Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 143,588
Positions
38,757 40,050 5,976 20,369 6,551 774 17,084 33,615 17,526 12,628 4,830 3,219 27,256 31,048
Changes from: April 28, 2015 Total Change is: -6,233
-736 12,494 140 -369 -268 217 -4,890 -17,032 1,202 168 -276 -143 -1,823 -2,568
Percent of Open Interest Represented by Each Category of Trader
27.0 27.9 4.2 14.2 4.6 0.5 11.9 23.4 12.2 8.8 3.4 2.2 19.0 21.6
Number of Traders in Each Category Total Traders: 87
. 8 8 6 7 4 16 23 16 13 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 40,626
Positions
14,665 9,033 1,689 1,116 1,709 33 9,142 8,028 5,090 400 0 0 8,492 15,044
Changes from: April 28, 2015 Total Change is: 3,818
-1,016 4,131 331 0 -19 -18 2,330 -1,304 654 400 -1 0 1,137 42
Percent of Open Interest Represented by Each Category of Trader
36.1 22.2 4.2 2.7 4.2 0.1 22.5 19.8 12.5 1.0 0.0 0.0 20.9 37.0
Number of Traders in Each Category Total Traders: 34
5 . 5 . . . 10 10 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 221,970
Positions
96,640 31,518 11,261 12,201 62,390 3,083 33,952 29,562 32,261 4,293 16,713 6,150 22,130 29,031
Changes from: April 28, 2015 Total Change is: 252
-6,661 24,362 218 -342 -2,504 149 9,130 -15,592 -4,541 -816 1,416 1,291 1,823 -4,546
Percent of Open Interest Represented by Each Category of Trader
43.5 14.2 5.1 5.5 28.1 1.4 15.3 13.3 14.5 1.9 7.5 2.8 10.0 13.1
Number of Traders in Each Category Total Traders: 122
9 7 11 8 20 10 24 31 29 6 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 225,927
Positions
63,970 28,939 10,233 28,155 27,752 5,072 24,999 74,934 13,923 58,624 6,984 3,256 17,694 54,834
Changes from: April 28, 2015 Total Change is: 10,634
20,808 -14,533 1,521 -72 344 -168 -8,435 15,273 -894 24 2,322 299 -2,450 6,469
Percent of Open Interest Represented by Each Category of Trader
28.3 12.8 4.5 12.5 12.3 2.2 11.1 33.2 6.2 25.9 3.1 1.4 7.8 24.3
Number of Traders in Each Category Total Traders: 145
12 5 10 15 17 10 19 54 21 7 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 584,042
Positions
168,331 18,923 35,949 51,446 108,124 18,908 31,891 148,642 77,047 126,861 60,309 20,745 52,864 95,395
Changes from: April 28, 2015 Total Change is: 13,804
-5,872 1,148 4,683 -5,565 -7,666 1,456 555 -7,920 11,416 -2,665 5,654 4,328 5,467 705
Percent of Open Interest Represented by Each Category of Trader
28.8 3.2 6.2 8.8 18.5 3.2 5.5 25.5 13.2 21.7 10.3 3.6 9.1 16.3
Number of Traders in Each Category Total Traders: 262
21 11 17 23 32 25 28 58 35 34 54 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 163,622
Positions
94,664 25,248 7,573 714 21,889 2,028 15,896 35,428 12,789 5,668 19,346 2,913 21,377 36,409
Changes from: April 28, 2015 Total Change is: -2,915
-9,814 24,022 863 -90 -3,087 -26 4,914 -18,058 359 -888 -4,862 389 1,378 -2,515
Percent of Open Interest Represented by Each Category of Trader
57.9 15.4 4.6 0.4 13.4 1.2 9.7 21.7 7.8 3.5 11.8 1.8 13.1 22.3
Number of Traders in Each Category Total Traders: 94
11 4 8 . 12 7 16 30 16 9 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 58,541
Positions
43,725 49,232 1,720 682 0 0 8,276 4,156 737 1,079 113 1,802 520 781
Changes from: April 28, 2015 Total Change is: 3,053
3,055 3,091 -450 582 0 0 -183 402 0 0 0 0 49 10
Percent of Open Interest Represented by Each Category of Trader
74.7 84.1 2.9 1.2 0.0 0.0 14.1 7.1 1.3 1.8 0.2 3.1 0.9 1.3
Number of Traders in Each Category Total Traders: 26
8 8 5 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 146,858
Positions
