Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 148,642
Positions
44,920 3,785 9,975 22,377 6,060 224 10,859 57,659 20,717 10,755 8,678 4,302 24,514 37,242
Changes from: February 24, 2015 Total Change is: 4,398
695 -217 224 -79 887 156 1,829 4,391 768 780 570 122 -97 -2,502
Percent of Open Interest Represented by Each Category of Trader
30.2 2.5 6.7 15.1 4.1 0.2 7.3 38.8 13.9 7.2 5.8 2.9 16.5 25.1
Number of Traders in Each Category Total Traders: 94
7 5 8 7 8 . 14 27 14 10 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 51,980
Positions
23,450 5,750 564 1,116 2,586 33 8,388 12,852 9,724 0 2,196 667 8,038 17,608
Changes from: February 24, 2015 Total Change is: 7,089
4,388 1,375 58 -20 453 20 1,474 1,664 2,090 0 -120 130 -1,051 1,419
Percent of Open Interest Represented by Each Category of Trader
45.1 11.1 1.1 2.1 5.0 0.1 16.1 24.7 18.7 0.0 4.2 1.3 15.5 33.9
Number of Traders in Each Category Total Traders: 36
5 . . . 4 . 11 11 11 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 209,766
Positions
88,479 11,009 7,224 12,482 54,432 2,710 35,303 55,503 31,019 5,119 11,277 6,005 21,424 30,588
Changes from: February 24, 2015 Total Change is: -274
-4,721 1,896 -818 2,928 449 -272 -756 -1,195 1,707 -256 -1,079 858 1,057 -1,820
Percent of Open Interest Represented by Each Category of Trader
42.2 5.2 3.4 6.0 25.9 1.3 16.8 26.5 14.8 2.4 5.4 2.9 10.2 14.6
Number of Traders in Each Category Total Traders: 116
10 7 11 8 18 9 22 34 18 10 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 250,465
Positions
86,938 21,451 14,389 28,893 30,242 2,553 29,749 78,178 23,215 40,684 13,554 8,023 16,022 58,861
Changes from: February 24, 2015 Total Change is: 10,862
7,203 -147 3,508 -4,097 -2,112 -0 16,158 9,095 -1,617 -9,767 1,066 1,097 -1,623 -29
Percent of Open Interest Represented by Each Category of Trader
34.7 8.6 5.7 11.5 12.1 1.0 11.9 31.2 9.3 16.2 5.4 3.2 6.4 23.5
Number of Traders in Each Category Total Traders: 144
14 4 9 9 19 7 19 52 25 8 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 566,049
Positions
228,119 25,213 33,321 44,643 86,550 22,908 26,197 169,240 76,014 70,597 32,331 20,711 43,538 99,761
Changes from: February 24, 2015 Total Change is: 21,687
1,473 5,709 1,393 3,472 -2,278 3,488 3,849 358 3,625 1,013 2,866 1,730 1,643 4,796
Percent of Open Interest Represented by Each Category of Trader
40.3 4.5 5.9 7.9 15.3 4.0 4.6 29.9 13.4 12.5 5.7 3.7 7.7 17.6
Number of Traders in Each Category Total Traders: 244
18 13 14 21 30 27 24 68 38 33 37 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 163,519
Positions
96,435 1,562 8,258 1,056 18,246 2,712 12,172 58,643 12,448 7,964 14,764 2,722 19,751 44,163
Changes from: February 24, 2015 Total Change is: -1,399
-3,318 1,267 272 -44 -104 23 -5,416 -1,071 668 1,830 -2,341 -99 4,684 -15
Percent of Open Interest Represented by Each Category of Trader
59.0 1.0 5.1 0.6 11.2 1.7 7.4 35.9 7.6 4.9 9.0 1.7 12.1 27.0
Number of Traders in Each Category Total Traders: 100
10 5 9 . 14 7 13 36 18 7 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 58,753
Positions
31,663 30,285 8,248 100 6,096 515 10,432 6,611 2,342 2,145 1,116 1,936 1,372 1,604
Changes from: February 24, 2015 Total Change is: 11,892
-1,775 2,071 6,379 0 45 515 4,323 377 1,605 -34 38 0 879 862
Percent of Open Interest Represented by Each Category of Trader
53.9 51.5 14.0 0.2 10.4 0.9 17.8 11.3 4.0 3.7 1.9 3.3 2.3 2.7
Number of Traders in Each Category Total Traders: 33
9 9 9 . . . 4 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 178,354
Positions
55,440 60,379 1,319 52,091 2,516 0 28,404 63,616 33,697 3,712 9,242 167 3,524 7,418
Changes from: February 24, 2015 Total Change is: -2,473
