Traders in Financial Futures - Futures Only Positions as of May 5, 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 122,108
Positions
38,847 40,003 405 20,693 6,140 224 17,730 36,237 5,493 13,043 4,450 761 24,912 28,395
Changes from: April 28, 2015 Total Change is: -6,830
-628 12,236 24 -377 -260 8 -4,995 -16,058 -250 1,159 -256 35 -1,806 -2,309
Percent of Open Interest Represented by Each Category of Trader
31.8 32.8 0.3 16.9 5.0 0.2 14.5 29.7 4.5 10.7 3.6 0.6 20.4 23.3
Number of Traders in Each Category Total Traders: 85
. 8 . 7 6 . 12 26 7 12 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 34,449
Positions
15,052 9,346 28 1,116 1,709 33 9,468 9,239 263 400 0 0 8,089 13,831
Changes from: April 28, 2015 Total Change is: 2,864
-948 4,320 -56 0 -19 -18 2,591 -819 -150 400 0 0 1,045 -394
Percent of Open Interest Represented by Each Category of Trader
43.7 27.1 0.1 3.2 5.0 0.1 27.5 26.8 0.8 1.2 0.0 0.0 23.5 40.1
Number of Traders in Each Category Total Traders: 33
5 . . . . . 10 10 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 173,468
Positions
94,073 30,183 961 13,270 62,586 910 35,370 32,107 3,396 4,772 17,024 548 20,168 25,753
Changes from: April 28, 2015 Total Change is: 1,770
-3,643 22,987 -1,066 -574 -2,329 45 8,691 -14,385 -2,345 -1,154 2,092 375 1,441 -3,604
Percent of Open Interest Represented by Each Category of Trader
54.2 17.4 0.6 7.6 36.1 0.5 20.4 18.5 2.0 2.8 9.8 0.3 11.6 14.8
Number of Traders in Each Category Total Traders: 112
8 8 4 9 19 7 22 30 16 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 198,886
Positions
65,901 29,426 900 27,644 28,920 3,481 24,591 75,947 1,541 58,902 6,929 39 15,887 51,703
Changes from: April 28, 2015 Total Change is: 10,807
22,627 -14,386 201 -319 1,316 -353 -8,373 14,896 -837 243 3,598 -206 -2,176 6,578
Percent of Open Interest Represented by Each Category of Trader
33.1 14.8 0.5 13.9 14.5 1.8 12.4 38.2 0.8 29.6 3.5 0.0 8.0 26.0
Number of Traders in Each Category Total Traders: 135
11 5 . 13 18 7 17 54 9 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 449,254
Positions
164,383 22,841 1,226 52,472 103,765 15,461 35,663 153,966 3,779 126,519 60,681 4,367 45,384 83,168
Changes from: April 28, 2015 Total Change is: -7,665
-8,457 167 -663 -4,674 -9,351 660 2,475 -3,456 -633 -2,689 4,437 1,929 4,387 -755
Percent of Open Interest Represented by Each Category of Trader
36.6 5.1 0.3 11.7 23.1 3.4 7.9 34.3 0.8 28.2 13.5 1.0 10.1 18.5
Number of Traders in Each Category Total Traders: 245
19 13 10 22 32 22 25 57 16 31 44 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 137,001
Positions
91,378 25,066 926 1,278 20,754 1,203 17,698 36,339 454 4,607 19,340 6 19,451 32,913
Changes from: April 28, 2015 Total Change is: -3,297
-9,666 23,810 847 -355 -3,219 -4 5,457 -17,775 -505 -971 -4,640 0 1,900 -1,811
Percent of Open Interest Represented by Each Category of Trader
66.7 18.3 0.7 0.9 15.1 0.9 12.9 26.5 0.3 3.4 14.1 0.0 14.2 24.0
Number of Traders in Each Category Total Traders: 86
10 5 . . 9 4 19 26 7 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 58,541
Positions
43,725 49,232 1,720 682 0 0 8,276 4,156 737 1,079 113 1,802 520 781
Changes from: April 28, 2015 Total Change is: 3,053
3,055 3,091 -450 582 0 0 -183 402 0 0 0 0 49 10
Percent of Open Interest Represented by Each Category of Trader
74.7 84.1 2.9 1.2 0.0 0.0 14.1 7.1 1.3 1.8 0.2 3.1 0.9 1.3
Number of Traders in Each Category Total Traders: 26
8 8 5 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 146,418
Positions
50,395 32,953 6,247 33,333 2,584 10 20,151 57,550 30,038 2,546 10,511 81 3,617 6,444
Changes from: April 28, 2015 Total Change is: 7,921
-261 -5,887 1,436 23,305 377 0 -15,859 12,453 339 -448 349 -1,007 416 -139
Percent of Open Interest Represented by Each Category of Trader
34.4 22.5 4.3 22.8 1.8 0.0 13.8 39.3 20.5 1.7 7.2 0.1 2.5 4.4
Number of Traders in Each Category Total Traders: 120
