Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 142,249
Positions
38,714 56,487 5,150 20,932 6,565 1,983 17,918 17,002 15,935 11,950 3,718 2,170 27,496 33,238
Changes from: May 19, 2015 Total Change is: 5,451
-320 -1,252 -377 73 955 742 4,363 1,632 1,074 135 -222 191 -430 2,709
Percent of Open Interest Represented by Each Category of Trader
27.2 39.7 3.6 14.7 4.6 1.4 12.6 12.0 11.2 8.4 2.6 1.5 19.3 23.4
Number of Traders in Each Category Total Traders: 81
. 8 8 6 7 . 13 23 12 11 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 35,179
Positions
11,859 13,337 1,682 1,144 1,800 5 6,598 2,247 4,238 0 0 0 9,653 11,870
Changes from: May 19, 2015 Total Change is: -1,389
703 -1,342 60 28 80 -28 -949 72 89 0 -0 0 -1,292 -320
Percent of Open Interest Represented by Each Category of Trader
33.7 37.9 4.8 3.3 5.1 0.0 18.8 6.4 12.0 0.0 0.0 0.0 27.4 33.7
Number of Traders in Each Category Total Traders: 26
7 . 6 . . . 9 4 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 217,008
Positions
76,062 41,631 6,295 13,217 60,792 3,337 58,636 27,937 25,579 4,346 20,992 4,818 24,718 25,627
Changes from: May 19, 2015 Total Change is: -4,677
-8,098 -2,212 317 -71 -404 293 2,502 -4,758 391 20 1,059 74 -106 562
Percent of Open Interest Represented by Each Category of Trader
35.1 19.2 2.9 6.1 28.0 1.5 27.0 12.9 11.8 2.0 9.7 2.2 11.4 11.8
Number of Traders in Each Category Total Traders: 116
11 7 12 10 15 9 25 25 22 7 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 296,407
Positions
111,906 13,890 16,603 23,821 28,307 8,579 30,151 116,745 22,205 59,521 8,183 4,518 19,104 77,377
Changes from: May 19, 2015 Total Change is: 34,050
30,257 -21,820 5,852 -1,790 -591 2,552 -13,593 24,135 6,052 -798 4,158 1,154 4,364 12,559
Percent of Open Interest Represented by Each Category of Trader
37.8 4.7 5.6 8.0 9.5 2.9 10.2 39.4 7.5 20.1 2.8 1.5 6.4 26.1
Number of Traders in Each Category Total Traders: 153
15 . 11 13 19 10 17 59 19 10 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 567,547
Positions
143,503 22,935 42,482 49,968 105,273 21,069 31,516 138,027 73,232 132,988 51,768 24,507 48,282 88,253
Changes from: May 19, 2015 Total Change is: 17,455
-7,377 -6,150 5,530 -471 -3,400 3,350 5,057 9,324 4,487 3,766 4,490 4,194 -1,082 -4,371
Percent of Open Interest Represented by Each Category of Trader
25.3 4.0 7.5 8.8 18.5 3.7 5.6 24.3 12.9 23.4 9.1 4.3 8.5 15.5
Number of Traders in Each Category Total Traders: 261
19 11 15 21 32 25 25 67 41 38 48 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 166,735
Positions
97,051 32,066 8,359 1,433 21,541 2,277 20,212 30,350 9,742 5,363 21,551 3,151 19,148 37,698
Changes from: May 19, 2015 Total Change is: 4,567
3,991 -3,029 1,451 158 -21 757 -805 1,566 816 371 -1,590 73 -2,245 4,544
Percent of Open Interest Represented by Each Category of Trader
58.2 19.2 5.0 0.9 12.9 1.4 12.1 18.2 5.8 3.2 12.9 1.9 11.5 22.6
Number of Traders in Each Category Total Traders: 84
8 6 8 . 10 5 19 23 13 9 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 59,202
Positions
43,927 49,440 1,720 1,048 0 0 8,347 3,869 793 1,064 907 2,073 230 400
Changes from: May 19, 2015 Total Change is: -164
-221 -50 0 -33 0 0 140 93 -44 -15 -104 271 -262 -330
Percent of Open Interest Represented by Each Category of Trader
74.2 83.5 2.9 1.8 0.0 0.0 14.1 6.5 1.3 1.8 1.5 3.5 0.4 0.7
Number of Traders in Each Category Total Traders: 30
9 8 5 . 0 0 . . . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 129,442
Positions
52,995 28,099 9,449 10,409 2,769 0 19,385 40,746 31,375 2,982 10,616 57 2,789 6,330
Changes from: May 19, 2015 Total Change is: 1,657