50,362 32,953 6,290 33,333 2,584 10 20,120 57,590 30,331 2,631 10,508 84 3,696 6,507
Changes from: April 28, 2015 Total Change is: 8,009
-291 -5,887 1,469 23,305 377 0 -15,853 12,441 382 -374 356 -1,016 387 -113
Percent of Open Interest Represented by Each Category of Trader
34.3 22.4 4.3 22.7 1.8 0.0 13.7 39.2 20.7 1.8 7.2 0.1 2.5 4.4
Number of Traders in Each Category Total Traders: 121
7 9 4 6 6 . 20 47 13 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 28,379
Positions
6,207 12,120 0 832 2,321 0 17,019 7,447 829 340 1,672 0 3,152 3,990
Changes from: April 28, 2015 Total Change is: 308
157 -2,301 0 -110 82 0 1,125 1,897 -82 -189 350 0 -593 362
Percent of Open Interest Represented by Each Category of Trader
21.9 42.7 0.0 2.9 8.2 0.0 60.0 26.2 2.9 1.2 5.9 0.0 11.1 14.1
Number of Traders in Each Category Total Traders: 64
6 . 0 . 5 0 20 19 4 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 54,127
Positions
19,041 35,025 1,069 4,732 2,276 385 17,783 6,483 631 2,184 2,165 151 8,151 5,943
Changes from: April 28, 2015 Total Change is: -4,021
1,081 -3,372 -33 -138 156 5 -4,543 208 -691 -24 -326 5 316 27
Percent of Open Interest Represented by Each Category of Trader
35.2 64.7 2.0 8.7 4.2 0.7 32.9 12.0 1.2 4.0 4.0 0.3 15.1 11.0
Number of Traders in Each Category Total Traders: 98
12 18 . 8 4 . 24 13 7 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 108,253
Positions
38,082 70,050 2,139 9,464 4,551 770 35,566 12,966 1,261 4,367 4,330 302 16,302 11,885
Changes from: April 28, 2015 Total Change is: -8,042
2,161 -6,744 -65 -275 311 10 -9,085 417 -1,382 -47 -652 10 633 55
Percent of Open Interest Represented by Each Category of Trader
35.2 64.7 2.0 8.7 4.2 0.7 32.9 12.0 1.2 4.0 4.0 0.3 15.1 11.0
Number of Traders in Each Category Total Traders: 98
12 18 . 8 4 . 24 13 7 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 834,926
Positions
33,729 121,298 43,704 297,381 121,917 53,143 90,801 158,072 133,588 22,812 50,930 30,222 129,546 122,052
Changes from: April 28, 2015 Total Change is: 5,687
-1,020 -16,714 733 -6,368 -6,125 3,987 -2,073 11,880 3,071 425 -1,173 975 5,956 9,052
Percent of Open Interest Represented by Each Category of Trader
4.0 14.5 5.2 35.6 14.6 6.4 10.9 18.9 16.0 2.7 6.1 3.6 15.5 14.6
Number of Traders in Each Category Total Traders: 641
34 41 44 120 72 85 83 135 110 97 58 91
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 187,385
Positions
19,284 24,000 3,479 56,130 22,274 4,154 6,039 6,396 42,402 3,652 7,117 11,151 41,093 66,411
Changes from: April 28, 2015 Total Change is: 798
-1,749 -7,204 271 3,615 -141 -340 366 1,956 479 16 -1,089 -110 -1,750 6,977
Percent of Open Interest Represented by Each Category of Trader
10.3 12.8 1.9 30.0 11.9 2.2 3.2 3.4 22.6 1.9 3.8 6.0 21.9 35.4
Number of Traders in Each Category Total Traders: 94
7 9 6 18 6 9 15 21 33 9 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 3,237,707
Positions
180,492 594,755 92,856 1,228,423 520,381 222,780 442,623 777,195 437,119 99,249 222,516 91,901 442,264 278,203
Changes from: April 28, 2015 Total Change is: 24,443
3,420 -47,776 2,537 -37,816 -17,820 9,538 -13,150 48,669 13,914 2,334 -127 5,137 38,530 10,372
Percent of Open Interest Represented by Each Category of Trader
5.6 18.4 2.9 37.9 16.1 6.9 13.7 24.0 13.5 3.1 6.9 2.8 13.7 8.6
Number of Traders in Each Category Total Traders: 610
35 40 40 111 69 79 80 129 104 91 55 83
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 88,988
Positions
5,307 22,354 948 46,527 43,959 2,171 21,153 12,949 1,294 427 484 0 11,161 4,829
