Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 149,821
Positions
39,493 27,556 5,836 20,737 6,819 557 21,974 50,647 16,324 12,460 5,106 3,361 29,079 33,616
Changes from: April 21, 2015 Total Change is: 4,215
-1,573 8,634 1,155 115 -336 114 -274 -4,256 919 1,891 -1,791 115 1,753 -337
Percent of Open Interest Represented by Each Category of Trader
26.4 18.4 3.9 13.8 4.6 0.4 14.7 33.8 10.9 8.3 3.4 2.2 19.4 22.4
Number of Traders in Each Category Total Traders: 91
4 7 8 6 7 . 19 25 14 12 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 36,808
Positions
15,681 4,902 1,358 1,116 1,728 51 6,813 9,332 4,435 0 1 0 7,355 15,002
Changes from: April 21, 2015 Total Change is: -213
12 1,676 -16 0 50 0 -91 -1,585 -5 0 0 0 -113 -333
Percent of Open Interest Represented by Each Category of Trader
42.6 13.3 3.7 3.0 4.7 0.1 18.5 25.4 12.0 0.0 0.0 0.0 20.0 40.8
Number of Traders in Each Category Total Traders: 31
4 5 5 . . . 7 10 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 221,718
Positions
103,301 7,156 11,043 12,542 64,894 2,933 24,821 45,154 36,802 5,109 15,297 4,859 20,306 33,578
Changes from: April 21, 2015 Total Change is: 3,101
-3,190 -958 940 173 914 887 -5,222 -2,799 4,857 1,316 1,753 -558 3,898 -1,936
Percent of Open Interest Represented by Each Category of Trader
46.6 3.2 5.0 5.7 29.3 1.3 11.2 20.4 16.6 2.3 6.9 2.2 9.2 15.1
Number of Traders in Each Category Total Traders: 120
11 5 10 8 21 9 18 37 24 7 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 215,293
Positions
43,162 43,472 8,712 28,227 27,408 5,240 33,434 59,661 14,817 58,599 4,661 2,957 20,144 48,365
Changes from: April 21, 2015 Total Change is: 238
-879 14,941 813 -3,926 -236 435 555 -10,676 85 61 587 -319 3,411 -5,393
Percent of Open Interest Represented by Each Category of Trader
20.0 20.2 4.0 13.1 12.7 2.4 15.5 27.7 6.9 27.2 2.2 1.4 9.4 22.5
Number of Traders in Each Category Total Traders: 134
10 5 10 13 17 10 20 47 20 7 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 570,238
Positions
174,202 17,775 31,266 57,011 115,790 17,452 31,336 156,562 65,631 129,526 54,655 16,417 47,397 94,690
Changes from: April 21, 2015 Total Change is: 2,850
-14,503 8,037 4,973 5,151 2,718 844 2,906 -11,875 1,176 2,505 -3,820 -572 370 1,369
Percent of Open Interest Represented by Each Category of Trader
30.5 3.1 5.5 10.0 20.3 3.1 5.5 27.5 11.5 22.7 9.6 2.9 8.3 16.6
Number of Traders in Each Category Total Traders: 269
18 13 15 27 32 27 32 61 38 35 50 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 166,538
Positions
104,479 1,225 6,709 804 24,976 2,054 10,982 53,486 12,431 6,556 24,208 2,524 19,999 38,923
Changes from: April 21, 2015 Total Change is: -6,432
-15,435 -823 2,129 -282 -479 718 -1,520 -9,329 2,245 1,143 812 236 4,333 -1,942
Percent of Open Interest Represented by Each Category of Trader
62.7 0.7 4.0 0.5 15.0 1.2 6.6 32.1 7.5 3.9 14.5 1.5 12.0 23.4
Number of Traders in Each Category Total Traders: 99
12 . 8 . 12 6 18 34 16 9 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 55,488
Positions
40,670 46,141 2,170 100 0 0 8,459 3,754 737 1,079 113 1,802 471 771
Changes from: April 21, 2015 Total Change is: -1,084
-1,167 177 0 0 -1,702 0 37 199 0 0 113 0 46 129
Percent of Open Interest Represented by Each Category of Trader
73.3 83.2 3.9 0.2 0.0 0.0 15.2 6.8 1.3 1.9 0.2 3.2 0.8 1.4
Number of Traders in Each Category Total Traders: 25
8 8 6 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 138,849
Positions
50,653 38,840 4,821 10,028 2,207 10 35,973 45,149 29,949 3,005 10,152 1,101 3,310 6,620
