Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 177,420
Positions
45,000 2,611 46,904 21,619 6,581 29 9,996 52,719 16,712 11,155 4,010 2,111 23,893 45,742
Changes from: March 10, 2015 Total Change is: 13,638
-4,053 -159 29,002 -1,267 2,034 1 177 -7,387 -10,523 -80 -342 19 361 992
Percent of Open Interest Represented by Each Category of Trader
25.4 1.5 26.4 12.2 3.7 0.0 5.6 29.7 9.4 6.3 2.3 1.2 13.5 25.8
Number of Traders in Each Category Total Traders: 87
10 . 10 7 8 . 17 22 15 10 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 45,561
Positions
15,405 3,406 1,031 1,615 1,815 60 14,912 14,978 5,955 0 416 0 6,584 17,900
Changes from: March 10, 2015 Total Change is: -12,984
-12,185 -2,431 -2,330 4 0 27 6,533 -997 -4,519 0 -1,345 0 -514 -1,389
Percent of Open Interest Represented by Each Category of Trader
33.8 7.5 2.3 3.5 4.0 0.1 32.7 32.9 13.1 0.0 0.9 0.0 14.5 39.3
Number of Traders in Each Category Total Traders: 33
4 . 4 . . . 8 11 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 243,727
Positions
105,739 9,393 13,097 9,254 56,327 4,688 40,495 62,351 41,090 6,172 12,554 6,534 16,658 37,694
Changes from: March 10, 2015 Total Change is: -1,805
4,779 -6,629 -8,798 -2,845 2,552 1,553 1,922 1,088 4,371 -403 -193 520 -2,903 3,731
Percent of Open Interest Represented by Each Category of Trader
43.4 3.9 5.4 3.8 23.1 1.9 16.6 25.6 16.9 2.5 5.2 2.7 6.8 15.5
Number of Traders in Each Category Total Traders: 120
10 5 8 7 20 9 29 30 21 8 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 222,605
Positions
65,833 6,877 5,039 27,981 29,217 4,858 28,963 84,962 14,365 59,065 9,725 3,065 13,437 64,497
Changes from: March 10, 2015 Total Change is: -38,298
-30,505 -16,958 -10,012 -385 3,056 248 -1,233 2,100 -10,834 19,759 1,093 -3,274 -2,061 -3,716
Percent of Open Interest Represented by Each Category of Trader
29.6 3.1 2.3 12.6 13.1 2.2 13.0 38.2 6.5 26.5 4.4 1.4 6.0 29.0
Number of Traders in Each Category Total Traders: 132
10 5 7 11 21 9 17 47 16 5 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 571,811
Positions
193,940 7,154 24,533 42,105 96,342 21,904 21,461 176,667 72,900 131,930 52,679 18,591 44,447 101,040
Changes from: March 10, 2015 Total Change is: -26,021
-40,543 -22,451 -13,035 -1,668 9,844 1,312 -17,773 2,478 -6,590 57,909 7,000 -3,062 -2,572 -1,516
Percent of Open Interest Represented by Each Category of Trader
33.9 1.3 4.3 7.4 16.8 3.8 3.8 30.9 12.7 23.1 9.2 3.3 7.8 17.7
Number of Traders in Each Category Total Traders: 252
20 5 13 20 29 25 27 68 36 35 47 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 170,248
Positions
107,078 1,107 4,459 1,289 19,434 1,037 25,485 60,831 9,254 5,235 29,938 1,339 15,072 42,850
Changes from: March 10, 2015 Total Change is: -42,850
-12,683 -2,929 -24,444 -763 1,946 43 10,771 -7,655 -11,173 -2,795 6,783 -2 -1,805 -5,422
Percent of Open Interest Represented by Each Category of Trader
62.9 0.7 2.6 0.8 11.4 0.6 15.0 35.7 5.4 3.1 17.6 0.8 8.9 25.2
Number of Traders in Each Category Total Traders: 101
13 . 8 . 13 5 19 34 14 5 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 52,578
Positions
36,295 39,319 2,017 100 6,040 0 10,387 1,736 737 975 350 1,802 265 577
Changes from: March 10, 2015 Total Change is: -12,414
2,776 5,946 -10,409 -120 -56 0 -418 -3,483 -2,886 -1,041 -839 -134 -182 -553
Percent of Open Interest Represented by Each Category of Trader
69.0 74.8 3.8 0.2 11.5 0.0 19.8 3.3 1.4 1.9 0.7 3.4 0.5 1.1
Number of Traders in Each Category Total Traders: 27
9 8 6 . . 0 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 135,371
Positions
