Traders in Financial Futures - Futures Only Positions as of May 12, 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 123,908
Positions
38,554 52,477 330 20,995 6,099 2 17,271 28,434 5,691 12,184 5,283 325 28,556 25,267
Changes from: May 5, 2015 Total Change is: 1,800
-293 12,474 -75 302 -41 -222 -459 -7,803 198 -859 833 -436 3,644 -3,128
Percent of Open Interest Represented by Each Category of Trader
31.1 42.4 0.3 16.9 4.9 0.0 13.9 22.9 4.6 9.8 4.3 0.3 23.0 20.4
Number of Traders in Each Category Total Traders: 81
4 7 . 6 7 . 9 26 7 11 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 33,465
Positions
11,631 13,771 298 1,116 1,720 33 10,467 4,578 221 0 0 0 9,699 12,844
Changes from: May 5, 2015 Total Change is: -984
-3,421 4,425 270 0 11 0 999 -4,661 -42 -400 0 0 1,610 -987
Percent of Open Interest Represented by Each Category of Trader
34.8 41.2 0.9 3.3 5.1 0.1 31.3 13.7 0.7 0.0 0.0 0.0 29.0 38.4
Number of Traders in Each Category Total Traders: 28
5 . . . . . 9 7 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 183,586
Positions
97,261 32,743 1,181 12,934 60,881 831 42,746 36,799 1,101 6,874 21,174 0 20,658 28,876
Changes from: May 5, 2015 Total Change is: 10,118
3,188 2,560 220 -336 -1,705 -79 7,376 4,692 -2,295 2,102 4,150 -548 490 3,123
Percent of Open Interest Represented by Each Category of Trader
53.0 17.8 0.6 7.0 33.2 0.5 23.3 20.0 0.6 3.7 11.5 0.0 11.3 15.7
Number of Traders in Each Category Total Traders: 115
8 8 . 9 18 6 22 30 12 9 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 193,296
Positions
66,623 34,874 1,211 26,837 29,329 3,405 19,915 67,987 2,406 57,645 3,409 39 15,215 50,636
Changes from: May 5, 2015 Total Change is: -5,590
722 5,448 311 -807 409 -76 -4,676 -7,960 865 -1,257 -3,520 0 -672 -1,067
Percent of Open Interest Represented by Each Category of Trader
34.5 18.0 0.6 13.9 15.2 1.8 10.3 35.2 1.2 29.8 1.8 0.0 7.9 26.2
Number of Traders in Each Category Total Traders: 123
11 5 . 14 19 9 17 44 9 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 439,122
Positions
162,980 30,395 1,595 49,069 109,471 15,283 32,567 140,065 3,414 128,029 54,522 3,883 42,302 80,494
Changes from: May 5, 2015 Total Change is: -10,132
-1,403 7,554 369 -3,403 5,706 -178 -3,096 -13,901 -365 1,510 -6,159 -484 -3,082 -2,674
Percent of Open Interest Represented by Each Category of Trader
37.1 6.9 0.4 11.2 24.9 3.5 7.4 31.9 0.8 29.2 12.4 0.9 9.6 18.3
Number of Traders in Each Category Total Traders: 233
18 11 6 21 32 19 27 52 16 32 39 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 136,249
Positions
94,229 29,051 654 850 20,942 477 16,593 32,614 537 5,138 19,391 6 17,765 32,577
Changes from: May 5, 2015 Total Change is: -752
2,851 3,985 -272 -428 188 -726 -1,105 -3,725 83 531 51 0 -1,686 -336
Percent of Open Interest Represented by Each Category of Trader
69.2 21.3 0.5 0.6 15.4 0.4 12.2 23.9 0.4 3.8 14.2 0.0 13.0 23.9
Number of Traders in Each Category Total Traders: 83
9 5 . . 10 . 15 29 9 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 59,377
Positions
43,964 49,930 1,720 996 0 0 8,456 3,908 842 1,079 563 1,802 518 612
Changes from: May 5, 2015 Total Change is: 836
239 698 0 314 0 0 180 -248 105 0 450 0 -2 -169
Percent of Open Interest Represented by Each Category of Trader
74.0 84.1 2.9 1.7 0.0 0.0 14.2 6.6 1.4 1.8 0.9 3.0 0.9 1.0
Number of Traders in Each Category Total Traders: 28
8 8 5 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 135,526
Positions
50,273 34,194 5,851 10,162 2,314 10 30,425 44,743 32,142 3,398 10,023 33 3,232 6,216