7 9 4 6 6 . 21 46 12 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 28,379
Positions
6,207 12,120 0 832 2,321 0 17,019 7,447 829 340 1,672 0 3,152 3,990
Changes from: April 28, 2015 Total Change is: 308
157 -2,301 0 -110 82 0 1,125 1,897 -82 -189 350 0 -593 362
Percent of Open Interest Represented by Each Category of Trader
21.9 42.7 0.0 2.9 8.2 0.0 60.0 26.2 2.9 1.2 5.9 0.0 11.1 14.1
Number of Traders in Each Category Total Traders: 64
6 . 0 . 5 0 20 19 4 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 53,082
Positions
19,041 34,801 960 4,732 2,276 385 17,529 6,484 349 1,994 1,980 23 8,069 5,825
Changes from: April 28, 2015 Total Change is: -4,035
1,081 -3,430 -34 -138 156 5 -4,520 209 -680 -98 -321 0 349 60
Percent of Open Interest Represented by Each Category of Trader
35.9 65.6 1.8 8.9 4.3 0.7 33.0 12.2 0.7 3.8 3.7 0.0 15.2 11.0
Number of Traders in Each Category Total Traders: 97
12 18 . 8 4 . 23 14 . 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 106,163
Positions
38,082 69,602 1,920 9,464 4,551 770 35,058 12,967 698 3,988 3,960 45 16,138 11,650
Changes from: April 28, 2015 Total Change is: -8,070
2,161 -6,860 -67 -275 311 10 -9,040 418 -1,360 -196 -641 0 697 119
Percent of Open Interest Represented by Each Category of Trader
35.9 65.6 1.8 8.9 4.3 0.7 33.0 12.2 0.7 3.8 3.7 0.0 15.2 11.0
Number of Traders in Each Category Total Traders: 97
12 18 . 8 4 . 23 14 . 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 669,417
Positions
35,249 121,361 30,678 297,582 120,575 48,607 84,194 154,258 30,337 22,128 50,768 3,834 116,808 109,001
Changes from: April 28, 2015 Total Change is: 2,130
6 -17,517 733 -7,443 -6,635 5,850 -4,982 8,805 1,433 402 -529 65 6,066 9,924
Percent of Open Interest Represented by Each Category of Trader
5.3 18.1 4.6 44.5 18.0 7.3 12.6 23.0 4.5 3.3 7.6 0.6 17.4 16.3
Number of Traders in Each Category Total Traders: 573
34 41 30 120 71 76 78 123 69 48 57 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 120,401
Positions
18,970 23,977 0 56,097 21,708 2,553 5,131 5,563 437 3,656 6,940 14 33,543 59,209
Changes from: April 28, 2015 Total Change is: 2,117
-1,019 -7,161 0 3,582 371 218 457 1,508 2 10 -941 -1 -1,132 8,121
Percent of Open Interest Represented by Each Category of Trader
15.8 19.9 0.0 46.6 18.0 2.1 4.3 4.6 0.4 3.0 5.8 0.0 27.9 49.2
Number of Traders in Each Category Total Traders: 74
7 8 0 18 5 8 12 16 4 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 2,745,079
Positions
187,021 592,546 47,765 1,229,592 516,499 208,102 422,587 770,747 122,225 95,242 222,018 16,218 416,327 248,959
Changes from: April 28, 2015 Total Change is: 66
6,036 -50,866 2,754 -43,028 -22,932 16,062 -24,754 38,927 4,716 1,903 2,004 385 35,992 9,016
Percent of Open Interest Represented by Each Category of Trader
6.8 21.6 1.7 44.8 18.8 7.6 15.4 28.1 4.5 3.5 8.1 0.6 15.2 9.1
Number of Traders in Each Category Total Traders: 558
35 40 25 111 69 71 78 121 57 48 55 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 88,985
Positions
5,307 22,354 948 46,527 43,959 2,171 21,153 12,949 1,294 427 484 0 11,158 4,826
Changes from: April 28, 2015 Total Change is: -2,780
1,697 -4,376 -15 -2,614 537 -138 -260 3,307 -597 -147 219 0 -706 -1,717
Percent of Open Interest Represented by Each Category of Trader
6.0 25.1 1.1 52.3 49.4 2.4 23.8 14.6 1.5 0.5 0.5 0.0 12.5 5.4
Number of Traders in Each Category Total Traders: 92
8 11 . 32 12 14 16 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 68,376
Positions
3,066 41,472 197 29,739 5,441 706 22,568 9,946 1,285 3,930 1,940 51 6,834 7,339
Changes from: April 28, 2015 Total Change is: -4,810
1,003 -4,932 95 -1,159 19 -46 -5,355 -2,360 305 204 13 21 122 2,075
Percent of Open Interest Represented by Each Category of Trader
4.5 60.7 0.3 43.5 8.0 1.0 33.0 14.5 1.9 5.7 2.8 0.1 10.0 10.7
Number of Traders in Each Category Total Traders: 221
