Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 145,606
Positions
41,066 18,922 4,680 20,622 7,155 443 22,248 54,903 15,405 10,569 6,898 3,247 27,326 33,953
Changes from: April 14, 2015 Total Change is: 10,160
-3,672 7,928 -507 41 -285 235 11,848 3,485 234 816 3,330 802 363 -5,061
Percent of Open Interest Represented by Each Category of Trader
28.2 13.0 3.2 14.2 4.9 0.3 15.3 37.7 10.6 7.3 4.7 2.2 18.8 23.3
Number of Traders in Each Category Total Traders: 92
5 6 8 6 8 . 18 27 15 11 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 37,021
Positions
15,669 3,226 1,373 1,116 1,678 51 6,904 10,917 4,441 0 1 0 7,468 15,335
Changes from: April 14, 2015 Total Change is: -2,350
-1,713 1,026 91 -408 22 -80 -820 -1,434 163 0 -1 0 417 -2,136
Percent of Open Interest Represented by Each Category of Trader
42.3 8.7 3.7 3.0 4.5 0.1 18.6 29.5 12.0 0.0 0.0 0.0 20.2 41.4
Number of Traders in Each Category Total Traders: 33
4 4 5 . . . 9 11 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 218,617
Positions
106,491 8,114 10,103 12,370 63,980 2,047 30,043 47,954 31,945 3,793 13,544 5,417 16,408 35,513
Changes from: April 14, 2015 Total Change is: -13,328
-12,490 -23 -156 1,750 -1,653 394 62 -5,898 -970 215 185 -228 -1,904 -4,978
Percent of Open Interest Represented by Each Category of Trader
48.7 3.7 4.6 5.7 29.3 0.9 13.7 21.9 14.6 1.7 6.2 2.5 7.5 16.2
Number of Traders in Each Category Total Traders: 121
10 5 9 8 20 9 25 34 25 7 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 215,055
Positions
44,041 28,531 7,899 32,153 27,644 4,805 32,879 70,336 14,732 58,538 4,074 3,275 16,733 53,759
Changes from: April 14, 2015 Total Change is: -3,638
-1,876 4,948 884 4,131 110 547 -7,621 -11,219 959 500 -668 426 -1,588 376
Percent of Open Interest Represented by Each Category of Trader
20.5 13.3 3.7 15.0 12.9 2.2 15.3 32.7 6.9 27.2 1.9 1.5 7.8 25.0
Number of Traders in Each Category Total Traders: 131
11 4 10 16 16 10 17 45 17 8 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 567,388
Positions
188,705 9,739 26,293 51,860 113,072 16,608 28,430 168,436 64,455 127,020 58,475 16,989 47,027 93,321
Changes from: April 14, 2015 Total Change is: 5,060
-1,033 -1,060 1,498 3,053 8,882 -431 4,227 -5,874 320 -1,401 4,544 -701 -472 -2,118
Percent of Open Interest Represented by Each Category of Trader
33.3 1.7 4.6 9.1 19.9 2.9 5.0 29.7 11.4 22.4 10.3 3.0 8.3 16.4
Number of Traders in Each Category Total Traders: 268
23 10 17 24 31 24 31 64 41 32 52 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 172,970
Positions
119,914 2,049 4,580 1,086 25,455 1,336 12,502 62,814 10,186 5,413 23,396 2,289 15,665 40,865
Changes from: April 14, 2015 Total Change is: -8,545
-8,299 325 -482 -35 4,860 596 -523 -5,351 557 -682 -5,166 272 50 -4,156
Percent of Open Interest Represented by Each Category of Trader
69.3 1.2 2.6 0.6 14.7 0.8 7.2 36.3 5.9 3.1 13.5 1.3 9.1 23.6
Number of Traders in Each Category Total Traders: 104
13 . 8 . 13 6 17 37 14 8 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 56,572
Positions
41,837 45,964 2,170 100 1,702 0 8,422 3,555 737 1,079 0 1,802 425 642
Changes from: April 14, 2015 Total Change is: 563
1,735 2,565 -1,498 0 -1,692 0 465 1,268 0 -158 -100 0 19 20
Percent of Open Interest Represented by Each Category of Trader
74.0 81.2 3.8 0.2 3.0 0.0 14.9 6.3 1.3 1.9 0.0 3.2 0.8 1.1
Number of Traders in Each Category Total Traders: 25
8 8 6 . . 0 . . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 118,460
Positions
50,788 48,013 19 9,305 2,317 10 47,954 46,421 4,105 2,903 10,809 95 3,282 6,672
Changes from: April 14, 2015 Total Change is: -12,408
