Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 130,790
Positions
44,894 11,000 4,963 21,088 7,227 0 7,640 49,934 14,701 11,047 2,982 2,075 24,382 37,909
Changes from: March 31, 2015 Total Change is: 581
1,950 -860 -299 185 383 0 1,650 4,335 -1,019 -658 -51 -652 -575 -1,256
Percent of Open Interest Represented by Each Category of Trader
34.3 8.4 3.8 16.1 5.5 0.0 5.8 38.2 11.2 8.4 2.3 1.6 18.6 29.0
Number of Traders in Each Category Total Traders: 82
7 5 7 6 8 0 13 25 13 10 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 38,647
Positions
16,061 1,976 1,236 1,497 1,706 162 8,401 13,053 4,130 0 2 0 7,160 16,381
Changes from: March 31, 2015 Total Change is: -2,275
-1,220 -685 -111 -11 -18 28 -782 608 -1,355 0 -4 0 1,176 -738
Percent of Open Interest Represented by Each Category of Trader
41.6 5.1 3.2 3.9 4.4 0.4 21.7 33.8 10.7 0.0 0.0 0.0 18.5 42.4
Number of Traders in Each Category Total Traders: 36
5 . 4 . . . 11 11 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 224,595
Positions
111,938 7,716 9,655 9,113 58,788 2,117 33,722 62,208 31,359 3,807 12,712 5,366 17,519 34,675
Changes from: March 31, 2015 Total Change is: -14,210
1,880 507 -2,291 -418 -1,086 -909 4,831 8,098 -14,232 -519 -104 -3,477 926 -716
Percent of Open Interest Represented by Each Category of Trader
49.8 3.4 4.3 4.1 26.2 0.9 15.0 27.7 14.0 1.7 5.7 2.4 7.8 15.4
Number of Traders in Each Category Total Traders: 119
9 4 8 8 18 8 25 36 22 8 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 212,354
Positions
43,453 16,407 7,664 27,401 27,883 4,242 38,619 77,334 13,066 57,704 5,349 2,690 17,515 57,719
Changes from: March 31, 2015 Total Change is: 9,142
-681 -1,369 484 364 -1,004 89 10,313 11,729 -2,442 -231 -347 -64 1,310 2,066
Percent of Open Interest Represented by Each Category of Trader
20.5 7.7 3.6 12.9 13.1 2.0 18.2 36.4 6.2 27.2 2.5 1.3 8.2 27.2
Number of Traders in Each Category Total Traders: 133
12 4 10 12 16 8 23 45 20 7 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 537,035
Positions
194,109 8,087 21,239 43,904 99,877 16,668 13,861 171,004 58,066 128,946 54,784 15,629 44,613 91,681
Changes from: March 31, 2015 Total Change is: -53,214
-20,671 -1,062 -9,024 -472 -294 -1,312 -4,618 -11,319 -20,129 7,476 -1,575 -3,446 -1,017 -5,053
Percent of Open Interest Represented by Each Category of Trader
36.1 1.5 4.0 8.2 18.6 3.1 2.6 31.8 10.8 24.0 10.2 2.9 8.3 17.1
Number of Traders in Each Category Total Traders: 249
21 8 13 22 29 21 21 68 36 34 45 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 178,472
Positions
120,731 1,877 5,624 1,147 19,872 418 16,493 66,150 10,780 6,035 28,312 1,955 15,289 43,484
Changes from: March 31, 2015 Total Change is: 16,463
18,789 56 -986 -17 240 34 2,453 10,304 -2,164 -87 4,362 70 -1,629 4,547
Percent of Open Interest Represented by Each Category of Trader
67.6 1.1 3.2 0.6 11.1 0.2 9.2 37.1 6.0 3.4 15.9 1.1 8.6 24.4
Number of Traders in Each Category Total Traders: 102
13 . 7 . 12 5 20 32 15 10 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 55,425
Positions
38,982 42,071 3,406 100 5,074 0 9,081 1,477 737 924 460 1,802 393 398
Changes from: March 31, 2015 Total Change is: -929
529 -116 116 0 -767 0 -1,543 -153 0 -51 110 0 20 -119
Percent of Open Interest Represented by Each Category of Trader
70.3 75.9 6.1 0.2 9.2 0.0 16.4 2.7 1.3 1.7 0.8 3.3 0.7 0.7
