Traders in Financial Futures - Futures Only Positions as of May 26, 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 121,908
Positions
38,691 55,048 301 20,941 8,426 0 19,405 16,509 6,028 11,861 3,947 310 24,371 31,339
Changes from: May 19, 2015 Total Change is: 4,097
-371 -2,721 25 34 1,889 -26 4,543 1,128 764 114 8 -57 -929 3,087
Percent of Open Interest Represented by Each Category of Trader
31.7 45.2 0.2 17.2 6.9 0.0 15.9 13.5 4.9 9.7 3.2 0.3 20.0 25.7
Number of Traders in Each Category Total Traders: 76
. 8 . 6 7 0 10 22 5 10 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 30,432
Positions
12,293 13,319 432 1,144 1,800 5 6,938 3,207 290 0 0 0 9,330 11,379
Changes from: May 19, 2015 Total Change is: -1,364
764 -1,398 32 28 80 -28 -912 159 49 0 0 0 -1,297 -258
Percent of Open Interest Represented by Each Category of Trader
40.4 43.8 1.4 3.8 5.9 0.0 22.8 10.5 1.0 0.0 0.0 0.0 30.7 37.4
Number of Traders in Each Category Total Traders: 26
6 . 5 . . . 8 5 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 176,797
Positions
73,400 37,887 994 12,881 61,976 948 59,513 26,911 1,916 4,469 22,163 274 22,402 23,728
Changes from: May 19, 2015 Total Change is: -5,810
-6,890 -3,602 82 -654 281 78 1,731 -5,513 723 -371 1,350 -15 -494 806
Percent of Open Interest Represented by Each Category of Trader
41.5 21.4 0.6 7.3 35.1 0.5 33.7 15.2 1.1 2.5 12.5 0.2 12.7 13.4
Number of Traders in Each Category Total Traders: 111
8 9 5 8 17 7 26 23 10 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 251,744
Positions
114,719 14,748 3,090 23,789 33,011 3,707 29,546 115,022 1,982 58,771 8,310 39 16,101 71,835
Changes from: May 19, 2015 Total Change is: 20,086
30,988 -21,484 1,459 -1,564 2,018 203 -13,270 23,061 -166 -1,240 4,163 0 3,676 10,832
Percent of Open Interest Represented by Each Category of Trader
45.6 5.9 1.2 9.4 13.1 1.5 11.7 45.7 0.8 23.3 3.3 0.0 6.4 28.5
Number of Traders in Each Category Total Traders: 145
14 4 4 12 20 8 20 56 6 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 431,927
Positions
151,039 30,794 983 50,643 108,070 14,036 31,548 134,616 4,138 132,387 55,434 7,183 39,970 76,673
Changes from: May 19, 2015 Total Change is: 3,347
-6,005 -3,418 -48 71 297 279 5,006 4,845 -370 3,804 4,544 2,638 -2,028 -5,420
Percent of Open Interest Represented by Each Category of Trader
35.0 7.1 0.2 11.7 25.0 3.2 7.3 31.2 1.0 30.7 12.8 1.7 9.3 17.8
Number of Traders in Each Category Total Traders: 243
19 11 8 21 32 20 24 62 20 31 43 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 144,495
Positions
99,034 32,128 753 1,492 23,219 475 20,811 30,637 716 4,970 22,003 6 16,238 34,558
Changes from: May 19, 2015 Total Change is: 1,906
4,862 -2,972 41 24 1,175 -2 -499 1,063 98 190 -1,628 0 -2,808 4,131
Percent of Open Interest Represented by Each Category of Trader
68.5 22.2 0.5 1.0 16.1 0.3 14.4 21.2 0.5 3.4 15.2 0.0 11.2 23.9
Number of Traders in Each Category Total Traders: 78
9 5 . . 10 . 18 23 8 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 59,202
Positions
43,927 49,440 1,720 1,048 0 0 8,347 3,869 793 1,064 907 2,073 230 400
Changes from: May 19, 2015 Total Change is: -164
-221 -50 0 -33 0 0 140 93 -44 -15 -104 271 -262 -330
Percent of Open Interest Represented by Each Category of Trader
74.2 83.5 2.9 1.8 0.0 0.0 14.1 6.5 1.3 1.8 1.5 3.5 0.4 0.7
Number of Traders in Each Category Total Traders: 30
9 8 5 . 0 0 . . . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 129,030
Positions
52,942 28,099 9,387 10,409 2,769 0 19,385 40,598 31,232 2,939 10,672 0 2,736 6,273
Changes from: May 19, 2015 Total Change is: 1,681
1,364 -1,398 192 766 261 -10 -410 1,609 199 114 83 -110 -424 855
