Traders in Financial Futures - Futures Only Positions as of April 7, 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 114,881
Positions
43,301 12,781 53 21,088 7,227 0 10,172 49,832 5,970 11,484 2,646 660 22,153 35,712
Changes from: March 31, 2015 Total Change is: 4,434
1,400 1,604 43 185 383 0 3,070 3,058 730 -909 -144 162 -247 -1,402
Percent of Open Interest Represented by Each Category of Trader
37.7 11.1 0.0 18.4 6.3 0.0 8.9 43.4 5.2 10.0 2.3 0.6 19.3 31.1
Number of Traders in Each Category Total Traders: 80
8 4 . 6 8 0 13 24 10 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 33,245
Positions
16,327 2,066 2 1,600 1,706 51 7,957 13,193 393 0 0 0 6,915 15,834
Changes from: March 31, 2015 Total Change is: -904
-1,261 -609 -78 0 -18 18 -1,032 277 106 0 0 0 1,343 -600
Percent of Open Interest Represented by Each Category of Trader
49.1 6.2 0.0 4.8 5.1 0.2 23.9 39.7 1.2 0.0 0.0 0.0 20.8 47.6
Number of Traders in Each Category Total Traders: 35
5 . . . . . 10 12 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 185,219
Positions
112,342 4,742 2,299 8,787 59,196 1,709 34,149 63,858 6,516 4,256 14,441 0 15,161 32,458
Changes from: March 31, 2015 Total Change is: 2,705
1,095 1,602 690 250 -2,215 248 395 5,764 -355 -610 -2,329 0 992 -700
Percent of Open Interest Represented by Each Category of Trader
60.7 2.6 1.2 4.7 32.0 0.9 18.4 34.5 3.5 2.3 7.8 0.0 8.2 17.5
Number of Traders in Each Category Total Traders: 112
8 5 . 7 19 7 24 36 9 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 189,444
Positions
44,596 16,803 156 27,323 28,101 3,784 37,683 78,627 2,510 57,951 4,828 65 15,376 54,570
Changes from: March 31, 2015 Total Change is: 11,966
1,610 -1,110 10 443 -737 -230 8,691 12,411 -260 74 -451 13 1,615 2,320
Percent of Open Interest Represented by Each Category of Trader
23.5 8.9 0.1 14.4 14.8 2.0 19.9 41.5 1.3 30.6 2.5 0.0 8.1 28.8
Number of Traders in Each Category Total Traders: 126
10 5 . 11 17 7 19 48 9 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 441,624
Positions
193,390 8,564 919 43,631 99,896 15,291 15,124 169,767 4,702 128,195 57,366 2,036 38,336 83,083
Changes from: March 31, 2015 Total Change is: -18,122
-15,233 -1,227 -546 -2,495 68 388 -6,276 -12,307 958 6,017 -1,359 -890 -45 -3,207
Percent of Open Interest Represented by Each Category of Trader
43.8 1.9 0.2 9.9 22.6 3.5 3.4 38.4 1.1 29.0 13.0 0.5 8.7 18.8
Number of Traders in Each Category Total Traders: 229
21 7 5 21 29 20 21 64 22 30 35 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 159,532
Positions
121,612 2,228 2 1,208 19,592 353 16,209 66,621 1,196 5,608 28,639 6 13,338 40,895
Changes from: March 31, 2015 Total Change is: 21,272
21,949 78 -136 12 265 1 1,268 11,425 240 -115 5,326 -70 -1,877 4,143
Percent of Open Interest Represented by Each Category of Trader
76.2 1.4 0.0 0.8 12.3 0.2 10.2 41.8 0.7 3.5 18.0 0.0 8.4 25.6
Number of Traders in Each Category Total Traders: 97
13 . . . 11 . 19 31 7 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 55,425
Positions
38,982 42,071 3,406 100 5,074 0 9,081 1,477 737 924 460 1,802 393 398
Changes from: March 31, 2015 Total Change is: -929
529 -116 116 0 -767 0 -1,543 -153 0 -51 110 0 20 -119
Percent of Open Interest Represented by Each Category of Trader
70.3 75.9 6.1 0.2 9.2 0.0 16.4 2.7 1.3 1.7 0.8 3.3 0.7 0.7
Number of Traders in Each Category Total Traders: 26
9 7 7 . . 0 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 151,072