Changes from: April 28, 2015 Total Change is: -2,779
1,697 -4,376 -15 -2,614 537 -138 -260 3,307 -597 -147 219 0 -705 -1,716
Percent of Open Interest Represented by Each Category of Trader
6.0 25.1 1.1 52.3 49.4 2.4 23.8 14.6 1.5 0.5 0.5 0.0 12.5 5.4
Number of Traders in Each Category Total Traders: 92
8 11 . 32 12 14 16 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 70,716
Positions
3,007 41,444 451 29,739 5,441 706 22,729 10,132 2,314 4,039 2,050 671 7,060 7,507
Changes from: April 28, 2015 Total Change is: -4,400
916 -4,952 171 -1,159 19 -46 -5,358 -2,176 504 332 -57 89 152 2,048
Percent of Open Interest Represented by Each Category of Trader
4.3 58.6 0.6 42.1 7.7 1.0 32.1 14.3 3.3 5.7 2.9 0.9 10.0 10.6
Number of Traders in Each Category Total Traders: 228
16 18 6 31 16 7 59 42 21 29 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 353,581
Positions
15,037 207,222 2,255 148,695 27,203 3,530 113,644 50,661 11,570 20,193 10,251 3,356 35,301 37,533
Changes from: April 28, 2015 Total Change is: -21,999
4,580 -24,760 855 -5,795 96 -232 -26,790 -10,878 2,518 1,661 -286 445 758 10,242
Percent of Open Interest Represented by Each Category of Trader
4.3 58.6 0.6 42.1 7.7 1.0 32.1 14.3 3.3 5.7 2.9 0.9 10.0 10.6
Number of Traders in Each Category Total Traders: 228
16 18 6 31 16 7 59 42 21 29 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 330,625
Positions
106,736 28,418 874 115,158 156,705 16,266 54,331 95,933 7,384 7,623 9,437 272 21,982 15,336
Changes from: April 28, 2015 Total Change is: 18,488
30,944 -19,562 -557 -3,850 28,781 -648 -7,874 7,875 1,475 379 398 -78 -1,304 803
Percent of Open Interest Represented by Each Category of Trader
32.3 8.6 0.3 34.8 47.4 4.9 16.4 29.0 2.2 2.3 2.9 0.1 6.6 4.6
Number of Traders in Each Category Total Traders: 251
23 12 . 47 45 25 35 56 17 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 56,111
Positions
1,982 17,877 1 29,089 0 71 8,407 6,512 375 4,534 26,092 50 11,602 5,133
Changes from: April 28, 2015 Total Change is: -254
-466 -55 0 623 0 -96 -1,023 749 -258 1,189 0 -200 -23 -394
Percent of Open Interest Represented by Each Category of Trader
3.5 31.9 0.0 51.8 0.0 0.1 15.0 11.6 0.7 8.1 46.5 0.1 20.7 9.1
Number of Traders in Each Category Total Traders: 59
5 7 . 20 0 . 13 7 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 111,932
Positions
37,427 6,279 3,232 14,642 867 1,226 27,393 19,439 2,296 14,672 1,007 440 10,604 77,146
Changes from: April 28, 2015 Total Change is: 4,881
4,453 -348 2,029 484 66 2 -1,004 3,874 554 -1,021 615 0 -616 -1,911
Percent of Open Interest Represented by Each Category of Trader
33.4 5.6 2.9 13.1 0.8 1.1 24.5 17.4 2.1 13.1 0.9 0.4 9.5 68.9
Number of Traders in Each Category Total Traders: 98
18 10 6 13 . 4 29 17 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 147,868
Positions
7,857 88,340 411 89,561 44,189 5,004 32,181 2,466 3,725 1,820 737 0 7,309 2,996
Changes from: April 28, 2015 Total Change is: 1,305
865 -379 -39 306 3,110 1,030 -302 -3,226 378 -303 213 0 -630 218
Percent of Open Interest Represented by Each Category of Trader
5.3 59.7 0.3 60.6 29.9 3.4 21.8 1.7 2.5 1.2 0.5 0.0 4.9 2.0
Number of Traders in Each Category Total Traders: 102
7 9 . 36 21 18 19 . . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 377,785
Positions
42,922 215,850 3,245 181,839 80,023 31,981 72,240 22,270 10,439 17,470 7,868 625 17,024 5,484
Changes from: April 28, 2015 Total Change is: 252
1,518 -1,089 356 -3,195 549 1,689 -5,764 -5,786 6,724 -776 -893 -83 -217 -1,215
Percent of Open Interest Represented by Each Category of Trader
