Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 163,782
Positions
49,053 2,770 17,902 22,886 4,547 28 9,819 60,105 27,235 11,235 4,352 2,091 23,532 44,751
Changes from: March 3, 2015 Total Change is: 15,140
4,133 -1,015 7,927 509 -1,513 -196 -1,040 2,446 6,518 480 -4,326 -2,210 -981 7,509
Percent of Open Interest Represented by Each Category of Trader
30.0 1.7 10.9 14.0 2.8 0.0 6.0 36.7 16.6 6.9 2.7 1.3 14.4 27.3
Number of Traders in Each Category Total Traders: 97
11 . 10 7 6 . 16 30 19 12 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 58,546
Positions
27,590 5,837 3,361 1,611 1,815 33 8,379 15,975 10,474 0 1,761 0 7,098 19,289
Changes from: March 3, 2015 Total Change is: 6,566
4,139 87 2,797 495 -771 0 -9 3,123 750 0 -435 -667 -940 1,681
Percent of Open Interest Represented by Each Category of Trader
47.1 10.0 5.7 2.8 3.1 0.1 14.3 27.3 17.9 0.0 3.0 0.0 12.1 32.9
Number of Traders in Each Category Total Traders: 36
5 5 5 . . . 10 10 11 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 245,532
Positions
100,961 16,022 21,895 12,099 53,774 3,135 38,573 61,263 36,719 6,575 12,747 6,014 19,561 33,963
Changes from: March 3, 2015 Total Change is: 35,766
12,481 5,013 14,671 -383 -658 425 3,270 5,760 5,700 1,456 1,470 9 -1,863 3,375
Percent of Open Interest Represented by Each Category of Trader
41.1 6.5 8.9 4.9 21.9 1.3 15.7 25.0 15.0 2.7 5.2 2.4 8.0 13.8
Number of Traders in Each Category Total Traders: 125
10 7 11 9 18 9 25 35 25 11 9 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 260,903
Positions
96,337 23,835 15,051 28,366 26,162 4,610 30,196 82,862 25,198 39,307 8,632 6,339 15,498 68,213
Changes from: March 3, 2015 Total Change is: 10,438
9,399 2,384 662 -527 -4,080 2,058 447 4,684 1,984 -1,377 -4,921 -1,683 -524 9,352
Percent of Open Interest Represented by Each Category of Trader
36.9 9.1 5.8 10.9 10.0 1.8 11.6 31.8 9.7 15.1 3.3 2.4 5.9 26.1
Number of Traders in Each Category Total Traders: 135
12 8 11 10 17 7 20 47 29 4 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 597,831
Positions
234,483 29,605 37,568 43,773 86,498 20,592 39,234 174,189 79,490 74,020 45,679 21,653 47,019 102,556
Changes from: March 3, 2015 Total Change is: 31,783
6,364 4,393 4,247 -871 -52 -2,317 13,037 4,949 3,476 3,424 13,349 942 3,481 2,796
Percent of Open Interest Represented by Each Category of Trader
39.2 5.0 6.3 7.3 14.5 3.4 6.6 29.1 13.3 12.4 7.6 3.6 7.9 17.2
Number of Traders in Each Category Total Traders: 262
22 14 17 22 28 25 34 64 46 33 42 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 213,099
Positions
119,762 4,036 28,903 2,052 17,488 994 14,715 68,485 20,427 8,030 23,154 1,340 16,877 48,272
Changes from: March 3, 2015 Total Change is: 49,580
23,326 2,473 20,644 996 -758 -1,718 2,543 9,843 7,978 66 8,391 -1,382 -2,874 4,108
Percent of Open Interest Represented by Each Category of Trader
56.2 1.9 13.6 1.0 8.2 0.5 6.9 32.1 9.6 3.8 10.9 0.6 7.9 22.7
Number of Traders in Each Category Total Traders: 103
13 4 8 . 10 4 15 40 21 7 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 64,992
Positions
33,519 33,373 12,426 220 6,096 0 10,805 5,219 3,623 2,016 1,189 1,936 447 1,130
Changes from: March 3, 2015 Total Change is: 6,239
1,856 3,088 4,178 120 0 -515 373 -1,392 1,281 -129 73 0 -925 -474
Percent of Open Interest Represented by Each Category of Trader
51.6 51.3 19.1 0.3 9.4 0.0 16.6 8.0 5.6 3.1 1.8 3.0 0.7 1.7
Number of Traders in Each Category Total Traders: 33
9 9 10 . . 0 . 4 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 185,235
Positions
55,464 67,242 10,826 50,837 3,130 375 28,484 53,061 32,413 3,097 10,178 726 3,012 7,283
