Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 130,209
Positions
42,944 11,860 5,262 20,903 6,844 0 5,990 45,599 15,720 11,706 3,033 2,727 24,957 39,164
Changes from: March 24, 2015 Total Change is: 4,707
1,742 7,293 416 250 122 -53 -979 -2,983 582 394 -785 436 1,919 -321
Percent of Open Interest Represented by Each Category of Trader
33.0 9.1 4.0 16.1 5.3 0.0 4.6 35.0 12.1 9.0 2.3 2.1 19.2 30.1
Number of Traders in Each Category Total Traders: 82
6 5 8 6 8 0 14 21 13 13 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 40,922
Positions
17,281 2,661 1,347 1,508 1,724 134 9,183 12,445 5,485 0 6 0 5,984 17,119
Changes from: March 24, 2015 Total Change is: -1,991
-1,712 157 219 28 -2 -43 248 -3,144 -146 0 -397 0 -584 1,365
Percent of Open Interest Represented by Each Category of Trader
42.2 6.5 3.3 3.7 4.2 0.3 22.4 30.4 13.4 0.0 0.0 0.0 14.6 41.8
Number of Traders in Each Category Total Traders: 33
5 4 5 . . . 10 8 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 238,806
Positions
110,058 7,209 11,947 9,531 59,874 3,026 28,891 54,110 45,591 4,327 12,815 8,843 16,593 35,391
Changes from: March 24, 2015 Total Change is: 4,322
4,226 820 11 -1,610 3,026 -1,142 1,013 334 820 85 538 1,230 -311 -1,316
Percent of Open Interest Represented by Each Category of Trader
46.1 3.0 5.0 4.0 25.1 1.3 12.1 22.7 19.1 1.8 5.4 3.7 6.9 14.8
Number of Traders in Each Category Total Traders: 118
10 4 9 7 20 9 25 32 22 9 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 203,212
Positions
44,134 17,776 7,180 27,038 28,888 4,153 28,306 65,604 15,508 57,934 5,696 2,754 16,205 55,653
Changes from: March 24, 2015 Total Change is: -2,243
-8,248 9,870 1,116 -2,247 496 233 4,618 -11,187 1,179 -327 -3,727 89 1,343 -313
Percent of Open Interest Represented by Each Category of Trader
21.7 8.7 3.5 13.3 14.2 2.0 13.9 32.3 7.6 28.5 2.8 1.4 8.0 27.4
Number of Traders in Each Category Total Traders: 127
10 5 9 12 18 9 18 42 21 6 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 590,248
Positions
214,780 9,149 30,263 44,376 100,171 17,979 18,479 182,323 78,196 121,469 56,359 19,076 45,630 96,734
Changes from: March 24, 2015 Total Change is: 5,456
8,021 2,187 1,885 -1,217 2,374 -983 2,114 -9,089 5,184 -12,156 5,095 2,512 95 -3,709
Percent of Open Interest Represented by Each Category of Trader
36.4 1.5 5.1 7.5 17.0 3.0 3.1 30.9 13.2 20.6 9.5 3.2 7.7 16.4
Number of Traders in Each Category Total Traders: 262
23 7 13 23 30 23 29 66 38 33 50 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 162,009
Positions
101,941 1,821 6,610 1,164 19,632 384 14,041 55,846 12,944 6,122 23,950 1,885 16,918 38,937
Changes from: March 24, 2015 Total Change is: 6,141
20 -14 623 90 1,626 -766 1,202 1,472 2,573 551 -232 52 1,796 806
Percent of Open Interest Represented by Each Category of Trader
62.9 1.1 4.1 0.7 12.1 0.2 8.7 34.5 8.0 3.8 14.8 1.2 10.4 24.0
Number of Traders in Each Category Total Traders: 100
12 4 9 . 12 4 16 35 17 8 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 56,354
Positions
38,453 42,187 3,290 100 5,841 0 10,624 1,630 737 975 350 1,802 373 517
Changes from: March 24, 2015 Total Change is: 411
297 446 0 0 -136 0 147 75 0 0 0 0 -33 26
Percent of Open Interest Represented by Each Category of Trader
68.2 74.9 5.8 0.2 10.4 0.0 18.9 2.9 1.3 1.7 0.6 3.2 0.7 0.9
Number of Traders in Each Category Total Traders: 27
8 8 7 . . 0 5 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 158,090
Positions