Percent of Open Interest Represented by Each Category of Trader
41.0 21.8 7.3 8.1 2.1 0.0 15.0 31.5 24.2 2.3 8.3 0.0 2.1 4.9
Number of Traders in Each Category Total Traders: 116
10 7 4 4 7 0 21 41 13 12 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 18,123
Positions
4,162 8,842 2,975 773 0 0 6,196 2,016 22 323 224 2,746 926 1,298
Changes from: May 19, 2015 Total Change is: 973
440 -454 0 75 0 -16 445 1,243 -79 1 0 0 107 279
Percent of Open Interest Represented by Each Category of Trader
23.0 48.8 16.4 4.3 0.0 0.0 34.2 11.1 0.1 1.8 1.2 15.2 5.1 7.2
Number of Traders in Each Category Total Traders: 21
. . . . 0 0 5 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 28,514
Positions
15,758 5,567 23 1,373 2,490 0 7,590 12,852 729 593 1,832 0 2,448 5,021
Changes from: May 19, 2015 Total Change is: 2,183
3,430 -1,214 0 14 175 0 -1,200 2,190 165 195 160 0 -421 707
Percent of Open Interest Represented by Each Category of Trader
55.3 19.5 0.1 4.8 8.7 0.0 26.6 45.1 2.6 2.1 6.4 0.0 8.6 17.6
Number of Traders in Each Category Total Traders: 75
9 . . . 5 0 17 28 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 6,630
Positions
3,244 0 0 347 1,177 447 2,064 3,187 7 157 844 0 364 968
Changes from: May 19, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
48.9 0.0 0.0 5.2 17.8 6.7 31.1 48.1 0.1 2.4 12.7 0.0 5.5 14.6
Number of Traders in Each Category Total Traders: 20
4 0 0 . . . 4 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 56,676
Positions
18,049 34,458 941 5,076 3,105 239 21,337 7,957 684 1,739 2,264 8 8,605 7,022
Changes from: May 19, 2015 Total Change is: -4,027
193 -50 -44 233 766 -139 -3,387 -2,517 25 -165 -1,398 -16 -728 -655
Percent of Open Interest Represented by Each Category of Trader
31.8 60.8 1.7 9.0 5.5 0.4 37.6 14.0 1.2 3.1 4.0 0.0 15.2 12.4
Number of Traders in Each Category Total Traders: 106
11 18 . 9 5 4 26 19 5 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 113,351
Positions
36,097 68,916 1,881 10,151 6,209 478 42,674 15,914 1,367 3,478 4,527 16 17,209 14,043
Changes from: May 19, 2015 Total Change is: -8,054
386 -99 -87 466 1,532 -278 -6,774 -5,034 49 -329 -2,796 -31 -1,456 -1,310
Percent of Open Interest Represented by Each Category of Trader
31.8 60.8 1.7 9.0 5.5 0.4 37.6 14.0 1.2 3.1 4.0 0.0 15.2 12.4
Number of Traders in Each Category Total Traders: 106
11 18 . 9 5 4 26 19 5 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 685,015
Positions
37,738 131,476 32,170 300,029 117,819 56,770 82,147 150,257 36,791 21,436 51,636 3,790 114,145 104,306
Changes from: May 19, 2015 Total Change is: 1,083
2,006 -15,210 -802 -5,602 386 4,607 -4,950 10,829 -50 -93 -685 601 5,367 1,408
Percent of Open Interest Represented by Each Category of Trader
5.5 19.2 4.7 43.8 17.2 8.3 12.0 21.9 5.4 3.1 7.5 0.6 16.7 15.2
Number of Traders in Each Category Total Traders: 572
34 39 28 119 70 77 73 136 73 41 59 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 128,552
Positions
16,547 33,482 600 59,968 22,587 2,475 8,160 9,078 1,131 3,393 6,245 73 36,205 52,881
Changes from: May 19, 2015 Total Change is: -1,341
-2,779 -6,598 0 4 987 106 -1,338 2,083 429 -119 95 -52 2,408 1,609
Percent of Open Interest Represented by Each Category of Trader
12.9 26.0 0.5 46.6 17.6 1.9 6.3 7.1 0.9 2.6 4.9 0.1 28.2 41.1
Number of Traders in Each Category Total Traders: 72
. 12 . 18 5 7 12 15 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 2,782,314
Positions
206,229 590,247 57,576 1,245,080 520,935 226,699 417,023 752,986 131,208 93,177 229,917 15,623 389,699 257,123
Changes from: May 19, 2015 Total Change is: 12,121
14,763 -52,222 5,149 -15,666 9,356 10,143 -20,317 41,474 -142 71 -3,957 3,325 14,795 -1,005
