Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 125,502
Positions
41,202 4,567 4,846 20,653 6,722 53 6,969 48,582 15,137 11,312 3,818 2,291 23,038 39,485
Changes from: March 17, 2015 Total Change is: -51,918
-3,798 1,956 -42,059 -966 141 24 -3,027 -4,137 -1,575 157 -192 181 -855 -6,257
Percent of Open Interest Represented by Each Category of Trader
32.8 3.6 3.9 16.5 5.4 0.0 5.6 38.7 12.1 9.0 3.0 1.8 18.4 31.5
Number of Traders in Each Category Total Traders: 83
6 4 7 7 8 . 13 25 13 11 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 42,913
Positions
18,993 2,504 1,129 1,480 1,726 177 8,935 15,589 5,631 0 404 0 6,569 15,754
Changes from: March 17, 2015 Total Change is: -2,649
3,588 -902 98 -135 -89 117 -5,977 611 -324 0 -13 0 -15 -2,147
Percent of Open Interest Represented by Each Category of Trader
44.3 5.8 2.6 3.4 4.0 0.4 20.8 36.3 13.1 0.0 0.9 0.0 15.3 36.7
Number of Traders in Each Category Total Traders: 36
5 4 4 . . . 9 11 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 234,484
Positions
105,832 6,389 11,936 11,141 56,848 4,168 27,877 53,776 44,771 4,242 12,278 7,612 16,904 36,707
Changes from: March 17, 2015 Total Change is: -9,243
93 -3,004 -1,161 1,887 521 -520 -12,617 -8,575 3,681 -1,930 -276 1,078 246 -987
Percent of Open Interest Represented by Each Category of Trader
45.1 2.7 5.1 4.8 24.2 1.8 11.9 22.9 19.1 1.8 5.2 3.2 7.2 15.7
Number of Traders in Each Category Total Traders: 115
8 5 9 9 18 8 23 33 23 10 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 205,455
Positions
52,382 7,907 6,064 29,284 28,391 3,919 23,687 76,791 14,329 58,262 9,423 2,665 14,862 55,966
Changes from: March 17, 2015 Total Change is: -17,150
-13,450 1,029 1,025 1,304 -826 -939 -5,276 -8,171 -36 -804 -302 -400 1,426 -8,531
Percent of Open Interest Represented by Each Category of Trader
25.5 3.8 3.0 14.3 13.8 1.9 11.5 37.4 7.0 28.4 4.6 1.3 7.2 27.2
Number of Traders in Each Category Total Traders: 132
11 4 8 11 19 8 15 49 20 6 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 584,793
Positions
206,759 6,962 28,378 45,592 97,797 18,962 16,365 191,411 73,012 133,625 51,264 16,564 45,535 100,443
Changes from: March 17, 2015 Total Change is: 12,982
12,819 -192 3,845 3,487 1,454 -2,942 -5,096 14,745 111 1,696 -1,415 -2,027 1,088 -597
Percent of Open Interest Represented by Each Category of Trader
35.4 1.2 4.9 7.8 16.7 3.2 2.8 32.7 12.5 22.9 8.8 2.8 7.8 17.2
Number of Traders in Each Category Total Traders: 259
24 6 15 23 29 23 26 71 35 34 45 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 155,869
Positions
101,921 1,835 5,987 1,075 18,006 1,149 12,839 54,374 10,371 5,571 24,182 1,833 15,122 38,132
Changes from: March 17, 2015 Total Change is: -14,380
-5,157 728 1,528 -214 -1,428 112 -12,646 -6,456 1,117 336 -5,756 495 50 -4,718
Percent of Open Interest Represented by Each Category of Trader
65.4 1.2 3.8 0.7 11.6 0.7 8.2 34.9 6.7 3.6 15.5 1.2 9.7 24.5
Number of Traders in Each Category Total Traders: 97
12 4 9 . 10 4 16 36 17 7 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 55,943
Positions
38,156 41,741 3,290 100 5,977 0 10,477 1,555 737 975 350 1,802 406 491
Changes from: March 17, 2015 Total Change is: 3,365
1,861 2,422 1,273 0 -63 0 90 -181 0 0 0 0 141 -86
Percent of Open Interest Represented by Each Category of Trader
68.2 74.6 5.9 0.2 10.7 0.0 18.7 2.8 1.3 1.7 0.6 3.2 0.7 0.9
Number of Traders in Each Category Total Traders: 26
8 8 7 . . 0 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 150,722
