Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 135,447
Positions
44,738 10,995 5,188 20,581 7,441 208 10,400 51,418 15,171 9,753 3,568 2,445 26,963 39,014
Changes from: April 7, 2015 Total Change is: 4,657
-156 -5 225 -507 214 208 2,760 1,483 470 -1,295 586 370 2,581 1,105
Percent of Open Interest Represented by Each Category of Trader
33.0 8.1 3.8 15.2 5.5 0.2 7.7 38.0 11.2 7.2 2.6 1.8 19.9 28.8
Number of Traders in Each Category Total Traders: 88
5 6 8 6 9 . 16 26 15 10 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 39,371
Positions
17,382 2,200 1,283 1,524 1,656 131 7,724 12,351 4,278 0 1 0 7,050 17,471
Changes from: April 7, 2015 Total Change is: 725
1,320 224 47 27 -50 -30 -676 -702 148 0 -1 0 -110 1,090
Percent of Open Interest Represented by Each Category of Trader
44.1 5.6 3.3 3.9 4.2 0.3 19.6 31.4 10.9 0.0 0.0 0.0 17.9 44.4
Number of Traders in Each Category Total Traders: 34
5 4 5 . . . 10 9 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 231,945
Positions
118,981 8,137 10,259 10,620 65,634 1,653 29,982 53,852 32,915 3,578 13,359 5,645 18,312 40,491
Changes from: April 7, 2015 Total Change is: 7,349
7,044 422 603 1,507 6,846 -464 -3,740 -8,356 1,556 -229 647 279 793 5,816
Percent of Open Interest Represented by Each Category of Trader
51.3 3.5 4.4 4.6 28.3 0.7 12.9 23.2 14.2 1.5 5.8 2.4 7.9 17.5
Number of Traders in Each Category Total Traders: 116
10 4 9 8 20 8 22 33 24 7 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 218,693
Positions
45,917 23,583 7,015 28,022 27,534 4,258 40,499 81,555 13,773 58,038 4,743 2,850 18,321 53,383
Changes from: April 7, 2015 Total Change is: 6,340
2,463 7,176 -649 621 -349 16 1,880 4,221 708 335 -606 160 806 -4,336
Percent of Open Interest Represented by Each Category of Trader
21.0 10.8 3.2 12.8 12.6 1.9 18.5 37.3 6.3 26.5 2.2 1.3 8.4 24.4
Number of Traders in Each Category Total Traders: 130
10 5 10 12 16 8 21 45 20 6 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 562,328
Positions
189,737 10,799 24,795 48,808 104,190 17,038 24,203 174,311 64,136 128,421 53,931 17,691 47,499 95,438
Changes from: April 7, 2015 Total Change is: 25,293
-4,372 2,712 3,557 4,903 4,313 371 10,342 3,307 6,070 -525 -853 2,061 2,886 3,757
Percent of Open Interest Represented by Each Category of Trader
33.7 1.9 4.4 8.7 18.5 3.0 4.3 31.0 11.4 22.8 9.6 3.1 8.4 17.0
Number of Traders in Each Category Total Traders: 256
19 11 15 23 31 24 26 65 37 33 47 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 181,515
Positions
128,212 1,724 5,062 1,121 20,595 740 13,024 68,165 9,629 6,094 28,562 2,017 15,615 45,022
Changes from: April 7, 2015 Total Change is: 3,043
7,482 -153 -562 -27 723 322 -3,469 2,015 -1,151 60 250 62 326 1,537
Percent of Open Interest Represented by Each Category of Trader
70.6 0.9 2.8 0.6 11.3 0.4 7.2 37.6 5.3 3.4 15.7 1.1 8.6 24.8
Number of Traders in Each Category Total Traders: 101
12 . 8 . 13 6 15 36 13 11 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 56,009
Positions
40,102 43,399 3,668 100 3,394 0 7,957 2,287 737 1,237 100 1,802 406 622
Changes from: April 7, 2015 Total Change is: 584
1,120 1,328 262 0 -1,680 0 -1,124 810 0 313 -360 0 13 224
Percent of Open Interest Represented by Each Category of Trader
71.6 77.5 6.5 0.2 6.1 0.0 14.2 4.1 1.3 2.2 0.2 3.2 0.7 1.1
Number of Traders in Each Category Total Traders: 27
9 7 7 . . 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 130,868
Positions
49,928 68,741 19 7,239 2,354 11 61,861 39,108 4,099 4,074 10,048 102 3,535 6,387