55,623 73,420 2 51,060 2,612 11 41,202 60,566 4,708 1,913 9,598 119 3,453 7,054
Changes from: March 24, 2015 Total Change is: 7,369
180 12,023 -1,188 -71 258 -211 8,378 -3,298 -324 -54 88 -5 665 26
Percent of Open Interest Represented by Each Category of Trader
35.2 46.4 0.0 32.3 1.7 0.0 26.1 38.3 3.0 1.2 6.1 0.1 2.2 4.5
Number of Traders in Each Category Total Traders: 117
7 12 . 4 5 . 18 51 10 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 25,906
Positions
13,213 3,268 5,172 0 1,473 0 1,596 10,728 1,227 1,457 224 2,746 495 1,068
Changes from: March 24, 2015 Total Change is: 3,351
828 50 2,056 0 22 0 802 2,054 -197 0 -370 0 -138 -264
Percent of Open Interest Represented by Each Category of Trader
51.0 12.6 20.0 0.0 5.7 0.0 6.2 41.4 4.7 5.6 0.9 10.6 1.9 4.1
Number of Traders in Each Category Total Traders: 23
4 . 4 0 . 0 5 7 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 24,049
Positions
5,296 4,605 0 664 1,913 0 14,640 9,811 506 316 1,859 0 2,627 5,355
Changes from: March 24, 2015 Total Change is: 3,091
-875 3,916 0 -174 31 0 4,350 -1,387 -126 -4 200 0 -80 457
Percent of Open Interest Represented by Each Category of Trader
22.0 19.1 0.0 2.8 8.0 0.0 60.9 40.8 2.1 1.3 7.7 0.0 10.9 22.3
Number of Traders in Each Category Total Traders: 62
7 . 0 . . 0 19 20 4 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 50,015
Positions
18,449 31,665 1,050 4,809 2,133 327 11,821 5,353 2,674 2,350 1,259 261 8,275 5,294
Changes from: March 24, 2015 Total Change is: -4,635
-78 -4,230 -229 -744 77 13 -5,259 -619 876 470 -675 25 290 127
Percent of Open Interest Represented by Each Category of Trader
36.9 63.3 2.1 9.6 4.3 0.7 23.6 10.7 5.3 4.7 2.5 0.5 16.5 10.6
Number of Traders in Each Category Total Traders: 90
11 15 . 8 4 . 24 13 8 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 100,030
Positions
36,897 63,329 2,101 9,618 4,266 653 23,643 10,705 5,348 4,699 2,517 522 16,549 10,589
Changes from: March 24, 2015 Total Change is: -9,271
-155 -8,461 -457 -1,488 154 25 -10,518 -1,238 1,752 940 -1,350 50 581 254
Percent of Open Interest Represented by Each Category of Trader
36.9 63.3 2.1 9.6 4.3 0.7 23.6 10.7 5.3 4.7 2.5 0.5 16.5 10.6
Number of Traders in Each Category Total Traders: 90
11 15 . 8 4 . 24 13 8 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 784,339
Positions
36,720 137,058 20,625 297,222 123,924 51,381 79,982 154,649 126,843 28,605 47,656 27,532 115,429 94,672
Changes from: March 24, 2015 Total Change is: 17,720
-223 -14,092 6,307 -13,640 -365 2,624 1,215 2,915 14,372 -9 -1,860 519 6,555 7,299
Percent of Open Interest Represented by Each Category of Trader
4.7 17.5 2.6 37.9 15.8 6.6 10.2 19.7 16.2 3.6 6.1 3.5 14.7 12.1
Number of Traders in Each Category Total Traders: 619
33 33 35 121 77 85 75 124 101 98 57 83
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 163,990
Positions
7,945 26,624 2,299 50,003 21,682 3,148 5,351 10,658 37,370 5,162 6,751 10,657 42,054 44,801
Changes from: March 24, 2015 Total Change is: 1,706
5,390 -10,720 -171 -5,992 122 -166 1,060 5,958 1,800 -72 -752 -246 102 5,880
Percent of Open Interest Represented by Each Category of Trader
4.8 16.2 1.4 30.5 13.2 1.9 3.3 6.5 22.8 3.1 4.1 6.5 25.6 27.3
Number of Traders in Each Category Total Traders: 88
7 8 4 15 6 9 15 21 31 6 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 3,101,747
Positions
186,744 595,042 48,759 1,243,951 519,066 233,307 404,082 750,884 416,434 119,325 206,633 82,267 366,878 249,355
Changes from: March 24, 2015 Total Change is: 80,068