860 -20,728 -0 2,066 -37 -1 -13,907 7,313 7 -1,171 761 -7 -254 285
Percent of Open Interest Represented by Each Category of Trader
42.9 40.5 0.0 7.9 2.0 0.0 40.5 39.2 3.5 2.5 9.1 0.1 2.8 5.6
Number of Traders in Each Category Total Traders: 125
7 11 . 6 6 . 25 42 10 11 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 25,135
Positions
11,685 11,741 2,975 0 1,311 0 5,488 3,491 1,156 200 521 2,746 885 1,194
Changes from: April 14, 2015 Total Change is: 3,218
-1,773 3,941 -66 0 -171 0 4,763 -1,061 -1 0 297 0 295 279
Percent of Open Interest Represented by Each Category of Trader
46.5 46.7 11.8 0.0 5.2 0.0 21.8 13.9 4.6 0.8 2.1 10.9 3.5 4.8
Number of Traders in Each Category Total Traders: 20
. . . 0 . 0 . 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 26,617
Positions
5,274 11,031 0 870 1,944 0 16,097 7,634 433 473 1,326 0 3,470 4,249
Changes from: April 14, 2015 Total Change is: 1,441
69 3,398 -7 90 205 0 969 -1,643 -104 -67 -230 0 491 -178
Percent of Open Interest Represented by Each Category of Trader
19.8 41.4 0.0 3.3 7.3 0.0 60.5 28.7 1.6 1.8 5.0 0.0 13.0 16.0
Number of Traders in Each Category Total Traders: 59
5 4 0 . . 0 22 15 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 50,966
Positions
17,882 35,291 1,065 4,693 2,197 331 16,076 4,538 575 2,330 1,785 108 7,908 5,078
Changes from: April 14, 2015 Total Change is: -4,690
12 -1,784 -186 -161 -128 -26 -3,467 -1,698 -525 333 -403 -51 -620 111
Percent of Open Interest Represented by Each Category of Trader
35.1 69.2 2.1 9.2 4.3 0.6 31.5 8.9 1.1 4.6 3.5 0.2 15.5 10.0
Number of Traders in Each Category Total Traders: 94
11 18 . 7 4 . 25 10 6 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 101,932
Positions
35,764 70,582 2,129 9,385 4,393 661 32,152 9,076 1,150 4,660 3,569 216 15,815 10,156
Changes from: April 14, 2015 Total Change is: -9,381
23 -3,569 -371 -321 -256 -51 -6,934 -3,396 -1,050 666 -806 -102 -1,240 221
Percent of Open Interest Represented by Each Category of Trader
35.1 69.2 2.1 9.2 4.3 0.6 31.5 8.9 1.1 4.6 3.5 0.2 15.5 10.0
Number of Traders in Each Category Total Traders: 94
11 18 . 7 4 . 25 10 6 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 802,523
Positions
36,054 142,519 33,672 299,214 127,763 48,348 95,134 145,330 118,024 22,575 51,366 27,371 122,132 108,131
Changes from: April 14, 2015 Total Change is: 1,677
-809 -4,257 1,715 -3,097 3,839 -1,364 6,917 -4,120 -2,007 -1,203 3,914 -1,459 2,985 5,417
Percent of Open Interest Represented by Each Category of Trader
4.5 17.8 4.2 37.3 15.9 6.0 11.9 18.1 14.7 2.8 6.4 3.4 15.2 13.5
Number of Traders in Each Category Total Traders: 605
33 37 38 120 74 79 74 130 102 75 61 69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 175,336
Positions
15,770 28,146 2,619 52,784 22,343 3,861 6,654 5,301 38,349 3,570 8,216 10,887 40,842 55,613
Changes from: April 14, 2015 Total Change is: 2,267
2,205 -4,052 42 1,142 569 139 1,710 -157 -102 -248 1,632 -892 -1,730 5,088
Percent of Open Interest Represented by Each Category of Trader
9.0 16.1 1.5 30.1 12.7 2.2 3.8 3.0 21.9 2.0 4.7 6.2 23.3 31.7
Number of Traders in Each Category Total Traders: 87
5 10 . 16 6 8 13 20 31 6 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 3,135,933
Positions
172,960 643,407 83,724 1,243,136 538,079 211,450 464,328 722,074 376,443 97,856 218,578 79,588 406,449 262,591
Changes from: April 14, 2015 Total Change is: -2,946
-6,376 7,673 -333 -17,815 19,728 -10,896 30,373 -15,478 -13,863 -5,123 11,064 -2,488 23,575 1,648
Percent of Open Interest Represented by Each Category of Trader
5.5 20.5 2.7 39.6 17.2 6.7 14.8 23.0 12.0 3.1 7.0 2.5 13.0 8.4
