Traders in Financial Futures - Futures Only Positions as of March 10, 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 146,639
Positions
47,559 3,001 13,138 22,886 4,547 28 10,986 60,095 18,433 12,109 4,131 144 21,356 43,122
Changes from: March 3, 2015 Total Change is: 25,295
6,350 -246 10,955 509 -1,513 -196 -2,418 2,675 10,034 811 -4,328 -373 -377 8,287
Percent of Open Interest Represented by Each Category of Trader
32.4 2.0 9.0 15.6 3.1 0.0 7.5 41.0 12.6 8.3 2.8 0.1 14.6 29.4
Number of Traders in Each Category Total Traders: 94
11 . 6 7 6 . 16 28 15 12 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 52,384
Positions
27,685 5,894 2,407 1,611 1,815 33 8,861 16,655 5,027 0 1,761 0 6,760 18,792
Changes from: March 3, 2015 Total Change is: 11,523
5,954 144 2,376 495 -771 0 -809 3,066 3,639 0 825 -21 -111 2,265
Percent of Open Interest Represented by Each Category of Trader
52.9 11.3 4.6 3.1 3.5 0.1 16.9 31.8 9.6 0.0 3.4 0.0 12.9 35.9
Number of Traders in Each Category Total Traders: 36
5 5 . . . . 8 12 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 205,166
Positions
98,642 12,752 15,343 12,057 54,561 2,303 41,346 61,602 11,615 6,013 14,084 516 17,331 32,390
Changes from: March 3, 2015 Total Change is: 39,429
17,869 2,897 14,179 -452 10 18 987 8,085 7,173 1,393 2,238 269 -2,007 4,560
Percent of Open Interest Represented by Each Category of Trader
48.1 6.2 7.5 5.9 26.6 1.1 20.2 30.0 5.7 2.9 6.9 0.3 8.4 15.8
Number of Traders in Each Category Total Traders: 118
9 8 5 8 19 7 25 35 15 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 235,089
Positions
93,178 22,415 9,782 28,366 26,465 4,266 30,690 82,730 12,529 39,345 9,247 3,313 13,620 64,342
Changes from: March 3, 2015 Total Change is: 24,478
8,062 -318 5,993 -527 -4,648 2,643 1,118 5,187 8,131 -2,274 -3,655 1,071 261 10,074
Percent of Open Interest Represented by Each Category of Trader
39.6 9.5 4.2 12.1 11.3 1.8 13.1 35.2 5.3 16.7 3.9 1.4 5.8 27.4
Number of Traders in Each Category Total Traders: 131
13 7 5 10 17 6 21 44 17 4 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 496,465
Positions
224,842 30,059 17,098 45,013 86,338 18,553 44,633 173,805 21,346 74,755 46,634 9,872 40,353 92,760
Changes from: March 3, 2015 Total Change is: 55,732
-2,671 5,503 13,513 -67 -2,648 1,962 17,193 1,226 14,803 2,173 12,398 4,529 4,297 4,446
Percent of Open Interest Represented by Each Category of Trader
45.3 6.1 3.4 9.1 17.4 3.7 9.0 35.0 4.3 15.1 9.4 2.0 8.1 18.7
Number of Traders in Each Category Total Traders: 249
19 17 13 23 27 23 31 63 31 27 38 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 196,534
Positions
118,428 4,776 24,257 2,058 17,488 988 14,961 67,304 13,018 7,698 22,711 13 15,113 45,979
Changes from: March 3, 2015 Total Change is: 59,693
21,686 2,795 23,897 880 -622 -77 3,274 10,089 10,837 1,585 7,914 -2 -2,387 4,862
Percent of Open Interest Represented by Each Category of Trader
60.3 2.4 12.3 1.0 8.9 0.5 7.6 34.2 6.6 3.9 11.6 0.0 7.7 23.4
Number of Traders in Each Category Total Traders: 98