Positions
50,094 76,488 2 51,104 2,393 11 40,257 52,118 4,397 1,858 9,836 69 3,280 5,758
Changes from: March 31, 2015 Total Change is: -6,616
-5,491 3,068 0 44 -219 0 -945 -8,464 12 -105 238 0 -131 -1,251
Percent of Open Interest Represented by Each Category of Trader
33.2 50.6 0.0 33.8 1.6 0.0 26.6 34.5 2.9 1.2 6.5 0.0 2.2 3.8
Number of Traders in Each Category Total Traders: 118
7 12 . 5 5 . 25 42 6 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 24,920
Positions
5,174 7,234 2 655 1,913 0 15,288 9,180 499 320 1,772 0 2,982 4,320
Changes from: March 31, 2015 Total Change is: 871
-122 2,629 2 -9 0 0 648 -631 -7 4 -87 0 355 -1,035
Percent of Open Interest Represented by Each Category of Trader
20.8 29.0 0.0 2.6 7.7 0.0 61.3 36.8 2.0 1.3 7.1 0.0 12.0 17.3
Number of Traders in Each Category Total Traders: 62
6 . . . . 0 19 21 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 48,669
Positions
18,177 32,108 929 4,678 2,298 343 13,219 5,385 1,252 1,893 1,664 0 8,179 4,692
Changes from: March 31, 2015 Total Change is: -3
-297 549 57 -132 165 17 1,664 6 -859 -482 549 0 29 -485
Percent of Open Interest Represented by Each Category of Trader
37.3 66.0 1.9 9.6 4.7 0.7 27.2 11.1 2.6 3.9 3.4 0.0 16.8 9.6
Number of Traders in Each Category Total Traders: 88
13 15 . 7 5 4 19 12 4 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 97,337
Positions
36,354 64,215 1,858 9,355 4,595 686 26,437 10,769 2,503 3,786 3,328 0 16,358 9,383
Changes from: March 31, 2015 Total Change is: -5
-594 1,098 113 -263 329 33 3,328 11 -1,717 -963 1,097 0 58 -969
Percent of Open Interest Represented by Each Category of Trader
37.3 66.0 1.9 9.6 4.7 0.7 27.2 11.1 2.6 3.9 3.4 0.0 16.8 9.6
Number of Traders in Each Category Total Traders: 88
13 15 . 7 5 4 19 12 4 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 643,859
Positions
36,435 142,110 15,868 300,308 123,216 48,962 83,121 153,825 20,796 25,980 45,024 3,118 109,270 90,939
Changes from: March 31, 2015 Total Change is: 8,359
-1,593 5,169 5,472 2,887 -149 1,190 645 -4,804 -5,251 -1,763 -1,989 305 6,467 8,417
Percent of Open Interest Represented by Each Category of Trader
5.7 22.1 2.5 46.6 19.1 7.6 12.9 23.9 3.2 4.0 7.0 0.5 17.0 14.1
Number of Traders in Each Category Total Traders: 554
31 34 22 120 75 74 71 122 63 46 55 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 109,563
Positions
10,388 30,057 0 53,390 21,283 2,290 2,548 4,496 461 5,337 6,208 134 35,015 44,634
Changes from: March 31, 2015 Total Change is: 6,859
2,870 3,885 0 3,387 -52 -16 91 -3,999 -40 118 33 1 448 7,047
Percent of Open Interest Represented by Each Category of Trader
9.5 27.4 0.0 48.7 19.4 2.1 2.3 4.1 0.4 4.9 5.7 0.1 32.0 40.7
Number of Traders in Each Category Total Traders: 67
6 8 0 15 5 8 12 13 . 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 2,671,481
Positions
182,567 612,598 27,010 1,242,310 517,384 225,642 411,325 755,103 93,218 105,591 196,457 12,544 371,274 231,525
Changes from: March 31, 2015 Total Change is: 7,501
-10,718 18,017 15,765 -2,635 -621 6,164 -14,131 -20,928 -9,156 -9,232 -9,936 1,347 30,097 6,849
Percent of Open Interest Represented by Each Category of Trader
6.8 22.9 1.0 46.5 19.4 8.4 15.4 28.3 3.5 4.0 7.4 0.5 13.9 8.7
Number of Traders in Each Category Total Traders: 544
34 31 17 115 72 70 73 120 53 45 54 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 88,260
Positions
