Traders in Financial Futures - Futures Only Positions as of April 28, 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 128,938
Positions
39,475 27,767 381 21,070 6,400 216 22,725 52,295 5,743 11,884 4,706 726 26,718 30,704
Changes from: April 21, 2015 Total Change is: 2,137
-1,107 9,050 335 339 -517 -31 -580 -4,029 313 1,439 -1,854 -157 1,586 -973
Percent of Open Interest Represented by Each Category of Trader
30.6 21.5 0.3 16.3 5.0 0.2 17.6 40.6 4.5 9.2 3.6 0.6 20.7 23.8
Number of Traders in Each Category Total Traders: 87
5 6 . 7 6 . 15 27 8 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 31,585
Positions
16,000 5,026 84 1,116 1,728 51 6,877 10,058 413 0 0 0 7,044 14,225
Changes from: April 21, 2015 Total Change is: -142
3 1,688 6 0 50 0 48 -1,502 -70 0 0 0 -129 -314
Percent of Open Interest Represented by Each Category of Trader
50.7 15.9 0.3 3.5 5.5 0.2 21.8 31.8 1.3 0.0 0.0 0.0 22.3 45.0
Number of Traders in Each Category Total Traders: 30
4 5 . . . . 7 10 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 171,698
Positions
97,716 7,196 2,027 13,844 64,915 865 26,679 46,492 5,741 5,926 14,932 173 18,727 29,357
Changes from: April 21, 2015 Total Change is: -3,368
-6,766 1,586 269 1,146 648 -90 -5,155 -3,483 816 1,755 -185 173 4,484 -3,102
Percent of Open Interest Represented by Each Category of Trader
56.9 4.2 1.2 8.1 37.8 0.5 15.5 27.1 3.3 3.5 8.7 0.1 10.9 17.1
Number of Traders in Each Category Total Traders: 111
8 8 . 9 20 6 17 35 12 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 188,079
Positions
43,274 43,812 699 27,963 27,604 3,834 32,964 61,051 2,378 58,659 3,331 245 18,063 45,125
Changes from: April 21, 2015 Total Change is: -1,253
-1,651 14,892 185 -3,865 -417 171 431 -10,759 -1 52 -221 27 3,398 -5,130
Percent of Open Interest Represented by Each Category of Trader
23.0 23.3 0.4 14.9 14.7 2.0 17.5 32.5 1.3 31.2 1.8 0.1 9.6 24.0
Number of Traders in Each Category Total Traders: 123
9 5 . 14 15 9 20 45 11 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 456,919
Positions
172,840 22,674 1,889 57,146 113,116 14,801 33,188 157,422 4,412 129,208 56,244 2,438 40,997 83,923
Changes from: April 21, 2015 Total Change is: -691
-13,245 12,216 429 5,048 683 929 4,651 -10,539 -1,133 2,378 -2,874 -735 987 333
Percent of Open Interest Represented by Each Category of Trader
37.8 5.0 0.4 12.5 24.8 3.2 7.3 34.5 1.0 28.3 12.3 0.5 9.0 18.4
Number of Traders in Each Category Total Traders: 250
17 14 8 25 33 23 31 57 19 30 42 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 140,298
Positions
101,044 1,256 79 1,633 23,973 1,207 12,241 54,114 959 5,578 23,980 6 17,551 34,724
Changes from: April 21, 2015 Total Change is: -13,065
-17,778 -963 4 437 -825 209 -892 -8,950 108 524 438 0 4,323 -3,086
Percent of Open Interest Represented by Each Category of Trader
72.0 0.9 0.1 1.2 17.1 0.9 8.7 38.6 0.7 4.0 17.1 0.0 12.5 24.8
Number of Traders in Each Category Total Traders: 92
12 . . . 10 4 17 34 8 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 55,488
Positions
40,670 46,141 2,170 100 0 0 8,459 3,754 737 1,079 113 1,802 471 771
Changes from: April 21, 2015 Total Change is: -1,084
-1,167 177 0 0 -1,702 0 37 199 0 0 113 0 46 129
Percent of Open Interest Represented by Each Category of Trader
73.3 83.2 3.9 0.2 0.0 0.0 15.2 6.8 1.3 1.9 0.2 3.2 0.8 1.4
Number of Traders in Each Category Total Traders: 25
8 8 6 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 138,497
Positions
50,656 38,840 4,811 10,028 2,207 10 36,010 45,097 29,699 2,994 10,162 1,088 3,201 6,583
Changes from: April 21, 2015 Total Change is: 20,423