11.4 57.1 0.9 48.1 21.2 8.5 19.1 5.9 2.8 4.6 2.1 0.2 4.5 1.5
Number of Traders in Each Category Total Traders: 230
18 21 7 66 29 25 42 15 10 27 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 556,011
Positions
4,443 65,263 25,051 181,390 78,688 65,292 49,096 69,900 69,942 10,847 19,850 9,875 140,074 152,150
Changes from: April 28, 2015 Total Change is: 62,372
3,605 -2,900 9,140 16,052 1,675 7,092 -1,813 10,534 30,110 1,308 520 5,571 -8,692 629
Percent of Open Interest Represented by Each Category of Trader
0.8 11.7 4.5 32.6 14.2 11.7 8.8 12.6 12.6 2.0 3.6 1.8 25.2 27.4
Number of Traders in Each Category Total Traders: 137
5 13 11 31 20 27 26 24 33 8 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 582,757
Positions
23,383 82,331 2,150 309,448 50,577 71,421 36,888 253,655 10,996 8,560 11,251 58 119,853 100,318
Changes from: April 28, 2015 Total Change is: 5,753
-2,950 11,608 1,751 13,364 -2,645 -5,551 -2,539 -2,801 -23 -568 -1,782 0 2,269 5,196
Percent of Open Interest Represented by Each Category of Trader
4.0 14.1 0.4 53.1 8.7 12.3 6.3 43.5 1.9 1.5 1.9 0.0 20.6 17.2
Number of Traders in Each Category Total Traders: 89
4 6 . 38 11 27 7 16 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,486,041
Positions
57,100 100,460 7,808 240,140 451,815 145,411 652,188 157,814 98,924 151,385 350,849 13,559 119,526 159,402
Changes from: April 28, 2015 Total Change is: -22,483
7,745 -15,842 -3,051 -5,127 10,525 -3,232 17,495 -9,025 -6,007 -22,235 9,819 1,041 -9,112 -6,711
Percent of Open Interest Represented by Each Category of Trader
3.8 6.8 0.5 16.2 30.4 9.8 43.9 10.6 6.7 10.2 23.6 0.9 8.0 10.7
Number of Traders in Each Category Total Traders: 258
13 25 13 40 49 42 54 23 29 16 38 11
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Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,485,889
Positions
150,969 162,036 187,288 1,054,740 859,846 373,426 359,680 720,354 458,823 489,797 181,182 78,769 332,397 464,164
Changes from: April 28, 2015 Total Change is: 207,954
30,624 3,446 41,043 61,876 5,658 -6,434 -37,184 -9,732 110,847 22,137 24,662 8,966 -23,920 29,499
Percent of Open Interest Represented by Each Category of Trader
4.3 4.6 5.4 30.3 24.7 10.7 10.3 20.7 13.2 14.1 5.2 2.3 9.5 13.3
Number of Traders in Each Category Total Traders: 404
22 34 41 50 80 82 65 73 92 31 49 31
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Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,209,527
Positions
81,585 166,597 87,699 692,762 495,689 311,561 435,940 329,598 144,798 140,309 251,925 54,794 260,079 366,864
Changes from: April 28, 2015 Total Change is: 70,039
10,790 -13,234 35,139 74,185 -37,328 -1,501 -60,637 29,484 38,209 3,160 3,941 13,736 -43,043 1,592
Percent of Open Interest Represented by Each Category of Trader
3.7 7.5 4.0 31.4 22.4 14.1 19.7 14.9 6.6 6.4 11.4 2.5 11.8 16.6
Number of Traders in Each Category Total Traders: 274
14 23 19 35 44 50 45 56 60 16 41 13
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Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 787,544
Positions
303,090 133,158 227,999 133 6,880 9,539 27,236 134,988 127,470 34,741 59,176 35,070 22,265 53,262
Changes from: April 28, 2015 Total Change is: -35,706
16,443 -10,722 -42,085 9 -143 -435 -3,759 16,496 -1,308 -862 -287 -1,056 -2,654 3,834
Percent of Open Interest Represented by Each Category of Trader
38.5 16.9 29.0 0.0 0.9 1.2 3.5 17.1 16.2 4.4 7.5 4.5 2.8 6.8
Number of Traders in Each Category Total Traders: 126
19 31 40 . 5 . 13 33 33 5 16 7
