Traders in Financial Futures - Futures Only Positions as of May 19, 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 117,811
Positions
39,062 57,769 276 20,907 6,537 26 14,862 15,381 5,264 11,747 3,939 367 25,300 28,252
Changes from: May 12, 2015 Total Change is: -6,097
508 5,292 -54 -88 438 24 -2,409 -13,053 -427 -437 -1,344 42 -3,256 2,985
Percent of Open Interest Represented by Each Category of Trader
33.2 49.0 0.2 17.7 5.5 0.0 12.6 13.1 4.5 10.0 3.3 0.3 21.5 24.0
Number of Traders in Each Category Total Traders: 74
4 8 . 6 6 . 8 22 6 10 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 31,796
Positions
11,529 14,717 400 1,116 1,720 33 7,850 3,048 241 0 0 0 10,627 11,637
Changes from: May 12, 2015 Total Change is: -1,669
-102 946 102 0 0 0 -2,617 -1,530 20 0 0 0 928 -1,207
Percent of Open Interest Represented by Each Category of Trader
36.3 46.3 1.3 3.5 5.4 0.1 24.7 9.6 0.8 0.0 0.0 0.0 33.4 36.6
Number of Traders in Each Category Total Traders: 26
5 . 4 . . . 9 5 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 182,607
Positions
80,290 41,489 912 13,535 61,695 870 57,782 32,424 1,193 4,840 20,813 289 22,896 22,922
Changes from: May 12, 2015 Total Change is: -979
-16,971 8,746 -269 601 814 39 15,036 -4,375 92 -2,034 -361 289 2,238 -5,954
Percent of Open Interest Represented by Each Category of Trader
44.0 22.7 0.5 7.4 33.8 0.5 31.6 17.8 0.7 2.7 11.4 0.2 12.5 12.6
Number of Traders in Each Category Total Traders: 119
9 8 4 9 18 6 31 25 10 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 231,658
Positions
83,731 36,232 1,631 25,353 30,993 3,504 42,816 91,961 2,148 60,011 4,147 39 12,425 61,003
Changes from: May 12, 2015 Total Change is: 38,362
17,108 1,358 420 -1,484 1,664 99 22,901 23,974 -258 2,366 738 0 -2,790 10,367
Percent of Open Interest Represented by Each Category of Trader
36.1 15.6 0.7 10.9 13.4 1.5 18.5 39.7 0.9 25.9 1.8 0.0 5.4 26.3
Number of Traders in Each Category Total Traders: 132
12 . . 13 19 7 20 50 9 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 428,580
Positions
157,044 34,212 1,031 50,572 107,773 13,757 26,542 129,771 4,508 128,583 50,890 4,545 41,998 82,093
Changes from: May 12, 2015 Total Change is: -10,542
-5,936 3,817 -564 1,503 -1,698 -1,526 -6,025 -10,294 1,094 554 -3,632 662 -304 1,599
Percent of Open Interest Represented by Each Category of Trader
36.6 8.0 0.2 11.8 25.1 3.2 6.2 30.3 1.1 30.0 11.9 1.1 9.8 19.2
Number of Traders in Each Category Total Traders: 240
19 10 7 21 31 18 26 59 21 30 44 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 142,589
Positions
94,172 35,100 712 1,468 22,044 477 21,310 29,574 618 4,780 23,631 6 19,046 30,427
Changes from: May 12, 2015 Total Change is: 6,340
-57 6,049 58 618 1,102 0 4,717 -3,040 81 -358 4,240 0 1,281 -2,150
Percent of Open Interest Represented by Each Category of Trader
66.0 24.6 0.5 1.0 15.5 0.3 14.9 20.7 0.4 3.4 16.6 0.0 13.4 21.3
Number of Traders in Each Category Total Traders: 81
9 4 . . 10 . 15 26 6 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 59,366
Positions
44,148 49,490 1,720 1,081 0 0 8,207 3,776 837 1,079 1,011 1,802 492 730
Changes from: May 12, 2015 Total Change is: -11
184 -440 0 85 0 0 -249 -132 -5 0 448 0 -26 118
Percent of Open Interest Represented by Each Category of Trader
74.4 83.4 2.9 1.8 0.0 0.0 13.8 6.4 1.4 1.8 1.7 3.0 0.8 1.2
Number of Traders in Each Category Total Traders: 29
9 8 5 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 127,349
Positions
51,578 29,497 9,195 9,643 2,508 10 19,795 38,989 31,033 2,825 10,589 110 3,160 5,418
Changes from: May 12, 2015 Total Change is: -8,177