-4,566 6,641 8,888 -38,372 -2,564 14,082 22,488 6,498 41,148 322 -5,530 3,812 32,265 7,093
Percent of Open Interest Represented by Each Category of Trader
6.0 19.2 1.6 40.1 16.7 7.5 13.0 24.2 13.4 3.8 6.7 2.7 11.8 8.0
Number of Traders in Each Category Total Traders: 595
36 30 31 116 73 80 77 115 96 94 54 78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 87,474
Positions
4,884 22,359 901 44,516 45,217 2,675 20,228 10,295 1,799 424 748 0 12,047 3,480
Changes from: March 24, 2015 Total Change is: 2,016
666 -514 -8 -209 1,020 870 -1,634 -318 957 -76 -55 0 1,450 64
Percent of Open Interest Represented by Each Category of Trader
5.6 25.6 1.0 50.9 51.7 3.1 23.1 11.8 2.1 0.5 0.9 0.0 13.8 4.0
Number of Traders in Each Category Total Traders: 94
9 10 . 35 12 15 13 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 65,767
Positions
2,781 42,393 291 30,922 5,473 825 18,098 7,492 2,967 3,571 2,377 553 5,758 3,395
Changes from: March 24, 2015 Total Change is: -2,656
-91 -3,448 -171 304 -137 -1 -4,058 -1,047 1,300 361 608 120 -421 119
Percent of Open Interest Represented by Each Category of Trader
4.2 64.5 0.4 47.0 8.3 1.3 27.5 11.4 4.5 5.4 3.6 0.8 8.8 5.2
Number of Traders in Each Category Total Traders: 212
16 17 4 35 15 8 57 33 21 23 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 328,834
Positions
13,907 211,966 1,456 154,608 27,366 4,124 90,492 37,459 14,837 17,854 11,886 2,766 28,789 16,973
Changes from: March 24, 2015 Total Change is: -13,280
-455 -17,241 -853 1,519 -686 -4 -20,289 -5,236 6,501 1,804 3,041 601 -2,104 597
Percent of Open Interest Represented by Each Category of Trader
4.2 64.5 0.4 47.0 8.3 1.3 27.5 11.4 4.5 5.4 3.6 0.8 8.8 5.2
Number of Traders in Each Category Total Traders: 212
16 17 4 35 15 8 57 33 21 23 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 310,160
Positions
89,331 39,802 634 108,396 137,193 17,251 58,799 82,907 5,474 6,973 10,549 857 22,444 15,492
Changes from: March 24, 2015 Total Change is: -2,736
1,874 235 54 -3,980 1,252 1,228 -5,040 -2,091 1,343 -82 -5,473 219 1,648 496
Percent of Open Interest Represented by Each Category of Trader
28.8 12.8 0.2 34.9 44.2 5.6 19.0 26.7 1.8 2.2 3.4 0.3 7.2 5.0
Number of Traders in Each Category Total Traders: 249
18 12 . 55 43 27 42 49 12 14 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 59,404
Positions
2,788 17,706 0 29,497 0 219 9,671 7,888 45 4,657 26,092 255 12,272 7,199
Changes from: March 24, 2015 Total Change is: 257
33 -112 0 -1,086 0 0 -54 -30 0 858 -256 -310 816 965
Percent of Open Interest Represented by Each Category of Trader
4.7 29.8 0.0 49.7 0.0 0.4 16.3 13.3 0.1 7.8 43.9 0.4 20.7 12.1
Number of Traders in Each Category Total Traders: 61
. 7 0 20 0 . 14 10 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 98,700
Positions
30,950 3,702 801 7,790 599 630 28,435 10,782 1,077 16,274 0 270 12,473 80,839
Changes from: March 24, 2015 Total Change is: -4,260
-239 1,183 71 527 -110 -162 -5,311 2,175 -404 -508 0 10 1,756 -7,023
Percent of Open Interest Represented by Each Category of Trader
31.4 3.8 0.8 7.9 0.6 0.6 28.8 10.9 1.1 16.5 0.0 0.3 12.6 81.9
Number of Traders in Each Category Total Traders: 75
17 7 5 9 . . 28 9 7 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 142,562
Positions
6,955 82,194 381 86,136 44,507 3,770 31,923 3,488 4,028 2,329 613 0 7,040 3,581
Changes from: March 24, 2015 Total Change is: -1,737
-699 -479 22 -2,352 848 -439 669 -2,225 138 451 0 0 473 398