Number of Traders in Each Category Total Traders: 26
9 7 7 . . 0 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 151,438
Positions
50,094 76,487 3 51,104 2,393 11 40,236 52,016 4,705 1,748 9,836 179 3,358 5,807
Changes from: March 31, 2015 Total Change is: -6,652
-5,529 3,067 1 44 -219 0 -966 -8,550 -3 -165 238 60 -94 -1,247
Percent of Open Interest Represented by Each Category of Trader
33.1 50.5 0.0 33.7 1.6 0.0 26.6 34.3 3.1 1.2 6.5 0.1 2.2 3.8
Number of Traders in Each Category Total Traders: 118
7 12 . 5 5 . 24 43 7 9 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 24,920
Positions
5,174 7,234 2 655 1,913 0 15,288 9,180 499 320 1,772 0 2,982 4,320
Changes from: March 31, 2015 Total Change is: 871
-122 2,629 2 -9 0 0 648 -631 -7 4 -87 0 355 -1,035
Percent of Open Interest Represented by Each Category of Trader
20.8 29.0 0.0 2.6 7.7 0.0 61.3 36.8 2.0 1.3 7.1 0.0 12.0 17.3
Number of Traders in Each Category Total Traders: 62
6 . . . . 0 19 21 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 49,973
Positions
18,125 32,158 1,129 4,678 2,298 343 13,431 5,359 1,819 1,976 1,879 169 8,304 4,820
Changes from: March 31, 2015 Total Change is: -42
-324 494 78 -132 165 17 1,610 6 -855 -373 620 -92 29 -474
Percent of Open Interest Represented by Each Category of Trader
36.3 64.4 2.3 9.4 4.6 0.7 26.9 10.7 3.6 4.0 3.8 0.3 16.6 9.6
Number of Traders in Each Category Total Traders: 90
12 16 4 7 5 4 21 11 8 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 99,947
Positions
36,250 64,316 2,258 9,355 4,595 686 26,862 10,718 3,638 3,953 3,758 338 16,608 9,641
Changes from: March 31, 2015 Total Change is: -84
-647 987 157 -263 329 33 3,219 13 -1,711 -746 1,241 -185 59 -948
Percent of Open Interest Represented by Each Category of Trader
36.3 64.4 2.3 9.4 4.6 0.7 26.9 10.7 3.6 4.0 3.8 0.3 16.6 9.6
Number of Traders in Each Category Total Traders: 90
12 16 4 7 5 4 21 11 8 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 791,725
Positions
35,303 142,171 27,192 299,688 123,610 52,873 83,064 150,803 117,781 26,408 46,298 28,200 121,216 102,797
Changes from: March 31, 2015 Total Change is: 7,386
-1,417 5,112 6,567 2,465 -315 1,492 3,083 -3,846 -9,062 -2,198 -1,357 668 5,787 8,126
Percent of Open Interest Represented by Each Category of Trader
4.5 18.0 3.4 37.9 15.6 6.7 10.5 19.0 14.9 3.3 5.8 3.6 15.3 13.0
Number of Traders in Each Category Total Traders: 618
33 33 35 119 77 81 73 132 104 86 64 87
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 171,198
Positions
10,740 30,439 2,387 53,390 21,587 3,214 4,949 6,278 38,275 5,195 6,713 10,921 42,126 51,383
Changes from: March 31, 2015 Total Change is: 7,209
2,795 3,815 89 3,387 -95 66 -402 -4,380 905 33 -37 265 72 6,582
Percent of Open Interest Represented by Each Category of Trader
6.3 17.8 1.4 31.2 12.6 1.9 2.9 3.7 22.4 3.0 3.9 6.4 24.6 30.0
Number of Traders in Each Category Total Traders: 89
6 9 4 15 6 9 14 21 32 7 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,102,632
Positions
176,908 612,754 69,928 1,239,209 517,834 240,576 404,081 736,129 384,023 108,255 200,116 84,201 395,451 257,071
Changes from: March 31, 2015 Total Change is: 885
-9,836 17,712 21,169 -4,743 -1,232 7,268 -2 -14,756 -32,410 -11,070 -6,517 1,934 28,574 7,716
Percent of Open Interest Represented by Each Category of Trader
