Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 136,798
Positions
39,034 57,740 5,527 20,859 5,610 1,241 13,555 15,371 14,862 11,815 3,940 1,979 27,926 30,529
Changes from: May 12, 2015 Total Change is: -3,843
633 5,227 609 -27 -712 712 -2,633 -11,609 6 -382 -1,454 168 -2,929 3,208
Percent of Open Interest Represented by Each Category of Trader
28.5 42.2 4.0 15.2 4.1 0.9 9.9 11.2 10.9 8.6 2.9 1.4 20.4 22.3
Number of Traders in Each Category Total Traders: 78
4 8 8 6 6 . 11 22 13 12 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 36,568
Positions
11,156 14,679 1,622 1,116 1,720 33 7,547 2,175 4,149 0 0 0 10,945 12,190
Changes from: May 12, 2015 Total Change is: -1,574
-135 968 153 0 0 0 -2,585 -1,519 -4 0 0 0 998 -1,172
Percent of Open Interest Represented by Each Category of Trader
30.5 40.1 4.4 3.1 4.7 0.1 20.6 5.9 11.3 0.0 0.0 0.0 29.9 33.3
Number of Traders in Each Category Total Traders: 27
5 . 5 . . . 10 4 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 221,685
Positions
84,160 43,843 5,978 13,288 61,196 3,044 56,134 32,695 25,188 4,326 19,932 4,744 24,824 25,064
Changes from: May 12, 2015 Total Change is: -2,948
-18,348 8,729 -66 1,750 167 -6 15,947 -2,444 -2,475 -1,779 -426 -294 2,324 -6,133
Percent of Open Interest Represented by Each Category of Trader
38.0 19.8 2.7 6.0 27.6 1.4 25.3 14.7 11.4 2.0 9.0 2.1 11.2 11.3
Number of Traders in Each Category Total Traders: 124
9 9 12 11 16 8 30 27 22 6 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 262,357
Positions
81,648 35,710 10,751 25,610 28,898 6,027 43,744 92,611 16,153 60,319 4,025 3,363 14,740 64,818
Changes from: May 12, 2015 Total Change is: 45,055
15,524 1,165 3,221 -1,483 193 1,472 23,600 24,968 1,722 2,677 415 665 -2,342 11,236
Percent of Open Interest Represented by Each Category of Trader
31.1 13.6 4.1 9.8 11.0 2.3 16.7 35.3 6.2 23.0 1.5 1.3 5.6 24.7
Number of Traders in Each Category Total Traders: 140
13 . 10 15 17 9 22 50 20 10 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 550,092
Positions
150,880 29,085 36,952 50,438 108,673 17,719 26,459 128,703 68,745 129,223 47,277 20,313 49,363 92,624
Changes from: May 12, 2015 Total Change is: 2,939
-11,986 1,629 6,217 695 -3,770 1,055 -4,179 -9,335 6,988 142 -5,873 2,900 1,108 3,129
Percent of Open Interest Represented by Each Category of Trader
27.4 5.3 6.7 9.2 19.8 3.2 4.8 23.4 12.5 23.5 8.6 3.7 9.0 16.8
Number of Traders in Each Category Total Traders: 259
19 10 14 21 32 23 28 63 39 39 47 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 162,168
Positions
93,060 35,095 6,908 1,275 21,562 1,520 21,017 28,784 8,926 4,991 23,141 3,078 21,393 33,154
Changes from: May 12, 2015 Total Change is: 7,627
-385 6,190 454 648 635 296 4,509 -3,276 754 -394 4,250 352 1,392 -2,028
Percent of Open Interest Represented by Each Category of Trader
57.4 21.6 4.3 0.8 13.3 0.9 13.0 17.7 5.5 3.1 14.3 1.9 13.2 20.4
Number of Traders in Each Category Total Traders: 87
8 5 8 . 11 6 18 24 12 8 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 59,366
Positions
44,148 49,490 1,720 1,081 0 0 8,207 3,776 837 1,079 1,011 1,802 492 730
Changes from: May 12, 2015 Total Change is: -11
184 -440 0 85 0 0 -249 -132 -5 0 448 0 -26 118
Percent of Open Interest Represented by Each Category of Trader
74.4 83.4 2.9 1.8 0.0 0.0 13.8 6.4 1.4 1.8 1.7 3.0 0.8 1.2
Number of Traders in Each Category Total Traders: 29
9 8 5 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 127,784
Positions
51,578 29,493 9,290 9,643 2,508 10 19,795 39,139 31,190 2,919 10,534 171 3,189 5,451