1,305 -4,697 3,344 -519 194 0 -10,630 -5,754 -1,109 -573 566 77 -72 -798
Percent of Open Interest Represented by Each Category of Trader
40.5 23.2 7.2 7.6 2.0 0.0 15.5 30.6 24.4 2.2 8.3 0.1 2.5 4.3
Number of Traders in Each Category Total Traders: 114
8 9 4 4 6 . 22 37 13 14 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 17,150
Positions
3,722 9,296 2,975 698 0 16 5,751 773 101 322 224 2,746 819 1,019
Changes from: May 12, 2015 Total Change is: -938
21 -616 0 400 0 -185 -1,243 -384 97 122 0 0 -150 150
Percent of Open Interest Represented by Each Category of Trader
21.7 54.2 17.3 4.1 0.0 0.1 33.5 4.5 0.6 1.9 1.3 16.0 4.8 5.9
Number of Traders in Each Category Total Traders: 20
. 4 . . 0 . 4 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 26,331
Positions
12,328 6,781 23 1,359 2,315 0 8,790 10,662 564 398 1,672 0 2,869 4,314
Changes from: May 12, 2015 Total Change is: 806
4,482 -382 12 660 -166 0 -3,358 1,333 -20 -830 -61 0 -140 90
Percent of Open Interest Represented by Each Category of Trader
46.8 25.8 0.1 5.2 8.8 0.0 33.4 40.5 2.1 1.5 6.3 0.0 10.9 16.4
Number of Traders in Each Category Total Traders: 70
9 . . . 5 0 17 25 5 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 60,703
Positions
17,856 34,508 984 4,843 2,339 378 24,724 10,474 659 1,904 3,662 24 9,333 7,677
Changes from: May 12, 2015 Total Change is: 7,626
12 1,005 -164 156 -4 21 7,322 4,690 -112 160 1,301 1 231 890
Percent of Open Interest Represented by Each Category of Trader
29.4 56.8 1.6 8.0 3.9 0.6 40.7 17.3 1.1 3.1 6.0 0.0 15.4 12.6
Number of Traders in Each Category Total Traders: 108
11 19 . 8 4 4 27 17 6 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 121,405
Positions
35,711 69,015 1,968 9,685 4,677 756 49,448 20,948 1,318 3,807 7,323 47 18,665 15,353
Changes from: May 12, 2015 Total Change is: 15,252
24 2,009 -327 311 -8 41 14,644 9,379 -223 320 2,601 1 461 1,779
Percent of Open Interest Represented by Each Category of Trader
29.4 56.8 1.6 8.0 3.9 0.6 40.7 17.3 1.1 3.1 6.0 0.0 15.4 12.6
Number of Traders in Each Category Total Traders: 108
11 19 . 8 4 4 27 17 6 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 683,932
Positions
35,732 146,686 32,973 305,631 117,433 52,163 87,097 139,428 36,841 21,530 52,321 3,188 108,778 102,898
Changes from: May 12, 2015 Total Change is: 9,259
-226 12,059 1,885 6,385 -3,925 -369 2,939 -5,902 5,174 -1,132 2,352 17 -5,414 -2,030
Percent of Open Interest Represented by Each Category of Trader
5.2 21.4 4.8 44.7 17.2 7.6 12.7 20.4 5.4 3.1 7.7 0.5 15.9 15.0
Number of Traders in Each Category Total Traders: 568
35 37 28 119 70 76 79 126 73 43 59 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 129,893
Positions
19,326 40,080 600 59,964 21,600 2,369 9,498 6,995 702 3,512 6,150 125 33,797 51,272
Changes from: May 12, 2015 Total Change is: 6,584
968 11,540 0 1,621 -761 -25 4,102 641 67 -117 -156 109 -141 -4,831
Percent of Open Interest Represented by Each Category of Trader
14.9 30.9 0.5 46.2 16.6 1.8 7.3 5.4 0.5 2.7 4.7 0.1 26.0 39.5
Number of Traders in Each Category Total Traders: 72
4 12 . 18 5 6 12 15 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 2,770,193
Positions
191,466 642,469 52,427 1,260,746 511,579 216,556 437,340 711,512 131,350 93,106 233,874 12,298 374,904 258,128
Changes from: May 12, 2015 Total Change is: 13,377
757 9,321 2,698 23,105 -16,538 -1,006 9,272 -17,631 10,452 -5,303 12,308 -231 -26,367 14,004
Percent of Open Interest Represented by Each Category of Trader
6.9 23.2 1.9 45.5 18.5 7.8 15.8 25.7 4.7 3.4 8.4 0.4 13.5 9.3