-14 5,089 -25 444 -22 -342 -2,337 -7,115 -463 629 -443 125 -490 723
Percent of Open Interest Represented by Each Category of Trader
31.1 33.9 0.7 29.2 1.4 0.0 15.9 35.7 18.9 2.1 5.2 0.1 2.0 4.2
Number of Traders in Each Category Total Traders: 122
4 13 4 . 6 0 24 50 14 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 22,394
Positions
12,604 3,496 2,975 0 1,214 0 1,490 10,170 412 1,547 224 2,746 620 1,157
Changes from: February 24, 2015 Total Change is: -9,287
-3,899 -6,587 -2,434 0 5 0 -3,879 -331 1 1,025 0 0 -101 59
Percent of Open Interest Represented by Each Category of Trader
56.3 15.6 13.3 0.0 5.4 0.0 6.7 45.4 1.8 6.9 1.0 12.3 2.8 5.2
Number of Traders in Each Category Total Traders: 21
4 . . 0 . 0 4 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 27,611
Positions
7,508 1,183 271 813 1,600 0 15,173 13,663 1,380 655 3,731 0 1,811 5,783
Changes from: February 24, 2015 Total Change is: 282
-4,671 774 176 127 -2 0 4,230 -482 59 505 430 0 -144 -673
Percent of Open Interest Represented by Each Category of Trader
27.2 4.3 1.0 2.9 5.8 0.0 55.0 49.5 5.0 2.4 13.5 0.0 6.6 20.9
Number of Traders in Each Category Total Traders: 71
8 . 4 . . 0 17 24 6 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 60,534
Positions
16,956 37,267 954 5,048 1,904 433 25,280 6,799 1,034 1,978 4,044 600 8,251 7,500
Changes from: February 24, 2015 Total Change is: 454
392 -1,124 132 265 56 -68 2,320 -409 188 -354 13 -48 -2,373 1,714
Percent of Open Interest Represented by Each Category of Trader
28.0 61.6 1.6 8.3 3.1 0.7 41.8 11.2 1.7 3.3 6.7 1.0 13.6 12.4
Number of Traders in Each Category Total Traders: 99
14 15 5 10 . 4 27 12 7 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 121,067
Positions
33,912 74,534 1,907 10,096 3,807 866 50,559 13,597 2,067 3,956 8,088 1,201 16,503 15,000
Changes from: February 24, 2015 Total Change is: 909
785 -2,248 264 529 112 -135 4,640 -817 376 -708 25 -96 -4,747 3,428
Percent of Open Interest Represented by Each Category of Trader
28.0 61.6 1.6 8.3 3.1 0.7 41.8 11.2 1.7 3.3 6.7 1.0 13.6 12.4
Number of Traders in Each Category Total Traders: 99
14 15 5 10 . 4 27 12 7 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 918,475
Positions
37,404 156,170 66,519 301,851 119,350 54,071 98,285 156,519 153,092 30,504 57,638 29,598 147,151 125,519
Changes from: February 24, 2015 Total Change is: 22,308
4,654 -9,698 7,676 -5,807 3,111 796 1,587 5,814 5,231 1,768 1,846 -195 6,599 7,727
Percent of Open Interest Represented by Each Category of Trader
4.1 17.0 7.2 32.9 13.0 5.9 10.7 17.0 16.7 3.3 6.3 3.2 16.0 13.7
Number of Traders in Each Category Total Traders: 629
36 34 43 117 70 82 96 123 111 87 64 70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 228,569
Positions
47,799 47,401 2,275 51,137 22,768 3,301 7,176 9,421 48,675 7,487 11,341 10,828 49,890 72,560
Changes from: February 24, 2015 Total Change is: -528
6,265 -1,761 -337 -21 -1,094 -137 -1,749 2,530 -4,453 -2 -767 -1,116 1,023 6,607
Percent of Open Interest Represented by Each Category of Trader
20.9 20.7 1.0 22.4 10.0 1.4 3.1 4.1 21.3 3.3 5.0 4.7 21.8 31.7
Number of Traders in Each Category Total Traders: 90
11 7 8 14 7 9 17 15 29 10 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,449,532
Positions
199,205 795,029 70,039 1,287,218 516,560 220,199 500,298 780,245 477,331 117,180 233,578 91,756 486,304 264,794
Changes from: February 24, 2015 Total Change is: 114,176
17,970 -13,659 14,039 -27,491 22,465 3,223 19,693 19,434 45,403 9,073 13,285 4,388 27,878 5,599
Percent of Open Interest Represented by Each Category of Trader
5.8 23.0 2.0 37.3 15.0 6.4 14.5 22.6 13.8 3.4 6.8 2.7 14.1 7.7