Changes from: May 5, 2015 Total Change is: -10,892
-122 1,241 -396 -23,171 -270 0 10,274 -12,807 2,104 852 -488 -48 -385 -228
Percent of Open Interest Represented by Each Category of Trader
37.1 25.2 4.3 7.5 1.7 0.0 22.4 33.0 23.7 2.5 7.4 0.0 2.4 4.6
Number of Traders in Each Category Total Traders: 112
6 10 . 4 5 . 24 39 9 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 18,088
Positions
3,701 9,912 2,975 298 0 201 6,994 1,157 4 200 224 2,746 969 869
Changes from: May 5, 2015 Total Change is: -13,007
-7,178 -3,168 -5,534 298 -313 201 -268 -3,093 -392 -161 -397 0 27 -311
Percent of Open Interest Represented by Each Category of Trader
20.5 54.8 16.4 1.6 0.0 1.1 38.7 6.4 0.0 1.1 1.2 15.2 5.4 4.8
Number of Traders in Each Category Total Traders: 20
. 5 . . 0 . . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 25,525
Positions
7,846 7,163 11 699 2,481 0 12,148 9,329 584 1,228 1,733 0 3,009 4,224
Changes from: May 5, 2015 Total Change is: -2,854
1,639 -4,957 11 -133 160 0 -4,871 1,882 -245 888 61 0 -143 234
Percent of Open Interest Represented by Each Category of Trader
30.7 28.1 0.0 2.7 9.7 0.0 47.6 36.5 2.3 4.8 6.8 0.0 11.8 16.5
Number of Traders in Each Category Total Traders: 70
7 . . . 6 0 19 24 5 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 53,077
Positions
17,844 33,503 1,148 4,687 2,343 358 17,402 5,785 771 1,744 2,361 23 9,102 6,787
Changes from: May 5, 2015 Total Change is: -5
-1,198 -1,298 188 -45 67 -28 -127 -699 422 -251 381 1 1,033 962
Percent of Open Interest Represented by Each Category of Trader
33.6 63.1 2.2 8.8 4.4 0.7 32.8 10.9 1.5 3.3 4.4 0.0 17.1 12.8
Number of Traders in Each Category Total Traders: 96
11 19 . 7 4 . 25 12 4 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 106,153
Positions
35,687 67,006 2,295 9,374 4,685 715 34,804 11,569 1,541 3,487 4,722 46 18,204 13,574
Changes from: May 5, 2015 Total Change is: -10
-2,395 -2,596 375 -90 134 -55 -254 -1,398 843 -501 762 1 2,066 1,924
Percent of Open Interest Represented by Each Category of Trader
33.6 63.1 2.2 8.8 4.4 0.7 32.8 10.9 1.5 3.3 4.4 0.0 17.1 12.8
Number of Traders in Each Category Total Traders: 96
11 19 . 7 4 . 25 12 4 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 674,672
Positions
35,957 134,627 31,088 299,246 121,359 52,532 84,158 145,331 31,667 22,661 49,970 3,171 114,192 104,928
Changes from: May 5, 2015 Total Change is: 5,255
708 13,266 410 1,663 784 3,925 -36 -8,927 1,330 533 -798 -662 -2,616 -4,073
Percent of Open Interest Represented by Each Category of Trader
5.3 20.0 4.6 44.4 18.0 7.8 12.5 21.5 4.7 3.4 7.4 0.5 16.9 15.6
Number of Traders in Each Category Total Traders: 579
36 40 28 119 72 75 75 131 69 46 60 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 123,309
Positions
18,358 28,540 600 58,343 22,361 2,394 5,396 6,354 635 3,629 6,306 16 33,938 56,103
Changes from: May 5, 2015 Total Change is: 2,908
-612 4,563 600 2,246 653 -159 265 791 198 -27 -634 2 395 -3,106
Percent of Open Interest Represented by Each Category of Trader
14.9 23.1 0.5 47.3 18.1 1.9 4.4 5.2 0.5 2.9 5.1 0.0 27.5 45.5
Number of Traders in Each Category Total Traders: 77
6 9 . 18 6 6 13 16 7 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 2,756,816
Positions
190,709 633,148 49,729 1,237,641 528,117 217,562 428,068 729,143 120,898 98,409 221,566 12,529 401,271 244,124
Changes from: May 5, 2015 Total Change is: 11,737
3,688 40,602 1,964 8,049 11,618 9,460 5,481 -41,604 -1,327 3,167 -452 -3,689 -15,056 -4,835