Percent of Open Interest Represented by Each Category of Trader
4.9 57.7 0.3 60.4 31.2 2.6 22.4 2.4 2.8 1.6 0.4 0.0 4.9 2.5
Number of Traders in Each Category Total Traders: 104
6 10 . 38 20 16 18 4 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 369,309
Positions
51,763 171,238 2,929 177,320 86,730 32,619 63,574 52,013 7,710 16,070 6,670 762 16,562 8,638
Changes from: March 24, 2015 Total Change is: -3,137
3,888 -14,614 32 -3,059 9,264 -2,816 -4,499 1,571 -92 1,190 -233 -32 2,251 3,783
Percent of Open Interest Represented by Each Category of Trader
14.0 46.4 0.8 48.0 23.5 8.8 17.2 14.1 2.1 4.4 1.8 0.2 4.5 2.3
Number of Traders in Each Category Total Traders: 225
19 22 7 59 35 31 32 24 11 24 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 496,086
Positions
3,346 67,873 18,219 163,865 78,337 53,918 52,100 63,143 41,277 6,814 24,040 6,029 150,517 143,249
Changes from: March 24, 2015 Total Change is: -17,059
-3,022 5,600 -10,674 19,860 4,029 -6,662 1,204 9,452 -10,663 -42 3,317 -2,050 -5,010 -9,408
Percent of Open Interest Represented by Each Category of Trader
0.7 13.7 3.7 33.0 15.8 10.9 10.5 12.7 8.3 1.4 4.8 1.2 30.3 28.9
Number of Traders in Each Category Total Traders: 119
. 12 9 31 20 27 20 20 30 . 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 571,838
Positions
22,344 57,463 1,793 269,185 59,809 84,629 55,015 262,965 9,651 6,863 7,870 628 121,730 87,030
Changes from: March 24, 2015 Total Change is: -10,380
1,667 -286 1,460 -1,171 2,124 -1,566 -5,360 -7,331 -1,200 0 -200 0 -4,209 -3,380
Percent of Open Interest Represented by Each Category of Trader
3.9 10.0 0.3 47.1 10.5 14.8 9.6 46.0 1.7 1.2 1.4 0.1 21.3 15.2
Number of Traders in Each Category Total Traders: 93
4 7 . 37 12 27 9 18 11 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 1,406,772
Positions
52,433 112,540 11,876 261,557 408,223 141,852 528,167 156,615 78,535 198,923 325,802 12,652 120,778 158,678
Changes from: March 24, 2015 Total Change is: -55,366
7,938 -8,656 -5,884 41,101 -25,884 -12,707 -105,228 -10,348 1,394 6,665 -5,138 -765 12,118 12,622
Percent of Open Interest Represented by Each Category of Trader
3.7 8.0 0.8 18.6 29.0 10.1 37.5 11.1 5.6 14.1 23.2 0.9 8.6 11.3
Number of Traders in Each Category Total Traders: 260
13 24 8 41 46 41 50 29 32 11 46 13
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 3,229,055
Positions
113,212 114,457 142,699 886,506 833,716 395,980 491,801 700,791 325,989 448,485 177,633 85,506 338,877 452,285
Changes from: March 24, 2015 Total Change is: -284,462
-3,311 -6,876 -73,519 48,319 -29,264 -89,600 -13,345 30,351 -109,408 -2,149 -2,083 -28,745 -12,705 24,680
Percent of Open Interest Represented by Each Category of Trader
3.5 3.5 4.4 27.5 25.8 12.3 15.2 21.7 10.1 13.9 5.5 2.6 10.5 14.0
Number of Traders in Each Category Total Traders: 381
20 24 32 44 87 77 63 64 84 33 46 29
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 2,119,530
Positions
56,426 166,271 53,435 704,483 573,664 271,274 451,135 303,686 122,037 170,902 241,557 32,241 257,597 355,364
Changes from: March 24, 2015 Total Change is: -95,822
-22,530 -3,410 -30,536 45,862 12,606 -15,536 -35,957 -37,309 -22,625 -20,602 16,680 2,876 3,225 -18,568
Percent of Open Interest Represented by Each Category of Trader
2.7 7.8 2.5 33.2 27.1 12.8 21.3 14.3 5.8 8.1 11.4 1.5 12.2 16.8
Number of Traders in Each Category Total Traders: 277
13 26 19 42 47 53 48 50 54 13 38 13
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 794,243
Positions