-132 -9,170 4,795 723 -110 0 -11,965 -1,277 25,843 111 -652 1,005 43 -11
Percent of Open Interest Represented by Each Category of Trader
36.6 28.0 3.5 7.2 1.6 0.0 26.0 32.6 21.4 2.2 7.3 0.8 2.3 4.8
Number of Traders in Each Category Total Traders: 120
7 10 . 5 5 . 32 35 14 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 31,095
Positions
10,879 13,080 8,509 0 313 0 7,262 4,250 396 361 621 2,746 942 1,180
Changes from: April 21, 2015 Total Change is: 5,960
-806 1,339 5,534 0 -998 0 1,774 759 -760 161 100 0 57 -14
Percent of Open Interest Represented by Each Category of Trader
35.0 42.1 27.4 0.0 1.0 0.0 23.4 13.7 1.3 1.2 2.0 8.8 3.0 3.8
Number of Traders in Each Category Total Traders: 23
. 4 . 0 . 0 . 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 28,071
Positions
6,050 14,421 0 942 2,239 0 15,894 5,550 911 529 1,322 0 3,745 3,628
Changes from: April 21, 2015 Total Change is: 1,454
776 3,390 0 72 295 0 -203 -2,084 478 56 -4 0 275 -621
Percent of Open Interest Represented by Each Category of Trader
21.6 51.4 0.0 3.4 8.0 0.0 56.6 19.8 3.2 1.9 4.7 0.0 13.3 12.9
Number of Traders in Each Category Total Traders: 56
5 . 0 . . 0 21 14 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 57,117
Positions
17,961 38,231 994 4,870 2,120 380 22,049 6,275 1,029 2,092 2,301 23 7,721 5,766
Changes from: April 21, 2015 Total Change is: 7,047
49 3,069 23 177 -77 50 6,254 1,737 684 -111 743 0 -78 819
Percent of Open Interest Represented by Each Category of Trader
31.4 66.9 1.7 8.5 3.7 0.7 38.6 11.0 1.8 3.7 4.0 0.0 13.5 10.1
Number of Traders in Each Category Total Traders: 99
11 20 . 8 4 . 27 10 . 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 114,233
Positions
35,921 76,462 1,987 9,739 4,240 760 44,098 12,549 2,058 4,184 4,601 45 15,441 11,531
Changes from: April 21, 2015 Total Change is: 14,093
97 6,138 45 354 -153 99 12,507 3,473 1,368 -221 1,486 0 -156 1,637
Percent of Open Interest Represented by Each Category of Trader
31.4 66.9 1.7 8.5 3.7 0.7 38.6 11.0 1.8 3.7 4.0 0.0 13.5 10.1
Number of Traders in Each Category Total Traders: 99
11 20 . 8 4 . 27 10 . 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 667,287
Positions
35,243 138,878 29,945 305,025 127,210 42,757 89,176 145,453 28,903 21,726 51,296 3,769 110,742 99,077
Changes from: April 21, 2015 Total Change is: 9,093
-1,699 -3,554 7,610 4,741 181 -463 -1,897 105 1,169 -282 957 253 -339 2,834
Percent of Open Interest Represented by Each Category of Trader
5.3 20.8 4.5 45.7 19.1 6.4 13.4 21.8 4.3 3.3 7.7 0.6 16.6 14.8
Number of Traders in Each Category Total Traders: 551
32 38 26 119 73 73 79 114 67 42 54 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 118,284
Positions
19,989 31,138 0 52,515 21,337 2,335 4,674 4,055 435 3,646 7,881 15 34,675 51,088
Changes from: April 21, 2015 Total Change is: 3,490
4,627 3,175 0 -269 -315 -4 -729 -548 -841 96 -201 -4 614 2,228
Percent of Open Interest Represented by Each Category of Trader
16.9 26.3 0.0 44.4 18.0 2.0 4.0 3.4 0.4 3.1 6.7 0.0 29.3 43.2
Number of Traders in Each Category Total Traders: 71
5 12 0 16 5 6 12 13 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 2,745,013
Positions
180,985 643,412 45,011 1,272,620 539,431 192,040 447,341 731,820 117,509 93,339 220,014 15,833 380,335 239,943
Changes from: April 21, 2015 Total Change is: 28,014
3,684 1,669 2,736 24,133 1,565 -1,379 -4,194 4,911 8,403 -1,649 6,032 1,045 -4,765 3,032
Percent of Open Interest Represented by Each Category of Trader
6.6 23.4 1.6 46.4 19.7 7.0 16.3 26.7 4.3 3.4 8.0 0.6 13.9 8.7
Number of Traders in Each Category Total Traders: 539