Positions
55,444 61,397 1,190 51,131 2,354 222 32,824 63,864 5,032 1,967 9,510 125 2,788 7,027
Changes from: March 17, 2015 Total Change is: 15,351
-227 12,365 190 -966 -617 222 12,148 -42 4,546 -1,042 -479 124 355 -959
Percent of Open Interest Represented by Each Category of Trader
36.8 40.7 0.8 33.9 1.6 0.1 21.8 42.4 3.3 1.3 6.3 0.1 1.8 4.7
Number of Traders in Each Category Total Traders: 114
7 12 . 4 6 . 16 53 11 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 20,958
Positions
6,171 689 0 838 1,882 0 10,290 11,198 632 320 1,659 0 2,707 4,898
Changes from: March 17, 2015 Total Change is: -2,359
-1,798 328 0 -39 0 0 -644 -1,763 -111 -172 -106 0 405 -707
Percent of Open Interest Represented by Each Category of Trader
29.4 3.3 0.0 4.0 9.0 0.0 49.1 53.4 3.0 1.5 7.9 0.0 12.9 23.4
Number of Traders in Each Category Total Traders: 58
6 . 0 . . 0 17 19 5 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 54,651
Positions
18,526 35,895 1,279 5,553 2,056 314 17,080 5,972 1,798 1,880 1,933 236 7,984 5,167
Changes from: March 17, 2015 Total Change is: -1,863
1,119 4,133 -2,501 1,319 29 143 -240 157 -412 -518 -1,796 -408 -363 -1,207
Percent of Open Interest Represented by Each Category of Trader
33.9 65.7 2.3 10.2 3.8 0.6 31.3 10.9 3.3 3.4 3.5 0.4 14.6 9.5
Number of Traders in Each Category Total Traders: 97
13 17 4 9 4 . 24 12 7 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 109,301
Positions
37,052 71,790 2,558 11,106 4,112 628 34,161 11,944 3,596 3,760 3,867 472 15,969 10,335
Changes from: March 17, 2015 Total Change is: -3,725
2,237 8,267 -5,002 2,637 57 285 -481 315 -825 -1,036 -3,593 -815 -726 -2,415
Percent of Open Interest Represented by Each Category of Trader
33.9 65.7 2.3 10.2 3.8 0.6 31.3 10.9 3.3 3.4 3.5 0.4 14.6 9.5
Number of Traders in Each Category Total Traders: 97
13 17 4 9 4 . 24 12 7 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 766,619
Positions
36,943 151,150 14,318 310,863 124,289 48,756 78,767 151,733 112,471 28,615 49,516 27,013 108,874 87,373
Changes from: March 17, 2015 Total Change is: -315,797
-19,274 -10,121 -115,833 4,127 -6,882 -36,374 -19,115 -10,208 -52,472 -152 -7,947 -6,903 -69,801 -69,059
Percent of Open Interest Represented by Each Category of Trader
4.8 19.7 1.9 40.5 16.2 6.4 10.3 19.8 14.7 3.7 6.5 3.5 14.2 11.4
Number of Traders in Each Category Total Traders: 605
31 33 31 123 73 81 74 123 100 91 56 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 162,284
Positions
2,555 37,344 2,469 55,995 21,560 3,314 4,291 4,700 35,570 5,234 7,502 10,902 41,951 38,921
Changes from: March 17, 2015 Total Change is: -129,267
-67,421 -19,129 -16,420 -11,004 -1,524 -8,009 -5,067 -3,385 -14,236 -1,165 -2,514 -500 -5,444 -63,550
Percent of Open Interest Represented by Each Category of Trader
1.6 23.0 1.5 34.5 13.3 2.0 2.6 2.9 21.9 3.2 4.6 6.7 25.9 24.0
Number of Traders in Each Category Total Traders: 84
. 11 7 15 6 9 16 15 29 8 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 3,021,679
Positions
191,310 588,401 39,870 1,282,323 521,631 219,225 381,594 744,387 375,286 119,003 212,164 78,454 334,613 242,262
Changes from: March 17, 2015 Total Change is: -932,651
-31,780 -227,473 -224,551 25,873 -76,576 -92,041 -106,852 -70,725 -154,569 4,725 -27,500 -31,672 -321,786 -27,545
Percent of Open Interest Represented by Each Category of Trader
6.3 19.5 1.3 42.4 17.3 7.3 12.6 24.6 12.4 3.9 7.0 2.6 11.1 8.0
Number of Traders in Each Category Total Traders: 580