Changes from: March 3, 2015 Total Change is: 6,880
24 6,863 9,507 -1,254 614 375 80 -10,555 -1,284 -615 936 558 -512 -135
Percent of Open Interest Represented by Each Category of Trader
29.9 36.3 5.8 27.4 1.7 0.2 15.4 28.6 17.5 1.7 5.5 0.4 1.6 3.9
Number of Traders in Each Category Total Traders: 134
5 11 4 4 7 . 26 53 16 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 23,426
Positions
13,524 3,470 3,114 0 1,219 0 1,501 10,875 569 1,457 224 2,746 515 1,209
Changes from: March 3, 2015 Total Change is: 1,032
920 -26 139 0 5 0 11 705 157 -90 0 0 -105 52
Percent of Open Interest Represented by Each Category of Trader
57.7 14.8 13.3 0.0 5.2 0.0 6.4 46.4 2.4 6.2 1.0 11.7 2.2 5.2
Number of Traders in Each Category Total Traders: 24
4 . . 0 . 0 4 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 29,726
Positions
9,218 1,072 1,600 898 1,735 0 13,672 13,027 1,940 610 3,958 0 1,788 6,394
Changes from: March 3, 2015 Total Change is: 2,115
1,710 -111 1,329 85 135 0 -1,501 -636 560 -45 227 0 -23 611
Percent of Open Interest Represented by Each Category of Trader
31.0 3.6 5.4 3.0 5.8 0.0 46.0 43.8 6.5 2.1 13.3 0.0 6.0 21.5
Number of Traders in Each Category Total Traders: 73
9 . 4 . 4 0 18 22 9 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 57,839
Positions
17,313 36,212 1,481 4,699 2,094 301 21,923 4,643 1,480 2,203 3,242 550 7,890 7,837
Changes from: March 3, 2015 Total Change is: -2,694
357 -1,055 527 -349 190 -132 -3,357 -2,156 446 225 -802 -50 -361 337
Percent of Open Interest Represented by Each Category of Trader
29.9 62.6 2.6 8.1 3.6 0.5 37.9 8.0 2.6 3.8 5.6 1.0 13.6 13.5
Number of Traders in Each Category Total Traders: 96
15 14 5 8 . 4 30 8 10 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 115,678
Positions
34,625 72,424 2,961 9,398 4,187 602 43,845 9,286 2,960 4,406 6,485 1,100 15,781 15,673
Changes from: March 3, 2015 Total Change is: -5,389
713 -2,110 1,054 -698 380 -264 -6,714 -4,311 892 450 -1,603 -100 -722 673
Percent of Open Interest Represented by Each Category of Trader
29.9 62.6 2.6 8.1 3.6 0.5 37.9 8.0 2.6 3.8 5.6 1.0 13.6 13.5
Number of Traders in Each Category Total Traders: 96
15 14 5 8 . 4 30 8 10 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,007,809
Positions
56,177 151,362 92,837 299,209 129,493 58,727 99,501 177,730 156,970 31,709 56,445 31,916 180,763 152,329
Changes from: March 3, 2015 Total Change is: 89,333
18,773 -4,808 26,318 -2,642 10,144 4,656 1,216 21,211 3,878 1,205 -1,193 2,318 33,612 26,810
Percent of Open Interest Represented by Each Category of Trader
5.6 15.0 9.2 29.7 12.8 5.8 9.9 17.6 15.6 3.1 5.6 3.2 17.9 15.1
Number of Traders in Each Category Total Traders: 635
38 33 44 116 71 85 99 124 117 93 58 75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 263,812
Positions
70,167 50,661 7,552 58,869 23,608 2,813 5,264 13,897 46,954 6,375 10,935 10,993 54,825 96,400
Changes from: March 3, 2015 Total Change is: 35,243
22,368 3,261 5,277 7,732 840 -488 -1,912 4,476 -1,721 -1,112 -406 165 4,935 23,840
Percent of Open Interest Represented by Each Category of Trader
26.6 19.2 2.9 22.3 8.9 1.1 2.0 5.3 17.8 2.4 4.1 4.2 20.8 36.5
Number of Traders in Each Category Total Traders: 92
12 8 8 13 7 8 13 21 29 9 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,719,983
Positions
226,145 799,600 130,332 1,252,503 580,235 228,765 519,232 867,213 502,033 129,181 230,055 102,107 629,687 279,645
Changes from: March 3, 2015 Total Change is: 270,451
26,940 4,571 60,293 -34,716 63,675 8,565 18,934 86,968 24,702 12,000 -3,524 10,351 143,383 14,851
Percent of Open Interest Represented by Each Category of Trader