5.7 19.7 2.3 39.9 16.7 7.8 13.0 23.7 12.4 3.5 6.4 2.7 12.7 8.3
Number of Traders in Each Category Total Traders: 592
36 30 31 114 73 76 72 126 98 83 58 80
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 88,260
Positions
3,846 24,015 873 46,446 44,287 2,905 21,619 11,206 1,341 466 809 0 10,764 2,824
Changes from: March 31, 2015 Total Change is: 786
-1,038 1,656 -28 1,930 -930 230 1,391 911 -458 42 61 0 -1,283 -656
Percent of Open Interest Represented by Each Category of Trader
4.4 27.2 1.0 52.6 50.2 3.3 24.5 12.7 1.5 0.5 0.9 0.0 12.2 3.2
Number of Traders in Each Category Total Traders: 96
7 12 . 35 12 15 15 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 65,692
Positions
2,783 42,524 307 30,164 5,623 766 18,829 8,060 2,789 3,675 1,725 580 5,799 3,318
Changes from: March 31, 2015 Total Change is: -75
2 131 16 -758 150 -59 731 569 -179 104 -652 27 41 -77
Percent of Open Interest Represented by Each Category of Trader
4.2 64.7 0.5 45.9 8.6 1.2 28.7 12.3 4.2 5.6 2.6 0.9 8.8 5.1
Number of Traders in Each Category Total Traders: 210
16 16 4 32 15 6 60 31 20 25 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 328,460
Positions
13,917 212,619 1,536 150,820 28,114 3,828 94,147 40,302 13,945 18,373 8,627 2,900 28,994 16,589
Changes from: March 31, 2015 Total Change is: -374
10 653 79 -3,788 748 -296 3,655 2,843 -893 519 -3,259 135 204 -384
Percent of Open Interest Represented by Each Category of Trader
4.2 64.7 0.5 45.9 8.6 1.2 28.7 12.3 4.2 5.6 2.6 0.9 8.8 5.1
Number of Traders in Each Category Total Traders: 210
16 16 4 32 15 6 60 31 20 25 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 308,280
Positions
85,176 40,410 560 108,865 135,336 17,890 59,695 85,300 5,255 7,277 8,899 328 23,234 14,302
Changes from: March 31, 2015 Total Change is: -1,879
-4,155 608 -74 469 -1,856 639 896 2,393 -219 304 -1,651 -530 790 -1,190
Percent of Open Interest Represented by Each Category of Trader
27.6 13.1 0.2 35.3 43.9 5.8 19.4 27.7 1.7 2.4 2.9 0.1 7.5 4.6
Number of Traders in Each Category Total Traders: 248
17 13 . 51 44 27 44 50 14 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 58,212
Positions
2,947 17,841 0 29,888 0 213 8,603 7,044 35 4,830 26,092 255 11,441 6,732
Changes from: March 31, 2015 Total Change is: -1,192
159 135 0 391 0 -6 -1,068 -844 -10 173 0 0 -831 -467
Percent of Open Interest Represented by Each Category of Trader
5.1 30.6 0.0 51.3 0.0 0.4 14.8 12.1 0.1 8.3 44.8 0.4 19.7 11.6
Number of Traders in Each Category Total Traders: 62
4 7 0 21 0 . 14 7 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 103,459
Positions
31,535 4,942 956 8,183 665 1,207 32,477 10,677 1,479 16,426 271 440 10,756 82,822
Changes from: March 31, 2015 Total Change is: 4,759
585 1,240 155 393 66 577 4,042 -105 402 152 271 170 -1,717 1,983
Percent of Open Interest Represented by Each Category of Trader
30.5 4.8 0.9 7.9 0.6 1.2 31.4 10.3 1.4 15.9 0.3 0.4 10.4 80.1
Number of Traders in Each Category Total Traders: 86
15 8 . 11 . 4 34 11 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 145,800
Positions
7,460 83,917 401 92,093 42,927 3,947 29,442 6,701 3,957 1,530 524 0 6,970 3,426
Changes from: March 31, 2015 Total Change is: 3,238
505 1,723 20 5,957 -1,580 177 -2,481 3,213 -71 -799 -89 0 -70 -155
Percent of Open Interest Represented by Each Category of Trader