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Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 is18,589,840
Positions
2,150,111 1,211,433 4,398,486 438,982 1,646,155 604,029 1,886,806 1,184,046 6,421,447 469,759 494,790 1,357,189 863,031 1,272,265
Changes from: April 28, 2015 Total Change is: 485,919
140,780 -66,100 -29,197 -10,233 107,395 41,172 -74,754 55,594 478,162 13,856 2,773 -8,166 -65,702 -95,715
Percent of Open Interest Represented by Each Category of Trader
11.6 6.5 23.7 2.4 8.9 3.2 10.1 6.4 34.5 2.5 2.7 7.3 4.6 6.8
Number of Traders in Each Category Total Traders: 333
32 59 88 11 31 33 49 86 109 18 41 46
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 48,765
Positions
5,401 1,905 0 475 20,934 61 40,358 17,312 0 1,878 7,866 21 571 666
Changes from: April 28, 2015 Total Change is: 3,128
-499 13 -20 0 1,349 0 3,417 476 -1 -204 1,660 21 414 -370
Percent of Open Interest Represented by Each Category of Trader
11.1 3.9 0.0 1.0 42.9 0.1 82.8 35.5 0.0 3.9 16.1 0.0 1.2 1.4
Number of Traders in Each Category Total Traders: 45
. 5 0 . 8 . 6 9 0 4 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 38,081
Positions
1,631 2,212 0 0 17,451 12 35,883 8,063 151 280 10,068 0 124 124
Changes from: April 28, 2015 Total Change is: 831
-1,705 1,087 -85 0 61 0 2,705 -132 0 0 -109 -8 -76 17
Percent of Open Interest Represented by Each Category of Trader
4.3 5.8 0.0 0.0 45.8 0.0 94.2 21.2 0.4 0.7 26.4 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 48
. 4 0 0 14 . 9 5 . . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 102,742
Positions
17,460 72,304 570 7,421 534 109 18,052 20,481 4,021 39,056 242 122 15,930 4,358
Changes from: April 28, 2015 Total Change is: -10,455
187 -199 127 -1,618 252 -2 2,709 -7,403 500 -5,243 -293 -118 -6,998 -3,319
Percent of Open Interest Represented by Each Category of Trader
17.0 70.4 0.6 7.2 0.5 0.1 17.6 19.9 3.9 38.0 0.2 0.1 15.5 4.2
Number of Traders in Each Category Total Traders: 202
7 4 . 13 . . 32 14 15 124 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 395,445
Positions
117,156 15,544 24,283 89,412 41,730 22,605 43,614 181,904 61,425 2,565 6,360 11,534 22,851 30,060
Changes from: April 28, 2015 Total Change is: 6,161
2,095 -5,000 1,993 6,273 434 -1,686 -7,195 2,087 6,972 -2,417 153 -255 381 1,463
Percent of Open Interest Represented by Each Category of Trader
29.6 3.9 6.1 22.6 10.6 5.7 11.0 46.0 15.5 0.6 1.6 2.9 5.8 7.6
Number of Traders in Each Category Total Traders: 198
19 10 17 12 17 9 42 59 58 9 19 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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 17,498
Positions
203 2,934 0 9,636 1,362 976 4,769 11,167 564 1,230 495 0 120 0
Changes from: April 28, 2015 Total Change is: 174
62 0 0 452 0 36 -331 197 -61 10 2 0 6 0
Percent of Open Interest Represented by Each Category of Trader
1.2 16.8 0.0 55.1 7.8 5.6 27.3 63.8 3.2 7.0 2.8 0.0 0.7 0.0
Number of Traders in Each Category Total Traders: 33
. . 0 6 . . 7 9 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 5, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 12,526
Positions
2,433 7,862 0 7,950 0 0 1,113 4,453 0 401 0 0 629 211
Changes from: April 28, 2015 Total Change is: 26
-244 0 0 106 0 0 227 140 0 -29 0 0 -34 -114
Percent of Open Interest Represented by Each Category of Trader
19.4 62.8 0.0 63.5 0.0 0.0 8.9 35.6 0.0 3.2 0.0 0.0 5.0 1.7
Number of Traders in Each Category Total Traders: 20
. . 0 7 0 0 4 4 0 . 0 0
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Updated May 8, 2015