34 30 27 117 70 76 74 117 96 87 51 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 85,458
Positions
4,218 22,873 909 44,725 44,197 1,805 21,862 10,613 842 500 803 0 10,597 3,416
Changes from: March 17, 2015 Total Change is: -19,653
-1,503 3,219 -11,929 -2,869 -773 -940 311 -272 -992 20 -191 0 -1,751 -7,775
Percent of Open Interest Represented by Each Category of Trader
4.9 26.8 1.1 52.3 51.7 2.1 25.6 12.4 1.0 0.6 0.9 0.0 12.4 4.0
Number of Traders in Each Category Total Traders: 95
9 11 . 36 11 16 14 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 68,423
Positions
2,872 45,841 462 30,618 5,610 826 22,156 8,539 1,667 3,210 1,769 433 6,179 3,275
Changes from: March 17, 2015 Total Change is: -33,321
-962 877 -22,749 3,235 -142 -6,432 -973 -678 -1,741 -722 -419 -375 -2,601 -1,662
Percent of Open Interest Represented by Each Category of Trader
4.2 67.0 0.7 44.7 8.2 1.2 32.4 12.5 2.4 4.7 2.6 0.6 9.0 4.8
Number of Traders in Each Category Total Traders: 213
15 19 6 32 15 7 61 35 20 22 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 342,114
Positions
14,362 229,207 2,309 153,089 28,052 4,128 110,781 42,695 8,337 16,051 8,845 2,165 30,893 16,376
Changes from: March 17, 2015 Total Change is: -76,277
-4,952 26,620 -53,727 18,543 -9,760 -23,109 -1,836 -1,900 -6,528 1,145 -2,095 -1,877 -3,936 -3,902
Percent of Open Interest Represented by Each Category of Trader
4.2 67.0 0.7 44.7 8.2 1.2 32.4 12.5 2.4 4.7 2.6 0.6 9.0 4.8
Number of Traders in Each Category Total Traders: 213
15 19 6 32 15 7 61 35 20 22 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 312,896
Positions
87,457 39,567 580 112,376 135,940 16,023 63,839 84,998 4,131 7,055 16,022 639 20,797 14,996
Changes from: March 17, 2015 Total Change is: -48,461
-5,079 -5,384 -16,690 -14,578 -1,156 -3,630 -328 -13,037 -4,096 233 -1,391 -819 -3,473 -2,258
Percent of Open Interest Represented by Each Category of Trader
28.0 12.6 0.2 35.9 43.4 5.1 20.4 27.2 1.3 2.3 5.1 0.2 6.6 4.8
Number of Traders in Each Category Total Traders: 257
19 12 . 59 42 26 45 51 12 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 59,147
Positions
2,755 17,818 0 30,583 0 219 9,725 7,918 45 3,799 26,348 565 11,456 6,234
Changes from: March 17, 2015 Total Change is: 1,253
-529 55 0 2,317 0 86 -659 532 45 -361 5 565 -211 -35
Percent of Open Interest Represented by Each Category of Trader
4.7 30.1 0.0 51.7 0.0 0.4 16.4 13.4 0.1 6.4 44.5 1.0 19.4 10.5
Number of Traders in Each Category Total Traders: 62
. 7 0 21 0 . 13 9 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 102,960
Positions
31,189 2,519 730 7,263 709 792 33,746 8,607 1,481 16,782 0 260 10,717 87,862
Changes from: March 17, 2015 Total Change is: -1,970
210 -244 -112 206 -11 53 -3,599 3,724 742 -310 0 150 690 -6,272
Percent of Open Interest Represented by Each Category of Trader
30.3 2.4 0.7 7.1 0.7 0.8 32.8 8.4 1.4 16.3 0.0 0.3 10.4 85.3
Number of Traders in Each Category Total Traders: 77
17 4 . 8 . . 32 9 5 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 144,299
Positions
7,654 82,673 359 88,488 43,659 4,209 31,254 5,713 3,890 1,878 613 0 6,567 3,183
Changes from: March 17, 2015 Total Change is: -8,515
-1,271 -1,289 -5,231 -6 -1,679 -169 -681 963 -358 886 0 0 -1,685 -752
Percent of Open Interest Represented by Each Category of Trader
5.3 57.3 0.2 61.3 30.3 2.9 21.7 4.0 2.7 1.3 0.4 0.0 4.6 2.2
Number of Traders in Each Category Total Traders: 106