Number of Traders in Each Category Total Traders: 578
32 37 36 113 71 74 73 124 97 73 55 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 90,762
Positions
3,875 26,127 895 47,637 43,127 2,402 20,745 11,054 1,538 1,819 469 0 11,851 5,150
Changes from: April 14, 2015 Total Change is: 1,349
52 319 17 398 389 -87 -1,495 738 121 1,598 0 0 745 -148
Percent of Open Interest Represented by Each Category of Trader
4.3 28.8 1.0 52.5 47.5 2.6 22.9 12.2 1.7 2.0 0.5 0.0 13.1 5.7
Number of Traders in Each Category Total Traders: 92
7 12 . 32 12 14 14 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 68,210
Positions
2,669 43,740 295 30,857 5,999 531 22,208 9,427 1,618 3,294 2,109 490 6,248 4,001
Changes from: April 14, 2015 Total Change is: 155
77 -503 -45 -169 364 -59 739 363 -398 -495 363 -83 588 152
Percent of Open Interest Represented by Each Category of Trader
3.9 64.1 0.4 45.2 8.8 0.8 32.6 13.8 2.4 4.8 3.1 0.7 9.2 5.9
Number of Traders in Each Category Total Traders: 211
16 17 . 31 15 5 60 36 17 18 18 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 341,048
Positions
13,343 218,701 1,473 154,287 29,996 2,654 111,041 47,136 8,088 16,471 10,544 2,450 31,240 20,005
Changes from: April 14, 2015 Total Change is: 776
386 -2,516 -225 -846 1,822 -297 3,694 1,817 -1,989 -2,474 1,813 -413 2,938 762
Percent of Open Interest Represented by Each Category of Trader
3.9 64.1 0.4 45.2 8.8 0.8 32.6 13.8 2.4 4.8 3.1 0.7 9.2 5.9
Number of Traders in Each Category Total Traders: 211
16 17 . 31 15 5 60 36 17 18 18 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 309,519
Positions
74,538 45,594 1,176 117,078 129,279 19,205 60,158 86,446 5,574 8,776 8,428 383 22,632 13,434
Changes from: April 14, 2015 Total Change is: 770
-6,436 2,883 569 5,424 -5,045 1,858 -938 2,232 -350 1,610 -149 -6 -961 -1,223
Percent of Open Interest Represented by Each Category of Trader
24.1 14.7 0.4 37.8 41.8 6.2 19.4 27.9 1.8 2.8 2.7 0.1 7.3 4.3
Number of Traders in Each Category Total Traders: 249
19 13 . 51 44 29 45 49 11 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 57,014
Positions
3,060 17,932 1 29,003 0 223 8,351 5,476 678 3,420 26,092 555 11,723 6,057
Changes from: April 14, 2015 Total Change is: -210
286 35 0 -527 0 0 588 -632 338 203 -255 -195 -903 499
Percent of Open Interest Represented by Each Category of Trader
5.4 31.5 0.0 50.9 0.0 0.4 14.6 9.6 1.2 6.0 45.8 1.0 20.6 10.6
Number of Traders in Each Category Total Traders: 57
4 7 . 20 0 . 14 6 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 108,363
Positions
34,119 7,506 962 12,367 686 1,164 29,869 13,602 1,793 15,877 460 440 11,772 81,750
Changes from: April 14, 2015 Total Change is: -2,345
-188 1,329 194 -676 -96 34 -1,714 2,785 457 -1,111 199 0 659 -7,247
Percent of Open Interest Represented by Each Category of Trader
31.5 6.9 0.9 11.4 0.6 1.1 27.6 12.6 1.7 14.7 0.4 0.4 10.9 75.4
Number of Traders in Each Category Total Traders: 90
18 9 4 11 . . 30 14 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 146,693
Positions
7,403 86,930 545 92,652 42,399 3,862 30,676 5,982 3,420 1,495 524 0 6,640 3,031
Changes from: April 14, 2015 Total Change is: 3,659
638 2,798 65 3,832 460 -259 -309 546 -57 338 0 0 -589 106
Percent of Open Interest Represented by Each Category of Trader
5.0 59.3 0.4 63.2 28.9 2.6 20.9 4.1 2.3 1.0 0.4 0.0 4.5 2.1
Number of Traders in Each Category Total Traders: 102
6 10 . 38 21 16 16 5 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 377,039
Positions
39,337 199,783 2,835 190,215 83,652 30,339 75,835 41,153 3,302 16,253 8,763 950 17,973 6,262
Changes from: April 14, 2015 Total Change is: 6,329