1,417 -1,394 160 766 261 -10 -410 1,607 186 63 82 -114 -399 879
Percent of Open Interest Represented by Each Category of Trader
40.9 21.7 7.3 8.0 2.1 0.0 15.0 31.5 24.2 2.3 8.2 0.0 2.2 4.9
Number of Traders in Each Category Total Traders: 116
10 7 4 4 7 0 21 41 15 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 18,123
Positions
4,162 8,842 2,975 773 0 0 6,196 2,016 22 323 224 2,746 926 1,298
Changes from: May 19, 2015 Total Change is: 973
440 -454 0 75 0 -16 445 1,243 -79 1 0 0 107 279
Percent of Open Interest Represented by Each Category of Trader
23.0 48.8 16.4 4.3 0.0 0.0 34.2 11.1 0.1 1.8 1.2 15.2 5.1 7.2
Number of Traders in Each Category Total Traders: 21
. . . . 0 0 5 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 28,514
Positions
15,758 5,567 23 1,373 2,490 0 7,590 12,852 729 593 1,832 0 2,448 5,021
Changes from: May 19, 2015 Total Change is: 2,183
3,430 -1,214 0 14 175 0 -1,200 2,190 165 195 160 0 -421 707
Percent of Open Interest Represented by Each Category of Trader
55.3 19.5 0.1 4.8 8.7 0.0 26.6 45.1 2.6 2.1 6.4 0.0 8.6 17.6
Number of Traders in Each Category Total Traders: 75
9 . . . 5 0 17 28 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 6,630
Positions
3,244 0 0 347 1,177 447 2,064 3,187 7 157 844 0 364 968
Changes from: May 19, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
48.9 0.0 0.0 5.2 17.8 6.7 31.1 48.1 0.1 2.4 12.7 0.0 5.5 14.6
Number of Traders in Each Category Total Traders: 20
4 0 0 . . . 4 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 57,733
Positions
18,049 34,640 1,108 5,076 3,105 239 21,529 7,883 1,023 1,919 2,464 120 8,671 7,151
Changes from: May 19, 2015 Total Change is: -3,946
193 -49 -19 233 766 -139 -3,401 -2,559 93 -125 -1,333 -58 -722 -648
Percent of Open Interest Represented by Each Category of Trader
31.3 60.0 1.9 8.8 5.4 0.4 37.3 13.7 1.8 3.3 4.3 0.2 15.0 12.4
Number of Traders in Each Category Total Traders: 108
11 18 4 9 5 4 26 19 10 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 115,467
Positions
36,097 69,280 2,216 10,151 6,209 478 43,057 15,766 2,047 3,838 4,929 241 17,342 14,302
Changes from: May 19, 2015 Total Change is: -7,891
386 -99 -37 466 1,532 -278 -6,803 -5,118 185 -250 -2,666 -116 -1,445 -1,295
Percent of Open Interest Represented by Each Category of Trader
31.3 60.0 1.9 8.8 5.4 0.4 37.3 13.7 1.8 3.3 4.3 0.2 15.0 12.4
Number of Traders in Each Category Total Traders: 108
11 18 4 9 5 4 26 19 10 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 850,602
Positions
35,274 131,050 46,278 300,055 119,689 60,618 86,533 150,521 141,951 22,543 52,263 29,487 127,863 118,745
Changes from: May 19, 2015 Total Change is: -5,145
832 -15,053 -928 -5,202 743 2,560 -4,818 10,541 -3,625 219 -206 231 5,586 590
Percent of Open Interest Represented by Each Category of Trader
4.1 15.4 5.4 35.3 14.1 7.1 10.2 17.7 16.7 2.7 6.1 3.5 15.0 14.0
Number of Traders in Each Category Total Traders: 640
33 41 43 118 73 83 75 146 113 90 63 81
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 195,070
Positions
16,946 33,340 4,513 60,069 23,209 4,718 8,465 9,294 41,275 3,486 6,555 11,017 44,582 61,150
Changes from: May 19, 2015 Total Change is: -9,479
-3,126 -6,341 -751 2 322 -772 -2,436 1,561 -4,114 -128 82 -239 2,084 772
Percent of Open Interest Represented by Each Category of Trader
8.7 17.1 2.3 30.8 11.9 2.4 4.3 4.8 21.2 1.8 3.4 5.6 22.9 31.3
Number of Traders in Each Category Total Traders: 92
. 14 5 18 6 8 13 19 30 11 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 3,277,663
Positions
200,607 597,515 99,862 1,244,705 527,176 234,727 436,513 752,307 457,208 98,512 231,770 89,123 416,406 287,975