3,846 24,015 873 46,446 44,287 2,905 21,619 11,206 1,341 466 809 0 10,764 2,824
Changes from: March 31, 2015 Total Change is: 786
-1,038 1,656 -28 1,930 -930 230 1,391 911 -458 42 61 0 -1,283 -656
Percent of Open Interest Represented by Each Category of Trader
4.4 27.2 1.0 52.6 50.2 3.3 24.5 12.7 1.5 0.5 0.9 0.0 12.2 3.2
Number of Traders in Each Category Total Traders: 96
7 12 . 35 12 15 15 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 63,958
Positions
2,825 42,537 148 30,164 5,623 766 18,880 7,981 1,997 3,449 1,597 100 5,630 3,211
Changes from: March 31, 2015 Total Change is: -9
13 129 -1 -758 150 -59 614 579 -106 228 -646 7 53 -60
Percent of Open Interest Represented by Each Category of Trader
4.4 66.5 0.2 47.2 8.8 1.2 29.5 12.5 3.1 5.4 2.5 0.2 8.8 5.0
Number of Traders in Each Category Total Traders: 205
16 16 . 32 15 6 58 31 10 21 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 319,792
Positions
14,123 212,683 738 150,820 28,114 3,828 94,399 39,905 9,985 17,247 7,984 500 28,152 16,055
Changes from: March 31, 2015 Total Change is: -44
64 643 -5 -3,788 748 -296 3,070 2,895 -530 1,142 -3,232 34 265 -301
Percent of Open Interest Represented by Each Category of Trader
4.4 66.5 0.2 47.2 8.8 1.2 29.5 12.5 3.1 5.4 2.5 0.2 8.8 5.0
Number of Traders in Each Category Total Traders: 205
16 16 . 32 15 6 58 31 10 21 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 307,682
Positions
85,176 40,410 560 108,865 135,202 17,890 59,591 85,302 5,191 7,277 9,020 0 23,132 14,107
Changes from: March 31, 2015 Total Change is: -1,940
-4,155 608 -74 469 -1,857 639 905 2,392 -235 304 -1,596 -573 780 -1,244
Percent of Open Interest Represented by Each Category of Trader
27.7 13.1 0.2 35.4 43.9 5.8 19.4 27.7 1.7 2.4 2.9 0.0 7.5 4.6
Number of Traders in Each Category Total Traders: 247
17 13 . 51 44 27 43 51 11 14 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 58,212
Positions
2,947 17,841 0 29,888 0 213 8,603 7,044 35 4,830 26,092 255 11,441 6,732
Changes from: March 31, 2015 Total Change is: -1,192
159 135 0 391 0 -6 -1,068 -844 -10 173 0 0 -831 -467
Percent of Open Interest Represented by Each Category of Trader
5.1 30.6 0.0 51.3 0.0 0.4 14.8 12.1 0.1 8.3 44.8 0.4 19.7 11.6
Number of Traders in Each Category Total Traders: 62
4 7 0 21 0 . 14 7 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 103,459
Positions
31,535 4,942 956 8,183 665 1,207 32,477 10,677 1,479 16,426 271 440 10,756 82,822
Changes from: March 31, 2015 Total Change is: 4,759
585 1,240 155 393 66 577 4,042 -105 402 152 271 170 -1,717 1,983
Percent of Open Interest Represented by Each Category of Trader
30.5 4.8 0.9 7.9 0.6 1.2 31.4 10.3 1.4 15.9 0.3 0.4 10.4 80.1
Number of Traders in Each Category Total Traders: 86
15 8 . 11 . 4 34 11 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 145,800
Positions
7,460 83,917 401 92,093 42,927 3,947 29,442 6,701 3,957 1,530 524 0 6,970 3,426
Changes from: March 31, 2015 Total Change is: 3,238
505 1,723 20 5,957 -1,580 177 -2,481 3,213 -71 -799 -89 0 -70 -155
Percent of Open Interest Represented by Each Category of Trader
5.1 57.6 0.3 63.2 29.4 2.7 20.2 4.6 2.7 1.0 0.4 0.0 4.8 2.3
Number of Traders in Each Category Total Traders: 105
6 11 . 41 20 16 14 7 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 371,753
Positions
50,291 178,664 2,888 181,019 80,163 34,236 62,388 53,456 7,711 16,142 6,562 832 16,246 7,241
Changes from: March 31, 2015 Total Change is: 2,444