Percent of Open Interest Represented by Each Category of Trader
6.9 23.0 1.8 44.9 19.2 7.9 15.5 26.4 4.4 3.6 8.0 0.5 14.6 8.9
Number of Traders in Each Category Total Traders: 563
38 38 24 109 70 70 76 128 58 45 59 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 87,963
Positions
5,064 23,042 910 48,245 43,716 2,031 18,127 13,446 1,486 488 520 0 11,612 2,812
Changes from: May 5, 2015 Total Change is: -1,022
-243 688 -38 1,718 -243 -140 -3,026 497 192 61 36 0 454 -2,014
Percent of Open Interest Represented by Each Category of Trader
5.8 26.2 1.0 54.8 49.7 2.3 20.6 15.3 1.7 0.6 0.6 0.0 13.2 3.2
Number of Traders in Each Category Total Traders: 93
8 11 . 34 12 15 13 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 61,877
Positions
3,365 38,189 187 27,569 5,454 774 19,510 10,387 1,217 3,748 1,627 44 5,463 3,999
Changes from: May 5, 2015 Total Change is: -6,499
299 -3,283 -9 -2,170 13 68 -3,058 441 -68 -182 -313 -7 -1,371 -3,339
Percent of Open Interest Represented by Each Category of Trader
5.4 61.7 0.3 44.6 8.8 1.3 31.5 16.8 2.0 6.1 2.6 0.1 8.8 6.5
Number of Traders in Each Category Total Traders: 213
17 16 . 28 16 6 62 35 12 24 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 309,386
Positions
16,826 190,944 937 137,846 27,269 3,870 97,549 51,933 6,084 18,739 8,133 220 27,315 19,996
Changes from: May 5, 2015 Total Change is: -32,494
1,495 -16,417 -47 -10,849 66 340 -15,292 2,204 -341 -910 -1,567 -35 -6,855 -16,697
Percent of Open Interest Represented by Each Category of Trader
5.4 61.7 0.3 44.6 8.8 1.3 31.5 16.8 2.0 6.1 2.6 0.1 8.8 6.5
Number of Traders in Each Category Total Traders: 213
17 16 . 28 16 6 62 35 12 24 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 336,398
Positions
113,729 25,487 526 116,748 157,757 16,023 57,645 105,083 4,937 7,737 10,997 64 18,989 15,524
Changes from: May 5, 2015 Total Change is: 6,522
6,993 -2,931 -348 1,590 1,066 -220 3,468 9,105 -2,326 114 1,673 64 -2,813 439
Percent of Open Interest Represented by Each Category of Trader
33.8 7.6 0.2 34.7 46.9 4.8 17.1 31.2 1.5 2.3 3.3 0.0 5.6 4.6
Number of Traders in Each Category Total Traders: 256
23 12 . 47 45 23 42 53 13 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 58,777
Positions
2,765 18,074 0 28,495 0 74 10,875 7,269 3 3,710 26,627 810 12,045 5,920
Changes from: May 5, 2015 Total Change is: 2,666
783 197 -1 -594 0 3 2,468 757 -372 -824 535 760 443 787
Percent of Open Interest Represented by Each Category of Trader
4.7 30.8 0.0 48.5 0.0 0.1 18.5 12.4 0.0 6.3 45.3 1.4 20.5 10.1
Number of Traders in Each Category Total Traders: 60
4 8 0 18 0 . 14 9 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 105,550
Positions
31,768 7,614 2,623 15,597 861 1,200 27,682 16,793 1,475 14,752 1,472 440 10,013 73,072
Changes from: May 5, 2015 Total Change is: -6,382
-5,659 1,335 -609 955 -6 -26 289 -2,646 -821 80 465 0 -591 -4,074
Percent of Open Interest Represented by Each Category of Trader
30.1 7.2 2.5 14.8 0.8 1.1 26.2 15.9 1.4 14.0 1.4 0.4 9.5 69.2
Number of Traders in Each Category Total Traders: 98
17 10 5 14 . 4 30 13 9 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 151,443
Positions
8,162 89,761 431 92,081 46,835 5,067 32,432 1,982 3,779 1,923 951 0 7,568 2,637
Changes from: May 5, 2015 Total Change is: 3,575
305 1,421 20 2,520 2,646 63 251 -484 54 103 214 0 259 -359
Percent of Open Interest Represented by Each Category of Trader
5.4 59.3 0.3 60.8 30.9 3.3 21.4 1.3 2.5 1.3 0.6 0.0 5.0 1.7
Number of Traders in Each Category Total Traders: 106