Changes from: May 12, 2015 Total Change is: -8,031
1,305 -4,737 3,431 -519 194 0 -10,630 -5,686 -1,070 -511 572 77 -115 -813
Percent of Open Interest Represented by Each Category of Trader
40.4 23.1 7.3 7.5 2.0 0.0 15.5 30.6 24.4 2.3 8.2 0.1 2.5 4.3
Number of Traders in Each Category Total Traders: 114
8 9 4 4 6 . 22 37 15 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 17,150
Positions
3,722 9,296 2,975 698 0 16 5,751 773 101 322 224 2,746 819 1,019
Changes from: May 12, 2015 Total Change is: -938
21 -616 0 400 0 -185 -1,243 -384 97 122 0 0 -150 150
Percent of Open Interest Represented by Each Category of Trader
21.7 54.2 17.3 4.1 0.0 0.1 33.5 4.5 0.6 1.9 1.3 16.0 4.8 5.9
Number of Traders in Each Category Total Traders: 20
. 4 . . 0 . 4 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 26,331
Positions
12,328 6,781 23 1,359 2,315 0 8,790 10,662 564 398 1,672 0 2,869 4,314
Changes from: May 12, 2015 Total Change is: 806
4,482 -382 12 660 -166 0 -3,358 1,333 -20 -830 -61 0 -140 90
Percent of Open Interest Represented by Each Category of Trader
46.8 25.8 0.1 5.2 8.8 0.0 33.4 40.5 2.1 1.5 6.3 0.0 10.9 16.4
Number of Traders in Each Category Total Traders: 70
9 . . . 5 0 17 25 5 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 61,679
Positions
17,856 34,690 1,126 4,843 2,339 378 24,930 10,442 931 2,044 3,797 178 9,393 7,798
Changes from: May 12, 2015 Total Change is: 7,437
12 1,009 -210 156 -4 21 7,294 4,658 -191 135 1,276 4 218 875
Percent of Open Interest Represented by Each Category of Trader
28.9 56.2 1.8 7.9 3.8 0.6 40.4 16.9 1.5 3.3 6.2 0.3 15.2 12.6
Number of Traders in Each Category Total Traders: 108
11 19 4 8 4 4 27 17 10 11 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 123,358
Positions
35,711 69,379 2,253 9,685 4,677 756 49,860 20,884 1,861 4,088 7,594 356 18,787 15,597
Changes from: May 12, 2015 Total Change is: 14,874
24 2,017 -419 311 -8 41 14,588 9,316 -383 269 2,552 8 435 1,750
Percent of Open Interest Represented by Each Category of Trader
28.9 56.2 1.8 7.9 3.8 0.6 40.4 16.9 1.5 3.3 6.2 0.3 15.2 12.6
Number of Traders in Each Category Total Traders: 108
11 19 4 8 4 4 27 17 10 11 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 855,748
Positions
34,443 146,103 47,206 305,257 118,946 58,057 91,351 139,980 145,577 22,324 52,469 29,256 122,277 118,154
Changes from: May 12, 2015 Total Change is: 8,675
-31 11,940 2,531 6,461 -3,537 613 1,752 -7,748 3,239 -778 1,952 -269 -4,843 -46
Percent of Open Interest Represented by Each Category of Trader
4.0 17.1 5.5 35.7 13.9 6.8 10.7 16.4 17.0 2.6 6.1 3.4 14.3 13.8
Number of Traders in Each Category Total Traders: 631
34 38 39 118 73 82 82 134 109 81 70 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 204,549
Positions
20,071 39,681 5,264 60,067 22,887 5,489 10,901 7,733 45,389 3,614 6,473 11,256 42,497 60,377
Changes from: May 12, 2015 Total Change is: 12,546
1,037 11,276 971 1,614 -213 1,252 4,417 344 1,820 -54 -165 587 901 -3,326
Percent of Open Interest Represented by Each Category of Trader
9.8 19.4 2.6 29.4 11.2 2.7 5.3 3.8 22.2 1.8 3.2 5.5 20.8 29.5
Number of Traders in Each Category Total Traders: 90
4 13 5 18 6 7 15 16 29 9 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 3,255,995
Positions
187,261 647,514 94,305 1,258,363 512,708 230,430 449,794 708,780 453,392 96,712 233,142 86,840 398,899 288,885
Changes from: May 12, 2015 Total Change is: -19,355
3,222 11,883 -767 23,519 -17,339 -2,480 43 -27,088 -6,277 -4,365 9,843 -3,531 -28,718 16,401