Changes from: May 19, 2015 Total Change is: 21,668
13,346 -49,999 5,557 -13,657 14,468 4,297 -13,281 43,527 3,816 1,800 -1,372 2,284 17,507 -909
Percent of Open Interest Represented by Each Category of Trader
6.1 18.2 3.0 38.0 16.1 7.2 13.3 23.0 13.9 3.0 7.1 2.7 12.7 8.8
Number of Traders in Each Category Total Traders: 609
35 38 39 108 71 77 80 135 107 84 58 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 89,387
Positions
3,425 24,073 986 48,072 44,148 1,483 21,746 13,399 1,730 288 502 0 11,657 3,066
Changes from: May 19, 2015 Total Change is: -558
113 -715 82 -552 1,087 -493 718 -321 -160 9 -10 0 -275 -28
Percent of Open Interest Represented by Each Category of Trader
3.8 26.9 1.1 53.8 49.4 1.7 24.3 15.0 1.9 0.3 0.6 0.0 13.0 3.4
Number of Traders in Each Category Total Traders: 95
5 12 . 34 13 13 17 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 64,942
Positions
3,042 37,654 360 29,198 5,383 733 18,709 11,481 1,963 4,163 1,811 744 6,028 4,812
Changes from: May 19, 2015 Total Change is: -383
-294 -1,216 10 899 -33 6 -1,379 14 275 348 72 97 -344 391
Percent of Open Interest Represented by Each Category of Trader
4.7 58.0 0.6 45.0 8.3 1.1 28.8 17.7 3.0 6.4 2.8 1.1 9.3 7.4
Number of Traders in Each Category Total Traders: 221
15 17 4 29 16 6 56 46 24 23 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 324,711
Positions
15,212 188,271 1,802 145,989 26,913 3,666 93,546 57,407 9,815 20,816 9,057 3,722 30,142 24,058
Changes from: May 19, 2015 Total Change is: -1,915
-1,470 -6,079 50 4,493 -166 29 -6,896 72 1,376 1,739 362 484 -1,720 1,957
Percent of Open Interest Represented by Each Category of Trader
4.7 58.0 0.6 45.0 8.3 1.1 28.8 17.7 3.0 6.4 2.8 1.1 9.3 7.4
Number of Traders in Each Category Total Traders: 221
15 17 4 29 16 6 56 46 24 23 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 364,654
Positions
130,988 28,494 1,319 114,374 162,936 18,474 65,939 120,051 5,713 7,037 11,389 324 20,486 15,955
Changes from: May 19, 2015 Total Change is: 16,565
14,146 1,446 34 -1,256 4,137 1,248 1,690 9,529 -337 -166 -329 -17 1,224 854
Percent of Open Interest Represented by Each Category of Trader
35.9 7.8 0.4 31.4 44.7 5.1 18.1 32.9 1.6 1.9 3.1 0.1 5.6 4.4
Number of Traders in Each Category Total Traders: 268
24 11 . 48 47 27 41 62 15 15 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 61,759
Positions
2,703 18,275 0 29,274 0 167 13,743 7,272 0 3,990 27,127 465 11,417 8,453
Changes from: May 19, 2015 Total Change is: 92
-6 -290 0 373 0 9 -64 -306 0 -400 116 -1 181 564
Percent of Open Interest Represented by Each Category of Trader
4.4 29.6 0.0 47.4 0.0 0.3 22.3 11.8 0.0 6.5 43.9 0.8 18.5 13.7
Number of Traders in Each Category Total Traders: 64
4 8 0 19 0 . 15 9 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 116,694
Positions
35,009 5,665 3,239 17,804 1,046 1,534 29,452 16,423 2,252 15,714 798 526 11,164 85,211
Changes from: May 19, 2015 Total Change is: 5,285
721 -907 410 2,171 95 4 72 661 923 614 264 43 327 3,792
Percent of Open Interest Represented by Each Category of Trader
30.0 4.9 2.8 15.3 0.9 1.3 25.2 14.1 1.9 13.5 0.7 0.5 9.6 73.0
Number of Traders in Each Category Total Traders: 105
20 6 5 15 . 4 30 20 7 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 153,599
Positions
9,599 91,889 453 93,303 43,839 5,871 31,506 3,892 3,077 2,004 1,530 0 7,786 3,048
Changes from: May 19, 2015 Total Change is: -1,637
-275 -703 2 206 0 -320 -467 -190 -734 -128 65 0 79 243
Percent of Open Interest Represented by Each Category of Trader
6.2 59.8 0.3 60.7 28.5 3.8 20.5 2.5 2.0 1.3 1.0 0.0 5.1 2.0