Number of Traders in Each Category Total Traders: 555
35 37 22 109 69 71 80 124 62 43 58 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 89,945
Positions
3,312 24,788 904 48,624 43,061 1,976 21,028 13,720 1,890 279 512 0 11,932 3,094
Changes from: May 12, 2015 Total Change is: 1,982
-1,752 1,746 -6 379 -655 -55 2,901 274 404 -209 -8 0 320 282
Percent of Open Interest Represented by Each Category of Trader
3.7 27.6 1.0 54.1 47.9 2.2 23.4 15.3 2.1 0.3 0.6 0.0 13.3 3.4
Number of Traders in Each Category Total Traders: 92
5 12 . 34 13 14 14 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 63,769
Positions
3,330 38,879 180 28,299 5,416 727 19,738 11,363 1,166 4,061 1,710 50 6,216 4,278
Changes from: May 12, 2015 Total Change is: 1,892
-35 690 -7 730 -38 -47 229 976 -51 314 84 6 753 278
Percent of Open Interest Represented by Each Category of Trader
5.2 61.0 0.3 44.4 8.5 1.1 31.0 17.8 1.8 6.4 2.7 0.1 9.7 6.7
Number of Traders in Each Category Total Traders: 214
15 19 . 30 16 5 60 37 15 21 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 318,845
Positions
16,652 194,394 902 141,496 27,079 3,637 98,692 56,814 5,830 20,307 8,551 250 31,079 21,388
Changes from: May 12, 2015 Total Change is: 9,459
-174 3,450 -35 3,650 -190 -233 1,143 4,881 -254 1,568 418 30 3,764 1,392
Percent of Open Interest Represented by Each Category of Trader
5.2 61.0 0.3 44.4 8.5 1.1 31.0 17.8 1.8 6.4 2.7 0.1 9.7 6.7
Number of Traders in Each Category Total Traders: 214
15 19 . 30 16 5 60 37 15 21 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 347,433
Positions
116,842 27,048 1,285 115,630 158,783 17,180 64,117 110,522 5,985 7,203 11,765 36 19,155 14,829
Changes from: May 12, 2015 Total Change is: 11,035
3,113 1,561 759 -1,118 1,026 1,157 6,472 5,439 1,048 -534 768 -28 166 -695
Percent of Open Interest Represented by Each Category of Trader
33.6 7.8 0.4 33.3 45.7 4.9 18.5 31.8 1.7 2.1 3.4 0.0 5.5 4.3
Number of Traders in Each Category Total Traders: 263
24 11 . 48 47 24 42 58 12 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 61,667
Positions
2,709 18,565 0 28,901 0 158 13,807 7,578 0 4,390 27,011 466 11,236 7,889
Changes from: May 12, 2015 Total Change is: 2,890
-56 491 0 406 0 84 2,932 309 -3 680 384 -344 -809 1,969
Percent of Open Interest Represented by Each Category of Trader
4.4 30.1 0.0 46.9 0.0 0.3 22.4 12.3 0.0 7.1 43.8 0.8 18.2 12.8
Number of Traders in Each Category Total Traders: 65
4 9 0 18 0 . 16 9 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 111,409
Positions
34,288 6,572 2,829 15,633 951 1,530 29,380 15,762 1,329 15,100 534 483 10,837 81,419
Changes from: May 12, 2015 Total Change is: 5,859
2,520 -1,042 206 36 90 330 1,698 -1,031 -146 348 -938 43 824 8,347
Percent of Open Interest Represented by Each Category of Trader
30.8 5.9 2.5 14.0 0.9 1.4 26.4 14.1 1.2 13.6 0.5 0.4 9.7 73.1
Number of Traders in Each Category Total Traders: 98
19 8 5 13 . 4 30 14 6 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 155,236
Positions
9,874 92,592 451 93,097 43,839 6,191 31,973 4,082 3,811 2,132 1,465 0 7,707 2,805
Changes from: May 12, 2015 Total Change is: 3,793
1,712 2,831 20 1,016 -2,996 1,124 -459 2,100 32 209 514 0 139 168
Percent of Open Interest Represented by Each Category of Trader
6.4 59.6 0.3 60.0 28.2 4.0 20.6 2.6 2.5 1.4 0.9 0.0 5.0 1.8
Number of Traders in Each Category Total Traders: 110
8 10 . 39 21 20 18 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 384,549
Positions
38,064 210,710 3,098 185,217 83,899 36,247 74,792 24,051 9,518 16,638 7,519 2,189 18,786 7,318
Changes from: May 12, 2015 Total Change is: 3,215