Percent of Open Interest Represented by Each Category of Trader
5.8 19.9 2.9 38.6 15.7 7.1 13.8 21.8 13.9 3.0 7.2 2.7 12.3 8.9
Number of Traders in Each Category Total Traders: 603
34 38 34 108 71 76 85 126 103 75 66 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 89,945
Positions
3,312 24,788 904 48,624 43,061 1,976 21,028 13,720 1,890 279 512 0 11,932 3,094
Changes from: May 12, 2015 Total Change is: 1,979
-1,752 1,746 -6 379 -655 -55 2,901 274 404 -209 -8 0 317 279
Percent of Open Interest Represented by Each Category of Trader
3.7 27.6 1.0 54.1 47.9 2.2 23.4 15.3 2.1 0.3 0.6 0.0 13.3 3.4
Number of Traders in Each Category Total Traders: 92
5 12 . 34 13 14 14 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 65,325
Positions
3,337 38,870 350 28,299 5,416 727 20,088 11,467 1,688 3,815 1,739 648 6,372 4,420
Changes from: May 12, 2015 Total Change is: 1,181
10 706 -84 730 -38 -47 423 1,007 -627 183 112 -94 687 245
Percent of Open Interest Represented by Each Category of Trader
5.1 59.5 0.5 43.3 8.3 1.1 30.8 17.6 2.6 5.8 2.7 1.0 9.8 6.8
Number of Traders in Each Category Total Traders: 216
15 19 4 30 16 5 60 39 25 19 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 326,626
Positions
16,683 194,350 1,752 141,496 27,079 3,637 100,442 57,335 8,439 19,077 8,695 3,238 31,862 22,101
Changes from: May 12, 2015 Total Change is: 5,903
52 3,531 -420 3,650 -190 -233 2,113 5,036 -3,135 913 560 -470 3,433 1,223
Percent of Open Interest Represented by Each Category of Trader
5.1 59.5 0.5 43.3 8.3 1.1 30.8 17.6 2.6 5.8 2.7 1.0 9.8 6.8
Number of Traders in Each Category Total Traders: 216
15 19 4 30 16 5 60 39 25 19 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 348,089
Positions
116,842 27,048 1,285 115,630 158,799 17,226 64,249 110,521 6,050 7,203 11,718 342 19,263 15,100
Changes from: May 12, 2015 Total Change is: 10,945
3,113 1,561 759 -1,118 1,025 1,175 6,440 5,427 1,029 -534 667 -5 87 -692
Percent of Open Interest Represented by Each Category of Trader
33.6 7.8 0.4 33.2 45.6 4.9 18.5 31.8 1.7 2.1 3.4 0.1 5.5 4.3
Number of Traders in Each Category Total Traders: 264
24 11 . 48 47 25 42 58 15 15 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 61,667
Positions
2,709 18,565 0 28,901 0 158 13,807 7,578 0 4,390 27,011 466 11,236 7,889
Changes from: May 12, 2015 Total Change is: 2,890
-56 491 0 406 0 84 2,932 309 -3 680 384 -344 -809 1,969
Percent of Open Interest Represented by Each Category of Trader
4.4 30.1 0.0 46.9 0.0 0.3 22.4 12.3 0.0 7.1 43.8 0.8 18.2 12.8
Number of Traders in Each Category Total Traders: 65
4 9 0 18 0 . 16 9 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 111,409
Positions
34,288 6,572 2,829 15,633 951 1,530 29,380 15,762 1,329 15,100 534 483 10,837 81,419
Changes from: May 12, 2015 Total Change is: 5,859
2,520 -1,042 206 36 90 330 1,698 -1,031 -146 348 -938 43 824 8,347
Percent of Open Interest Represented by Each Category of Trader
30.8 5.9 2.5 14.0 0.9 1.4 26.4 14.1 1.2 13.6 0.5 0.4 9.7 73.1
Number of Traders in Each Category Total Traders: 98
19 8 5 13 . 4 30 14 6 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 155,236
Positions
9,874 92,592 451 93,097 43,839 6,191 31,973 4,082 3,811 2,132 1,465 0 7,707 2,805
Changes from: May 12, 2015 Total Change is: 3,793
1,712 2,831 20 1,016 -2,996 1,124 -459 2,100 32 209 514 0 139 168
Percent of Open Interest Represented by Each Category of Trader
6.4 59.6 0.3 60.0 28.2 4.0 20.6 2.6 2.5 1.4 0.9 0.0 5.0 1.8
Number of Traders in Each Category Total Traders: 110