15 19 . 31 16 7 57 41 11 26 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 341,880
Positions
15,331 207,361 984 148,695 27,203 3,530 112,841 49,729 6,425 19,649 9,700 255 34,170 36,693
Changes from: April 28, 2015 Total Change is: -24,050
5,015 -24,661 475 -5,795 96 -232 -26,775 -11,798 1,526 1,020 64 105 611 10,375
Percent of Open Interest Represented by Each Category of Trader
4.5 60.7 0.3 43.5 8.0 1.0 33.0 14.5 1.9 5.7 2.8 0.1 10.0 10.7
Number of Traders in Each Category Total Traders: 221
15 19 . 31 16 7 57 41 11 26 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 329,876
Positions
106,736 28,418 874 115,158 156,691 16,243 54,177 95,978 7,263 7,623 9,324 0 21,802 15,085
Changes from: April 28, 2015 Total Change is: 18,490
30,944 -19,562 -557 -3,850 28,830 -587 -7,965 7,877 1,503 379 184 0 -1,377 802
Percent of Open Interest Represented by Each Category of Trader
32.4 8.6 0.3 34.9 47.5 4.9 16.4 29.1 2.2 2.3 2.8 0.0 6.6 4.6
Number of Traders in Each Category Total Traders: 250
23 12 . 47 45 24 34 57 14 15 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 56,111
Positions
1,982 17,877 1 29,089 0 71 8,407 6,512 375 4,534 26,092 50 11,602 5,133
Changes from: April 28, 2015 Total Change is: -254
-466 -55 0 623 0 -96 -1,023 749 -258 1,189 0 -200 -23 -394
Percent of Open Interest Represented by Each Category of Trader
3.5 31.9 0.0 51.8 0.0 0.1 15.0 11.6 0.7 8.1 46.5 0.1 20.7 9.1
Number of Traders in Each Category Total Traders: 59
5 7 . 20 0 . 13 7 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 111,932
Positions
37,427 6,279 3,232 14,642 867 1,226 27,393 19,439 2,296 14,672 1,007 440 10,604 77,146
Changes from: April 28, 2015 Total Change is: 4,881
4,453 -348 2,029 484 66 2 -1,004 3,874 554 -1,021 615 0 -616 -1,911
Percent of Open Interest Represented by Each Category of Trader
33.4 5.6 2.9 13.1 0.8 1.1 24.5 17.4 2.1 13.1 0.9 0.4 9.5 68.9
Number of Traders in Each Category Total Traders: 98
18 10 6 13 . 4 29 17 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 147,868
Positions
7,857 88,340 411 89,561 44,189 5,004 32,181 2,466 3,725 1,820 737 0 7,309 2,996
Changes from: April 28, 2015 Total Change is: 1,305
865 -379 -39 306 3,110 1,030 -302 -3,226 378 -303 213 0 -630 218
Percent of Open Interest Represented by Each Category of Trader
5.3 59.7 0.3 60.6 29.9 3.4 21.8 1.7 2.5 1.2 0.5 0.0 4.9 2.0
Number of Traders in Each Category Total Traders: 102
7 9 . 36 21 18 19 . . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 377,785
Positions
42,922 215,850 3,245 181,839 80,023 31,981 72,240 22,270 10,439 17,470 7,868 625 17,024 5,484
Changes from: April 28, 2015 Total Change is: 252
1,518 -1,089 356 -3,195 549 1,689 -5,764 -5,786 6,724 -776 -893 -83 -217 -1,215
Percent of Open Interest Represented by Each Category of Trader
11.4 57.1 0.9 48.1 21.2 8.5 19.1 5.9 2.8 4.6 2.1 0.2 4.5 1.5
Number of Traders in Each Category Total Traders: 230
18 21 7 66 29 25 42 15 10 27 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 445,195
Positions
6,872 65,997 4,839 167,375 80,824 51,486 66,691 73,025 10,851 11,745 19,992 241 125,095 137,940
Changes from: April 28, 2015 Total Change is: 13,496
5,406 -5,043 1,463 2,537 754 3,889 7,910 10,204 1,480 2,938 617 104 -12,231 28
Percent of Open Interest Represented by Each Category of Trader
1.5 14.8 1.1 37.6 18.2 11.6 15.0 16.4 2.4 2.6 4.5 0.1 28.1 31.0
Number of Traders in Each Category Total Traders: 133
6 12 4 29 21 22 33 17 18 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 582,220
Positions
23,383 82,331 2,150 309,448 50,577 71,421 36,888 253,566 10,996 8,560 11,251 58 119,316 99,870
Changes from: April 28, 2015 Total Change is: 5,642
-2,950 11,608 1,751 13,364 -2,645 -5,551 -2,539 -2,894 32 -568 -1,782 0 2,103 5,123
Percent of Open Interest Represented by Each Category of Trader
4.0 14.1 0.4 53.1 8.7 12.3 6.3 43.6 1.9 1.5 1.9 0.0 20.5 17.2