34 35 23 112 71 69 77 116 57 41 53 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 91,765
Positions
3,610 26,730 963 49,141 43,422 2,309 21,413 9,642 1,891 574 265 0 11,864 6,543
Changes from: April 21, 2015 Total Change is: 1,003
-265 603 68 1,504 295 -93 668 -1,412 353 -1,245 -204 0 13 1,393
Percent of Open Interest Represented by Each Category of Trader
3.9 29.1 1.0 53.6 47.3 2.5 23.3 10.5 2.1 0.6 0.3 0.0 12.9 7.1
Number of Traders in Each Category Total Traders: 89
7 13 . 33 12 14 14 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 73,186
Positions
2,063 46,404 102 30,898 5,421 752 27,923 12,305 980 3,726 1,927 30 6,712 5,264
Changes from: April 21, 2015 Total Change is: 6,476
-612 2,664 -51 41 -578 222 5,879 2,932 -68 479 -17 -34 621 1,406
Percent of Open Interest Represented by Each Category of Trader
2.8 63.4 0.1 42.2 7.4 1.0 38.2 16.8 1.3 5.1 2.6 0.0 9.2 7.2
Number of Traders in Each Category Total Traders: 227
13 18 . 31 15 7 69 39 10 25 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 365,930
Positions
10,316 232,022 509 154,490 27,107 3,762 139,616 61,527 4,899 18,629 9,636 150 33,559 26,318
Changes from: April 21, 2015 Total Change is: 32,380
-3,061 13,321 -254 203 -2,889 1,108 29,395 14,662 -341 2,396 -86 -171 3,105 7,030
Percent of Open Interest Represented by Each Category of Trader
2.8 63.4 0.1 42.2 7.4 1.0 38.2 16.8 1.3 5.1 2.6 0.0 9.2 7.2
Number of Traders in Each Category Total Traders: 227
13 18 . 31 15 7 69 39 10 25 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 311,386
Positions
75,792 47,980 1,431 119,008 127,861 16,830 62,142 88,101 5,760 7,244 9,140 0 23,179 14,283
Changes from: April 21, 2015 Total Change is: 2,562
1,254 2,386 255 1,930 -1,361 -2,286 2,001 1,649 303 -1,532 545 -14 651 1,085
Percent of Open Interest Represented by Each Category of Trader
24.3 15.4 0.5 38.2 41.1 5.4 20.0 28.3 1.8 2.3 2.9 0.0 7.4 4.6
Number of Traders in Each Category Total Traders: 260
17 17 . 54 45 25 44 54 12 14 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 56,365
Positions
2,448 17,932 1 28,466 0 167 9,430 5,763 633 3,345 26,092 250 11,625 5,527
Changes from: April 21, 2015 Total Change is: -649
-612 0 0 -537 0 -56 1,079 287 -45 -75 0 -305 -98 -530
Percent of Open Interest Represented by Each Category of Trader
4.3 31.8 0.0 50.5 0.0 0.3 16.7 10.2 1.1 5.9 46.3 0.4 20.6 9.8
Number of Traders in Each Category Total Traders: 57
4 7 . 19 0 . 14 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 107,051
Positions
32,974 6,627 1,203 14,158 801 1,224 28,397 15,565 1,742 15,693 392 440 11,220 79,057
Changes from: April 21, 2015 Total Change is: -1,312
-1,145 -879 241 1,791 115 60 -1,472 1,963 -51 -184 -68 0 -552 -2,693
Percent of Open Interest Represented by Each Category of Trader
30.8 6.2 1.1 13.2 0.7 1.1 26.5 14.5 1.6 14.7 0.4 0.4 10.5 73.8
Number of Traders in Each Category Total Traders: 88
16 9 5 12 . 4 28 14 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 146,563
Positions
6,992 88,719 450 89,255 41,079 3,974 32,483 5,692 3,347 2,123 524 0 7,939 2,778
Changes from: April 21, 2015 Total Change is: -130
-411 1,789 -95 -3,397 -1,320 112 1,807 -290 -73 628 0 0 1,299 -253
Percent of Open Interest Represented by Each Category of Trader
4.8 60.5 0.3 60.9 28.0 2.7 22.2 3.9 2.3 1.4 0.4 0.0 5.4 1.9
Number of Traders in Each Category Total Traders: 105
6 10 . 38 22 16 17 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 377,533
Positions
41,404 216,939 2,889 185,034 79,474 30,292 78,004 28,056 3,715 18,246 8,761 708 17,241 6,699
Changes from: April 21, 2015 Total Change is: 494