Number of Traders in Each Category Total Traders: 108
8 10 . 41 19 20 16 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 383,234
Positions
36,323 206,678 3,215 185,134 84,019 36,864 74,532 28,675 9,402 17,308 7,566 1,537 18,919 5,278
Changes from: May 19, 2015 Total Change is: -1,315
-1,741 -4,032 117 -83 120 617 -260 4,624 -116 670 47 -652 133 -2,040
Percent of Open Interest Represented by Each Category of Trader
9.5 53.9 0.8 48.3 21.9 9.6 19.4 7.5 2.5 4.5 2.0 0.4 4.9 1.4
Number of Traders in Each Category Total Traders: 231
18 20 6 65 31 29 41 20 12 23 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 596,223
Positions
1,398 62,817 20,205 184,435 86,745 71,092 56,726 74,489 84,656 5,894 15,808 7,636 164,181 172,777
Changes from: May 19, 2015 Total Change is: -80,176
-1,606 -8,019 -22,041 -14,056 -2,959 -769 -4,462 -742 -38,902 -324 -1,391 -12,832 14,816 7,479
Percent of Open Interest Represented by Each Category of Trader
0.2 10.5 3.4 30.9 14.5 11.9 9.5 12.5 14.2 1.0 2.7 1.3 27.5 29.0
Number of Traders in Each Category Total Traders: 127
4 12 11 25 24 32 27 21 37 6 8 7
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Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 624,090
Positions
25,699 86,675 3,994 326,073 52,744 78,008 24,852 259,469 27,301 7,650 4,459 1,635 128,878 109,805
Changes from: May 19, 2015 Total Change is: 46,896
-1,323 3,778 3,049 1,700 -1,945 8,920 -4,103 10,512 15,370 0 0 1,577 21,705 5,635
Percent of Open Interest Represented by Each Category of Trader
4.1 13.9 0.6 52.2 8.5 12.5 4.0 41.6 4.4 1.2 0.7 0.3 20.7 17.6
Number of Traders in Each Category Total Traders: 96
. 8 . 38 13 32 8 19 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,445,999
Positions
33,104 101,974 33,404 212,387 439,450 121,090 557,717 195,516 213,892 129,193 144,609 14,141 131,072 181,923
Changes from: May 19, 2015 Total Change is: 13,673
-16,398 12,206 26,944 -16,798 -15,343 -19,043 1,471 -11,200 51,724 8,274 -26,228 -30,983 8,481 25,594
Percent of Open Interest Represented by Each Category of Trader
2.3 7.1 2.3 14.7 30.4 8.4 38.6 13.5 14.8 8.9 10.0 1.0 9.1 12.6
Number of Traders in Each Category Total Traders: 259
8 28 13 35 43 40 53 33 38 18 37 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 3,681,838
Positions
151,580 160,377 170,936 1,069,324 892,694 501,841 420,424 691,688 513,213 386,554 143,679 96,937 371,028 510,473
Changes from: May 19, 2015 Total Change is: 62,848
-40,574 -48 -56,845 5,650 1,690 141,819 31,160 18,408 -42,106 -25,284 -35,878 2,585 46,444 33,224
Percent of Open Interest Represented by Each Category of Trader
4.1 4.4 4.6 29.0 24.2 13.6 11.4 18.8 13.9 10.5 3.9 2.6 10.1 13.9
Number of Traders in Each Category Total Traders: 377
20 28 39 45 81 78 59 66 88 35 43 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,341,636
Positions
82,842 156,087 74,046 646,783 502,949 306,377 477,204 339,770 266,232 104,159 199,090 80,536 303,457 416,550
Changes from: May 19, 2015 Total Change is: 172,573
159 2,353 -11,055 584 36,899 -3,802 34,379 -17,145 101,356 -29,289 -9,339 33,059 47,182 40,246
Percent of Open Interest Represented by Each Category of Trader
3.5 6.7 3.2 27.6 21.5 13.1 20.4 14.5 11.4 4.4 8.5 3.4 13.0 17.8
Number of Traders in Each Category Total Traders: 256
13 23 18 35 42 54 43 48 52 16 33 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 875,354
Positions
353,072 146,251 230,999 1,021 7,870 11,392 26,465 167,076 147,512 38,145 62,411 41,198 25,550 60,644
Changes from: May 19, 2015 Total Change is: 6,439
6,028 -3,212 -1,233 -464 567 -556 568 9,232 -1,460 4,843 244 -278 -1,008 3,136