7 11 . 36 21 18 20 . . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 381,334
Positions
43,858 219,089 3,073 182,867 80,538 33,901 70,622 20,787 9,274 18,145 7,210 1,749 17,845 5,713
Changes from: May 5, 2015 Total Change is: 3,549
936 3,239 -172 1,028 515 1,920 -1,618 -1,483 -1,165 675 -658 1,124 821 229
Percent of Open Interest Represented by Each Category of Trader
11.5 57.5 0.8 48.0 21.1 8.9 18.5 5.5 2.4 4.8 1.9 0.5 4.7 1.5
Number of Traders in Each Category Total Traders: 227
19 20 7 61 32 28 43 12 10 28 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 472,216
Positions
7,028 62,430 5,254 169,132 88,938 52,657 88,262 74,579 14,368 10,542 22,306 547 124,426 151,137
Changes from: May 5, 2015 Total Change is: 27,021
156 -3,567 415 1,757 8,114 1,171 21,571 1,554 3,517 -1,203 2,314 306 -669 13,197
Percent of Open Interest Represented by Each Category of Trader
1.5 13.2 1.1 35.8 18.8 11.2 18.7 15.8 3.0 2.2 4.7 0.1 26.3 32.0
Number of Traders in Each Category Total Traders: 141
5 12 4 29 22 24 38 17 19 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 12, 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 579,355
Positions
27,703 87,303 2,292 321,080 53,737 72,196 28,381 245,942 11,414 7,650 8,849 58 108,581 97,564
Changes from: May 5, 2015 Total Change is: -2,865
4,320 4,972 142 11,632 3,160 775 -8,507 -7,624 418 -910 -2,402 0 -10,735 -2,306
Percent of Open Interest Represented by Each Category of Trader
4.8 15.1 0.4 55.4 9.3 12.5 4.9 42.5 2.0 1.3 1.5 0.0 18.7 16.8
Number of Traders in Each Category Total Traders: 96
5 7 . 38 13 28 10 18 10 . . .
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Traders in Financial Futures - Futures Only Positions as of May 12, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,347,942
Positions
32,595 105,374 5,812 228,483 437,998 119,686 588,086 176,835 89,122 151,613 243,599 20,489 112,056 149,027
Changes from: May 5, 2015 Total Change is: -61,848
-24,660 4,716 1,320 -11,657 -3,167 615 -59,848 13,453 23,090 251 -107,855 13,871 -4,830 -7,891
Percent of Open Interest Represented by Each Category of Trader
2.4 7.8 0.4 17.0 32.5 8.9 43.6 13.1 6.6 11.2 18.1 1.5 8.3 11.1
Number of Traders in Each Category Total Traders: 266
11 27 6 40 46 41 51 32 25 20 39 9
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 2,825,685
Positions
168,466 157,933 19,455 1,017,565 905,087 285,773 420,429 639,076 153,389 438,443 184,345 33,478 288,687 447,149
Changes from: May 5, 2015 Total Change is: -25,900
13,376 16,311 -1,125 -17,510 27,094 -20,046 46,658 -91,231 9,214 -54,269 4,852 9,986 -12,184 19,045
Percent of Open Interest Represented by Each Category of Trader
6.0 5.6 0.7 36.0 32.0 10.1 14.9 22.6 5.4 15.5 6.5 1.2 10.2 15.8
Number of Traders in Each Category Total Traders: 400
21 35 17 46 88 75 65 69 64 27 49 14
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 1,936,461
Positions
65,651 166,757 28,559 700,278 489,959 268,904 406,591 319,344 47,092 133,355 212,159 33,629 252,402 370,058
Changes from: May 5, 2015 Total Change is: -84,527
-28,585 1,159 2,283 15,217 -3,667 -39,128 -32,006 -26,883 3,187 -6,814 -40,652 622 697 18,552
Percent of Open Interest Represented by Each Category of Trader
3.4 8.6 1.5 36.2 25.3 13.9 21.0 16.5 2.4 6.9 11.0 1.7 13.0 19.1
Number of Traders in Each Category Total Traders: 259
14 25 4 34 44 50 42 47 34 17 36 6
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 807,262
Positions
326,167 143,232 234,615 1,772 6,634 8,124 29,877 147,121 111,608 34,077 62,462 38,367 22,655 55,099
