58 68 62 31 43 16
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Traders in Financial Futures - Futures Only Positions as of April 21, 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 1,992,752
Positions
69,739 135,084 28,958 636,532 528,992 303,423 476,833 333,652 41,378 142,825 241,509 20,549 272,515 359,207
Changes from: April 14, 2015 Total Change is: -27,690
-27,463 1,585 -9,706 -9,200 -20,142 8,398 25,414 -16,662 -10,487 -5,364 2,901 -150 868 16,573
Percent of Open Interest Represented by Each Category of Trader
3.5 6.8 1.5 31.9 26.5 15.2 23.9 16.7 2.1 7.2 12.1 1.0 13.7 18.0
Number of Traders in Each Category Total Traders: 263
13 23 6 40 41 47 39 56 33 12 39 6
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Traders in Financial Futures - Futures Only Positions as of April 21, 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 769,859
Positions
271,453 133,228 254,876 174 5,351 6,808 32,870 119,751 106,159 34,698 57,634 34,810 28,011 51,242
Changes from: April 14, 2015 Total Change is: 20,159
14,077 3,478 3,596 -200 76 0 -2,942 10,573 6,415 -308 517 -21 -458 -4,475
Percent of Open Interest Represented by Each Category of Trader
35.3 17.3 33.1 0.0 0.7 0.9 4.3 15.6 13.8 4.5 7.5 4.5 3.6 6.7
Number of Traders in Each Category Total Traders: 125
18 32 38 . . . 12 34 32 . 16 8
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Traders in Financial Futures - Futures Only Positions as of April 21, 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 is10,995,690
Positions
1,710,478 1,253,113 3,022,085 405,314 1,517,335 288,232 2,174,452 1,084,752 1,522,052 469,252 501,655 538,152 865,673 1,268,314
Changes from: April 14, 2015 Total Change is: 140,161
77,382 7,873 71,810 -17,839 14,760 37,549 -30,038 26,131 43,807 40,806 -17,798 -3,792 -79,524 -40,179
Percent of Open Interest Represented by Each Category of Trader
15.6 11.4 27.5 3.7 13.8 2.6 19.8 9.9 13.8 4.3 4.6 4.9 7.9 11.5
Number of Traders in Each Category Total Traders: 296
29 55 81 9 27 24 38 73 85 11 39 30
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Traders in Financial Futures - Futures Only Positions as of April 21, 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 44,909
Positions
4,719 1,628 0 475 16,428 3,861 34,303 16,879 0 1,387 5,984 0 164 129
Changes from: April 14, 2015 Total Change is: 141
-384 243 0 0 -34 0 456 -55 0 32 30 0 37 -43
Percent of Open Interest Represented by Each Category of Trader
10.5 3.6 0.0 1.1 36.6 8.6 76.4 37.6 0.0 3.1 13.3 0.0 0.4 0.3
Number of Traders in Each Category Total Traders: 46
4 5 0 . 8 . 5 11 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 37,656
Positions
3,961 910 63 0 17,419 210 32,868 8,791 0 323 10,132 5 226 126
Changes from: April 14, 2015 Total Change is: -877
-2,340 0 14 0 -165 0 1,929 -146 -3 -562 -567 5 80 -15
Percent of Open Interest Represented by Each Category of Trader
10.5 2.4 0.2 0.0 46.3 0.6 87.3 23.3 0.0 0.9 26.9 0.0 0.6 0.3
Number of Traders in Each Category Total Traders: 43
5 . . 0 12 . 5 8 0 . 9 .
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Traders in Financial Futures - Futures Only Positions as of April 21, 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 115,918
Positions
17,458 72,794 508 11,058 0 96 13,668 37,574 2,112 52,205 674 25 18,788 2,135
Changes from: April 14, 2015 Total Change is: -3,103
479 -420 20 -2,085 -1,392 -18 -2,366 -93 449 -1,717 -1,209 0 2,135 -440
Percent of Open Interest Represented by Each Category of Trader
15.1 62.8 0.4 9.5 0.0 0.1 11.8 32.4 1.8 45.0 0.6 0.0 16.2 1.8
Number of Traders in Each Category Total Traders: 237
6 5 . 13 0 . 36 18 8 150 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 368,262
Positions
103,333 21,632 23,539 81,317 40,424 24,396 43,509 158,606 55,137 4,434 5,126 11,684 20,913 27,718
Changes from: April 14, 2015 Total Change is: -31,521
8,179 7,038 -15,045 7,961 2,384 -5,219 -2,764 1,641 -9,224 -2,288 -458 -5,313 -7,808 -7,325
Percent of Open Interest Represented by Each Category of Trader
28.1 5.9 6.4 22.1 11.0 6.6 11.8 43.1 15.0 1.2 1.4 3.2 5.7 7.5
Number of Traders in Each Category Total Traders: 182
17 11 16 8 15 10 40 54 54 10 15 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 21, 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 15,217
Positions
121 2,934 0 6,912 1,321 929 5,408 8,915 625 1,099 493 0 123 0
Changes from: April 14, 2015 Total Change is: 760
35 0 0 1,975 0 50 -779 710 0 -487 0 0 -34 0
Percent of Open Interest Represented by Each Category of Trader
0.8 19.3 0.0 45.4 8.7 6.1 35.5 58.6 4.1 7.2 3.2 0.0 0.8 0.0
Number of Traders in Each Category Total Traders: 32
. . 0 6 . . 7 8 . 6 . 0
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Traders in Financial Futures - Futures Only Positions as of April 21, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 12,500
Positions
2,677 7,862 0 7,844 0 0 886 4,313 0 430 0 0 663 325
Changes from: April 14, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
21.4 62.9 0.0 62.8 0.0 0.0 7.1 34.5 0.0 3.4 0.0 0.0 5.3 2.6
Number of Traders in Each Category Total Traders: 20
. . 0 7 0 0 . 4 0 . 0 0
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Updated April 24, 2015