Changes from: April 7, 2015 Total Change is: -20,570
-166 -7,746 17 -43,865 -39 0 21,625 -12,909 -606 2,326 212 -78 177 580
Percent of Open Interest Represented by Each Category of Trader
38.2 52.5 0.0 5.5 1.8 0.0 47.3 29.9 3.1 3.1 7.7 0.1 2.7 4.9
Number of Traders in Each Category Total Traders: 115
7 11 . 4 5 . 24 40 10 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 21,917
Positions
13,458 7,800 3,041 0 1,482 0 725 4,552 1,157 200 224 2,746 590 915
Changes from: April 7, 2015 Total Change is: -3,989
245 4,532 -2,131 0 9 0 -871 -6,176 -70 -1,257 0 0 95 -153
Percent of Open Interest Represented by Each Category of Trader
61.4 35.6 13.9 0.0 6.8 0.0 3.3 20.8 5.3 0.9 1.0 12.5 2.7 4.2
Number of Traders in Each Category Total Traders: 20
. . . 0 . 0 . 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 25,176
Positions
5,205 7,633 7 780 1,739 0 15,128 9,277 537 540 1,556 0 2,979 4,427
Changes from: April 7, 2015 Total Change is: 256
31 399 5 125 -174 0 -160 97 38 220 -216 0 -3 107
Percent of Open Interest Represented by Each Category of Trader
20.7 30.3 0.0 3.1 6.9 0.0 60.1 36.8 2.1 2.1 6.2 0.0 11.8 17.6
Number of Traders in Each Category Total Traders: 62
6 . . . 4 0 17 21 4 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 55,656
Positions
17,871 37,075 1,250 4,853 2,325 356 19,543 6,236 1,100 1,997 2,188 159 8,528 4,967
Changes from: April 7, 2015 Total Change is: 5,683
-255 4,917 122 176 27 13 6,112 877 -719 21 309 -9 224 147
Percent of Open Interest Represented by Each Category of Trader
32.1 66.6 2.2 8.7 4.2 0.6 35.1 11.2 2.0 3.6 3.9 0.3 15.3 8.9
Number of Traders in Each Category Total Traders: 97
12 17 5 8 5 . 26 11 7 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 111,313
Positions
35,741 74,151 2,501 9,706 4,649 712 39,085 12,472 2,200 3,994 4,375 319 17,055 9,935
Changes from: April 7, 2015 Total Change is: 11,366
-509 9,834 243 351 54 26 12,223 1,754 -1,438 41 618 -19 447 294
Percent of Open Interest Represented by Each Category of Trader
32.1 66.6 2.2 8.7 4.2 0.6 35.1 11.2 2.0 3.6 3.9 0.3 15.3 8.9
Number of Traders in Each Category Total Traders: 97
12 17 5 8 5 . 26 11 7 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 800,846
Positions
36,863 146,777 31,957 302,311 123,924 49,712 88,217 149,450 120,031 23,778 47,452 28,830 119,146 102,714
Changes from: April 7, 2015 Total Change is: 9,121
1,560 4,606 4,765 2,624 314 -3,161 5,152 -1,353 2,250 -2,630 1,154 630 -2,069 -83
Percent of Open Interest Represented by Each Category of Trader
4.6 18.3 4.0 37.7 15.5 6.2 11.0 18.7 15.0 3.0 5.9 3.6 14.9 12.8
Number of Traders in Each Category Total Traders: 623
33 36 38 124 74 81 79 127 100 84 65 87
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 173,070
Positions
13,565 32,199 2,577 51,642 21,774 3,722 4,944 5,458 38,452 3,818 6,585 11,778 42,572 50,525
Changes from: April 7, 2015 Total Change is: 1,872
2,824 1,760 190 -1,748 187 508 -5 -820 176 -1,377 -128 857 446 -858
Percent of Open Interest Represented by Each Category of Trader
7.8 18.6 1.5 29.8 12.6 2.2 2.9 3.2 22.2 2.2 3.8 6.8 24.6 29.2
Number of Traders in Each Category Total Traders: 90
5 10 . 15 6 9 16 18 30 9 10 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 3,138,879
Positions
179,336 635,733 84,057 1,260,951 518,352 222,347 433,955 737,552 390,306 102,978 207,514 82,076 382,874 260,943
Changes from: April 7, 2015 Total Change is: 36,247
2,428 22,979 14,129 21,742 518 -18,229 29,874 1,423 6,282 -5,277 7,398 -2,125 -12,577 3,872