Percent of Open Interest Represented by Each Category of Trader
7.4 21.2 2.1 44.7 18.7 8.1 15.0 27.1 4.7 3.3 8.3 0.6 14.0 9.2
Number of Traders in Each Category Total Traders: 558
36 37 24 109 69 72 76 132 62 40 58 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 89,387
Positions
3,425 24,073 986 48,072 44,148 1,483 21,746 13,399 1,730 288 502 0 11,657 3,066
Changes from: May 19, 2015 Total Change is: -558
113 -715 82 -552 1,087 -493 718 -321 -160 9 -10 0 -275 -28
Percent of Open Interest Represented by Each Category of Trader
3.8 26.9 1.1 53.8 49.4 1.7 24.3 15.0 1.9 0.3 0.6 0.0 13.0 3.4
Number of Traders in Each Category Total Traders: 95
5 12 . 34 13 13 17 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 63,314
Positions
3,094 37,673 154 29,198 5,383 733 18,396 11,357 1,442 4,435 1,844 54 5,809 4,675
Changes from: May 19, 2015 Total Change is: -455
-237 -1,206 -27 899 -33 6 -1,343 -6 276 374 134 4 -407 397
Percent of Open Interest Represented by Each Category of Trader
4.9 59.5 0.2 46.1 8.5 1.2 29.1 17.9 2.3 7.0 2.9 0.1 9.2 7.4
Number of Traders in Each Category Total Traders: 218
15 17 . 29 16 6 56 44 13 24 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 316,571
Positions
15,469 188,366 769 145,989 26,913 3,666 91,979 56,786 7,208 22,176 9,220 270 29,045 23,373
Changes from: May 19, 2015 Total Change is: -2,274
-1,183 -6,028 -133 4,493 -166 29 -6,713 -28 1,378 1,869 669 20 -2,034 1,985
Percent of Open Interest Represented by Each Category of Trader
4.9 59.5 0.2 46.1 8.5 1.2 29.1 17.9 2.3 7.0 2.9 0.1 9.2 7.4
Number of Traders in Each Category Total Traders: 218
15 17 . 29 16 6 56 44 13 24 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 363,965
Positions
130,988 28,494 1,319 114,374 162,906 18,454 65,777 120,090 5,620 7,037 11,382 39 20,357 15,661
Changes from: May 19, 2015 Total Change is: 16,532
14,146 1,446 34 -1,256 4,123 1,274 1,660 9,568 -365 -166 -383 3 1,202 832
Percent of Open Interest Represented by Each Category of Trader
36.0 7.8 0.4 31.4 44.8 5.1 18.1 33.0 1.5 1.9 3.1 0.0 5.6 4.3
Number of Traders in Each Category Total Traders: 267
24 11 . 48 47 26 41 62 12 15 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 61,759
Positions
2,703 18,275 0 29,274 0 167 13,743 7,272 0 3,990 27,127 465 11,417 8,453
Changes from: May 19, 2015 Total Change is: 92
-6 -290 0 373 0 9 -64 -306 0 -400 116 -1 181 564
Percent of Open Interest Represented by Each Category of Trader
4.4 29.6 0.0 47.4 0.0 0.3 22.3 11.8 0.0 6.5 43.9 0.8 18.5 13.7
Number of Traders in Each Category Total Traders: 64
4 8 0 19 0 . 15 9 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 116,694
Positions
35,009 5,665 3,239 17,804 1,046 1,534 29,452 16,423 2,252 15,714 798 526 11,164 85,211
Changes from: May 19, 2015 Total Change is: 5,285
721 -907 410 2,171 95 4 72 661 923 614 264 43 327 3,792
Percent of Open Interest Represented by Each Category of Trader
30.0 4.9 2.8 15.3 0.9 1.3 25.2 14.1 1.9 13.5 0.7 0.5 9.6 73.0
Number of Traders in Each Category Total Traders: 105
20 6 5 15 . 4 30 20 7 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 153,599
Positions
9,599 91,889 453 93,303 43,839 5,871 31,506 3,892 3,077 2,004 1,530 0 7,786 3,048
Changes from: May 19, 2015 Total Change is: -1,637
-275 -703 2 206 0 -320 -467 -190 -734 -128 65 0 79 243
Percent of Open Interest Represented by Each Category of Trader
6.2 59.8 0.3 60.7 28.5 3.8 20.5 2.5 2.0 1.3 1.0 0.0 5.1 2.0
Number of Traders in Each Category Total Traders: 108
8 10 . 41 19 20 16 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 383,234
Positions