12 5 . . 10 . 16 36 14 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 64,992
Positions
33,519 33,373 12,426 220 6,096 0 10,805 5,219 3,623 2,016 1,189 1,936 447 1,130
Changes from: March 3, 2015 Total Change is: 6,239
1,856 3,088 4,178 120 0 -515 373 -1,392 1,281 -129 73 0 -925 -474
Percent of Open Interest Represented by Each Category of Trader
51.6 51.3 19.1 0.3 9.4 0.0 16.6 8.0 5.6 3.1 1.8 3.0 0.7 1.7
Number of Traders in Each Category Total Traders: 33
9 9 10 . . 0 . 4 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 185,039
Positions
55,442 67,271 10,797 50,837 3,130 375 28,474 53,009 32,304 3,077 10,178 725 3,008 7,250
Changes from: March 3, 2015 Total Change is: 6,982
2 6,861 9,525 -1,254 614 375 102 -10,607 -1,184 -648 936 575 -511 -113
Percent of Open Interest Represented by Each Category of Trader
30.0 36.4 5.8 27.5 1.7 0.2 15.4 28.6 17.5 1.7 5.5 0.4 1.6 3.9
Number of Traders in Each Category Total Traders: 134
4 12 . 4 7 . 27 52 15 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 23,426
Positions
13,524 3,470 3,114 0 1,219 0 1,501 10,875 569 1,457 224 2,746 515 1,209
Changes from: March 3, 2015 Total Change is: 1,032
920 -26 139 0 5 0 11 705 157 -90 0 0 -105 52
Percent of Open Interest Represented by Each Category of Trader
57.7 14.8 13.3 0.0 5.2 0.0 6.4 46.4 2.4 6.2 1.0 11.7 2.2 5.2
Number of Traders in Each Category Total Traders: 24
4 . . 0 . 0 4 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 29,726
Positions
9,218 1,072 1,600 898 1,735 0 13,672 13,027 1,940 610 3,958 0 1,788 6,394
Changes from: March 3, 2015 Total Change is: 2,116
1,710 -111 1,329 85 135 0 -1,501 -636 560 -45 227 0 -22 612
Percent of Open Interest Represented by Each Category of Trader
31.0 3.6 5.4 3.0 5.8 0.0 46.0 43.8 6.5 2.1 13.3 0.0 6.0 21.5
Number of Traders in Each Category Total Traders: 73
9 . 4 . 4 0 18 22 9 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 55,716
Positions
17,630 36,212 975 4,699 2,094 301 21,938 4,844 287 2,074 3,209 115 7,698 7,681
Changes from: March 3, 2015 Total Change is: -2,642
512 -1,052 605 -349 190 -132 -3,342 -1,904 283 186 -1,025 49 -453 345
Percent of Open Interest Represented by Each Category of Trader
31.6 65.0 1.7 8.4 3.8 0.5 39.4 8.7 0.5 3.7 5.8 0.2 13.8 13.8
Number of Traders in Each Category Total Traders: 96
15 14 . 8 . 4 29 9 5 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 111,431
Positions
35,260 72,424 1,950 9,398 4,187 602 43,875 9,687 574 4,148 6,417 229 15,395 15,361
Changes from: March 3, 2015 Total Change is: -5,284
1,024 -2,104 1,209 -698 380 -264 -6,683 -3,807 565 371 -2,049 97 -905 689
Percent of Open Interest Represented by Each Category of Trader
31.6 65.0 1.7 8.4 3.8 0.5 39.4 8.7 0.5 3.7 5.8 0.2 13.8 13.8
Number of Traders in Each Category Total Traders: 96
15 14 . 8 . 4 29 9 5 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 830,808
Positions
57,315 151,524 82,793 298,607 129,162 56,071 105,490 183,050 31,547 30,108 56,160 3,445 165,432 137,055
Changes from: March 3, 2015 Total Change is: 76,211
19,291 -5,174 24,564 -3,685 9,609 5,507 4,475 21,918 -4,043 -36 -1,543 184 29,954 25,189