6 12 . 39 20 17 17 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 372,446
Positions
47,875 185,852 2,897 180,379 77,466 35,435 68,073 50,442 7,802 14,880 6,903 794 14,311 4,855
Changes from: March 17, 2015 Total Change is: -40,194
-12,900 3,360 -38,237 20,028 -264 -3,432 1,268 1,471 -2,039 496 773 -2,077 -3,301 251
Percent of Open Interest Represented by Each Category of Trader
12.9 49.9 0.8 48.4 20.8 9.5 18.3 13.5 2.1 4.0 1.9 0.2 3.8 1.3
Number of Traders in Each Category Total Traders: 218
19 23 6 56 33 29 34 21 11 21 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 513,144
Positions
6,368 62,273 28,892 144,005 74,308 60,580 50,897 53,692 51,940 6,856 20,724 8,079 155,527 152,656
Changes from: March 17, 2015 Total Change is: 31,696
174 7,916 10,112 13,238 4,141 -3,385 -2,915 6,068 7,744 445 1,576 44 6,238 -2,521
Percent of Open Interest Represented by Each Category of Trader
1.2 12.1 5.6 28.1 14.5 11.8 9.9 10.5 10.1 1.3 4.0 1.6 30.3 29.7
Number of Traders in Each Category Total Traders: 122
8 9 11 27 20 25 21 21 28 5 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 582,218
Positions
20,677 57,749 333 270,356 57,685 86,195 60,375 270,296 10,851 6,863 8,070 628 125,939 90,410
Changes from: March 17, 2015 Total Change is: 173
-1,629 -5,948 -621 -90 2,233 1,829 -2,803 3,389 -6,186 1,335 -1,477 570 7,767 6,383
Percent of Open Interest Represented by Each Category of Trader
3.6 9.9 0.1 46.4 9.9 14.8 10.4 46.4 1.9 1.2 1.4 0.1 21.6 15.5
Number of Traders in Each Category Total Traders: 89
. 7 . 36 12 26 8 17 11 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 1,462,139
Positions
44,495 121,196 17,759 220,456 434,107 154,559 633,395 166,963 77,140 192,258 330,940 13,417 108,660 146,057
Changes from: March 17, 2015 Total Change is: 56,549
5,182 -13,587 -5,966 -20,999 -11,275 16,298 44,406 -28,043 -35 6,362 85,877 278 11,022 13,003
Percent of Open Interest Represented by Each Category of Trader
3.0 8.3 1.2 15.1 29.7 10.6 43.3 11.4 5.3 13.1 22.6 0.9 7.4 10.0
Number of Traders in Each Category Total Traders: 269
13 27 9 38 48 41 54 29 36 13 47 12
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Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 3,513,518
Positions
116,523 121,333 216,218 838,187 862,979 485,579 505,146 670,440 435,397 450,634 179,716 114,251 351,583 427,604
Changes from: March 17, 2015 Total Change is: 323,433
16,173 4,647 34,948 -15,776 54,255 96,306 60,668 10,991 86,356 -17,745 16,685 27,123 35,380 -7,877
Percent of Open Interest Represented by Each Category of Trader
3.3 3.5 6.2 23.9 24.6 13.8 14.4 19.1 12.4 12.8 5.1 3.3 10.0 12.2
Number of Traders in Each Category Total Traders: 399
20 33 43 41 89 77 57 70 89 35 54 36
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Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 2,215,353
Positions
78,956 169,681 83,971 658,621 561,058 286,810 487,092 340,995 144,662 191,504 224,877 29,366 254,372 373,933
Changes from: March 17, 2015 Total Change is: 15,334
14,967 -26,105 -5,252 104,635 26,523 -17,325 -78,296 2,890 15,825 -46,160 27,810 175 26,766 -9,207
Percent of Open Interest Represented by Each Category of Trader
3.6 7.7 3.8 29.7 25.3 12.9 22.0 15.4 6.5 8.6 10.2 1.3 11.5 16.9
Number of Traders in Each Category Total Traders: 269
13 26 21 34 46 48 44 54 56 17 35 15
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Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 766,266
Positions
241,601 161,064 256,032 1,795 4,668 11,814 45,042 85,157 106,374 36,988 45,160 41,689 24,931 54,308