Changes from: May 5, 2015 Total Change is: 39,645
23,024 10,741 8,549 1,772 600 1,914 2,397 10,559 -3,492 -645 2,949 5,530 596 2,295
Percent of Open Interest Represented by Each Category of Trader
40.4 17.7 29.1 0.2 0.8 1.0 3.7 18.2 13.8 4.2 7.7 4.8 2.8 6.8
Number of Traders in Each Category Total Traders: 132
20 33 41 . 4 . 13 35 31 4 18 8
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 is11,330,156
Positions
2,132,689 1,191,122 3,073,766 292,967 1,738,203 373,424 2,026,742 1,078,125 1,755,882 469,275 503,459 378,718 826,693 1,237,457
Changes from: May 5, 2015 Total Change is: 80,264
86,686 10,767 61,374 -77,585 160,373 34,915 -2,901 -144,834 17,147 18,939 -4,631 -88,450 30,139 33,603
Percent of Open Interest Represented by Each Category of Trader
18.8 10.5 27.1 2.6 15.3 3.3 17.9 9.5 15.5 4.1 4.4 3.3 7.3 10.9
Number of Traders in Each Category Total Traders: 296
33 55 78 7 26 24 40 76 85 10 37 28
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 49,101
Positions
6,299 1,905 0 475 21,172 61 40,608 17,380 0 1,530 8,454 21 107 108
Changes from: May 5, 2015 Total Change is: 336
898 0 0 0 238 0 250 68 0 -348 588 0 -464 -558
Percent of Open Interest Represented by Each Category of Trader
12.8 3.9 0.0 1.0 43.1 0.1 82.7 35.4 0.0 3.1 17.2 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 45
4 5 0 . 8 . 6 9 0 . 9 .
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Traders in Financial Futures - Futures Only Positions as of May 12, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 36,719
Positions
3,958 1,015 0 0 17,385 12 32,333 8,520 0 305 9,620 14 97 153
Changes from: May 5, 2015 Total Change is: -1,362
2,327 -1,197 0 0 -66 0 -3,550 457 -151 25 -448 14 -27 29
Percent of Open Interest Represented by Each Category of Trader
10.8 2.8 0.0 0.0 47.3 0.0 88.1 23.2 0.0 0.8 26.2 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 46
5 . 0 0 14 . 6 6 0 . 10 .
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 99,697
Positions
4,105 72,073 0 6,703 524 116 18,329 15,616 4,378 48,890 581 673 16,503 5,736
Changes from: May 5, 2015 Total Change is: -2,403
-13,470 -231 -418 -718 -10 7 294 -4,730 556 9,940 336 620 786 1,467
Percent of Open Interest Represented by Each Category of Trader
4.1 72.3 0.0 6.7 0.5 0.1 18.4 15.7 4.4 49.0 0.6 0.7 16.6 5.8
Number of Traders in Each Category Total Traders: 188
6 4 0 11 . . 26 15 14 118 4 .
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 386,206
Positions
114,446 14,945 23,149 87,337 40,353 21,881 38,543 174,214 63,783 2,283 5,328 12,224 22,560 30,329
Changes from: May 5, 2015 Total Change is: -9,239
-2,710 -599 -1,134 -2,075 -1,377 -724 -5,071 -7,690 2,358 -282 -1,032 690 -291 269
Percent of Open Interest Represented by Each Category of Trader
29.6 3.9 6.0 22.6 10.4 5.7 10.0 45.1 16.5 0.6 1.4 3.2 5.8 7.9
Number of Traders in Each Category Total Traders: 190
20 10 18 12 16 9 40 59 58 8 15 17
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Traders in Financial Futures - Futures Only Positions as of May 12, 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 19,142
Positions
153 2,934 0 9,365 969 997 6,244 13,171 564 1,719 507 0 100 0
Changes from: May 5, 2015 Total Change is: 1,644
-50 0 0 -271 -393 21 1,475 2,004 0 489 12 0 -20 0
Percent of Open Interest Represented by Each Category of Trader
0.8 15.3 0.0 48.9 5.1 5.2 32.6 68.8 2.9 9.0 2.6 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 30
. . 0 5 . . 5 10 . 5 . 0
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Updated May 15, 2015