Percent of Open Interest Represented by Each Category of Trader
6.9 18.2 10.0 35.9 15.5 6.7 12.7 22.0 3.8 3.6 6.8 0.4 19.9 16.5
Number of Traders in Each Category Total Traders: 573
37 33 32 116 70 76 89 122 76 49 56 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 194,416
Positions
69,840 50,688 5,581 58,362 23,569 2,407 4,885 12,973 580 6,359 10,000 26 46,376 88,592
Changes from: March 3, 2015 Total Change is: 36,276
22,695 3,301 4,742 7,272 824 172 -1,212 3,862 -76 -1,129 -631 0 3,812 24,082
Percent of Open Interest Represented by Each Category of Trader
35.9 26.1 2.9 30.0 12.1 1.2 2.5 6.7 0.3 3.3 5.1 0.0 23.9 45.6
Number of Traders in Each Category Total Traders: 72
12 7 . 12 6 6 14 13 4 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 3,181,958
Positions
231,205 798,014 92,228 1,249,496 576,237 220,049 547,967 895,327 109,893 120,443 232,495 15,398 595,279 242,317
Changes from: March 3, 2015 Total Change is: 199,674
28,586 3,229 53,504 -39,929 58,783 11,817 21,595 83,440 -12,995 5,377 -4,651 1,011 130,708 5,536
Percent of Open Interest Represented by Each Category of Trader
7.3 25.1 2.9 39.3 18.1 6.9 17.2 28.1 3.5 3.8 7.3 0.5 18.7 7.6
Number of Traders in Each Category Total Traders: 563
36 34 25 112 68 72 91 119 67 47 55 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 92,360
Positions
5,720 19,455 367 47,381 45,240 1,892 22,053 10,345 1,954 759 582 0 12,234 12,525
Changes from: March 3, 2015 Total Change is: -1,888
134 -3,022 19 -2,037 1,939 33 -620 -519 -229 182 -579 0 630 470
Percent of Open Interest Represented by Each Category of Trader
6.2 21.1 0.4 51.3 49.0 2.0 23.9 11.2 2.1 0.8 0.6 0.0 13.2 13.6
Number of Traders in Each Category Total Traders: 91
6 10 . 33 11 16 16 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 87,826
Positions
3,714 48,401 10,707 30,099 6,368 1,786 26,859 10,786 2,913 3,570 2,232 100 8,076 4,532
Changes from: March 3, 2015 Total Change is: 472
627 97 338 -2,879 -7 1,193 559 -1,489 808 445 -113 49 -668 -403
Percent of Open Interest Represented by Each Category of Trader
4.2 55.1 12.2 34.3 7.3 2.0 30.6 12.3 3.3 4.1 2.5 0.1 9.2 5.2
Number of Traders in Each Category Total Traders: 231
15 20 13 36 15 7 70 34 19 22 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 17,894
Positions
10,525 16,044 217 2,284 0 0 1,888 733 0 1,232 0 0 1,748 900
Changes from: March 3, 2015 Total Change is: 568
-100 477 217 0 0 0 547 244 0 76 0 0 -172 -370
Percent of Open Interest Represented by Each Category of Trader
58.8 89.7 1.2 12.8 0.0 0.0 10.6 4.1 0.0 6.9 0.0 0.0 9.8 5.0
Number of Traders in Each Category Total Traders: 24
8 6 . . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 349,658
Positions
14,674 210,513 3,722 144,591 37,353 3,417 129,612 55,020 9,811 11,691 11,162 501 31,639 18,159
Changes from: March 3, 2015 Total Change is: -481
2,287 -3,251 1,953 -8,878 5,478 450 1,909 -6,818 2,190 1,843 -563 244 -2,479 -164
Percent of Open Interest Represented by Each Category of Trader
4.2 60.2 1.1 41.4 10.7 1.0 37.1 15.7 2.8 3.3 3.2 0.1 9.0 5.2