5.1 57.6 0.3 63.2 29.4 2.7 20.2 4.6 2.7 1.0 0.4 0.0 4.8 2.3
Number of Traders in Each Category Total Traders: 105
6 11 . 41 20 16 14 7 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 371,753
Positions
50,291 178,664 2,888 181,019 80,163 34,236 62,388 53,456 7,711 16,142 6,562 832 16,246 7,241
Changes from: March 31, 2015 Total Change is: 2,444
-1,472 7,426 -41 3,699 -6,567 1,617 -1,186 1,443 1 72 -108 70 -316 -1,397
Percent of Open Interest Represented by Each Category of Trader
13.5 48.1 0.8 48.7 21.6 9.2 16.8 14.4 2.1 4.3 1.8 0.2 4.4 1.9
Number of Traders in Each Category Total Traders: 229
20 21 7 62 32 29 36 23 10 25 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 507,927
Positions
5,614 68,788 18,039 164,439 84,020 55,382 57,216 69,135 42,072 6,980 22,080 6,025 152,161 142,386
Changes from: March 31, 2015 Total Change is: 11,842
2,267 915 -180 573 5,682 1,464 5,115 5,992 795 166 -1,960 -4 1,645 -862
Percent of Open Interest Represented by Each Category of Trader
1.1 13.5 3.6 32.4 16.5 10.9 11.3 13.6 8.3 1.4 4.3 1.2 30.0 28.0
Number of Traders in Each Category Total Traders: 128
. 15 11 29 23 28 20 23 31 . 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 571,320
Positions
22,779 63,288 352 273,427 58,545 84,257 53,812 256,996 10,130 6,877 6,352 614 119,072 90,786
Changes from: March 31, 2015 Total Change is: -518
435 5,825 -1,441 4,242 -1,264 -372 -1,203 -5,969 479 14 -1,518 -14 -2,658 3,756
Percent of Open Interest Represented by Each Category of Trader
4.0 11.1 0.1 47.9 10.2 14.7 9.4 45.0 1.8 1.2 1.1 0.1 20.8 15.9
Number of Traders in Each Category Total Traders: 92
4 7 . 38 12 27 9 17 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,393,638
Positions
42,732 100,278 10,821 255,790 421,426 140,647 525,050 160,284 82,554 203,534 315,285 11,794 120,717 150,549
Changes from: March 31, 2015 Total Change is: -13,135
-9,701 -12,262 -1,054 -5,767 13,203 -1,206 -3,117 3,669 4,019 4,611 -10,517 -858 -61 -8,129
Percent of Open Interest Represented by Each Category of Trader
3.1 7.2 0.8 18.4 30.2 10.1 37.7 11.5 5.9 14.6 22.6 0.8 8.7 10.8
Number of Traders in Each Category Total Traders: 261
10 29 6 38 46 41 54 30 36 14 40 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,317,575
Positions
118,547 137,125 167,956 954,841 862,247 400,100 440,346 712,578 333,577 447,243 171,487 98,596 356,369 433,909
Changes from: March 31, 2015 Total Change is: 88,520
5,335 22,668 25,258 68,335 28,532 4,120 -51,454 11,787 7,588 -1,242 -6,146 13,090 17,492 -18,376
Percent of Open Interest Represented by Each Category of Trader
3.6 4.1 5.1 28.8 26.0 12.1 13.3 21.5 10.1 13.5 5.2 3.0 10.7 13.1
Number of Traders in Each Category Total Traders: 385
21 27 37 50 85 83 55 66 81 31 50 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,150,051
Positions
81,808 151,695 76,437 668,535 543,503 305,350 437,724 335,677 114,866 154,744 245,447 30,192 280,395 346,884
Changes from: March 31, 2015 Total Change is: 30,521
25,382 -14,576 23,002 -35,948 -30,162 34,076 -13,412 31,990 -7,171 -16,158 3,890 -2,049 22,798 -8,480
Percent of Open Interest Represented by Each Category of Trader
3.8 7.1 3.6 31.1 25.3 14.2 20.4 15.6 5.3 7.2 11.4 1.4 13.0 16.1
Number of Traders in Each Category Total Traders: 275
13 25 18 41 47 53 41 56 54 13 39 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 734,217
Positions