Changes from: April 21, 2015 Total Change is: 20,388
-135 -9,173 4,802 723 -110 0 -11,981 -1,272 25,843 102 -656 1,006 28 -51
Percent of Open Interest Represented by Each Category of Trader
36.5 28.0 3.5 7.2 1.6 0.0 25.9 32.5 21.6 2.2 7.3 0.8 2.4 4.8
Number of Traders in Each Category Total Traders: 120
7 10 . 5 5 . 30 37 15 12 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 31,095
Positions
10,879 13,080 8,509 0 313 0 7,262 4,250 396 361 621 2,746 942 1,180
Changes from: April 21, 2015 Total Change is: 5,960
-806 1,339 5,534 0 -998 0 1,774 759 -760 161 100 0 57 -14
Percent of Open Interest Represented by Each Category of Trader
35.0 42.1 27.4 0.0 1.0 0.0 23.4 13.7 1.3 1.2 2.0 8.8 3.0 3.8
Number of Traders in Each Category Total Traders: 23
. 4 . 0 . 0 . 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 28,071
Positions
6,050 14,421 0 942 2,239 0 15,894 5,550 911 529 1,322 0 3,745 3,628
Changes from: April 21, 2015 Total Change is: 1,454
776 3,390 0 72 295 0 -203 -2,084 478 56 -4 0 275 -621
Percent of Open Interest Represented by Each Category of Trader
21.6 51.4 0.0 3.4 8.0 0.0 56.6 19.8 3.2 1.9 4.7 0.0 13.3 12.9
Number of Traders in Each Category Total Traders: 56
5 . 0 . . 0 21 14 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 58,148
Positions
17,961 38,397 1,102 4,870 2,120 380 22,325 6,275 1,322 2,207 2,491 146 7,835 5,915
Changes from: April 21, 2015 Total Change is: 7,182
79 3,106 37 177 -77 50 6,250 1,737 747 -123 706 38 -73 837
Percent of Open Interest Represented by Each Category of Trader
30.9 66.0 1.9 8.4 3.6 0.7 38.4 10.8 2.3 3.8 4.3 0.3 13.5 10.2
Number of Traders in Each Category Total Traders: 99
11 20 4 8 4 . 27 10 7 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 116,295
Positions
35,921 76,794 2,204 9,739 4,240 760 44,651 12,549 2,644 4,415 4,982 292 15,670 11,830
Changes from: April 21, 2015 Total Change is: 14,363
157 6,212 75 354 -153 99 12,499 3,473 1,494 -245 1,412 76 -145 1,675
Percent of Open Interest Represented by Each Category of Trader
30.9 66.0 1.9 8.4 3.6 0.7 38.4 10.8 2.3 3.8 4.3 0.3 13.5 10.2
Number of Traders in Each Category Total Traders: 99
11 20 4 8 4 . 27 10 7 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 829,239
Positions
34,749 138,012 42,971 303,749 128,042 49,156 92,875 146,192 130,517 22,386 52,103 29,246 123,590 113,000
Changes from: April 21, 2015 Total Change is: 26,716
-1,305 -4,508 9,299 4,535 279 808 -2,259 862 12,494 -189 737 1,876 1,458 4,869
Percent of Open Interest Represented by Each Category of Trader
4.2 16.6 5.2 36.6 15.4 5.9 11.2 17.6 15.7 2.7 6.3 3.5 14.9 13.6
Number of Traders in Each Category Total Traders: 614
32 38 39 119 74 82 84 123 106 77 66 77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 186,586
Positions
21,032 31,204 3,209 52,515 22,415 4,494 5,673 4,439 41,923 3,635 8,207 11,261 42,843 59,434
Changes from: April 21, 2015 Total Change is: 11,250
5,262 3,057 590 -269 72 633 -981 -862 3,574 65 -10 375 2,001 3,821
Percent of Open Interest Represented by Each Category of Trader
11.3 16.7 1.7 28.1 12.0 2.4 3.0 2.4 22.5 1.9 4.4 6.0 23.0 31.9
Number of Traders in Each Category Total Traders: 88
5 13 6 16 6 7 16 15 29 8 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 3,213,264
Positions
177,072 642,531 90,320 1,266,239 538,201 213,242 455,773 728,527 423,205 96,916 222,643 86,765 403,734 267,831
Changes from: April 21, 2015 Total Change is: 77,331
4,111 -875 6,596 23,103 121 1,792 -8,555 6,453 46,763 -940 4,064 7,176 -2,715 5,240
Percent of Open Interest Represented by Each Category of Trader