Percent of Open Interest Represented by Each Category of Trader
5.7 20.3 2.7 40.2 16.5 7.1 13.8 23.5 12.4 3.3 6.6 2.6 12.2 8.3
Number of Traders in Each Category Total Traders: 596
34 34 35 119 70 76 78 122 95 81 58 78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 89,413
Positions
3,823 25,808 878 47,239 42,738 2,489 22,240 10,316 1,417 221 469 0 11,106 5,298
Changes from: April 7, 2015 Total Change is: 1,153
-23 1,793 5 793 -1,549 -416 621 -890 76 -245 -340 0 342 2,474
Percent of Open Interest Represented by Each Category of Trader
4.3 28.9 1.0 52.8 47.8 2.8 24.9 11.5 1.6 0.2 0.5 0.0 12.4 5.9
Number of Traders in Each Category Total Traders: 93
7 12 . 34 12 14 16 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 68,054
Positions
2,591 44,243 340 31,027 5,635 590 21,469 9,064 2,015 3,789 1,746 572 5,660 3,849
Changes from: April 7, 2015 Total Change is: 2,362
-192 1,720 32 863 12 -175 2,640 1,003 -774 114 21 -8 -138 531
Percent of Open Interest Represented by Each Category of Trader
3.8 65.0 0.5 45.6 8.3 0.9 31.5 13.3 3.0 5.6 2.6 0.8 8.3 5.7
Number of Traders in Each Category Total Traders: 219
16 17 5 34 16 5 59 38 18 25 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 340,272
Positions
12,957 221,217 1,698 155,133 28,174 2,951 107,347 45,319 10,077 18,945 8,731 2,862 28,302 19,243
Changes from: April 7, 2015 Total Change is: 11,812
-960 8,598 162 4,313 60 -877 13,199 5,017 -3,868 572 104 -38 -692 2,654
Percent of Open Interest Represented by Each Category of Trader
3.8 65.0 0.5 45.6 8.3 0.9 31.5 13.3 3.0 5.6 2.6 0.8 8.3 5.7
Number of Traders in Each Category Total Traders: 219
16 17 5 34 16 5 59 38 18 25 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 308,748
Positions
80,974 42,711 607 111,654 134,324 17,347 61,095 84,214 5,923 7,166 8,576 389 23,593 14,656
Changes from: April 7, 2015 Total Change is: 468
-4,202 2,301 47 2,789 -1,012 -543 1,400 -1,086 668 -111 -322 61 358 354
Percent of Open Interest Represented by Each Category of Trader
26.2 13.8 0.2 36.2 43.5 5.6 19.8 27.3 1.9 2.3 2.8 0.1 7.6 4.7
Number of Traders in Each Category Total Traders: 254
19 15 . 52 44 27 43 51 14 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 57,224
Positions
2,774 17,897 1 29,530 0 223 7,763 6,108 340 3,217 26,347 750 12,626 5,558
Changes from: April 7, 2015 Total Change is: -988
-173 56 1 -358 0 10 -840 -936 305 -1,613 255 495 1,185 -1,174
Percent of Open Interest Represented by Each Category of Trader
4.8 31.3 0.0 51.6 0.0 0.4 13.6 10.7 0.6 5.6 46.0 1.3 22.1 9.7
Number of Traders in Each Category Total Traders: 55
. 7 . 20 0 4 13 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 110,708
Positions
34,307 6,177 768 13,043 782 1,130 31,583 10,817 1,336 16,988 261 440 11,113 88,997
Changes from: April 7, 2015 Total Change is: 7,249
2,772 1,235 -188 4,860 117 -77 -894 140 -143 562 -10 0 357 6,175
Percent of Open Interest Represented by Each Category of Trader
31.0 5.6 0.7 11.8 0.7 1.0 28.5 9.8 1.2 15.3 0.2 0.4 10.0 80.4
Number of Traders in Each Category Total Traders: 87
17 7 4 11 . 4 32 10 5 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 143,034
Positions
6,765 84,132 480 88,820 41,939 4,121 30,985 5,436 3,477 1,157 524 0 7,229 2,925
Changes from: April 7, 2015 Total Change is: -2,766
-695 215 79 -3,273 -988 174 1,543 -1,265 -480 -373 0 0 259 -501
Percent of Open Interest Represented by Each Category of Trader
4.7 58.8 0.3 62.1 29.3 2.9 21.7 3.8 2.4 0.8 0.4 0.0 5.1 2.0
Number of Traders in Each Category Total Traders: 103