36,323 206,678 3,215 185,134 84,019 36,864 74,532 28,675 9,402 17,308 7,566 1,537 18,919 5,278
Changes from: May 19, 2015 Total Change is: -1,315
-1,741 -4,032 117 -83 120 617 -260 4,624 -116 670 47 -652 133 -2,040
Percent of Open Interest Represented by Each Category of Trader
9.5 53.9 0.8 48.3 21.9 9.6 19.4 7.5 2.5 4.5 2.0 0.4 4.9 1.4
Number of Traders in Each Category Total Traders: 231
18 20 6 65 31 29 41 20 12 23 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 496,128
Positions
2,803 63,779 7,203 186,781 84,874 57,216 61,469 84,105 22,450 7,233 16,302 195 150,778 160,004
Changes from: May 19, 2015 Total Change is: -693
-10,244 -2,862 -624 11,011 -8,519 2,763 -25,279 246 5,247 -3,071 -3,950 -833 20,337 7,839
Percent of Open Interest Represented by Each Category of Trader
0.6 12.9 1.5 37.6 17.1 11.5 12.4 17.0 4.5 1.5 3.3 0.0 30.4 32.3
Number of Traders in Each Category Total Traders: 123
. 13 7 25 22 29 30 17 29 7 6 .
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Traders in Financial Futures - Futures Only Positions as of May 26, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 623,616
Positions
25,699 86,675 3,994 326,073 52,744 78,008 24,893 259,475 27,231 7,650 4,459 1,635 128,433 109,395
Changes from: May 19, 2015 Total Change is: 47,815
-1,305 3,778 3,103 1,826 -1,945 8,927 -4,280 10,449 16,283 0 0 1,577 21,684 5,643
Percent of Open Interest Represented by Each Category of Trader
4.1 13.9 0.6 52.3 8.5 12.5 4.0 41.6 4.4 1.2 0.7 0.3 20.6 17.5
Number of Traders in Each Category Total Traders: 96
. 8 . 38 13 32 8 19 15 . . .
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Traders in Financial Futures - Futures Only Positions as of May 26, 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 1,434,553
Positions
33,104 101,974 33,404 212,387 434,284 121,090 555,183 197,302 208,088 129,193 145,195 11,716 130,388 181,500
Changes from: May 19, 2015 Total Change is: 72,781
-17,058 12,008 29,862 -16,798 -13,638 5,252 126 -14,171 80,056 8,274 -27,485 -27,309 10,376 28,206
Percent of Open Interest Represented by Each Category of Trader
2.3 7.1 2.3 14.8 30.3 8.4 38.7 13.8 14.5 9.0 10.1 0.8 9.1 12.7
Number of Traders in Each Category Total Traders: 257
8 28 13 35 43 40 51 34 35 18 36 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 3,186,319
Positions
165,747 129,132 42,095 1,054,521 901,815 459,744 429,245 721,113 257,383 389,147 145,688 40,373 348,064 488,976
Changes from: May 19, 2015 Total Change is: 313,513
-59,438 2,456 19,662 54,827 -13,729 164,544 -4,963 18,049 86,199 -21,814 -27,618 19,609 54,887 44,341
Percent of Open Interest Represented by Each Category of Trader
5.2 4.1 1.3 33.1 28.3 14.4 13.5 22.6 8.1 12.2 4.6 1.3 10.9 15.3
Number of Traders in Each Category Total Traders: 366
19 28 18 45 80 74 53 69 69 31 41 18
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Traders in Financial Futures - Futures Only Positions as of May 26, 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 2,253,914
Positions
80,880 149,834 59,091 650,510 502,716 301,438 478,282 353,316 211,188 103,368 200,317 72,573 296,584 403,441
Changes from: May 19, 2015 Total Change is: 265,568
-4,921 15,424 12,881 8,802 36,764 -3,009 31,187 -29,960 163,983 -29,164 -9,003 36,333 49,476 42,155
Percent of Open Interest Represented by Each Category of Trader
3.6 6.6 2.6 28.9 22.3 13.4 21.2 15.7 9.4 4.6 8.9 3.2 13.2 17.9
Number of Traders in Each Category Total Traders: 252
12 23 12 35 42 53 40 50 41 15 32 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 854,237
Positions
352,831 145,704 229,140 1,021 7,646 7,546 26,018 168,209 135,276 38,145 61,929 38,944 25,316 59,843
Changes from: May 19, 2015 Total Change is: 5,274