2,067 17,156 54 -5,181 -4,178 -47 2,169 -13,097 413 1,993 -2 -242 -732 437
Percent of Open Interest Represented by Each Category of Trader
11.0 57.5 0.8 49.0 21.1 8.0 20.7 7.4 1.0 4.8 2.3 0.2 4.6 1.8
Number of Traders in Each Category Total Traders: 228
18 20 7 65 30 28 41 16 8 27 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 431,699
Positions
1,466 71,040 3,376 164,838 80,070 47,597 58,781 62,821 9,371 8,807 19,375 137 137,326 137,912
Changes from: April 21, 2015 Total Change is: -3,854
-7,228 -8,713 768 -3,146 -7,214 -481 6,303 2,157 -138 1,626 1,531 -236 -1,322 8,472
Percent of Open Interest Represented by Each Category of Trader
0.3 16.5 0.8 38.2 18.5 11.0 13.6 14.6 2.2 2.0 4.5 0.0 31.8 31.9
Number of Traders in Each Category Total Traders: 116
. 11 4 28 22 23 26 13 13 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 576,578
Positions
26,333 70,723 399 296,084 53,222 76,972 39,427 256,460 10,964 9,128 13,033 58 117,213 94,747
Changes from: April 21, 2015 Total Change is: -3,772
-988 3,188 -119 9,612 2,752 -7,674 -10,013 -7,743 71 1,980 0 0 3,359 5,753
Percent of Open Interest Represented by Each Category of Trader
4.6 12.3 0.1 51.4 9.2 13.3 6.8 44.5 1.9 1.6 2.3 0.0 20.3 16.4
Number of Traders in Each Category Total Traders: 95
5 7 . 38 12 28 9 16 8 4 4 .
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Traders in Financial Futures - Futures Only Positions as of April 28, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,424,553
Positions
49,355 116,562 8,904 245,267 433,212 116,380 633,156 172,289 66,699 173,612 342,267 5,153 126,027 163,087
Changes from: April 21, 2015 Total Change is: 24,934
-2,536 -14,498 2,854 6,982 11,151 -4,162 30,163 8,480 7,540 -17,508 10,177 -1,488 3,089 4,880
Percent of Open Interest Represented by Each Category of Trader
3.5 8.2 0.6 17.2 30.4 8.2 44.4 12.1 4.7 12.2 24.0 0.4 8.8 11.4
Number of Traders in Each Category Total Traders: 267
12 30 8 39 47 40 51 32 24 16 40 9
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Traders in Financial Futures - Futures Only Positions as of April 28, 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 2,841,743
Positions
135,231 161,555 19,906 972,030 856,391 328,960 419,430 736,052 147,877 466,864 163,560 17,858 333,587 409,584
Changes from: April 21, 2015 Total Change is: 2,759
10,286 12,962 -2,491 -17,817 31,979 -3,916 -8,216 -15,719 14,778 17,735 -2,883 -19,064 11,464 -12,887
Percent of Open Interest Represented by Each Category of Trader
4.8 5.7 0.7 34.2 30.1 11.6 14.8 25.9 5.2 16.4 5.8 0.6 11.7 14.4
Number of Traders in Each Category Total Traders: 374
22 25 10 45 83 71 64 64 54 25 46 14
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Traders in Financial Futures - Futures Only Positions as of April 28, 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 2,023,889
Positions
71,338 173,202 27,208 616,119 530,224 308,165 504,591 319,401 35,847 135,080 248,098 32,494 293,047 349,250
Changes from: April 21, 2015 Total Change is: 31,137
1,599 38,118 -1,750 -20,413 1,232 4,742 27,758 -14,251 -5,531 -7,745 6,589 11,945 20,532 -9,957
Percent of Open Interest Represented by Each Category of Trader
3.5 8.6 1.3 30.4 26.2 15.2 24.9 15.8 1.8 6.7 12.3 1.6 14.5 17.3
Number of Traders in Each Category Total Traders: 257
11 25 5 37 41 46 43 48 31 12 40 5
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Traders in Financial Futures - Futures Only Positions as of April 28, 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 803,472
Positions
286,633 143,146 268,246 0 6,177 6,619 31,081 119,826 116,740 35,530 59,838 33,910 24,713 48,970