Number of Traders in Each Category Total Traders: 603
35 35 36 113 67 77 95 118 105 80 60 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 94,248
Positions
5,586 22,477 348 49,418 43,301 1,859 22,673 10,864 2,183 577 1,161 0 11,604 12,055
Changes from: February 24, 2015 Total Change is: 953
-11 271 85 124 -270 20 -5 -2,748 455 -1 -360 0 286 3,500
Percent of Open Interest Represented by Each Category of Trader
5.9 23.8 0.4 52.4 45.9 2.0 24.1 11.5 2.3 0.6 1.2 0.0 12.3 12.8
Number of Traders in Each Category Total Traders: 93
6 11 . 35 11 16 15 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 89,393
Positions
3,087 48,286 10,589 32,978 6,375 593 26,313 12,223 3,000 3,339 2,652 568 8,925 5,106
Changes from: February 24, 2015 Total Change is: 1,176
27 2,693 -615 1,476 81 98 1,719 221 -380 55 326 28 -1,231 -1,276
Percent of Open Interest Represented by Each Category of Trader
3.5 54.0 11.8 36.9 7.1 0.7 29.4 13.7 3.4 3.7 3.0 0.6 10.0 5.7
Number of Traders in Each Category Total Traders: 231
13 22 13 35 16 8 64 39 24 21 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 17,339
Positions
10,625 15,567 0 2,284 0 0 1,341 489 0 1,156 0 0 1,933 1,283
Changes from: February 24, 2015 Total Change is: -373
-764 891 0 3 0 0 200 0 0 235 0 0 -47 -1,264
Percent of Open Interest Represented by Each Category of Trader
61.3 89.8 0.0 13.2 0.0 0.0 7.7 2.8 0.0 6.7 0.0 0.0 11.1 7.4
Number of Traders in Each Category Total Traders: 22
8 5 0 . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 360,271
Positions
12,387 213,672 2,867 153,469 31,875 2,967 127,770 61,577 12,094 10,915 13,260 2,841 34,961 19,118
Changes from: February 24, 2015 Total Change is: 7,745
583 5,641 294 7,366 407 491 7,683 1,189 -1,987 -901 1,632 138 -5,923 -61
Percent of Open Interest Represented by Each Category of Trader
3.4 59.3 0.8 42.6 8.8 0.8 35.5 17.1 3.4 3.0 3.7 0.8 9.7 5.3
Number of Traders in Each Category Total Traders: 228
12 23 7 35 16 8 64 39 22 18 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 351,548
Positions
88,443 46,429 18,832 126,307 133,299 17,297 61,353 99,730 8,277 8,225 10,875 962 21,852 15,847
Changes from: February 24, 2015 Total Change is: 11,468
-4,601 -2,997 10,606 -743 1,356 532 2,740 -1,683 2,086 -234 900 68 1,013 599
Percent of Open Interest Represented by Each Category of Trader
25.2 13.2 5.4 35.9 37.9 4.9 17.5 28.4 2.4 2.3 3.1 0.3 6.2 4.5
Number of Traders in Each Category Total Traders: 265
19 15 5 57 42 27 45 53 17 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 59,068
Positions
2,217 24,457 787 27,965 0 151 8,343 18,014 335 4,834 4,380 5 14,431 10,939
Changes from: February 24, 2015 Total Change is: 2,786
-124 10 676 14 0 5 264 -173 -98 -204 0 0 2,253 2,366
Percent of Open Interest Represented by Each Category of Trader
3.8 41.4 1.3 47.3 0.0 0.3 14.1 30.5 0.6 8.2 7.4 0.0 24.4 18.5
Number of Traders in Each Category Total Traders: 61
4 7 . 19 0 . 14 10 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 121,242
Positions
34,950 5,084 2,942 9,984 5,632 1,362 53,900 12,484 1,680 4,040 781 457 11,927 90,820
Changes from: February 24, 2015 Total Change is: 730
1,999 -2,354 811 300 110 102 -2,892 1,879 -615 219 -770 242 564 1,325
Percent of Open Interest Represented by Each Category of Trader
28.8 4.2 2.4 8.2 4.6 1.1 44.5 10.3 1.4 3.3 0.6 0.4 9.8 74.9
Number of Traders in Each Category Total Traders: 97
19 8 4 10 4 . 36 11 7 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 147,771
Positions
9,650 88,644 738 90,615 43,011 4,615 28,798 2,372 4,570 2,092 780 0 6,693 3,041
Changes from: February 24, 2015 Total Change is: 988
147 4,105 108 1,685 2,104 554 -2,595 -6,395 279 200 60 0 610 173