5.5 20.0 2.8 39.4 16.7 6.6 14.2 22.7 13.2 3.0 6.9 2.7 12.6 8.3
Number of Traders in Each Category Total Traders: 588
34 35 37 112 71 77 80 121 102 73 62 70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 91,767
Positions
3,610 26,730 963 49,141 43,422 2,309 21,413 9,642 1,891 574 265 0 11,866 6,545
Changes from: April 21, 2015 Total Change is: 1,005
-265 603 68 1,504 295 -93 668 -1,412 353 -1,245 -204 0 15 1,395
Percent of Open Interest Represented by Each Category of Trader
3.9 29.1 1.0 53.5 47.3 2.5 23.3 10.5 2.1 0.6 0.3 0.0 12.9 7.1
Number of Traders in Each Category Total Traders: 89
7 13 . 33 12 14 14 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 75,116
Positions
2,091 46,396 280 30,898 5,421 752 28,087 12,308 1,810 3,706 2,107 582 6,909 5,458
Changes from: April 21, 2015 Total Change is: 6,906
-577 2,656 -15 41 -578 222 5,879 2,881 193 412 -1 92 661 1,457
Percent of Open Interest Represented by Each Category of Trader
2.8 61.8 0.4 41.1 7.2 1.0 37.4 16.4 2.4 4.9 2.8 0.8 9.2 7.3
Number of Traders in Each Category Total Traders: 233
13 18 4 31 15 7 71 40 20 24 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 375,580
Positions
10,457 231,981 1,400 154,490 27,107 3,762 140,434 61,539 9,052 18,531 10,537 2,911 34,543 27,291
Changes from: April 21, 2015 Total Change is: 34,532
-2,886 13,280 -74 203 -2,889 1,108 29,393 14,403 964 2,060 -7 462 3,303 7,286
Percent of Open Interest Represented by Each Category of Trader
2.8 61.8 0.4 41.1 7.2 1.0 37.4 16.4 2.4 4.9 2.8 0.8 9.2 7.3
Number of Traders in Each Category Total Traders: 233
13 18 4 31 15 7 71 40 20 24 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 312,137
Positions
75,792 47,980 1,431 119,008 127,924 16,914 62,205 88,058 5,909 7,244 9,039 350 23,285 14,533
Changes from: April 21, 2015 Total Change is: 2,619
1,254 2,386 255 1,930 -1,355 -2,291 2,047 1,612 335 -1,532 611 -33 654 1,099
Percent of Open Interest Represented by Each Category of Trader
24.3 15.4 0.5 38.1 41.0 5.4 19.9 28.2 1.9 2.3 2.9 0.1 7.5 4.7
Number of Traders in Each Category Total Traders: 261
17 17 . 54 45 26 45 53 15 14 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 56,365
Positions
2,448 17,932 1 28,466 0 167 9,430 5,763 633 3,345 26,092 250 11,625 5,527
Changes from: April 21, 2015 Total Change is: -649
-612 0 0 -537 0 -56 1,079 287 -45 -75 0 -305 -98 -530
Percent of Open Interest Represented by Each Category of Trader
4.3 31.8 0.0 50.5 0.0 0.3 16.7 10.2 1.1 5.9 46.3 0.4 20.6 9.8
Number of Traders in Each Category Total Traders: 57
4 7 . 19 0 . 14 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 107,051
Positions
32,974 6,627 1,203 14,158 801 1,224 28,397 15,565 1,742 15,693 392 440 11,220 79,057
Changes from: April 21, 2015 Total Change is: -1,312
-1,145 -879 241 1,791 115 60 -1,472 1,963 -51 -184 -68 0 -552 -2,693
Percent of Open Interest Represented by Each Category of Trader
30.8 6.2 1.1 13.2 0.7 1.1 26.5 14.5 1.6 14.7 0.4 0.4 10.5 73.8
Number of Traders in Each Category Total Traders: 88
16 9 5 12 . 4 28 14 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 146,563
Positions
6,992 88,719 450 89,255 41,079 3,974 32,483 5,692 3,347 2,123 524 0 7,939 2,778
Changes from: April 21, 2015 Total Change is: -130
-411 1,789 -95 -3,397 -1,320 112 1,807 -290 -73 628 0 0 1,299 -253
Percent of Open Interest Represented by Each Category of Trader
4.8 60.5 0.3 60.9 28.0 2.7 22.2 3.9 2.3 1.4 0.4 0.0 5.4 1.9
Number of Traders in Each Category Total Traders: 105
6 10 . 38 22 16 17 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 377,533