55,670 49,032 1,000 52,097 2,971 0 20,676 63,907 486 3,009 9,989 0 2,433 7,986
Changes from: March 10, 2015 Total Change is: -49,863
206 -18,210 -9,826 1,260 -159 -375 -7,808 10,846 -31,928 -88 -189 -725 -579 703
Percent of Open Interest Represented by Each Category of Trader
41.1 36.2 0.7 38.5 2.2 0.0 15.3 47.2 0.4 2.2 7.4 0.0 1.8 5.9
Number of Traders in Each Category Total Traders: 126
6 10 . 4 6 0 19 57 7 10 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 22,555
Positions
12,385 3,218 3,116 0 1,451 0 794 8,674 1,424 1,457 594 2,746 633 1,332
Changes from: March 10, 2015 Total Change is: -871
-1,139 -252 2 0 232 0 -707 -2,201 855 0 370 0 118 123
Percent of Open Interest Represented by Each Category of Trader
54.9 14.3 13.8 0.0 6.4 0.0 3.5 38.5 6.3 6.5 2.6 12.2 2.8 5.9
Number of Traders in Each Category Total Traders: 24
4 . . 0 . 0 . 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 23,317
Positions
7,969 361 0 877 1,882 0 10,934 12,961 743 492 1,765 0 2,302 5,605
Changes from: March 10, 2015 Total Change is: -6,409
-1,249 -711 -1,600 -21 147 0 -2,738 -66 -1,197 -118 -2,193 0 514 -789
Percent of Open Interest Represented by Each Category of Trader
34.2 1.5 0.0 3.8 8.1 0.0 46.9 55.6 3.2 2.1 7.6 0.0 9.9 24.0
Number of Traders in Each Category Total Traders: 61
6 . 0 . . 0 15 23 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 56,513
Positions
17,407 31,762 3,780 4,235 2,028 172 17,321 5,814 2,210 2,398 3,730 644 8,347 6,375
Changes from: March 10, 2015 Total Change is: -1,326
95 -4,451 2,299 -465 -66 -130 -4,602 1,171 731 195 487 93 457 -1,462
Percent of Open Interest Represented by Each Category of Trader
30.8 56.2 6.7 7.5 3.6 0.3 30.6 10.3 3.9 4.2 6.6 1.1 14.8 11.3
Number of Traders in Each Category Total Traders: 96
16 14 9 6 . . 26 8 12 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 113,026
Positions
34,815 63,523 7,560 8,469 4,055 343 34,641 11,629 4,421 4,796 7,459 1,287 16,695 12,749
Changes from: March 10, 2015 Total Change is: -2,652
190 -8,901 4,598 -929 -132 -259 -9,204 2,343 1,461 390 974 187 914 -2,924
Percent of Open Interest Represented by Each Category of Trader
30.8 56.2 6.7 7.5 3.6 0.3 30.6 10.3 3.9 4.2 6.6 1.1 14.8 11.3
Number of Traders in Each Category Total Traders: 96
16 14 9 6 . . 26 8 12 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 1,082,417
Positions
56,217 161,271 130,151 306,735 131,172 85,130 97,882 161,941 164,943 28,767 57,462 33,916 178,675 156,431
Changes from: March 10, 2015 Total Change is: 74,608
41 9,909 37,313 7,527 1,678 26,403 -1,619 -15,789 7,973 -2,942 1,017 2,000 -2,088 4,102
Percent of Open Interest Represented by Each Category of Trader
5.2 14.9 12.0 28.3 12.1 7.9 9.0 15.0 15.2 2.7 5.3 3.1 16.5 14.5
Number of Traders in Each Category Total Traders: 646
36 34 50 117 74 81 95 123 123 98 67 85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 291,551
Positions
69,976 56,473 18,890 66,999 23,084 11,323 9,358 8,085 49,807 6,399 10,017 11,403 47,396 102,470
Changes from: March 10, 2015 Total Change is: 27,739
-191 5,812 11,338 8,130 -524 8,510 4,094 -5,812 2,853 25 -918 410 -7,430 6,070
Percent of Open Interest Represented by Each Category of Trader
24.0 19.4 6.5 23.0 7.9 3.9 3.2 2.8 17.1 2.2 3.4 3.9 16.3 35.1
Number of Traders in Each Category Total Traders: 97
11 11 13 14 8 11 15 18 31 11 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 3,954,330
Positions
223,090 815,874 264,421 1,256,450 598,207 311,266 488,446 815,112 529,854 114,278 239,664 110,126 656,398 269,806
Changes from: March 10, 2015 Total Change is: 234,347
-3,055 16,274 134,089 3,947 17,972 82,501 -30,786 -52,101 27,822 -14,902 9,609 8,019 26,711 -9,839