Changes from: April 21, 2015 Total Change is: 33,613
15,180 9,918 13,370 -174 826 -189 -1,789 75 10,581 832 2,204 -900 -3,298 -2,272
Percent of Open Interest Represented by Each Category of Trader
35.7 17.8 33.4 0.0 0.8 0.8 3.9 14.9 14.5 4.4 7.4 4.2 3.1 6.1
Number of Traders in Each Category Total Traders: 127
17 34 40 0 4 . 11 36 34 4 16 8
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Traders in Financial Futures - Futures Only Positions as of April 28, 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 is11,251,112
Positions
1,874,467 1,275,683 3,127,040 400,615 1,476,870 319,448 2,122,118 1,147,490 1,603,842 463,238 522,765 480,276 860,068 1,297,698
Changes from: April 21, 2015 Total Change is: 255,422
163,989 22,570 104,955 -4,699 -40,465 31,216 -52,334 62,738 81,790 -6,014 21,110 -57,876 -5,605 29,384
Percent of Open Interest Represented by Each Category of Trader
16.7 11.3 27.8 3.6 13.1 2.8 18.9 10.2 14.3 4.1 4.6 4.3 7.6 11.5
Number of Traders in Each Category Total Traders: 307
31 57 79 9 27 25 38 80 86 12 39 30
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Traders in Financial Futures - Futures Only Positions as of April 28, 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 45,637
Positions
5,900 1,892 20 475 19,585 61 36,941 16,836 1 2,082 6,206 0 157 1,036
Changes from: April 21, 2015 Total Change is: 728
1,181 264 20 0 3,157 -3,800 2,638 -43 1 695 222 0 -7 907
Percent of Open Interest Represented by Each Category of Trader
12.9 4.1 0.0 1.0 42.9 0.1 80.9 36.9 0.0 4.6 13.6 0.0 0.3 2.3
Number of Traders in Each Category Total Traders: 48
5 5 . . 8 . 7 9 . 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 37,250
Positions
3,336 1,125 85 0 17,390 12 33,178 8,195 151 280 10,177 8 200 107
Changes from: April 21, 2015 Total Change is: -406
-625 215 22 0 -29 -198 310 -596 151 -43 45 3 -26 -19
Percent of Open Interest Represented by Each Category of Trader
9.0 3.0 0.2 0.0 46.7 0.0 89.1 22.0 0.4 0.8 27.3 0.0 0.5 0.3
Number of Traders in Each Category Total Traders: 45
5 . . 0 13 . 8 5 . . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 112,648
Positions
17,273 72,374 408 9,039 282 111 15,343 27,840 3,316 44,239 571 150 22,769 7,596
Changes from: April 21, 2015 Total Change is: -3,270
-185 -420 -100 -2,019 282 15 1,675 -9,734 1,204 -7,966 -103 125 3,981 5,461
Percent of Open Interest Represented by Each Category of Trader
15.3 64.2 0.4 8.0 0.3 0.1 13.6 24.7 2.9 39.3 0.5 0.1 20.2 6.7
Number of Traders in Each Category Total Traders: 228
5 5 . 12 . . 38 16 12 141 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 389,284
Positions
115,061 20,544 22,290 83,139 41,296 24,291 50,809 179,817 54,453 4,982 6,207 11,789 22,470 28,597
Changes from: April 21, 2015 Total Change is: 21,022
11,728 -1,088 -1,249 1,822 872 -105 7,300 21,211 -684 548 1,081 105 1,557 879
Percent of Open Interest Represented by Each Category of Trader
29.6 5.3 5.7 21.4 10.6 6.2 13.1 46.2 14.0 1.3 1.6 3.0 5.8 7.3
Number of Traders in Each Category Total Traders: 188
21 9 19 10 14 9 40 55 56 10 19 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 28, 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 17,324
Positions
141 2,934 0 9,184 1,362 940 5,100 10,970 625 1,220 493 0 114 0
Changes from: April 21, 2015 Total Change is: 2,107
20 0 0 2,272 41 11 -308 2,055 0 121 0 0 -9 0
Percent of Open Interest Represented by Each Category of Trader
0.8 16.9 0.0 53.0 7.9 5.4 29.4 63.3 3.6 7.0 2.8 0.0 0.7 0.0
Number of Traders in Each Category Total Traders: 33
. . 0 6 . . 7 8 . 7 . 0
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Updated May 1, 2015