Positions
41,404 216,939 2,889 185,034 79,474 30,292 78,004 28,056 3,715 18,246 8,761 708 17,241 6,699
Changes from: April 21, 2015 Total Change is: 494
2,067 17,156 54 -5,181 -4,178 -47 2,169 -13,097 413 1,993 -2 -242 -732 437
Percent of Open Interest Represented by Each Category of Trader
11.0 57.5 0.8 49.0 21.1 8.0 20.7 7.4 1.0 4.8 2.3 0.2 4.6 1.8
Number of Traders in Each Category Total Traders: 228
18 20 7 65 30 28 41 16 8 27 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 493,638
Positions
838 68,162 15,910 165,338 77,013 58,200 50,910 59,365 39,832 9,540 19,330 4,304 148,766 151,521
Changes from: April 21, 2015 Total Change is: -11,228
-4,094 -7,967 -2,961 -3,028 -7,599 2,856 3,141 -1,012 -6,639 2,107 1,437 -2,087 -523 12,743
Percent of Open Interest Represented by Each Category of Trader
0.2 13.8 3.2 33.5 15.6 11.8 10.3 12.0 8.1 1.9 3.9 0.9 30.1 30.7
Number of Traders in Each Category Total Traders: 121
. 10 8 30 21 26 24 17 30 5 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 577,004
Positions
26,333 70,723 399 296,084 53,222 76,972 39,427 256,456 11,019 9,128 13,033 58 117,584 95,122
Changes from: April 21, 2015 Total Change is: -3,775
-988 3,188 -119 9,612 2,752 -7,674 -10,013 -7,755 99 1,980 0 0 3,329 5,735
Percent of Open Interest Represented by Each Category of Trader
4.6 12.3 0.1 51.3 9.2 13.3 6.8 44.4 1.9 1.6 2.3 0.0 20.4 16.5
Number of Traders in Each Category Total Traders: 95
5 7 . 38 12 28 9 16 8 4 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 1,508,523
Positions
49,355 116,302 10,858 245,267 441,290 148,643 634,693 166,839 104,931 173,620 341,030 12,518 128,638 166,112
Changes from: April 21, 2015 Total Change is: -1,238
-1,908 -13,879 1,209 7,007 12,920 -16,482 29,942 6,926 -5,163 -17,537 9,978 -3,138 4,832 6,391
Percent of Open Interest Represented by Each Category of Trader
3.3 7.7 0.7 16.3 29.3 9.9 42.1 11.1 7.0 11.5 22.6 0.8 8.5 11.0
Number of Traders in Each Category Total Traders: 268
12 30 10 39 47 41 57 26 34 17 40 11
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Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 3,277,935
Positions
120,345 158,590 146,246 992,864 854,189 379,860 396,864 730,087 347,976 467,660 156,520 69,803 356,317 434,665
Changes from: April 21, 2015 Total Change is: -83,430
-492 460 -20,319 -40,675 21,158 -3,126 3,222 -11,149 -23,015 18,337 -3,774 -29,259 11,897 -14,406
Percent of Open Interest Represented by Each Category of Trader
3.7 4.8 4.5 30.3 26.1 11.6 12.1 22.3 10.6 14.3 4.8 2.1 10.9 13.3
Number of Traders in Each Category Total Traders: 383
23 25 35 45 84 78 59 72 87 30 45 30
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Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 2,139,488
Positions
70,795 179,831 52,560 618,577 533,017 313,062 496,576 300,114 106,590 137,149 247,984 41,059 303,121 365,272
Changes from: April 21, 2015 Total Change is: -6,407
3,191 29,989 -7,244 -19,587 -182 1,904 23,606 -15,336 -20,543 -14,014 10,634 6,176 20,103 -11,806
Percent of Open Interest Represented by Each Category of Trader
3.3 8.4 2.5 28.9 24.9 14.6 23.2 14.0 5.0 6.4 11.6 1.9 14.2 17.1
Number of Traders in Each Category Total Traders: 262
12 25 18 37 43 48 46 47 50 13 39 11
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Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 823,251
Positions
286,646 143,880 270,085 124 7,024 9,974 30,995 118,492 128,779 35,603 59,463 36,126 24,919 49,429
Changes from: April 21, 2015 Total Change is: 34,614