Percent of Open Interest Represented by Each Category of Trader
5.6 20.6 6.7 31.8 15.1 7.9 12.4 20.6 13.4 2.9 6.1 2.8 16.6 6.8
Number of Traders in Each Category Total Traders: 617
35 35 48 111 72 76 92 118 115 90 64 77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 105,111
Positions
5,721 19,654 12,838 47,594 44,970 2,745 21,551 10,885 1,834 480 994 0 12,348 11,191
Changes from: March 10, 2015 Total Change is: 12,751
1 199 12,471 213 -270 853 -502 540 -120 -279 412 0 114 -1,334
Percent of Open Interest Represented by Each Category of Trader
5.4 18.7 12.2 45.3 42.8 2.6 20.5 10.4 1.7 0.5 0.9 0.0 11.7 10.6
Number of Traders in Each Category Total Traders: 96
7 13 9 34 11 16 15 10 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 101,744
Positions
3,835 44,964 23,211 27,383 5,752 7,257 23,129 9,217 3,408 3,932 2,188 808 8,780 4,938
Changes from: March 10, 2015 Total Change is: 11,234
121 -3,426 12,302 -2,716 -615 5,471 -3,439 -1,616 -921 -45 -223 41 421 222
Percent of Open Interest Represented by Each Category of Trader
3.8 44.2 22.8 26.9 5.7 7.1 22.7 9.1 3.3 3.9 2.2 0.8 8.6 4.9
Number of Traders in Each Category Total Traders: 223
17 22 20 32 15 12 68 31 30 20 18 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 18,066
Positions
11,087 15,562 889 2,284 0 0 1,041 733 0 951 0 0 1,814 882
Changes from: March 10, 2015 Total Change is: 162
562 -482 672 0 0 0 -847 0 0 -281 0 0 56 -28
Percent of Open Interest Represented by Each Category of Trader
61.4 86.1 4.9 12.6 0.0 0.0 5.8 4.1 0.0 5.3 0.0 0.0 10.0 4.9
Number of Traders in Each Category Total Traders: 22
8 6 . . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 418,391
Positions
19,314 202,587 56,036 134,546 37,812 27,237 112,617 44,595 14,865 14,906 10,940 4,041 34,828 20,278
Changes from: March 10, 2015 Total Change is: 55,359
4,640 -7,874 51,303 -10,045 459 23,820 -15,539 -10,658 -2,028 1,178 -1,117 203 1,827 1,251
Percent of Open Interest Represented by Each Category of Trader
4.6 48.4 13.4 32.2 9.0 6.5 26.9 10.7 3.6 3.6 2.6 1.0 8.3 4.8
Number of Traders in Each Category Total Traders: 221
17 22 18 31 16 12 67 32 29 18 18 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 361,357
Positions
92,536 44,951 17,270 126,954 137,096 19,653 64,167 98,035 8,228 6,822 17,413 1,458 24,270 17,253
Changes from: March 10, 2015 Total Change is: 6,585
-6,052 6,751 2,661 4,979 535 2,282 2,420 -7,754 678 -266 133 279 -396 1,021
Percent of Open Interest Represented by Each Category of Trader
25.6 12.4 4.8 35.1 37.9 5.4 17.8 27.1 2.3 1.9 4.8 0.4 6.7 4.8
Number of Traders in Each Category Total Traders: 270
22 14 17 56 42 25 43 58 20 14 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 57,894
Positions
3,284 17,763 0 28,266 0 133 10,384 7,386 0 4,160 26,343 0 11,667 6,269
Changes from: March 10, 2015 Total Change is: -27,144
923 -6,549 -6,369 843 0 -6 647 -11,410 -2,653 -396 21,170 -17,277 -2,856 -4,050
Percent of Open Interest Represented by Each Category of Trader
5.7 30.7 0.0 48.8 0.0 0.2 17.9 12.8 0.0 7.2 45.5 0.0 20.2 10.8
Number of Traders in Each Category Total Traders: 61
4 7 0 20 0 . 16 7 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 104,930
Positions
30,979 2,763 842 7,057 720 739 37,345 4,883 739 17,092 0 110 10,027 94,134
Changes from: March 10, 2015 Total Change is: -34,011
-5,373 -2,699 -6,295 -2,778 -4,188 -134 -14,310 -6,934 -3,861 12,952 -14 -13,567 -645 3,681
Percent of Open Interest Represented by Each Category of Trader
29.5 2.6 0.8 6.7 0.7 0.7 35.6 4.7 0.7 16.3 0.0 0.1 9.6 89.7
Number of Traders in Each Category Total Traders: 80