8 10 . 39 21 20 18 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 384,549
Positions
38,064 210,710 3,098 185,217 83,899 36,247 74,792 24,051 9,518 16,638 7,519 2,189 18,786 7,318
Changes from: May 12, 2015 Total Change is: 3,215
-5,794 -8,379 25 2,350 3,361 2,346 4,170 3,264 244 -1,507 309 440 941 1,605
Percent of Open Interest Represented by Each Category of Trader
9.9 54.8 0.8 48.2 21.8 9.4 19.4 6.3 2.5 4.3 2.0 0.6 4.9 1.9
Number of Traders in Each Category Total Traders: 230
18 20 6 65 31 29 41 17 10 25 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 676,399
Positions
3,004 70,835 42,245 198,491 89,704 71,861 61,189 75,231 123,558 6,218 17,198 20,468 149,365 165,298
Changes from: May 12, 2015 Total Change is: 59,971
750 6,393 9,268 9,025 5,060 2,603 -2,297 5,404 29,646 -1,684 -3,343 5,662 6,998 -722
Percent of Open Interest Represented by Each Category of Trader
0.4 10.5 6.2 29.3 13.3 10.6 9.0 11.1 18.3 0.9 2.5 3.0 22.1 24.4
Number of Traders in Each Category Total Traders: 146
7 12 14 31 20 29 32 25 44 7 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 577,195
Positions
27,022 82,897 945 324,373 54,689 69,088 28,955 248,957 11,932 7,650 4,459 58 107,173 104,170
Changes from: May 12, 2015 Total Change is: -4,287
-601 -4,406 -1,543 2,864 952 -3,335 918 2,896 -468 0 -4,390 0 -2,122 6,007
Percent of Open Interest Represented by Each Category of Trader
4.7 14.4 0.2 56.2 9.5 12.0 5.0 43.1 2.1 1.3 0.8 0.0 18.6 18.0
Number of Traders in Each Category Total Traders: 92
4 6 . 38 12 27 9 19 14 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 1,432,326
Positions
49,502 89,768 6,460 229,185 454,793 140,133 556,245 206,716 162,167 120,919 170,837 45,123 122,591 156,329
Changes from: May 12, 2015 Total Change is: 20,247
17,299 -15,724 -1,776 702 8,005 -603 -34,064 35,608 42,514 -30,738 -71,419 18,850 8,063 4,791
Percent of Open Interest Represented by Each Category of Trader
3.5 6.3 0.5 16.0 31.8 9.8 38.8 14.4 11.3 8.4 11.9 3.2 8.6 10.9
Number of Traders in Each Category Total Traders: 271
12 27 8 36 49 41 50 36 37 20 39 11
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 3,618,990
Positions
192,154 160,425 227,781 1,063,675 891,004 360,023 389,264 673,280 555,319 411,838 179,557 94,352 324,585 477,249
Changes from: May 12, 2015 Total Change is: 63,306
32,384 -49,207 18,867 -8,759 9,734 9,589 7,663 67,192 29,636 -26,553 -10,783 -4,330 4,809 -7,392
Percent of Open Interest Represented by Each Category of Trader
5.3 4.4 6.3 29.4 24.6 9.9 10.8 18.6 15.3 11.4 5.0 2.6 9.0 13.2
Number of Traders in Each Category Total Traders: 405
29 27 44 52 85 84 61 69 93 35 47 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 2,169,064
Positions
82,683 153,733 85,102 646,199 466,050 310,179 442,826 356,915 164,876 133,447 208,429 47,477 256,275 376,304
Changes from: May 12, 2015 Total Change is: 56,686
15,114 -28,477 13,743 -60,929 -22,460 35,380 39,791 52,681 16,913 -92 -3,393 2,148 -5,382 -9,850
Percent of Open Interest Represented by Each Category of Trader
3.8 7.1 3.9 29.8 21.5 14.3 20.4 16.5 7.6 6.2 9.6 2.2 11.8 17.3
Number of Traders in Each Category Total Traders: 266
17 21 24 33 44 49 51 46 58 20 34 12
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Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 868,915
Positions
347,044 149,463 232,232 1,485 7,303 11,949 25,897 157,845 148,972 33,302 62,167 41,476 26,558 57,508
Changes from: May 12, 2015 Total Change is: 42,526
20,856 5,658 -3,961 -287 247 144 -3,617 11,977 25,427 -775 -48 1,029 3,707 2,051
Percent of Open Interest Represented by Each Category of Trader