Number of Traders in Each Category Total Traders: 228
14 21 5 35 16 7 69 35 16 19 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 353,653
Positions
98,588 38,200 14,609 121,975 136,561 17,371 61,719 106,102 7,080 7,359 17,500 385 24,567 15,845
Changes from: March 3, 2015 Total Change is: 3,262
10,145 -8,229 -4,223 -4,332 3,262 74 401 6,120 -739 -1,151 6,338 294 2,793 365
Percent of Open Interest Represented by Each Category of Trader
27.9 10.8 4.1 34.5 38.6 4.9 17.5 30.0 2.0 2.1 4.9 0.1 6.9 4.5
Number of Traders in Each Category Total Traders: 260
20 12 8 52 44 27 41 60 12 14 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 85,038
Positions
2,361 24,312 6,369 27,423 0 139 9,737 18,796 2,653 4,556 5,173 17,277 14,523 10,319
Changes from: March 3, 2015 Total Change is: 25,970
144 -145 5,582 -542 0 -12 1,394 782 2,318 -278 793 17,272 92 -620
Percent of Open Interest Represented by Each Category of Trader
2.8 28.6 7.5 32.2 0.0 0.2 11.5 22.1 3.1 5.4 6.1 20.3 17.1 12.1
Number of Traders in Each Category Total Traders: 68
4 7 4 18 0 . 16 13 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 138,941
Positions
36,352 5,462 7,137 9,835 4,908 873 51,655 11,817 4,600 4,140 14 13,677 10,672 90,453
Changes from: March 3, 2015 Total Change is: 17,699
1,402 378 4,195 -149 -724 -489 -2,245 -667 2,920 100 -767 13,220 -1,255 -367
Percent of Open Interest Represented by Each Category of Trader
26.2 3.9 5.1 7.1 3.5 0.6 37.2 8.5 3.3 3.0 0.0 9.8 7.7 65.1
Number of Traders in Each Category Total Traders: 103
20 10 10 10 5 . 41 8 11 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 151,602
Positions
9,101 89,961 1,208 93,055 46,345 4,219 30,708 2,199 3,927 1,901 573 0 7,483 3,170
Changes from: March 3, 2015 Total Change is: 3,831
-549 1,317 470 2,440 3,334 -396 1,910 -173 -643 -191 -207 0 790 129
Percent of Open Interest Represented by Each Category of Trader
6.0 59.3 0.8 61.4 30.6 2.8 20.3 1.5 2.6 1.3 0.4 0.0 4.9 2.1
Number of Traders in Each Category Total Traders: 105
7 13 . 37 20 19 17 4 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 368,101
Positions
45,682 183,217 8,818 166,809 72,919 33,627 70,892 47,847 9,377 16,495 6,170 1,406 14,995 4,720
Changes from: March 3, 2015 Total Change is: 6,261
10,138 2,416 -3,190 -1,886 4,773 149 3,062 -3,216 2,796 -5,315 367 92 415 2,074
Percent of Open Interest Represented by Each Category of Trader
12.4 49.8 2.4 45.3 19.8 9.1 19.3 13.0 2.5 4.5 1.7 0.4 4.1 1.3
Number of Traders in Each Category Total Traders: 215
16 22 11 59 30 30 32 21 15 23 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 403,170
Positions
2,815 52,933 3,861 127,077 67,354 53,966 58,796 49,457 12,448 6,756 14,200 1,094 136,357 147,857
Changes from: March 3, 2015 Total Change is: -23,250
-5,055 3,213 -1,675 6,343 -5,352 -1,906 -10,262 -11,426 -12,795 278 -2,626 193 1,629 9,124
Percent of Open Interest Represented by Each Category of Trader
0.7 13.1 1.0 31.5 16.7 13.4 14.6 12.3 3.1 1.7 3.5 0.3 33.8 36.7
Number of Traders in Each Category Total Traders: 113
4 10 6 25 19 21 25 18 19 5 7 .