-1,472 7,426 -41 3,699 -6,567 1,617 -1,186 1,443 1 72 -108 70 -316 -1,397
Percent of Open Interest Represented by Each Category of Trader
13.5 48.1 0.8 48.7 21.6 9.2 16.8 14.4 2.1 4.3 1.8 0.2 4.4 1.9
Number of Traders in Each Category Total Traders: 229
20 21 7 62 32 29 36 23 10 25 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 435,377
Positions
8,323 73,607 1,251 161,749 83,820 45,563 59,041 68,693 9,193 7,674 22,198 362 142,221 130,690
Changes from: March 31, 2015 Total Change is: 9,373
2,900 1,117 -1,273 1,603 5,708 3,727 2,693 5,877 -668 -389 -2,680 -44 824 -2,391
Percent of Open Interest Represented by Each Category of Trader
1.9 16.9 0.3 37.2 19.3 10.5 13.6 15.8 2.1 1.8 5.1 0.1 32.7 30.0
Number of Traders in Each Category Total Traders: 123
5 12 . 28 23 25 24 18 16 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 570,955
Positions
22,779 63,288 352 273,427 58,545 84,257 53,812 256,996 10,130 6,877 6,352 614 118,707 90,421
Changes from: March 31, 2015 Total Change is: -479
435 5,825 -1,441 4,242 -1,264 -372 -1,203 -5,969 479 14 -1,518 -14 -2,619 3,795
Percent of Open Interest Represented by Each Category of Trader
4.0 11.1 0.1 47.9 10.3 14.8 9.4 45.0 1.8 1.2 1.1 0.1 20.8 15.8
Number of Traders in Each Category Total Traders: 92
4 7 . 38 12 27 9 17 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 1,333,541
Positions
43,131 100,379 9,340 255,790 417,640 117,652 523,397 162,944 55,112 203,519 315,434 7,015 118,585 148,025
Changes from: March 31, 2015 Total Change is: -20,295
-9,618 -12,399 -1,292 -5,163 14,650 -4,286 -2,881 3,234 -563 4,596 -10,104 -891 -197 -8,644
Percent of Open Interest Represented by Each Category of Trader
3.2 7.5 0.7 19.2 31.3 8.8 39.2 12.2 4.1 15.3 23.7 0.5 8.9 11.1
Number of Traders in Each Category Total Traders: 260
10 29 . 38 46 40 51 33 26 13 40 10
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Traders in Financial Futures - Futures Only Positions as of April 7, 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 2,798,512
Positions
132,318 127,224 24,557 906,951 841,370 352,256 475,064 723,227 101,985 434,668 179,816 38,239 332,474 409,838
Changes from: March 31, 2015 Total Change is: 30,849
10,271 15,380 2,891 60,877 18,145 -2,440 -51,401 14,093 -1,995 -10,337 -2,587 3,832 19,151 -16,470
Percent of Open Interest Represented by Each Category of Trader
4.7 4.5 0.9 32.4 30.1 12.6 17.0 25.8 3.6 15.5 6.4 1.4 11.9 14.6
Number of Traders in Each Category Total Traders: 376
27 21 9 48 86 75 59 59 49 26 50 14
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Traders in Financial Futures - Futures Only Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,000,105
Positions
92,472 146,379 38,511 670,200 538,409 293,350 438,205 356,455 30,644 145,617 245,809 20,346 270,760 330,202
Changes from: March 31, 2015 Total Change is: 17,988
36,247 -9,649 8,330 -34,719 -30,762 28,561 -11,811 43,209 -14,198 -16,878 3,016 833 21,623 -11,352
Percent of Open Interest Represented by Each Category of Trader
4.6 7.3 1.9 33.5 26.9 14.7 21.9 17.8 1.5 7.3 12.3 1.0 13.5 16.5
Number of Traders in Each Category Total Traders: 270
13 25 4 42 45 48 40 53 26 13 39 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 716,978
Positions
234,400 113,541 261,049 124 5,275 7,808 37,752 96,636 87,187 27,424 55,194 34,664 26,570 55,624
Changes from: March 31, 2015 Total Change is: -60,390
-13,901 -42,484 -11,472 -1,673 1,628 -1,275 -4,877 7,554 -12,434 -9,657 4,687 -6,149 1,048 -445