6.1 21.5 3.5 33.7 15.6 6.1 14.0 23.3 13.5 3.5 6.2 2.7 16.9 7.5
Number of Traders in Each Category Total Traders: 608
37 34 39 112 68 80 96 119 110 88 53 69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 92,360
Positions
5,720 19,455 367 47,381 45,240 1,892 22,053 10,345 1,954 759 582 0 12,234 12,525
Changes from: March 3, 2015 Total Change is: -1,888
134 -3,022 19 -2,037 1,939 33 -620 -519 -229 182 -579 0 630 470
Percent of Open Interest Represented by Each Category of Trader
6.2 21.1 0.4 51.3 49.0 2.0 23.9 11.2 2.1 0.8 0.6 0.0 13.2 13.6
Number of Traders in Each Category Total Traders: 91
6 10 . 33 11 16 16 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 90,510
Positions
3,714 48,390 10,910 30,099 6,368 1,786 26,568 10,832 4,330 3,978 2,411 768 8,358 4,715
Changes from: March 3, 2015 Total Change is: 1,117
627 105 320 -2,879 -7 1,193 255 -1,390 1,329 639 -241 199 -567 -391
Percent of Open Interest Represented by Each Category of Trader
4.1 53.5 12.1 33.3 7.0 2.0 29.4 12.0 4.8 4.4 2.7 0.8 9.2 5.2
Number of Traders in Each Category Total Traders: 236
15 20 14 36 15 7 72 33 28 25 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 17,904
Positions
10,525 16,044 217 2,284 0 0 1,888 733 0 1,232 0 0 1,758 910
Changes from: March 3, 2015 Total Change is: 565
-100 477 217 0 0 0 547 244 0 76 0 0 -175 -373
Percent of Open Interest Represented by Each Category of Trader
58.8 89.6 1.2 12.8 0.0 0.0 10.5 4.1 0.0 6.9 0.0 0.0 9.8 5.1
Number of Traders in Each Category Total Traders: 24
8 6 . . 0 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 363,031
Positions
14,674 210,461 4,733 144,591 37,353 3,417 128,156 55,253 16,893 13,728 12,057 3,838 33,001 19,026
Changes from: March 3, 2015 Total Change is: 2,760
2,287 -3,211 1,866 -8,878 5,478 450 386 -6,324 4,799 2,813 -1,204 997 -1,960 -92
Percent of Open Interest Represented by Each Category of Trader
4.0 58.0 1.3 39.8 10.3 0.9 35.3 15.2 4.7 3.8 3.3 1.1 9.1 5.2
Number of Traders in Each Category Total Traders: 233
14 21 7 35 16 7 71 34 25 22 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 354,772
Positions
98,588 38,200 14,609 121,975 136,561 17,371 61,747 105,790 7,550 7,088 17,280 1,179 24,665 16,233
Changes from: March 3, 2015 Total Change is: 3,225
10,145 -8,229 -4,223 -4,332 3,262 74 394 6,060 -727 -1,137 6,405 218 2,813 385
Percent of Open Interest Represented by Each Category of Trader
27.8 10.8 4.1 34.4 38.5 4.9 17.4 29.8 2.1 2.0 4.9 0.3 7.0 4.6
Number of Traders in Each Category Total Traders: 261
20 12 8 52 44 27 42 59 16 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 85,038
Positions
2,361 24,312 6,369 27,423 0 139 9,737 18,796 2,653 4,556 5,173 17,277 14,523 10,319
Changes from: March 3, 2015 Total Change is: 25,970
144 -145 5,582 -542 0 -12 1,394 782 2,318 -278 793 17,272 92 -620
Percent of Open Interest Represented by Each Category of Trader
2.8 28.6 7.5 32.2 0.0 0.2 11.5 22.1 3.1 5.4 6.1 20.3 17.1 12.1
Number of Traders in Each Category Total Traders: 68
4 7 4 18 0 . 16 13 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 138,941
Positions
36,352 5,462 7,137 9,835 4,908 873 51,655 11,817 4,600 4,140 14 13,677 10,672 90,453
Changes from: March 3, 2015 Total Change is: 17,699
1,402 378 4,195 -149 -724 -489 -2,245 -667 2,920 100 -767 13,220 -1,255 -367
Percent of Open Interest Represented by Each Category of Trader
26.2 3.9 5.1 7.1 3.5 0.6 37.2 8.5 3.3 3.0 0.0 9.8 7.7 65.1
Number of Traders in Each Category Total Traders: 103
20 10 10 10 5 . 41 8 11 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 151,602
Positions