-4,379 10,988 -167 6,383 4,240 14 8,463 -2,728 -4,713 118 547 -27 637 -1,825
Percent of Open Interest Represented by Each Category of Trader
10.4 53.0 0.8 50.4 22.2 8.0 20.1 10.9 0.9 4.3 2.3 0.3 4.8 1.7
Number of Traders in Each Category Total Traders: 231
18 23 6 65 31 27 37 20 9 26 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 504,867
Positions
4,933 76,129 18,872 168,366 84,612 55,344 47,769 60,378 46,471 7,433 17,893 6,391 149,289 138,779
Changes from: April 14, 2015 Total Change is: -15,596
53 -7,520 1,645 10,638 2,037 286 -23,278 -10,430 3,064 351 -1,983 -629 -7,726 -2,066
Percent of Open Interest Represented by Each Category of Trader
1.0 15.1 3.7 33.3 16.8 11.0 9.5 12.0 9.2 1.5 3.5 1.3 29.6 27.5
Number of Traders in Each Category Total Traders: 132
. 13 9 29 23 27 22 23 36 7 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 580,779
Positions
27,321 67,535 518 286,472 50,470 84,646 49,440 264,211 10,920 7,148 13,033 58 114,255 89,387
Changes from: April 14, 2015 Total Change is: -6,201
4,661 -2,740 128 -637 -27 456 -6,636 -3,543 801 1,620 -62 0 -6,594 -1,214
Percent of Open Interest Represented by Each Category of Trader
4.7 11.6 0.1 49.3 8.7 14.6 8.5 45.5 1.9 1.2 2.2 0.0 19.7 15.4
Number of Traders in Each Category Total Traders: 95
5 7 . 39 11 28 9 17 9 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 1,509,761
Positions
51,263 130,180 9,650 238,260 428,371 165,125 604,751 159,913 110,094 191,157 331,052 15,656 123,806 159,721
Changes from: April 14, 2015 Total Change is: 70,635
1,905 14,539 1,886 -807 -580 22,778 16,148 -9,522 29,465 158 1,781 3,789 -4,687 6,499
Percent of Open Interest Represented by Each Category of Trader
3.4 8.6 0.6 15.8 28.4 10.9 40.1 10.6 7.3 12.7 21.9 1.0 8.2 10.6
Number of Traders in Each Category Total Traders: 270
11 28 11 38 47 41 57 28 40 16 45 12
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Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 2015
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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 3,361,366
Positions
120,837 158,130 166,565 1,033,539 833,030 382,985 393,643 741,235 370,991 449,324 160,294 99,063 344,420 449,072
Changes from: April 14, 2015 Total Change is: 29,654
26,951 -2,547 5,628 90,100 -39,309 -15,323 -81,012 39,231 21,958 -6,186 -8,137 4,784 -17,246 23,368
Percent of Open Interest Represented by Each Category of Trader
3.6 4.7 5.0 30.7 24.8 11.4 11.7 22.1 11.0 13.4 4.8 2.9 10.2 13.4
Number of Traders in Each Category Total Traders: 385
19 29 41 46 82 77 60 70 90 32 47 34
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Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 2,145,896
Positions
67,604 149,842 59,804 638,164 533,199 311,158 472,970 315,450 127,132 151,163 237,351 34,882 283,018 377,078
Changes from: April 14, 2015 Total Change is: -24,675
-19,050 11,839 -19,853 -6,563 -20,755 8,898 24,904 -14,695 -12,850 -4,824 1,627 3,262 1,400 17,853
Percent of Open Interest Represented by Each Category of Trader
3.2 7.0 2.8 29.7 24.8 14.5 22.0 14.7 5.9 7.0 11.1 1.6 13.2 17.6
Number of Traders in Each Category Total Traders: 269
12 25 21 39 44 52 40 58 56 13 38 14
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Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 788,636
Positions
271,562 134,047 256,363 344 6,198 10,113 33,296 118,970 117,266 34,749 57,252 36,726 28,216 51,701
Changes from: April 14, 2015 Total Change is: 21,730
14,159 3,624 3,688 -517 278 459 -3,164 9,680 7,548 -257 429 117 -302 -4,093
Percent of Open Interest Represented by Each Category of Trader
34.4 17.0 32.5 0.0 0.8 1.3 4.2 15.1 14.9 4.4 7.3 4.7 3.6 6.6