248,193 156,907 274,318 2,131 4,408 11,728 43,108 88,515 109,401 37,134 50,099 42,624 25,606 56,244
Changes from: March 24, 2015 Total Change is: 27,978
6,592 -4,157 18,285 336 -260 -86 -1,934 3,357 3,028 146 4,939 935 675 1,936
Percent of Open Interest Represented by Each Category of Trader
31.2 19.8 34.5 0.3 0.6 1.5 5.4 11.1 13.8 4.7 6.3 5.4 3.2 7.1
Number of Traders in Each Category Total Traders: 117
20 28 36 . . . 14 28 27 6 12 8
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Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 is17,298,693
Positions
1,752,288 1,186,608 4,197,868 522,313 1,526,388 453,621 1,850,536 921,759 5,794,094 390,484 509,484 1,369,367 968,121 1,339,503
Changes from: March 24, 2015 Total Change is: 245,774
-25,566 43,627 77,825 -18,673 -16,343 6,894 31,137 -7,051 119,425 -18,169 -9,327 18,764 54,138 11,960
Percent of Open Interest Represented by Each Category of Trader
10.1 6.9 24.3 3.0 8.8 2.6 10.7 5.3 33.5 2.3 2.9 7.9 5.6 7.7
Number of Traders in Each Category Total Traders: 311
29 56 80 13 29 31 50 72 104 13 44 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 45,371
Positions
6,555 1,598 0 475 16,439 3,871 32,927 16,013 0 1,427 7,314 0 116 136
Changes from: March 24, 2015 Total Change is: -52
-1,205 676 0 0 118 5 1,323 -1,650 0 -176 796 0 1 3
Percent of Open Interest Represented by Each Category of Trader
14.4 3.5 0.0 1.0 36.2 8.5 72.6 35.3 0.0 3.1 16.1 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 46
4 4 0 . 9 . 6 9 0 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 37,966
Positions
8,239 1,010 42 0 17,598 210 29,351 8,710 0 40 10,252 0 84 144
Changes from: March 24, 2015 Total Change is: -385
-1,233 50 42 0 -7 0 1,215 -847 0 -359 330 0 -50 47
Percent of Open Interest Represented by Each Category of Trader
21.7 2.7 0.1 0.0 46.4 0.6 77.3 22.9 0.0 0.1 27.0 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 43
5 . . 0 13 . 6 7 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 119,272
Positions
16,425 72,121 494 11,556 1,445 101 17,670 41,345 1,395 50,383 437 4 21,244 1,930
Changes from: March 24, 2015 Total Change is: 2,606
1,599 1,353 -9 1,043 -42 -334 -1,813 4,021 -133 2,325 -267 -63 -9 -1,920
Percent of Open Interest Represented by Each Category of Trader
13.8 60.5 0.4 9.7 1.2 0.1 14.8 34.7 1.2 42.2 0.4 0.0 17.8 1.6
Number of Traders in Each Category Total Traders: 236
5 4 . 14 . . 39 16 9 151 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 354,795
Positions
84,678 17,565 27,691 88,142 37,703 22,736 31,729 134,850 61,438 5,018 8,337 14,693 18,670 29,782
Changes from: March 24, 2015 Total Change is: 5,424
12,753 4,059 -4,454 -3,953 14 -851 -5,310 -3,096 10,472 -399 -609 -1,151 -1,683 1,040
Percent of Open Interest Represented by Each Category of Trader
23.9 5.0 7.8 24.8 10.6 6.4 8.9 38.0 17.3 1.4 2.3 4.1 5.3 8.4
Number of Traders in Each Category Total Traders: 177
20 12 20 5 14 8 31 56 59 8 18 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 31, 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 13,628
Positions
174 2,934 0 5,117 1,321 802 6,473 6,910 625 271 1,033 0 166 3
Changes from: March 24, 2015 Total Change is: 482
18 0 0 1,167 0 35 -776 375 0 40 69 0 -2 3
Percent of Open Interest Represented by Each Category of Trader
1.3 21.5 0.0 37.5 9.7 5.9 47.5 50.7 4.6 2.0 7.6 0.0 1.2 0.0
Number of Traders in Each Category Total Traders: 30
. . 0 5 . . 7 7 . 4 . 0
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Updated April 3, 2015