15,084 9,833 13,721 -220 826 -139 -2,302 -478 11,512 855 2,211 -600 -3,298 -2,273
Percent of Open Interest Represented by Each Category of Trader
34.8 17.5 32.8 0.0 0.9 1.2 3.8 14.4 15.6 4.3 7.2 4.4 3.0 6.0
Number of Traders in Each Category Total Traders: 129
17 34 40 . 6 . 13 35 36 5 15 8
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Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 is18,103,922
Positions
2,009,331 1,277,533 4,427,683 449,215 1,538,761 562,857 1,961,559 1,128,452 5,943,285 455,903 492,017 1,365,354 928,733 1,367,980
Changes from: April 21, 2015 Total Change is: 485,277
157,843 15,361 160,646 -19,285 -32,085 47,707 -42,827 53,878 239,776 -6,447 15,472 -46,687 -5,450 31,209
Percent of Open Interest Represented by Each Category of Trader
11.1 7.1 24.5 2.5 8.5 3.1 10.8 6.2 32.8 2.5 2.7 7.5 5.1 7.6
Number of Traders in Each Category Total Traders: 336
34 57 88 11 31 31 48 90 111 16 44 45
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Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 45,637
Positions
5,900 1,892 20 475 19,585 61 36,941 16,836 1 2,082 6,206 0 157 1,036
Changes from: April 21, 2015 Total Change is: 728
1,181 264 20 0 3,157 -3,800 2,638 -43 1 695 222 0 -7 907
Percent of Open Interest Represented by Each Category of Trader
12.9 4.1 0.0 1.0 42.9 0.1 80.9 36.9 0.0 4.6 13.6 0.0 0.3 2.3
Number of Traders in Each Category Total Traders: 48
5 5 . . 8 . 7 9 . 4 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 37,250
Positions
3,336 1,125 85 0 17,390 12 33,178 8,195 151 280 10,177 8 200 107
Changes from: April 21, 2015 Total Change is: -406
-625 215 22 0 -29 -198 310 -596 151 -43 45 3 -26 -19
Percent of Open Interest Represented by Each Category of Trader
9.0 3.0 0.2 0.0 46.7 0.0 89.1 22.0 0.4 0.8 27.3 0.0 0.5 0.3
Number of Traders in Each Category Total Traders: 45
5 . . 0 13 . 8 5 . . 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 113,196
Positions
17,273 72,503 443 9,039 282 111 15,343 27,885 3,520 44,299 536 240 22,928 7,677
Changes from: April 21, 2015 Total Change is: -3,212
-185 -418 -100 -2,019 282 15 1,675 -9,680 1,193 -7,966 -168 215 3,961 5,450
Percent of Open Interest Represented by Each Category of Trader
15.3 64.1 0.4 8.0 0.2 0.1 13.6 24.6 3.1 39.1 0.5 0.2 20.3 6.8
Number of Traders in Each Category Total Traders: 228
5 5 . 12 . . 38 16 15 140 8 4
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Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 389,284
Positions
115,061 20,544 22,290 83,139 41,296 24,291 50,809 179,817 54,453 4,982 6,207 11,789 22,470 28,597
Changes from: April 21, 2015 Total Change is: 21,022
11,728 -1,088 -1,249 1,822 872 -105 7,300 21,211 -684 548 1,081 105 1,557 879
Percent of Open Interest Represented by Each Category of Trader
29.6 5.3 5.7 21.4 10.6 6.2 13.1 46.2 14.0 1.3 1.6 3.0 5.8 7.3
Number of Traders in Each Category Total Traders: 188
21 9 19 10 14 9 40 55 56 10 19 20
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Traders in Financial Futures - Options and Futures Combined Positions as of April 28, 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 17,324
Positions
141 2,934 0 9,184 1,362 940 5,100 10,970 625 1,220 493 0 114 0
Changes from: April 21, 2015 Total Change is: 2,107
20 0 0 2,272 41 11 -308 2,055 0 121 0 0 -9 0
Percent of Open Interest Represented by Each Category of Trader
0.8 16.9 0.0 53.0 7.9 5.4 29.4 63.3 3.6 7.0 2.8 0.0 0.7 0.0
Number of Traders in Each Category Total Traders: 33
. . 0 6 . . 7 8 . 7 . 0
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Updated May 1, 2015