16 5 5 8 . . 33 9 5 7 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 152,814
Positions
8,925 83,962 5,590 88,494 45,338 4,378 31,935 4,750 4,248 992 613 0 8,252 3,935
Changes from: March 10, 2015 Total Change is: 1,212
-176 -5,999 4,382 -4,561 -1,007 159 1,227 2,551 321 -909 40 0 769 765
Percent of Open Interest Represented by Each Category of Trader
5.8 54.9 3.7 57.9 29.7 2.9 20.9 3.1 2.8 0.6 0.4 0.0 5.4 2.6
Number of Traders in Each Category Total Traders: 109
7 16 9 39 20 18 16 6 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 412,640
Positions
60,775 182,492 41,134 160,351 77,730 38,867 66,805 48,971 9,841 14,384 6,130 2,871 17,612 4,604
Changes from: March 10, 2015 Total Change is: 44,539
15,093 -725 32,316 -6,458 4,811 5,240 -4,087 1,124 464 -2,111 -40 1,465 2,617 -116
Percent of Open Interest Represented by Each Category of Trader
14.7 44.2 10.0 38.9 18.8 9.4 16.2 11.9 2.4 3.5 1.5 0.7 4.3 1.1
Number of Traders in Each Category Total Traders: 212
19 21 17 53 35 31 32 19 16 22 11 8
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Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 481,448
Positions
6,194 54,357 18,780 130,767 70,167 63,965 53,811 47,624 44,195 6,411 19,147 8,035 149,289 155,178
Changes from: March 10, 2015 Total Change is: 9,366
3,811 4,890 -258 3,433 -1,096 1,720 -4,210 1,515 3,729 45 4,057 -682 1,778 -4,510
Percent of Open Interest Represented by Each Category of Trader
1.3 11.3 3.9 27.2 14.6 13.3 11.2 9.9 9.2 1.3 4.0 1.7 31.0 32.2
Number of Traders in Each Category Total Traders: 124
7 10 13 26 20 25 25 18 31 4 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 582,044
Positions
22,306 63,697 954 270,446 55,452 84,366 63,178 266,907 17,036 5,528 9,547 58 118,172 84,027
Changes from: March 10, 2015 Total Change is: -6,291
3,851 2,172 -5,397 -2,447 -5,097 201 -2,581 16,137 -2,108 -1,651 -5,217 0 3,841 -6,982
Percent of Open Interest Represented by Each Category of Trader
3.8 10.9 0.2 46.5 9.5 14.5 10.9 45.9 2.9 0.9 1.6 0.0 20.3 14.4
Number of Traders in Each Category Total Traders: 90
4 7 4 36 11 26 9 17 16 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 1,405,589
Positions
39,312 134,783 23,725 241,455 445,383 138,261 588,989 195,006 77,176 185,896 245,063 13,139 97,637 133,054
Changes from: March 10, 2015 Total Change is: 227
-6,091 -20,956 7,329 -17,230 -6,020 6,017 -16,212 3,138 13,694 27,970 19,552 -3,883 -11,367 -18,643
Percent of Open Interest Represented by Each Category of Trader
2.8 9.6 1.7 17.2 31.7 9.8 41.9 13.9 5.5 13.2 17.4 0.9 6.9 9.5
Number of Traders in Each Category Total Traders: 261
11 27 9 38 47 40 53 27 38 17 41 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 3,190,085
Positions
100,349 116,686 181,270 853,963 808,724 389,273 444,478 659,449 349,041 468,379 163,031 87,128 316,203 435,482
Changes from: March 10, 2015 Total Change is: 10,609
-21,313 10,152 -179 -32,297 -15,816 44,961 14,093 3,052 1,911 7,907 -5,152 -4,564 92 -23,755
Percent of Open Interest Represented by Each Category of Trader
3.1 3.7 5.7 26.8 25.4 12.2 13.9 20.7 10.9 14.7 5.1 2.7 9.9 13.7
Number of Traders in Each Category Total Traders: 393
23 32 46 44 85 75 45 83 93 31 50 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 2,200,019
Positions
63,988 195,786 89,223 553,986 534,535 304,135 565,388 338,106 128,837 237,664 197,067 29,191 227,606 383,139
Changes from: March 10, 2015 Total Change is: 50,555
-41,058 -5,218 22,954 42,387 2,825 -1,339 25,537 10,076 2,792 -11,901 1,932 1,322 9,862 15,212
Percent of Open Interest Represented by Each Category of Trader
2.9 8.9 4.1 25.2 24.3 13.8 25.7 15.4 5.9 10.8 9.0 1.3 10.3 17.4