9,101 89,961 1,208 93,055 46,345 4,219 30,708 2,199 3,927 1,901 573 0 7,483 3,170
Changes from: March 3, 2015 Total Change is: 3,831
-549 1,317 470 2,440 3,334 -396 1,910 -173 -643 -191 -207 0 790 129
Percent of Open Interest Represented by Each Category of Trader
6.0 59.3 0.8 61.4 30.6 2.8 20.3 1.5 2.6 1.3 0.4 0.0 4.9 2.1
Number of Traders in Each Category Total Traders: 105
7 13 . 37 20 19 17 4 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 368,101
Positions
45,682 183,217 8,818 166,809 72,919 33,627 70,892 47,847 9,377 16,495 6,170 1,406 14,995 4,720
Changes from: March 3, 2015 Total Change is: 6,261
10,138 2,416 -3,190 -1,886 4,773 149 3,062 -3,216 2,796 -5,315 367 92 415 2,074
Percent of Open Interest Represented by Each Category of Trader
12.4 49.8 2.4 45.3 19.8 9.1 19.3 13.0 2.5 4.5 1.7 0.4 4.1 1.3
Number of Traders in Each Category Total Traders: 215
16 22 11 59 30 30 32 21 15 23 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 472,082
Positions
2,383 49,466 19,039 127,334 71,263 62,245 58,022 46,109 40,466 6,367 15,090 8,716 147,511 159,688
Changes from: March 3, 2015 Total Change is: -14,352
-5,563 -255 5,074 6,640 -7,060 -4,483 -12,651 -11,342 -4,701 0 -2,564 871 461 10,108
Percent of Open Interest Represented by Each Category of Trader
0.5 10.5 4.0 27.0 15.1 13.2 12.3 9.8 8.6 1.3 3.2 1.8 31.2 33.8
Number of Traders in Each Category Total Traders: 118
4 10 11 25 20 24 26 18 33 5 10 9
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Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 588,335
Positions
18,455 61,525 6,351 272,893 60,549 84,165 65,759 250,770 19,144 7,179 14,764 58 114,331 91,009
Changes from: March 3, 2015 Total Change is: 6,242
-2,156 4,147 -2,123 8,825 6,043 -1,522 5,743 7,216 -6,720 1,651 -2,132 0 2,544 1,333
Percent of Open Interest Represented by Each Category of Trader
3.1 10.5 1.1 46.4 10.3 14.3 11.2 42.6 3.3 1.2 2.5 0.0 19.4 15.5
Number of Traders in Each Category Total Traders: 91
. 6 6 36 12 27 10 17 15 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,405,362
Positions
45,403 155,739 16,396 258,685 451,403 132,243 605,201 191,868 63,482 157,926 225,511 17,021 109,004 151,697
Changes from: March 3, 2015 Total Change is: -8,315
-5,259 38,650 -5,715 -1,567 452 276 -24,062 -17,466 -23,996 48,823 -2,020 171 3,015 1,334
Percent of Open Interest Represented by Each Category of Trader
3.2 11.1 1.2 18.4 32.1 9.4 43.1 13.7 4.5 11.2 16.0 1.2 7.8 10.8
Number of Traders in Each Category Total Traders: 261
10 32 10 38 47 41 47 37 39 13 37 12
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Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,179,476
Positions
121,662 106,534 181,449 886,261 824,540 344,313 430,385 656,397 347,131 460,472 168,183 91,692 316,111 459,237
Changes from: March 3, 2015 Total Change is: 40,709
7,235 2,008 324 75,309 58,887 -23,668 -54,176 14,519 -9,770 57,256 -14,291 70 -11,868 12,632
Percent of Open Interest Represented by Each Category of Trader
3.8 3.4 5.7 27.9 25.9 10.8 13.5 20.6 10.9 14.5 5.3 2.9 9.9 14.4
Number of Traders in Each Category Total Traders: 383
21 29 43 43 82 75 54 75 91 35 44 29
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Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,149,464
Positions
105,046 201,005 66,269 511,599 531,710 305,475 539,852 328,030 126,045 249,565 195,135 27,869 217,744 367,927
Changes from: March 3, 2015 Total Change is: 23,370
6,402 9,710 -3,587 36,991 46,331 -2,505 -7,477 -1,838 -6,710 -4,304 -18,209 5,403 -843 -5,225
Percent of Open Interest Represented by Each Category of Trader
4.9 9.4 3.1 23.8 24.7 14.2 25.1 15.3 5.9 11.6 9.1 1.3 10.1 17.1