5,899 -3,202 -1,686 -464 649 -599 950 9,630 -2,164 4,843 82 -457 -1,048 3,021
Percent of Open Interest Represented by Each Category of Trader
41.3 17.1 26.8 0.1 0.9 0.9 3.0 19.7 15.8 4.5 7.2 4.6 3.0 7.0
Number of Traders in Each Category Total Traders: 135
19 35 44 . 4 . 12 40 32 4 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 is11,563,661
Positions
2,322,787 1,222,382 3,172,139 128,761 1,721,038 403,390 2,096,218 1,097,295 1,753,093 463,482 563,657 366,066 857,725 1,264,601
Changes from: May 19, 2015 Total Change is: 170,536
82,138 33,985 46,102 -23,719 -17,069 24,808 75,400 93,304 5,417 -27,356 37,142 -15,332 3,078 -37,821
Percent of Open Interest Represented by Each Category of Trader
20.1 10.6 27.4 1.1 14.9 3.5 18.1 9.5 15.2 4.0 4.9 3.2 7.4 10.9
Number of Traders in Each Category Total Traders: 300
32 54 79 6 29 23 42 75 84 11 39 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 49,704
Positions
6,672 1,913 0 475 20,529 61 40,943 19,054 0 1,408 8,033 21 124 93
Changes from: May 19, 2015 Total Change is: 1,086
-5 0 0 0 359 0 1,131 1,059 0 -83 -319 0 43 -13
Percent of Open Interest Represented by Each Category of Trader
13.4 3.8 0.0 1.0 41.3 0.1 82.4 38.3 0.0 2.8 16.2 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 45
4 5 0 . 9 . 5 9 0 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 37,947
Positions
4,576 2,467 0 0 17,598 12 32,780 7,994 0 458 9,788 0 121 88
Changes from: May 19, 2015 Total Change is: 1,384
-1,037 1,387 0 0 65 0 2,243 -21 0 168 -7 0 10 -40
Percent of Open Interest Represented by Each Category of Trader
12.1 6.5 0.0 0.0 46.4 0.0 86.4 21.1 0.0 1.2 25.8 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 49
5 . 0 0 14 . 8 6 0 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 103,211
Positions
5,271 72,156 55 20,504 1,559 517 17,619 20,562 4,235 38,503 1,224 409 16,098 2,494
Changes from: May 19, 2015 Total Change is: 5,161
713 229 55 871 1,110 -30 -1,378 7,407 -1,297 4,382 333 101 1,744 -2,747
Percent of Open Interest Represented by Each Category of Trader
5.1 69.9 0.1 19.9 1.5 0.5 17.1 19.9 4.1 37.3 1.2 0.4 15.6 2.4
Number of Traders in Each Category Total Traders: 202
5 4 . 16 . . 30 17 11 118 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 385,211
Positions
111,410 15,368 19,266 77,151 38,817 25,971 47,144 174,592 63,678 3,474 5,988 14,518 22,599 27,013
Changes from: May 19, 2015 Total Change is: -33,373
4,284 -4,270 -10,542 4,437 -791 -4,468 -14,134 783 -11,455 51 -263 -19 -1,527 -2,348
Percent of Open Interest Represented by Each Category of Trader
28.9 4.0 5.0 20.0 10.1 6.7 12.2 45.3 16.5 0.9 1.6 3.8 5.9 7.0
Number of Traders in Each Category Total Traders: 205
21 12 17 12 17 8 52 55 61 11 15 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 17,261
Positions
137 2,934 0 8,917 444 958 6,192 11,827 564 410 534 0 83 0
Changes from: May 19, 2015 Total Change is: -2,013
0 0 0 -1,268 -14 -52 -118 -1,951 0 -579 4 0 4 0
Percent of Open Interest Represented by Each Category of Trader
0.8 17.0 0.0 51.7 2.6 5.6 35.9 68.5 3.3 2.4 3.1 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 29
. . 0 5 . . 5 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 26, 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 12,523
Positions
2,431 8,075 0 8,062 0 0 978 4,159 0 401 0 0 651 289
Changes from: May 19, 2015 Total Change is: -23
-2 0 0 50 0 0 -41 -75 0 0 0 0 -30 52
Percent of Open Interest Represented by Each Category of Trader
19.4 64.5 0.0 64.4 0.0 0.0 7.8 33.2 0.0 3.2 0.0 0.0 5.2 2.3
Number of Traders in Each Category Total Traders: 20
. . 0 8 0 0 . 4 0 . 0 0
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Updated May 29, 2015