Percent of Open Interest Represented by Each Category of Trader
6.5 60.0 0.5 61.3 29.1 3.1 19.5 1.6 3.1 1.4 0.5 0.0 4.5 2.1
Number of Traders in Each Category Total Traders: 110
9 12 . 38 19 19 19 4 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 361,840
Positions
35,544 180,801 12,008 168,695 68,146 33,478 67,830 51,063 6,581 21,810 5,803 1,314 14,580 2,646
Changes from: February 24, 2015 Total Change is: 5,051
-4,181 4,062 5,056 3,083 -1,714 674 1,669 569 -2,443 1,984 89 214 -1,005 -1,456
Percent of Open Interest Represented by Each Category of Trader
9.8 50.0 3.3 46.6 18.8 9.3 18.7 14.1 1.8 6.0 1.6 0.4 4.0 0.7
Number of Traders in Each Category Total Traders: 213
15 24 9 59 27 29 32 22 14 24 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 486,435
Positions
7,946 49,722 13,964 120,694 78,323 66,728 70,673 57,451 45,167 6,367 17,654 7,845 147,050 149,580
Changes from: February 24, 2015 Total Change is: -151,668
-1,639 -21,982 1,378 -52,180 -53,052 -36,490 -22,304 10,465 -992 -6,677 -14,786 938 -33,704 -37,149
Percent of Open Interest Represented by Each Category of Trader
1.6 10.2 2.9 24.8 16.1 13.7 14.5 11.8 9.3 1.3 3.6 1.6 30.2 30.8
Number of Traders in Each Category Total Traders: 115
. 9 8 25 20 24 19 25 32 . 12 8
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Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 582,093
Positions
20,611 57,378 8,474 264,068 54,506 85,687 60,016 243,554 25,864 5,528 16,896 58 111,787 89,676
Changes from: February 24, 2015 Total Change is: -50,142
1,593 4,465 -13,643 7,619 844 -11,127 8,985 2,078 -30,588 -23 2 -2,294 -10,664 122
Percent of Open Interest Represented by Each Category of Trader
3.5 9.9 1.5 45.4 9.4 14.7 10.3 41.8 4.4 0.9 2.9 0.0 19.2 15.4
Number of Traders in Each Category Total Traders: 89
. 6 5 37 10 27 10 16 17 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,413,677
Positions
50,662 117,089 22,112 260,252 450,952 131,967 629,262 209,334 87,478 109,103 227,531 16,851 105,989 150,364
Changes from: February 24, 2015 Total Change is: -197,511
-24,916 -44,584 -15,728 26,652 -9,317 -17,695 -60,228 16,125 -104,754 16,873 -1,799 215 -17,930 -19,973
Percent of Open Interest Represented by Each Category of Trader
3.6 8.3 1.6 18.4 31.9 9.3 44.5 14.8 6.2 7.7 16.1 1.2 7.5 10.6
Number of Traders in Each Category Total Traders: 261
14 29 13 38 49 40 51 29 35 14 37 12
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Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 3,138,767
Positions
114,427 104,526 181,126 810,952 765,653 367,981 484,562 641,878 356,901 403,216 182,474 91,622 327,979 446,605
Changes from: February 24, 2015 Total Change is: 793
1,247 -13,833 121 66,999 -40,511 -21,297 -23,207 76,947 -17,358 27,929 8,923 7,141 -40,782 660
Percent of Open Interest Represented by Each Category of Trader
3.6 3.3 5.8 25.8 24.4 11.7 15.4 20.5 11.4 12.8 5.8 2.9 10.4 14.2
Number of Traders in Each Category Total Traders: 380
23 28 46 43 80 76 54 74 87 28 50 28
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Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 2,126,094
Positions
98,644 191,295 69,856 474,609 485,379 307,980 547,328 329,868 132,754 253,869 213,344 22,467 218,587 373,152
Changes from: February 24, 2015 Total Change is: -168,896
-43,527 -73,336 -145 -421 27,229 -20,594 2,183 23,942 -41,852 21,011 2,953 4,043 -89,594 -91,135
Percent of Open Interest Represented by Each Category of Trader
4.6 9.0 3.3 22.3 22.8 14.5 25.7 15.5 6.2 11.9 10.0 1.1 10.3 17.6
Number of Traders in Each Category Total Traders: 266
16 23 18 37 42 51 48 47 51 18 35 15