Number of Traders in Each Category Total Traders: 89
4 6 . 38 11 27 7 16 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 5, 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 1,409,790
Positions
57,255 100,658 4,492 240,140 441,165 119,071 647,934 163,382 66,032 151,362 351,454 6,618 116,886 156,918
Changes from: April 28, 2015 Total Change is: -14,763
7,900 -15,904 -4,412 -5,127 7,953 2,691 14,778 -8,907 -667 -22,250 9,187 1,465 -9,141 -6,169
Percent of Open Interest Represented by Each Category of Trader
4.1 7.1 0.3 17.0 31.3 8.4 46.0 11.6 4.7 10.7 24.9 0.5 8.3 11.1
Number of Traders in Each Category Total Traders: 256
12 26 8 40 48 41 51 26 19 15 38 9
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Traders in Financial Futures - Futures Only Positions as of May 5, 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 2,851,585
Positions
155,090 141,622 20,580 1,035,075 877,993 305,819 373,771 730,307 144,175 492,712 179,493 23,492 300,871 428,104
Changes from: April 28, 2015 Total Change is: 9,842
19,859 -19,933 674 63,045 21,602 -23,141 -45,659 -5,745 -3,702 25,848 15,933 5,634 -32,716 18,520
Percent of Open Interest Represented by Each Category of Trader
5.4 5.0 0.7 36.3 30.8 10.7 13.1 25.6 5.1 17.3 6.3 0.8 10.6 15.0
Number of Traders in Each Category Total Traders: 392
26 29 16 45 84 73 58 75 59 26 49 17
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Traders in Financial Futures - Futures Only Positions as of May 5, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,020,988
Positions
94,236 165,598 26,276 685,061 493,626 308,032 438,597 346,227 43,905 140,169 252,811 33,007 251,705 351,506
Changes from: April 28, 2015 Total Change is: -2,901
22,898 -7,604 -932 68,942 -36,598 -133 -65,994 26,826 8,058 5,089 4,713 513 -41,342 2,256
Percent of Open Interest Represented by Each Category of Trader
4.7 8.2 1.3 33.9 24.4 15.2 21.7 17.1 2.2 6.9 12.5 1.6 12.5 17.4
Number of Traders in Each Category Total Traders: 269
13 24 4 34 43 47 44 55 37 13 43 6
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Traders in Financial Futures - Futures Only Positions as of May 5, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 767,617
Positions
303,143 132,491 226,066 0 6,034 6,210 27,480 136,562 115,100 34,722 59,513 32,837 22,059 52,804
Changes from: April 28, 2015 Total Change is: -35,855
16,510 -10,655 -42,180 0 -143 -409 -3,601 16,736 -1,640 -808 -325 -1,073 -2,654 3,834
Percent of Open Interest Represented by Each Category of Trader
39.5 17.3 29.5 0.0 0.8 0.8 3.6 17.8 15.0 4.5 7.8 4.3 2.9 6.9
Number of Traders in Each Category Total Traders: 123
19 31 40 0 . . 11 34 31 4 17 7
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Traders in Financial Futures - Futures Only Positions as of May 5, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,249,892
Positions
2,046,003 1,180,355 3,012,392 370,552 1,577,830 338,509 2,029,643 1,222,959 1,738,735 450,336 508,090 467,168 796,554 1,203,854
Changes from: April 28, 2015 Total Change is: -1,220
171,536 -95,328 -114,648 -30,063 100,960 19,061 -92,475 75,469 134,893 -12,902 -14,675 -13,108 -63,514 -93,844
Percent of Open Interest Represented by Each Category of Trader
18.2 10.5 26.8 3.3 14.0 3.0 18.0 10.9 15.5 4.0 4.5 4.2 7.1 10.7
Number of Traders in Each Category Total Traders: 301
31 56 79 7 29 25 38 77 87 14 35 30
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Traders in Financial Futures - Futures Only Positions as of May 5, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 48,765
Positions
5,401 1,905 0 475 20,934 61 40,358 17,312 0 1,878 7,866 21 571 666
Changes from: April 28, 2015 Total Change is: 3,128
-499 13 -20 0 1,349 0 3,417 476 -1 -204 1,660 21 414 -370
Percent of Open Interest Represented by Each Category of Trader
11.1 3.9 0.0 1.0 42.9 0.1 82.8 35.5 0.0 3.9 16.1 0.0 1.2 1.4
Number of Traders in Each Category Total Traders: 45
. 5 0 . 8 . 6 9 0 4 9 .