Changes from: March 17, 2015 Total Change is: -12,074
-7,825 26,140 5,836 471 -140 -10 8,163 -11,561 -12,306 17,056 704 -24,212 754 3,475
Percent of Open Interest Represented by Each Category of Trader
31.5 21.0 33.4 0.2 0.6 1.5 5.9 11.1 13.9 4.8 5.9 5.4 3.3 7.1
Number of Traders in Each Category Total Traders: 114
19 28 35 . 4 . 14 28 28 5 11 7
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Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 is17,052,918
Positions
1,777,854 1,142,982 4,120,044 540,986 1,542,731 446,727 1,819,399 928,810 5,674,669 408,654 518,810 1,350,603 913,983 1,327,542
Changes from: March 17, 2015 Total Change is: -184,947
-60,846 -199,425 159,799 -31,149 529,858 -94,142 -41,876 -259,652 -208,817 -16,671 -197,027 24,940 83,815 59,518
Percent of Open Interest Represented by Each Category of Trader
10.4 6.7 24.2 3.2 9.0 2.6 10.7 5.4 33.3 2.4 3.0 7.9 5.4 7.8
Number of Traders in Each Category Total Traders: 304
34 52 82 12 31 30 42 76 101 11 41 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 45,423
Positions
7,760 922 0 475 16,321 3,866 31,604 17,663 0 1,603 6,518 0 115 133
Changes from: March 17, 2015 Total Change is: -1,026
-1,740 -175 0 0 180 0 658 -423 0 69 -603 0 -13 -5
Percent of Open Interest Represented by Each Category of Trader
17.1 2.0 0.0 1.0 35.9 8.5 69.6 38.9 0.0 3.5 14.3 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 43
. . 0 . 9 . 5 10 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 38,351
Positions
9,472 960 0 0 17,605 210 28,136 9,557 0 399 9,922 0 134 97
Changes from: March 17, 2015 Total Change is: 1,681
570 610 0 0 987 0 1,664 583 -19 -548 -474 0 14 -6
Percent of Open Interest Represented by Each Category of Trader
24.7 2.5 0.0 0.0 45.9 0.5 73.4 24.9 0.0 1.0 25.9 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 43
5 . 0 0 13 . 7 6 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 116,666
Positions
14,826 70,768 503 10,513 1,487 435 19,483 37,324 1,528 48,058 704 67 21,253 3,850
Changes from: March 17, 2015 Total Change is: -16,338
-3,487 332 61 -2,347 -30 381 -528 -18,620 -106 -8,261 -74 -23 -2,029 1,741
Percent of Open Interest Represented by Each Category of Trader
12.7 60.7 0.4 9.0 1.3 0.4 16.7 32.0 1.3 41.2 0.6 0.1 18.2 3.3
Number of Traders in Each Category Total Traders: 214
4 4 . 13 . . 40 10 12 134 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 349,371
Positions
71,925 13,506 32,145 92,095 37,689 23,587 37,039 137,946 50,966 5,417 8,946 15,844 20,353 28,742
Changes from: March 17, 2015 Total Change is: -4,313
7,025 -6,528 -10,808 13,737 4,124 -8,273 -2,714 17,558 -3,507 -4,293 267 2,741 1,779 113
Percent of Open Interest Represented by Each Category of Trader
20.6 3.9 9.2 26.4 10.8 6.8 10.6 39.5 14.6 1.6 2.6 4.5 5.8 8.2
Number of Traders in Each Category Total Traders: 180
17 13 19 7 14 7 31 61 57 8 15 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 24, 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 13,146
Positions
156 2,934 0 3,950 1,321 767 7,249 6,535 625 231 964 0 168 0
Changes from: March 17, 2015 Total Change is: -3,778
60 0 0 374 111 6 -2,327 -1,171 -1,947 0 -631 0 56 -146
Percent of Open Interest Represented by Each Category of Trader
1.2 22.3 0.0 30.0 10.0 5.8 55.1 49.7 4.8 1.8 7.3 0.0 1.3 0.0
Number of Traders in Each Category Total Traders: 27
. . 0 5 . . 7 6 . . . 0
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Updated March 27, 2015