Number of Traders in Each Category Total Traders: 127
18 32 38 . 5 . 12 35 34 4 15 8
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Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 is17,618,644
Positions
1,851,487 1,262,172 4,267,037 468,500 1,570,846 515,150 2,004,386 1,074,574 5,703,509 462,350 476,545 1,412,041 934,183 1,336,770
Changes from: April 14, 2015 Total Change is: 282,514
78,387 28,356 93,996 -2,706 12,995 56,312 -24,864 21,843 131,915 19,289 -31,107 6,692 -76,507 -38,489
Percent of Open Interest Represented by Each Category of Trader
10.5 7.2 24.2 2.7 8.9 2.9 11.4 6.1 32.4 2.6 2.7 8.0 5.3 7.6
Number of Traders in Each Category Total Traders: 326
29 59 87 12 30 32 45 87 108 15 44 44
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Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 44,909
Positions
4,719 1,628 0 475 16,428 3,861 34,303 16,879 0 1,387 5,984 0 164 129
Changes from: April 14, 2015 Total Change is: 141
-384 243 0 0 -34 0 456 -55 0 32 30 0 37 -43
Percent of Open Interest Represented by Each Category of Trader
10.5 3.6 0.0 1.1 36.6 8.6 76.4 37.6 0.0 3.1 13.3 0.0 0.4 0.3
Number of Traders in Each Category Total Traders: 46
4 5 0 . 8 . 5 11 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 37,656
Positions
3,961 910 63 0 17,419 210 32,868 8,791 0 323 10,132 5 226 126
Changes from: April 14, 2015 Total Change is: -877
-2,340 0 14 0 -165 0 1,929 -146 -3 -562 -567 5 80 -15
Percent of Open Interest Represented by Each Category of Trader
10.5 2.4 0.2 0.0 46.3 0.6 87.3 23.3 0.0 0.9 26.9 0.0 0.6 0.3
Number of Traders in Each Category Total Traders: 43
5 . . 0 12 . 5 8 0 . 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 116,408
Positions
17,458 72,922 543 11,058 0 96 13,668 37,565 2,328 52,266 704 25 18,967 2,227
Changes from: April 14, 2015 Total Change is: -3,079
479 -435 30 -2,085 -1,392 -18 -2,366 -98 453 -1,702 -1,179 0 2,130 -440
Percent of Open Interest Represented by Each Category of Trader
15.0 62.6 0.5 9.5 0.0 0.1 11.7 32.3 2.0 44.9 0.6 0.0 16.3 1.9
Number of Traders in Each Category Total Traders: 237
6 5 . 13 0 . 36 18 11 150 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 368,262
Positions
103,333 21,632 23,539 81,317 40,424 24,396 43,509 158,606 55,137 4,434 5,126 11,684 20,913 27,718
Changes from: April 14, 2015 Total Change is: -31,521
8,179 7,038 -15,045 7,961 2,384 -5,219 -2,764 1,641 -9,224 -2,288 -458 -5,313 -7,808 -7,325
Percent of Open Interest Represented by Each Category of Trader
28.1 5.9 6.4 22.1 11.0 6.6 11.8 43.1 15.0 1.2 1.4 3.2 5.7 7.5
Number of Traders in Each Category Total Traders: 182
17 11 16 8 15 10 40 54 54 10 15 18
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Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 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 15,217
Positions
121 2,934 0 6,912 1,321 929 5,408 8,915 625 1,099 493 0 123 0
Changes from: April 14, 2015 Total Change is: 760
35 0 0 1,975 0 50 -779 710 0 -487 0 0 -34 0
Percent of Open Interest Represented by Each Category of Trader
0.8 19.3 0.0 45.4 8.7 6.1 35.5 58.6 4.1 7.2 3.2 0.0 0.8 0.0
Number of Traders in Each Category Total Traders: 32
. . 0 6 . . 7 8 . 6 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 21, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 12,500
Positions
2,677 7,862 0 7,844 0 0 886 4,313 0 430 0 0 663 325
Changes from: April 14, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
21.4 62.9 0.0 62.8 0.0 0.0 7.1 34.5 0.0 3.4 0.0 0.0 5.3 2.6
Number of Traders in Each Category Total Traders: 20
. . 0 7 0 0 . 4 0 . 0 0
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Updated April 24, 2015