Number of Traders in Each Category Total Traders: 277
17 26 22 37 45 48 50 51 53 17 34 13
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Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 735,673
Positions
238,018 115,137 237,691 530 5,163 16,207 19,868 81,797 124,008 15,898 47,653 57,819 25,634 50,198
Changes from: March 3, 2015 Total Change is: 65,746
-4,486 1,321 25,301 -3,441 -3,913 1,185 2,334 3,035 21,909 6,199 366 19,231 -2,485 -2,688
Percent of Open Interest Represented by Each Category of Trader
32.4 15.7 32.3 0.1 0.7 2.2 2.7 11.1 16.9 2.2 6.5 7.9 3.5 6.8
Number of Traders in Each Category Total Traders: 114
18 30 33 . 5 4 17 26 30 . 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is19,423,961
Positions
2,131,140 1,526,661 4,389,653 505,252 901,895 632,075 1,721,287 1,217,003 7,148,376 521,986 749,039 1,544,585 829,606 1,314,675
Changes from: March 3, 2015 Total Change is: 129,783
171,181 40,269 3,067 61,281 -41,287 -44,128 -43,556 116,041 -121,179 5,564 70,774 109,610 -12,058 -3,386
Percent of Open Interest Represented by Each Category of Trader
11.0 7.9 22.6 2.6 4.6 3.3 8.9 6.3 36.8 2.7 3.9 8.0 4.3 6.8
Number of Traders in Each Category Total Traders: 313
34 56 85 14 26 30 52 74 106 15 38 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 62,446
Positions
23,043 6,387 690 475 15,192 3,869 24,835 17,729 7,722 1,706 10,697 0 106 160
Changes from: March 3, 2015 Total Change is: 4,887
-3,369 -3,427 -1,105 0 805 -3 1,059 246 7,722 646 719 -7 -56 -63
Percent of Open Interest Represented by Each Category of Trader
36.9 10.2 1.1 0.8 24.3 6.2 39.8 28.4 12.4 2.7 17.1 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 46
4 5 . . 9 . . 11 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 40,579
Positions
12,820 350 0 0 15,886 210 22,930 8,381 4,128 376 11,514 0 115 110
Changes from: March 3, 2015 Total Change is: 3,574
-695 -1 0 0 134 0 239 -84 4,091 -65 -528 -14 18 -24
Percent of Open Interest Represented by Each Category of Trader
31.6 0.9 0.0 0.0 39.1 0.5 56.5 20.7 10.2 0.9 28.4 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 43
6 . 0 0 13 . 5 7 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 148,866
Positions
17,337 91,829 680 12,586 1,487 29 26,601 32,218 18,531 51,383 959 81 21,638 3,053
Changes from: March 3, 2015 Total Change is: 24,109
1,916 416 -125 -351 -19 -70 -585 8,165 14,084 9,098 776 -67 208 948
Percent of Open Interest Represented by Each Category of Trader
11.6 61.7 0.5 8.5 1.0 0.0 17.9 21.6 12.4 34.5 0.6 0.1 14.5 2.1
Number of Traders in Each Category Total Traders: 255
4 . . 15 . . 48 14 18 159 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 355,240
Positions
58,209 19,288 41,968 88,231 32,840 27,677 39,304 124,322 54,701 8,862 6,976 17,454 18,834 30,014
Changes from: March 3, 2015 Total Change is: 18,170
10,157 -9,549 1,814 15,631 2,958 -6,383 -13,621 16,949 4,283 772 2,164 4,363 1,154 1,571
Percent of Open Interest Represented by Each Category of Trader
16.4 5.4 11.8 24.8 9.2 7.8 11.1 35.0 15.4 2.5 2.0 4.9 5.3 8.4
Number of Traders in Each Category Total Traders: 186
17 14 19 5 17 8 37 59 63 8 17 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 14,250
Positions
104 2,900 0 3,460 775 772 8,938 7,702 658 197 1,430 0 121 13
Changes from: March 3, 2015 Total Change is: 284
-33 0 0 -636 0 -22 941 -222 21 0 510 0 13 -3
Percent of Open Interest Represented by Each Category of Trader
0.7 20.4 0.0 24.3 5.4 5.4 62.7 54.0 4.6 1.4 10.0 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 25
. . 0 4 . . 6 7 . . . 0
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Updated March 13, 2015