234,451 114,362 262,597 482 6,022 10,770 38,011 96,104 97,336 27,427 54,793 36,518 26,625 55,715
Changes from: March 31, 2015 Total Change is: -60,026
-13,742 -42,545 -11,720 -1,649 1,615 -958 -5,097 7,589 -12,066 -9,707 4,694 -6,106 1,019 -529
Percent of Open Interest Represented by Each Category of Trader
31.9 15.6 35.8 0.1 0.8 1.5 5.2 13.1 13.3 3.7 7.5 5.0 3.6 7.6
Number of Traders in Each Category Total Traders: 118
18 30 36 . 5 . 14 29 27 4 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is17,587,248
Positions
1,819,660 1,185,958 4,260,181 478,818 1,539,079 446,671 1,913,482 1,015,183 5,905,739 444,245 537,127 1,370,293 948,159 1,327,017
Changes from: March 31, 2015 Total Change is: 288,556
67,372 -650 62,312 -43,495 12,691 -6,950 62,946 93,424 111,645 53,761 27,643 926 -19,962 -12,485
Percent of Open Interest Represented by Each Category of Trader
10.3 6.7 24.2 2.7 8.8 2.5 10.9 5.8 33.6 2.5 3.1 7.8 5.4 7.5
Number of Traders in Each Category Total Traders: 315
31 53 81 13 31 32 48 78 103 12 45 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 44,342
Positions
5,629 1,378 0 475 16,250 3,861 32,842 16,426 0 1,396 6,307 0 139 120
Changes from: March 31, 2015 Total Change is: -1,029
-926 -220 0 0 -189 -10 -85 413 0 -31 -1,007 0 23 -16
Percent of Open Interest Represented by Each Category of Trader
12.7 3.1 0.0 1.1 36.6 8.7 74.1 37.0 0.0 3.1 14.2 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 43
. 4 0 . 8 . 5 10 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 37,614
Positions
7,120 995 0 0 17,478 210 29,367 8,735 0 796 10,077 0 121 119
Changes from: March 31, 2015 Total Change is: -352
-1,119 -15 -42 0 -120 0 16 25 0 756 -175 0 37 -25
Percent of Open Interest Represented by Each Category of Trader
18.9 2.6 0.0 0.0 46.5 0.6 78.1 23.2 0.0 2.1 26.8 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 43
5 . 0 0 12 . 7 6 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 114,140
Positions
16,248 72,068 495 11,979 1,249 101 16,897 35,313 2,155 47,054 658 30 19,182 2,071
Changes from: March 31, 2015 Total Change is: -5,132
-177 -54 1 423 -196 0 -773 -6,032 760 -3,330 221 26 -2,062 141
Percent of Open Interest Represented by Each Category of Trader
14.2 63.1 0.4 10.5 1.1 0.1 14.8 30.9 1.9 41.2 0.6 0.0 16.8 1.8
Number of Traders in Each Category Total Traders: 213
5 4 . 13 . . 36 13 12 132 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 379,421
Positions
83,530 14,882 32,274 83,311 38,122 24,383 46,942 151,630 69,993 5,102 6,237 13,575 20,311 28,325
Changes from: March 31, 2015 Total Change is: 24,626
-1,148 -2,683 4,583 -4,831 419 1,647 15,213 16,780 8,555 84 -2,100 -1,118 1,641 -1,457
Percent of Open Interest Represented by Each Category of Trader
22.0 3.9 8.5 22.0 10.0 6.4 12.4 40.0 18.4 1.3 1.6 3.6 5.4 7.5
Number of Traders in Each Category Total Traders: 187
20 13 19 6 15 9 33 62 62 8 17 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 13,832
Positions
174 2,934 0 4,922 1,321 930 5,750 7,542 625 1,286 480 0 145 0
Changes from: March 31, 2015 Total Change is: 204
0 0 0 -195 0 128 -723 632 0 1,015 -553 0 -21 -3
Percent of Open Interest Represented by Each Category of Trader
1.3 21.2 0.0 35.6 9.6 6.7 41.6 54.5 4.5 9.3 3.5 0.0 1.0 0.0
Number of Traders in Each Category Total Traders: 29
. . 0 5 . . 6 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 10, 2015