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Traders in Financial Futures - Futures Only Positions as of March 10, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 587,671
Positions
18,455 61,525 6,351 272,893 60,549 84,165 65,759 250,736 19,135 7,179 14,764 58 113,676 90,388
Changes from: March 3, 2015 Total Change is: 6,097
-2,156 4,147 -2,123 8,825 6,043 -1,522 5,743 7,221 -6,719 1,651 -2,132 0 2,398 1,182
Percent of Open Interest Represented by Each Category of Trader
3.1 10.5 1.1 46.4 10.3 14.3 11.2 42.7 3.3 1.2 2.5 0.0 19.3 15.4
Number of Traders in Each Category Total Traders: 91
. 6 6 36 12 27 10 17 15 . 4 .
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Traders in Financial Futures - Futures Only Positions as of March 10, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,333,673
Positions
45,403 157,804 6,694 258,685 444,687 107,781 602,666 196,144 36,780 158,678 225,061 8,984 108,002 149,738
Changes from: March 3, 2015 Total Change is: -12,991
-5,145 38,508 -6,558 -1,567 2,752 -1,465 -27,379 -20,241 -23,731 48,684 -3,205 462 3,708 487
Percent of Open Interest Represented by Each Category of Trader
3.4 11.8 0.5 19.4 33.3 8.1 45.2 14.7 2.8 11.9 16.9 0.7 8.1 11.2
Number of Traders in Each Category Total Traders: 261
10 32 7 38 47 40 46 38 30 12 38 9
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Traders in Financial Futures - Futures Only Positions as of March 10, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,616,675
Positions
121,111 106,829 29,026 864,404 836,234 273,647 471,854 654,750 78,751 455,930 172,195 31,476 290,476 433,767
Changes from: March 3, 2015 Total Change is: 14,441
3,193 12,441 -7,003 72,004 62,667 -33,642 -36,224 1,163 -23,806 52,879 -12,261 764 -13,724 14,118
Percent of Open Interest Represented by Each Category of Trader
4.6 4.1 1.1 33.0 32.0 10.5 18.0 25.0 3.0 17.4 6.6 1.2 11.1 16.6
Number of Traders in Each Category Total Traders: 371
24 24 15 42 81 65 60 66 47 26 48 12
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Traders in Financial Futures - Futures Only Positions as of March 10, 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 1,973,104
Positions
102,127 195,835 21,774 505,947 530,593 298,589 544,264 332,182 29,408 246,306 195,321 15,844 208,845 353,558
Changes from: March 3, 2015 Total Change is: 26,645
13,120 16,968 -5,416 35,091 45,760 -1,387 -8,154 -2,962 -6,082 -4,131 -18,331 4,680 -1,076 -6,585
Percent of Open Interest Represented by Each Category of Trader
5.2 9.9 1.1 25.6 26.9 15.1 27.6 16.8 1.5 12.5 9.9 0.8 10.6 17.9
Number of Traders in Each Category Total Traders: 269
15 28 9 37 44 46 48 49 32 17 31 6
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Traders in Financial Futures - Futures Only Positions as of March 10, 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 723,522
Positions
238,082 115,083 237,533 0 5,096 14,821 19,795 81,454 115,694 15,717 47,654 56,348 25,532 49,839
Changes from: March 3, 2015 Total Change is: 64,365
-4,483 1,319 25,294 -3,394 -3,880 1,201 2,218 2,996 20,715 6,168 291 19,133 -2,487 -2,704
Percent of Open Interest Represented by Each Category of Trader
32.9 15.9 32.8 0.0 0.7 2.0 2.7 11.3 16.0 2.2 6.6 7.8 3.5 6.9
Number of Traders in Each Category Total Traders: 112
18 30 33 0 4 . 15 25 28 . 12 7