Number of Traders in Each Category Total Traders: 283
15 28 22 39 45 48 50 50 54 19 37 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 778,340
Positions
249,426 134,923 250,196 1,324 4,808 11,824 36,880 96,719 118,680 19,932 44,456 65,901 24,177 50,833
Changes from: March 10, 2015 Total Change is: 42,666
11,408 19,786 12,505 794 -355 -4,383 17,012 14,921 -5,328 4,034 -3,197 8,081 -1,457 636
Percent of Open Interest Represented by Each Category of Trader
32.0 17.3 32.1 0.2 0.6 1.5 4.7 12.4 15.2 2.6 5.7 8.5 3.1 6.5
Number of Traders in Each Category Total Traders: 116
21 27 34 . 4 . 20 25 28 . 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 is17,237,865
Positions
1,838,699 1,342,406 3,960,245 572,135 1,012,873 540,869 1,861,275 1,188,461 5,883,486 425,325 715,837 1,325,663 830,168 1,268,024
Changes from: March 10, 2015 Total Change is:-2,186,096
-292,441 -184,254 -429,408 66,883 110,979 -91,206 139,988 -28,541 -1,264,889 -96,661 -33,203 -218,922 562 -46,651
Percent of Open Interest Represented by Each Category of Trader
10.7 7.8 23.0 3.3 5.9 3.1 10.8 6.9 34.1 2.5 4.2 7.7 4.8 7.4
Number of Traders in Each Category Total Traders: 313
31 57 84 14 28 31 53 74 104 10 42 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 46,449
Positions
9,500 1,097 0 475 16,141 3,866 30,946 18,086 0 1,534 7,121 0 128 138
Changes from: March 10, 2015 Total Change is: -15,997
-13,543 -5,290 -690 0 949 -3 6,111 357 -7,722 -172 -3,576 0 22 -22
Percent of Open Interest Represented by Each Category of Trader
20.5 2.4 0.0 1.0 34.7 8.3 66.6 38.9 0.0 3.3 15.3 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 42
4 . 0 . 9 . 5 10 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 36,670
Positions
8,902 350 0 0 16,618 210 26,472 8,974 19 947 10,396 0 120 103
Changes from: March 10, 2015 Total Change is: -3,909
-3,918 0 0 0 732 0 3,542 593 -4,109 571 -1,118 0 5 -7
Percent of Open Interest Represented by Each Category of Trader
24.3 1.0 0.0 0.0 45.3 0.6 72.2 24.5 0.1 2.6 28.4 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 42
5 . 0 0 13 . 5 7 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 133,005
Positions
18,313 70,436 443 12,860 1,517 54 20,011 55,944 1,634 56,319 778 90 23,281 2,109
Changes from: March 10, 2015 Total Change is: -15,861
976 -21,393 -237 274 30 25 -6,590 23,726 -16,897 4,936 -181 9 1,643 -943
Percent of Open Interest Represented by Each Category of Trader
13.8 53.0 0.3 9.7 1.1 0.0 15.0 42.1 1.2 42.3 0.6 0.1 17.5 1.6
Number of Traders in Each Category Total Traders: 285
5 . . 14 . . 51 15 10 190 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 353,684
Positions
64,900 20,034 42,953 78,358 33,565 31,860 39,753 120,388 54,473 9,710 8,679 13,103 18,574 28,629
Changes from: March 10, 2015 Total Change is: -1,556
6,691 746 985 -9,873 725 4,183 449 -3,934 -228 848 1,703 -4,351 -260 -1,385
Percent of Open Interest Represented by Each Category of Trader
18.3 5.7 12.1 22.2 9.5 9.0 11.2 34.0 15.4 2.7 2.5 3.7 5.3 8.1
Number of Traders in Each Category Total Traders: 183
19 13 22 5 14 10 33 61 67 8 15 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 16,924
Positions
96 2,934 0 3,576 1,210 761 9,576 7,706 2,572 231 1,595 0 112 146
Changes from: March 10, 2015 Total Change is: 2,674
-8 34 0 116 435 -11 638 4 1,914 34 165 0 -9 133
Percent of Open Interest Represented by Each Category of Trader
0.6 17.3 0.0 21.1 7.1 4.5 56.6 45.5 15.2 1.4 9.4 0.0 0.7 0.9
Number of Traders in Each Category Total Traders: 26
. . 0 4 . . 5 8 . . . 0
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Updated March 20, 2015