6 11 . 40 20 16 16 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 370,710
Positions
43,716 188,795 3,002 183,832 79,412 30,325 67,372 43,881 8,015 16,135 8,216 977 17,336 8,087
Changes from: April 7, 2015 Total Change is: -1,043
-6,575 10,131 114 2,813 -751 -3,911 4,984 -9,575 304 -7 1,654 145 1,090 846
Percent of Open Interest Represented by Each Category of Trader
11.8 50.9 0.8 49.6 21.4 8.2 18.2 11.8 2.2 4.4 2.2 0.3 4.7 2.2
Number of Traders in Each Category Total Traders: 232
20 21 7 64 30 27 39 22 11 25 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 520,463
Positions
4,879 83,649 17,226 157,729 82,574 55,058 71,047 70,808 43,407 7,082 19,876 7,019 157,015 140,845
Changes from: April 7, 2015 Total Change is: 12,535
-734 14,861 -813 -6,710 -1,445 -324 13,831 1,673 1,335 102 -2,204 994 4,854 -1,542
Percent of Open Interest Represented by Each Category of Trader
0.9 16.1 3.3 30.3 15.9 10.6 13.7 13.6 8.3 1.4 3.8 1.3 30.2 27.1
Number of Traders in Each Category Total Traders: 134
. 15 11 30 21 29 28 20 31 4 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 586,979
Positions
22,660 70,275 390 287,109 50,497 84,190 56,076 267,755 10,119 5,528 13,095 58 120,849 90,601
Changes from: April 7, 2015 Total Change is: 15,659
-119 6,987 38 13,682 -8,048 -67 2,264 10,759 -11 -1,349 6,743 -556 1,777 -185
Percent of Open Interest Represented by Each Category of Trader
3.9 12.0 0.1 48.9 8.6 14.3 9.6 45.6 1.7 0.9 2.2 0.0 20.6 15.4
Number of Traders in Each Category Total Traders: 92
4 7 . 38 11 29 10 16 9 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,439,126
Positions
49,358 115,641 7,764 239,067 428,951 142,347 588,603 169,435 80,629 190,999 329,270 11,867 128,493 153,222
Changes from: April 7, 2015 Total Change is: 45,488
6,626 15,363 -3,058 -16,723 7,524 1,700 63,553 9,152 -1,925 -12,535 13,986 73 7,776 2,673
Percent of Open Interest Represented by Each Category of Trader
3.4 8.0 0.5 16.6 29.8 9.9 40.9 11.8 5.6 13.3 22.9 0.8 8.9 10.6
Number of Traders in Each Category Total Traders: 266
10 27 6 39 48 42 53 29 34 15 45 13
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Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,331,712
Positions
93,886 160,677 160,937 943,439 872,340 398,309 474,655 702,004 349,033 455,509 168,431 94,279 361,666 425,703
Changes from: April 7, 2015 Total Change is: 14,136
-24,661 23,551 -7,020 -11,402 10,092 -1,791 34,308 -10,574 15,456 8,266 -3,056 -4,317 5,296 -8,205
Percent of Open Interest Represented by Each Category of Trader
2.8 4.8 4.8 28.3 26.2 12.0 14.2 21.1 10.5 13.7 5.1 2.8 10.9 12.8
Number of Traders in Each Category Total Traders: 395
15 35 41 47 84 77 58 72 87 28 56 32
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Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,170,571
Positions
86,654 138,003 79,657 644,727 553,954 302,260 448,066 330,146 139,982 155,987 235,724 31,620 281,618 359,225
Changes from: April 7, 2015 Total Change is: 20,519
4,845 -13,692 3,220 -23,808 10,451 -3,090 10,342 -5,531 25,116 1,243 -9,723 1,428 1,223 12,341
Percent of Open Interest Represented by Each Category of Trader
4.0 6.4 3.7 29.7 25.5 13.9 20.6 15.2 6.4 7.2 10.9 1.5 13.0 16.5
Number of Traders in Each Category Total Traders: 280
15 24 22 41 46 54 49 55 55 15 35 13
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Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 766,907
Positions
257,404 130,423 252,676 861 5,920 9,654 36,461 109,290 109,718 35,006 56,823 36,609 28,519 55,794