39.9 17.2 26.7 0.2 0.8 1.4 3.0 18.2 17.1 3.8 7.2 4.8 3.1 6.6
Number of Traders in Each Category Total Traders: 136
20 35 42 . 6 4 15 35 33 4 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 is18,439,008
Positions
2,361,439 1,192,153 4,444,211 224,969 1,807,349 635,195 1,911,879 1,040,641 6,119,534 513,659 526,119 1,305,184 922,939 1,368,622
Changes from: May 12, 2015 Total Change is: -189,662
118,155 -6,539 8,426 -130,480 1,605 15,200 41,748 -24,970 -294,764 23,185 51,861 524 28,346 58,995
Percent of Open Interest Represented by Each Category of Trader
12.8 6.5 24.1 1.2 9.8 3.4 10.4 5.6 33.2 2.8 2.9 7.1 5.0 7.4
Number of Traders in Each Category Total Traders: 328
36 54 85 10 28 29 50 87 113 16 41 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 48,618
Positions
6,677 1,913 0 475 20,170 61 39,812 17,995 0 1,491 8,352 21 81 106
Changes from: May 12, 2015 Total Change is: -483
378 8 0 0 -1,002 0 -796 615 0 -39 -102 0 -26 -2
Percent of Open Interest Represented by Each Category of Trader
13.7 3.9 0.0 1.0 41.5 0.1 81.9 37.0 0.0 3.1 17.2 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 42
4 5 0 . 8 . 4 9 0 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 36,563
Positions
5,613 1,080 0 0 17,533 12 30,537 8,015 0 290 9,795 0 111 128
Changes from: May 12, 2015 Total Change is: -156
1,655 65 0 0 148 0 -1,796 -505 0 -15 175 -14 14 -25
Percent of Open Interest Represented by Each Category of Trader
15.4 3.0 0.0 0.0 48.0 0.0 83.5 21.9 0.0 0.8 26.8 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 44
5 . 0 0 14 . 5 6 0 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 98,590
Positions
4,468 71,927 117 19,633 449 547 18,990 13,227 5,743 34,219 891 355 14,518 5,333
Changes from: May 12, 2015 Total Change is: -1,657
445 -146 9 12,930 -75 431 618 -2,455 1,171 -14,705 309 -415 -2,141 -487
Percent of Open Interest Represented by Each Category of Trader
4.5 73.0 0.1 19.9 0.5 0.6 19.3 13.4 5.8 34.7 0.9 0.4 14.7 5.4
Number of Traders in Each Category Total Traders: 184
6 . . 15 . . 28 16 16 105 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 418,584
Positions
107,126 19,638 29,808 72,714 39,608 30,439 61,278 173,809 75,133 3,423 6,251 14,537 24,126 29,361
Changes from: May 12, 2015 Total Change is: 32,378
-7,320 4,693 6,659 -14,623 -745 8,558 22,735 -405 11,350 1,140 923 2,313 1,566 -968
Percent of Open Interest Represented by Each Category of Trader
25.6 4.7 7.1 17.4 9.5 7.3 14.6 41.5 17.9 0.8 1.5 3.5 5.8 7.0
Number of Traders in Each Category Total Traders: 202
21 12 21 12 17 11 46 54 61 10 17 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 19,274
Positions
137 2,934 0 10,185 458 1,010 6,310 13,778 564 989 530 0 79 0
Changes from: May 12, 2015 Total Change is: 132
-16 0 0 820 -511 13 66 607 0 -730 23 0 -21 0
Percent of Open Interest Represented by Each Category of Trader
0.7 15.2 0.0 52.8 2.4 5.2 32.7 71.5 2.9 5.1 2.7 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 31
. . 0 5 . . 5 10 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 19, 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 12,546
Positions
2,433 8,075 0 8,012 0 0 1,019 4,234 0 401 0 0 681 237
Changes from: May 12, 2015 Total Change is: 20
0 213 0 62 0 0 -94 -219 0 0 0 0 52 26
Percent of Open Interest Represented by Each Category of Trader
19.4 64.4 0.0 63.9 0.0 0.0 8.1 33.7 0.0 3.2 0.0 0.0 5.4 1.9
Number of Traders in Each Category Total Traders: 20
. . 0 8 0 0 . 4 0 . 0 0
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Updated May 22, 2015