-5,794 -8,379 25 2,350 3,361 2,346 4,170 3,264 244 -1,507 309 440 941 1,605
Percent of Open Interest Represented by Each Category of Trader
9.9 54.8 0.8 48.2 21.8 9.4 19.4 6.3 2.5 4.3 2.0 0.6 4.9 1.9
Number of Traders in Each Category Total Traders: 230
18 20 6 65 31 29 41 17 10 25 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 496,821
Positions
13,047 66,641 7,827 175,770 93,393 54,453 86,748 83,859 17,203 10,304 20,252 1,028 130,441 152,165
Changes from: May 12, 2015 Total Change is: 24,605
6,019 4,211 2,573 6,638 4,455 1,796 -1,514 9,280 2,835 -238 -2,054 481 6,015 1,028
Percent of Open Interest Represented by Each Category of Trader
2.6 13.4 1.6 35.4 18.8 11.0 17.5 16.9 3.5 2.1 4.1 0.2 26.3 30.6
Number of Traders in Each Category Total Traders: 140
6 13 5 28 21 22 37 18 24 6 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 575,801
Positions
27,004 82,897 891 324,247 54,689 69,081 29,173 249,026 10,948 7,650 4,459 58 106,749 103,752
Changes from: May 12, 2015 Total Change is: -3,554
-699 -4,406 -1,401 3,167 952 -3,115 792 3,084 -466 0 -4,390 0 -1,832 6,188
Percent of Open Interest Represented by Each Category of Trader
4.7 14.4 0.2 56.3 9.5 12.0 5.1 43.2 1.9 1.3 0.8 0.0 18.5 18.0
Number of Traders in Each Category Total Traders: 92
4 6 . 38 12 27 9 19 10 . . .
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Traders in Financial Futures - Futures Only Positions as of May 19, 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 1,361,772
Positions
50,162 89,966 3,542 229,185 447,922 115,838 555,057 211,473 128,032 120,919 172,680 39,025 120,012 153,294
Changes from: May 12, 2015 Total Change is: 13,830
17,567 -15,408 -2,270 702 9,924 -3,848 -33,029 34,638 38,910 -30,694 -70,919 18,536 7,956 4,267
Percent of Open Interest Represented by Each Category of Trader
3.7 6.6 0.3 16.8 32.9 8.5 40.8 15.5 9.4 8.9 12.7 2.9 8.8 11.3
Number of Traders in Each Category Total Traders: 270
12 27 5 36 48 40 49 37 29 20 39 10
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Traders in Financial Futures - Futures Only Positions as of May 19, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,872,806
Positions
225,185 126,676 22,433 999,694 915,544 295,200 434,208 703,064 171,184 410,961 173,306 20,764 293,177 444,635
Changes from: May 12, 2015 Total Change is: 47,121
56,719 -31,257 2,978 -17,871 10,457 9,427 13,779 63,988 17,795 -27,482 -11,039 -12,714 4,490 -2,514
Percent of Open Interest Represented by Each Category of Trader
7.8 4.4 0.8 34.8 31.9 10.3 15.1 24.5 6.0 14.3 6.0 0.7 10.2 15.5
Number of Traders in Each Category Total Traders: 390
30 25 15 49 87 75 57 67 67 32 43 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 1,988,346
Positions
85,801 134,410 46,210 641,708 465,952 304,447 447,095 383,276 47,205 132,532 209,320 36,240 247,108 361,286
Changes from: May 12, 2015 Total Change is: 51,885
20,150 -32,347 17,651 -58,570 -24,007 35,543 40,504 63,932 113 -823 -2,839 2,611 -5,294 -8,772
Percent of Open Interest Represented by Each Category of Trader
4.3 6.8 2.3 32.3 23.4 15.3 22.5 19.3 2.4 6.7 10.5 1.8 12.4 18.2
Number of Traders in Each Category Total Traders: 263
19 19 8 32 45 45 41 54 35 19 34 7
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Traders in Financial Futures - Futures Only Positions as of May 19, 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 848,963
Positions
346,932 148,906 230,826 1,485 6,997 8,145 25,068 158,579 137,440 33,302 61,847 39,401 26,364 56,822
Changes from: May 12, 2015 Total Change is: 41,701
20,765 5,674 -3,789 -287 363 21 -4,809 11,458 25,832 -775 -615 1,034 3,709 1,723