Changes from: April 7, 2015 Total Change is: 32,690
22,953 16,061 -9,922 379 -103 -1,115 -1,550 13,187 12,382 7,579 2,030 91 1,893 79
Percent of Open Interest Represented by Each Category of Trader
33.6 17.0 32.9 0.1 0.8 1.3 4.8 14.3 14.3 4.6 7.4 4.8 3.7 7.3
Number of Traders in Each Category Total Traders: 123
15 32 35 . 5 . 10 38 31 . 15 7
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Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 is17,336,131
Positions
1,773,101 1,233,815 4,173,041 471,206 1,557,851 458,838 2,029,250 1,052,730 5,571,594 443,061 507,652 1,405,349 1,010,690 1,375,260
Changes from: April 7, 2015 Total Change is: -251,117
-46,559 47,857 -87,140 -7,612 18,771 12,167 115,768 37,548 -334,145 -1,185 -29,475 35,056 62,531 48,242
Percent of Open Interest Represented by Each Category of Trader
10.2 7.1 24.1 2.7 9.0 2.6 11.7 6.1 32.1 2.6 2.9 8.1 5.8 7.9
Number of Traders in Each Category Total Traders: 328
32 54 83 12 31 31 47 88 106 13 47 42
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Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 44,768
Positions
5,103 1,385 0 475 16,462 3,861 33,847 16,934 0 1,355 5,954 0 127 172
Changes from: April 7, 2015 Total Change is: 426
-526 7 0 0 212 0 1,005 508 0 -41 -353 0 -12 52
Percent of Open Interest Represented by Each Category of Trader
11.4 3.1 0.0 1.1 36.8 8.6 75.6 37.8 0.0 3.0 13.3 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 44
4 4 0 . 8 . 5 10 0 . 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 38,533
Positions
6,301 910 49 0 17,584 210 30,939 8,937 3 885 10,699 0 146 141
Changes from: April 7, 2015 Total Change is: 919
-819 -85 49 0 106 0 1,572 202 3 89 622 0 25 22
Percent of Open Interest Represented by Each Category of Trader
16.4 2.4 0.1 0.0 45.6 0.5 80.3 23.2 0.0 2.3 27.8 0.0 0.4 0.4
Number of Traders in Each Category Total Traders: 44
6 . . 0 12 . 7 6 . . 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 119,487
Positions
16,979 73,357 513 13,143 1,392 114 16,034 37,662 1,875 53,968 1,883 25 16,837 2,667
Changes from: April 7, 2015 Total Change is: 5,347
731 1,289 18 1,164 143 13 -863 2,349 -281 6,914 1,225 -5 -2,344 596
Percent of Open Interest Represented by Each Category of Trader
14.2 61.4 0.4 11.0 1.2 0.1 13.4 31.5 1.6 45.2 1.6 0.0 14.1 2.2
Number of Traders in Each Category Total Traders: 239
5 6 . 14 . . 41 16 12 145 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 399,783
Positions
95,154 14,594 38,584 73,356 38,040 29,615 46,273 156,965 64,361 6,722 5,584 16,997 28,721 35,043
Changes from: April 7, 2015 Total Change is: 20,362
11,624 -288 6,310 -9,955 -82 5,232 -669 5,335 -5,632 1,620 -653 3,422 8,410 6,718
Percent of Open Interest Represented by Each Category of Trader
23.8 3.7 9.7 18.3 9.5 7.4 11.6 39.3 16.1 1.7 1.4 4.3 7.2 8.8
Number of Traders in Each Category Total Traders: 191
20 12 22 6 14 8 36 62 57 11 17 22
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Traders in Financial Futures - Options and Futures Combined Positions as of April 14, 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 14,457
Positions
86 2,934 0 4,937 1,321 879 6,187 8,205 625 1,586 493 0 157 0
Changes from: April 7, 2015 Total Change is: 625
-88 0 0 15 0 -51 437 663 0 300 13 0 12 0
Percent of Open Interest Represented by Each Category of Trader
0.6 20.3 0.0 34.1 9.1 6.1 42.8 56.8 4.3 11.0 3.4 0.0 1.1 0.0
Number of Traders in Each Category Total Traders: 29
. . 0 5 . . 6 8 . 6 . 0
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Updated April 17, 2015