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Traders in Financial Futures - Futures Only Positions as of May 5, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 38,081
Positions
1,631 2,212 0 0 17,451 12 35,883 8,063 151 280 10,068 0 124 124
Changes from: April 28, 2015 Total Change is: 831
-1,705 1,087 -85 0 61 0 2,705 -132 0 0 -109 -8 -76 17
Percent of Open Interest Represented by Each Category of Trader
4.3 5.8 0.0 0.0 45.8 0.0 94.2 21.2 0.4 0.7 26.4 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 48
. 4 0 0 14 . 9 5 . . 11 0
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Traders in Financial Futures - Futures Only Positions as of May 5, 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 102,100
Positions
17,575 72,304 418 7,421 534 109 18,035 20,346 3,822 38,950 245 53 15,717 4,269
Changes from: April 28, 2015 Total Change is: -10,548
302 -70 10 -1,618 252 -2 2,692 -7,494 506 -5,289 -326 -97 -7,052 -3,327
Percent of Open Interest Represented by Each Category of Trader
17.2 70.8 0.4 7.3 0.5 0.1 17.7 19.9 3.7 38.1 0.2 0.1 15.4 4.2
Number of Traders in Each Category Total Traders: 200
7 4 . 13 . . 32 13 15 123 4 .
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Traders in Financial Futures - Futures Only Positions as of May 5, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 395,445
Positions
117,156 15,544 24,283 89,412 41,730 22,605 43,614 181,904 61,425 2,565 6,360 11,534 22,851 30,060
Changes from: April 28, 2015 Total Change is: 6,161
2,095 -5,000 1,993 6,273 434 -1,686 -7,195 2,087 6,972 -2,417 153 -255 381 1,463
Percent of Open Interest Represented by Each Category of Trader
29.6 3.9 6.1 22.6 10.6 5.7 11.0 46.0 15.5 0.6 1.6 2.9 5.8 7.6
Number of Traders in Each Category Total Traders: 198
19 10 17 12 17 9 42 59 58 9 19 17
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Traders in Financial Futures - Futures Only Positions as of May 5, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 17,498
Positions
203 2,934 0 9,636 1,362 976 4,769 11,167 564 1,230 495 0 120 0
Changes from: April 28, 2015 Total Change is: 174
62 0 0 452 0 36 -331 197 -61 10 2 0 6 0
Percent of Open Interest Represented by Each Category of Trader
1.2 16.8 0.0 55.1 7.8 5.6 27.3 63.8 3.2 7.0 2.8 0.0 0.7 0.0
Number of Traders in Each Category Total Traders: 33
. . 0 6 . . 7 9 . 6 . 0
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Traders in Financial Futures - Futures Only Positions as of May 5, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 12,526
Positions
2,433 7,862 0 7,950 0 0 1,113 4,453 0 401 0 0 629 211
Changes from: April 28, 2015 Total Change is: 26
-244 0 0 106 0 0 227 140 0 -29 0 0 -34 -114
Percent of Open Interest Represented by Each Category of Trader
19.4 62.8 0.0 63.5 0.0 0.0 8.9 35.6 0.0 3.2 0.0 0.0 5.0 1.7
Number of Traders in Each Category Total Traders: 20
. . 0 7 0 0 4 4 0 . 0 0
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Updated May 8, 2015