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Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 669,927
Positions
242,504 113,817 212,390 3,971 9,075 15,022 17,534 78,763 102,099 9,700 47,287 38,589 28,119 52,886
Changes from: February 24, 2015 Total Change is: -40,108
10,656 -30,878 -20,530 1,773 5,603 -9,340 -20,577 5,728 1,672 2,205 17,487 -5,957 -11 -3,895
Percent of Open Interest Represented by Each Category of Trader
36.2 17.0 31.7 0.6 1.4 2.2 2.6 11.8 15.2 1.4 7.1 5.8 4.2 7.9
Number of Traders in Each Category Total Traders: 108
17 28 32 . 4 . 15 26 30 . 10 7
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Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 is19,294,178
Positions
1,959,960 1,486,391 4,386,586 443,971 943,182 676,203 1,764,843 1,100,961 7,269,554 516,422 678,266 1,434,974 841,664 1,318,061
Changes from: February 24, 2015 Total Change is: 572,081
90,816 45,642 45,672 34,618 7,796 40,280 42,667 48,069 227,451 8,869 55,238 104,674 -22,965 -2,742
Percent of Open Interest Represented by Each Category of Trader
10.2 7.7 22.7 2.3 4.9 3.5 9.1 5.7 37.7 2.7 3.5 7.4 4.4 6.8
Number of Traders in Each Category Total Traders: 309
34 54 84 11 30 31 51 68 102 13 41 41
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Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 57,559
Positions
26,412 9,814 1,795 475 14,387 3,872 23,776 17,483 0 1,060 9,978 7 162 223
Changes from: February 24, 2015 Total Change is: 1,400
-358 90 1,795 -218 -1,131 11 549 205 0 -422 348 7 36 75
Percent of Open Interest Represented by Each Category of Trader
45.9 17.1 3.1 0.8 25.0 6.7 41.3 30.4 0.0 1.8 17.3 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 46
5 5 . . 9 . 4 10 0 . 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 37,005
Positions
13,515 351 0 0 15,752 210 22,691 8,465 37 441 12,042 14 97 134
Changes from: February 24, 2015 Total Change is: 1,162
412 -150 0 0 790 12 377 1,329 14 341 -528 14 -8 -319
Percent of Open Interest Represented by Each Category of Trader
36.5 0.9 0.0 0.0 42.6 0.6 61.3 22.9 0.1 1.2 32.5 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 43
6 . 0 0 12 . 5 8 . . 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 124,757
Positions
15,421 91,413 805 12,937 1,506 99 27,186 24,053 4,446 42,285 183 148 21,431 2,105
Changes from: February 24, 2015 Total Change is: 5,072
118 -133 21 416 120 -3 1,658 3,949 494 2,335 103 20 12 501
Percent of Open Interest Represented by Each Category of Trader
12.4 73.3 0.6 10.4 1.2 0.1 21.8 19.3 3.6 33.9 0.1 0.1 17.2 1.7
Number of Traders in Each Category Total Traders: 237
5 . . 16 . . 44 16 16 146 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 337,070
Positions
48,052 28,837 40,154 72,600 29,882 34,060 52,925 107,373 50,418 8,090 4,812 13,091 17,680 28,443
Changes from: February 24, 2015 Total Change is: 29,034
22,500 -17,057 2,983 17,562 4,371 -4,136 -19,745 29,478 4,341 -524 527 3,895 2,158 4,632
Percent of Open Interest Represented by Each Category of Trader
14.3 8.6 11.9 21.5 8.9 10.1 15.7 31.9 15.0 2.4 1.4 3.9 5.2 8.4
Number of Traders in Each Category Total Traders: 175
14 14 19 6 17 9 38 53 57 7 14 18
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Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 13,966
Positions
137 2,900 0 4,096 775 794 7,997 7,924 637 197 920 0 108 16
Changes from: February 24, 2015 Total Change is: 1,904
23 0 0 164 -216 224 1,486 1,405 0 0 508 0 7 -17
Percent of Open Interest Represented by Each Category of Trader
1.0 20.8 0.0 29.3 5.5 5.7 57.3 56.7 4.6 1.4 6.6 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 25
. . 0 4 . . 6 7 . . . 0
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Updated March 6, 2015