Percent of Open Interest Represented by Each Category of Trader
32.7 15.8 36.4 0.0 0.7 1.1 5.3 13.5 12.2 3.8 7.7 4.8 3.7 7.8
Number of Traders in Each Category Total Traders: 116
18 30 36 . . . 13 29 26 . 15 7
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Traders in Financial Futures - Futures Only Positions as of April 7, 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 is10,981,299
Positions
1,682,357 1,201,517 3,003,149 448,810 1,485,862 255,184 2,043,246 1,002,228 1,749,036 412,259 523,638 501,773 885,485 1,258,912
Changes from: March 31, 2015 Total Change is: 183,291
52,697 20,185 16,517 -43,734 10,040 2,500 65,048 68,424 54,074 48,120 18,199 8,369 -20,300 -15,017
Percent of Open Interest Represented by Each Category of Trader
15.3 10.9 27.3 4.1 13.5 2.3 18.6 9.1 15.9 3.8 4.8 4.6 8.1 11.5
Number of Traders in Each Category Total Traders: 289
31 50 75 11 25 23 39 70 84 10 39 29
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Traders in Financial Futures - Futures Only Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 44,342
Positions
5,629 1,378 0 475 16,250 3,861 32,842 16,426 0 1,396 6,307 0 139 120
Changes from: March 31, 2015 Total Change is: -1,029
-926 -220 0 0 -189 -10 -85 413 0 -31 -1,007 0 23 -16
Percent of Open Interest Represented by Each Category of Trader
12.7 3.1 0.0 1.1 36.6 8.7 74.1 37.0 0.0 3.1 14.2 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 43
. 4 0 . 8 . 5 10 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 37,614
Positions
7,120 995 0 0 17,478 210 29,367 8,735 0 796 10,077 0 121 119
Changes from: March 31, 2015 Total Change is: -352
-1,119 -15 -42 0 -120 0 16 25 0 756 -175 0 37 -25
Percent of Open Interest Represented by Each Category of Trader
18.9 2.6 0.0 0.0 46.5 0.6 78.1 23.2 0.0 2.1 26.8 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 43
5 . 0 0 12 . 7 6 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 113,690
Positions
16,248 71,936 468 11,979 1,249 101 16,897 35,307 1,960 47,010 658 30 18,997 1,981
Changes from: March 31, 2015 Total Change is: -5,106
-177 -42 0 423 -196 0 -773 -6,050 779 -3,333 221 30 -2,055 152
Percent of Open Interest Represented by Each Category of Trader
14.3 63.3 0.4 10.5 1.1 0.1 14.9 31.1 1.7 41.3 0.6 0.0 16.7 1.7
Number of Traders in Each Category Total Traders: 213
5 4 . 13 . . 36 13 9 132 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 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 379,421
Positions
83,530 14,882 32,274 83,311 38,122 24,383 46,942 151,630 69,993 5,102 6,237 13,575 20,311 28,325
Changes from: March 31, 2015 Total Change is: 24,626
-1,148 -2,683 4,583 -4,831 419 1,647 15,213 16,780 8,555 84 -2,100 -1,118 1,641 -1,457
Percent of Open Interest Represented by Each Category of Trader
22.0 3.9 8.5 22.0 10.0 6.4 12.4 40.0 18.4 1.3 1.6 3.6 5.4 7.5
Number of Traders in Each Category Total Traders: 187
20 13 19 6 15 9 33 62 62 8 17 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 13,832
Positions
174 2,934 0 4,922 1,321 930 5,750 7,542 625 1,286 480 0 145 0
Changes from: March 31, 2015 Total Change is: 204
0 0 0 -195 0 128 -723 632 0 1,015 -553 0 -21 -3
Percent of Open Interest Represented by Each Category of Trader
1.3 21.2 0.0 35.6 9.6 6.7 41.6 54.5 4.5 9.3 3.5 0.0 1.0 0.0
Number of Traders in Each Category Total Traders: 29
. . 0 5 . . 6 8 . 5 . 0
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Updated April 10, 2015