Percent of Open Interest Represented by Each Category of Trader
40.9 17.5 27.2 0.2 0.8 1.0 3.0 18.7 16.2 3.9 7.3 4.6 3.1 6.7
Number of Traders in Each Category Total Traders: 134
20 35 42 . 4 . 14 36 31 4 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 is11,393,125
Positions
2,240,649 1,188,397 3,126,037 152,480 1,738,107 378,582 2,020,818 1,003,991 1,747,676 490,838 526,515 381,398 854,647 1,302,422
Changes from: May 12, 2015 Total Change is: 62,969
107,960 -2,725 52,271 -140,487 -96 5,158 -5,924 -74,134 -8,206 21,563 23,056 2,680 27,954 64,965
Percent of Open Interest Represented by Each Category of Trader
19.7 10.4 27.4 1.3 15.3 3.3 17.7 8.8 15.3 4.3 4.6 3.3 7.5 11.4
Number of Traders in Each Category Total Traders: 296
31 55 78 7 25 22 42 71 86 11 40 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 48,618
Positions
6,677 1,913 0 475 20,170 61 39,812 17,995 0 1,491 8,352 21 81 106
Changes from: May 12, 2015 Total Change is: -483
378 8 0 0 -1,002 0 -796 615 0 -39 -102 0 -26 -2
Percent of Open Interest Represented by Each Category of Trader
13.7 3.9 0.0 1.0 41.5 0.1 81.9 37.0 0.0 3.1 17.2 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 42
4 5 0 . 8 . 4 9 0 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 36,563
Positions
5,613 1,080 0 0 17,533 12 30,537 8,015 0 290 9,795 0 111 128
Changes from: May 12, 2015 Total Change is: -156
1,655 65 0 0 148 0 -1,796 -505 0 -15 175 -14 14 -25
Percent of Open Interest Represented by Each Category of Trader
15.4 3.0 0.0 0.0 48.0 0.0 83.5 21.9 0.0 0.8 26.8 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 44
5 . 0 0 14 . 5 6 0 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 98,050
Positions
4,558 71,927 0 19,633 449 547 18,997 13,155 5,532 34,121 891 308 14,354 5,241
Changes from: May 12, 2015 Total Change is: -1,647
453 -146 0 12,930 -75 431 668 -2,461 1,154 -14,769 310 -365 -2,149 -495
Percent of Open Interest Represented by Each Category of Trader
4.6 73.4 0.0 20.0 0.5 0.6 19.4 13.4 5.6 34.8 0.9 0.3 14.6 5.3
Number of Traders in Each Category Total Traders: 181
6 . 0 15 . . 28 15 15 103 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 418,584
Positions
107,126 19,638 29,808 72,714 39,608 30,439 61,278 173,809 75,133 3,423 6,251 14,537 24,126 29,361
Changes from: May 12, 2015 Total Change is: 32,378
-7,320 4,693 6,659 -14,623 -745 8,558 22,735 -405 11,350 1,140 923 2,313 1,566 -968
Percent of Open Interest Represented by Each Category of Trader
25.6 4.7 7.1 17.4 9.5 7.3 14.6 41.5 17.9 0.8 1.5 3.5 5.8 7.0
Number of Traders in Each Category Total Traders: 202
21 12 21 12 17 11 46 54 61 10 17 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 19,274
Positions
137 2,934 0 10,185 458 1,010 6,310 13,778 564 989 530 0 79 0
Changes from: May 12, 2015 Total Change is: 132
-16 0 0 820 -511 13 66 607 0 -730 23 0 -21 0
Percent of Open Interest Represented by Each Category of Trader
0.7 15.2 0.0 52.8 2.4 5.2 32.7 71.5 2.9 5.1 2.7 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 31
. . 0 5 . . 5 10 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 19, 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 12,546
Positions
2,433 8,075 0 8,012 0 0 1,019 4,234 0 401 0 0 681 237
Changes from: May 12, 2015 Total Change is: 20
0 213 0 62 0 0 -94 -219 0 0 0 0 52 26
Percent of Open Interest Represented by Each Category of Trader
19.4 64.4 0.0 63.9 0.0 0.0 8.1 33.7 0.0 3.2 0.0 0.0 5.4 1.9
Number of Traders in Each Category Total Traders: 20
. . 0 8 0 0 . 4 0 . 0 0
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Updated May 22, 2015