Percent of Open Interest Represented by Each Category of Trader
40.3 16.7 26.4 0.1 0.9 1.3 3.0 19.1 16.9 4.4 7.1 4.7 2.9 6.9
Number of Traders in Each Category Total Traders: 137
19 35 44 . 6 4 12 40 34 4 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 is18,758,357
Positions
2,450,534 1,251,869 4,522,345 204,621 1,782,374 658,520 1,922,915 1,080,941 6,268,305 485,843 540,894 1,324,352 920,924 1,328,756
Changes from: May 19, 2015 Total Change is: 319,350
89,095 59,716 78,134 -20,348 -24,975 23,325 11,037 40,300 148,771 -27,817 14,776 19,169 -2,015 -39,865
Percent of Open Interest Represented by Each Category of Trader
13.1 6.7 24.1 1.1 9.5 3.5 10.3 5.8 33.4 2.6 2.9 7.1 4.9 7.1
Number of Traders in Each Category Total Traders: 333
35 55 87 11 29 30 51 88 114 15 43 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 49,704
Positions
6,672 1,913 0 475 20,529 61 40,943 19,054 0 1,408 8,033 21 124 93
Changes from: May 19, 2015 Total Change is: 1,086
-5 0 0 0 359 0 1,131 1,059 0 -83 -319 0 43 -13
Percent of Open Interest Represented by Each Category of Trader
13.4 3.8 0.0 1.0 41.3 0.1 82.4 38.3 0.0 2.8 16.2 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 45
4 5 0 . 9 . 5 9 0 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 37,947
Positions
4,576 2,467 0 0 17,598 12 32,780 7,994 0 458 9,788 0 121 88
Changes from: May 19, 2015 Total Change is: 1,384
-1,037 1,387 0 0 65 0 2,243 -21 0 168 -7 0 10 -40
Percent of Open Interest Represented by Each Category of Trader
12.1 6.5 0.0 0.0 46.4 0.0 86.4 21.1 0.0 1.2 25.8 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 49
5 . 0 0 14 . 8 6 0 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 103,824
Positions
5,271 72,276 80 20,504 1,559 517 17,619 20,692 4,431 38,662 1,224 454 16,286 2,590
Changes from: May 19, 2015 Total Change is: 5,235
803 349 -36 871 1,110 -30 -1,371 7,464 -1,311 4,443 333 99 1,768 -2,743
Percent of Open Interest Represented by Each Category of Trader
5.1 69.6 0.1 19.7 1.5 0.5 17.0 19.9 4.3 37.2 1.2 0.4 15.7 2.5
Number of Traders in Each Category Total Traders: 205
5 4 . 16 . . 30 18 14 119 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 385,211
Positions
111,410 15,368 19,266 77,151 38,817 25,971 47,144 174,592 63,678 3,474 5,988 14,518 22,599 27,013
Changes from: May 19, 2015 Total Change is: -33,373
4,284 -4,270 -10,542 4,437 -791 -4,468 -14,134 783 -11,455 51 -263 -19 -1,527 -2,348
Percent of Open Interest Represented by Each Category of Trader
28.9 4.0 5.0 20.0 10.1 6.7 12.2 45.3 16.5 0.9 1.6 3.8 5.9 7.0
Number of Traders in Each Category Total Traders: 205
21 12 17 12 17 8 52 55 61 11 15 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 17,261
Positions
137 2,934 0 8,917 444 958 6,192 11,827 564 410 534 0 83 0
Changes from: May 19, 2015 Total Change is: -2,013
0 0 0 -1,268 -14 -52 -118 -1,951 0 -579 4 0 4 0
Percent of Open Interest Represented by Each Category of Trader
0.8 17.0 0.0 51.7 2.6 5.6 35.9 68.5 3.3 2.4 3.1 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 29
. . 0 5 . . 5 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 26, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 12,523
Positions
2,431 8,075 0 8,062 0 0 978 4,159 0 401 0 0 651 289
Changes from: May 19, 2015 Total Change is: -23
-2 0 0 50 0 0 -41 -75 0 0 0 0 -30 52
Percent of Open Interest Represented by Each Category of Trader
19.4 64.5 0.0 64.4 0.0 0.0 7.8 33.2 0.0 3.2 0.0 0.0 5.2 2.3
Number of Traders in Each Category Total Traders: 20
. . 0 8 0 0 . 4 0 . 0 0
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Updated May 29, 2015