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Traders in Financial Futures - Futures Only Positions as of March 10, 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 is11,188,285
Positions
2,164,532 1,590,487 2,791,594 467,784 866,523 318,830 1,863,083 1,382,876 1,853,695 506,135 685,041 463,008 759,624 1,236,231
Changes from: March 3, 2015 Total Change is: 132,515
186,325 63,669 -24,258 69,369 -10,028 -36,269 -21,698 139,165 -72,600 18 33,396 46,787 -15,159 -7,347
Percent of Open Interest Represented by Each Category of Trader
19.3 14.2 25.0 4.2 7.7 2.8 16.7 12.4 16.6 4.5 6.1 4.1 6.8 11.0
Number of Traders in Each Category Total Traders: 285
30 57 80 10 25 22 38 71 86 11 31 29
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Traders in Financial Futures - Futures Only Positions as of March 10, 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 62,446
Positions
23,043 6,387 690 475 15,192 3,869 24,835 17,729 7,722 1,706 10,697 0 106 160
Changes from: March 3, 2015 Total Change is: 4,887
-3,369 -3,427 -1,105 0 805 -3 1,059 246 7,722 646 719 -7 -56 -63
Percent of Open Interest Represented by Each Category of Trader
36.9 10.2 1.1 0.8 24.3 6.2 39.8 28.4 12.4 2.7 17.1 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 46
4 5 . . 9 . . 11 . . 9 0
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Traders in Financial Futures - Futures Only Positions as of March 10, 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 40,579
Positions
12,820 350 0 0 15,886 210 22,930 8,381 4,128 376 11,514 0 115 110
Changes from: March 3, 2015 Total Change is: 3,574
-695 -1 0 0 134 0 239 -84 4,091 -65 -528 -14 18 -24
Percent of Open Interest Represented by Each Category of Trader
31.6 0.9 0.0 0.0 39.1 0.5 56.5 20.7 10.2 0.9 28.4 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 43
6 . 0 0 13 . 5 7 . . 9 0
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Traders in Financial Futures - Futures Only Positions as of March 10, 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 148,486
Positions
17,337 91,716 669 12,586 1,487 29 26,601 32,204 18,360 51,383 964 75 21,446 2,982
Changes from: March 3, 2015 Total Change is: 24,505
1,916 626 -128 -351 -19 -70 -585 7,964 14,402 9,099 746 -12 234 996
Percent of Open Interest Represented by Each Category of Trader
11.7 61.8 0.5 8.5 1.0 0.0 17.9 21.7 12.4 34.6 0.6 0.1 14.4 2.0
Number of Traders in Each Category Total Traders: 255
4 . . 15 . . 48 14 17 159 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 355,240
Positions
58,209 19,288 41,968 88,231 32,840 27,677 39,304 124,322 54,701 8,862 6,976 17,454 18,834 30,014
Changes from: March 3, 2015 Total Change is: 18,170
10,157 -9,549 1,814 15,631 2,958 -6,383 -13,621 16,949 4,283 772 2,164 4,363 1,154 1,571
Percent of Open Interest Represented by Each Category of Trader
16.4 5.4 11.8 24.8 9.2 7.8 11.1 35.0 15.4 2.5 2.0 4.9 5.3 8.4
Number of Traders in Each Category Total Traders: 186
17 14 19 5 17 8 37 59 63 8 17 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 14,250
Positions
104 2,900 0 3,460 775 772 8,938 7,702 658 197 1,430 0 121 13
Changes from: March 3, 2015 Total Change is: 284
-33 0 0 -636 0 -22 941 -222 21 0 510 0 13 -3
Percent of Open Interest Represented by Each Category of Trader
0.7 20.4 0.0 24.3 5.4 5.4 62.7 54.0 4.6 1.4 10.0 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 25
. . 0 4 . . 6 7 . . . 0
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Updated March 13, 2015