Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 140,641
Positions
38,401 52,512 4,918 20,886 6,322 529 16,189 26,980 14,855 12,197 5,393 1,811 30,855 27,321
Changes from: May 5, 2015 Total Change is: -2,947
-356 12,462 -1,058 517 -229 -245 -895 -6,635 -2,670 -431 563 -1,408 3,599 -3,727
Percent of Open Interest Represented by Each Category of Trader
27.3 37.3 3.5 14.9 4.5 0.4 11.5 19.2 10.6 8.7 3.8 1.3 21.9 19.4
Number of Traders in Each Category Total Traders: 84
. 9 8 6 7 . 12 25 14 12 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 38,142
Positions
11,291 13,711 1,469 1,116 1,720 33 10,132 3,694 4,153 0 0 0 9,948 13,362
Changes from: May 5, 2015 Total Change is: -2,485
-3,374 4,678 -220 0 11 0 990 -4,335 -936 -400 -0 0 1,456 -1,682
Percent of Open Interest Represented by Each Category of Trader
29.6 35.9 3.9 2.9 4.5 0.1 26.6 9.7 10.9 0.0 0.0 0.0 26.1 35.0
Number of Traders in Each Category Total Traders: 29
5 . 4 . . . 9 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 224,633
Positions
102,508 35,114 6,044 11,537 61,029 3,050 40,187 35,139 27,663 6,105 20,358 5,038 22,500 31,197
Changes from: May 5, 2015 Total Change is: 2,663
5,868 3,596 -5,217 -663 -1,361 -33 6,235 5,577 -4,598 1,812 3,645 -1,112 371 2,166
Percent of Open Interest Represented by Each Category of Trader
45.6 15.6 2.7 5.1 27.2 1.4 17.9 15.6 12.3 2.7 9.1 2.2 10.0 13.9
Number of Traders in Each Category Total Traders: 122
10 7 11 8 19 8 22 31 22 8 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 217,301
Positions
66,124 34,546 7,530 27,093 28,705 4,555 20,145 67,642 14,432 57,642 3,611 2,699 17,082 53,582
Changes from: May 5, 2015 Total Change is: -8,626
2,154 5,607 -2,703 -1,062 953 -517 -4,855 -7,292 509 -981 -3,373 -557 -613 -1,252
Percent of Open Interest Represented by Each Category of Trader
30.4 15.9 3.5 12.5 13.2 2.1 9.3 31.1 6.6 26.5 1.7 1.2 7.9 24.7
Number of Traders in Each Category Total Traders: 130
12 4 9 14 19 10 18 45 20 5 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 547,153
Positions
162,866 27,457 30,736 49,743 112,443 16,665 30,638 138,038 61,757 129,081 53,150 17,413 48,255 89,495
Changes from: May 5, 2015 Total Change is: -36,889
-5,465 8,534 -5,213 -1,703 4,319 -2,243 -1,253 -10,604 -15,291 2,220 -7,159 -3,332 -4,609 -5,899
Percent of Open Interest Represented by Each Category of Trader
29.8 5.0 5.6 9.1 20.6 3.0 5.6 25.2 11.3 23.6 9.7 3.2 8.8 16.4
Number of Traders in Each Category Total Traders: 250
18 11 13 22 32 23 26 58 35 33 49 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 154,541
Positions
93,444 28,905 6,454 627 20,927 1,225 16,508 32,060 8,172 5,385 18,891 2,725 20,001 35,183
Changes from: May 5, 2015 Total Change is: -9,081
-1,220 3,657 -1,119 -87 -962 -804 613 -3,368 -4,617 -283 -454 -188 -1,375 -1,226
Percent of Open Interest Represented by Each Category of Trader
60.5 18.7 4.2 0.4 13.5 0.8 10.7 20.7 5.3 3.5 12.2 1.8 12.9 22.8
Number of Traders in Each Category Total Traders: 90
10 4 8 . 11 6 16 30 14 11 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 59,377
Positions
43,964 49,930 1,720 996 0 0 8,456 3,908 842 1,079 563 1,802 518 612
Changes from: May 5, 2015 Total Change is: 836
239 698 0 314 0 0 180 -248 105 0 450 0 -2 -169
Percent of Open Interest Represented by Each Category of Trader
74.0 84.1 2.9 1.7 0.0 0.0 14.2 6.6 1.4 1.8 0.9 3.0 0.9 1.0
Number of Traders in Each Category Total Traders: 28
8 8 5 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 135,815
Positions
50,273 34,230 5,858 10,162 2,314 10 30,425 44,824 32,259 3,430 9,962 94 3,304 6,264
Changes from: May 5, 2015 Total Change is: -11,042
-89 1,277 -432 -23,171 -270 0 10,305 -12,766 1,929 799 -546 10 -392 -243
Percent of Open Interest Represented by Each Category of Trader
37.0 25.2 4.3 7.5 1.7 0.0 22.4 33.0 23.8 2.5 7.3 0.1 2.4 4.6
Number of Traders in Each Category Total Traders: 112
6 10 . 4 5 . 24 39 11 12 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 18,088
Positions
3,701 9,912 2,975 298 0 201 6,994 1,157 4 200 224 2,746 969 869
Changes from: May 5, 2015 Total Change is: -13,007
-7,178 -3,168 -5,534 298 -313 201 -268 -3,093 -392 -161 -397 0 27 -311
Percent of Open Interest Represented by Each Category of Trader
20.5 54.8 16.4 1.6 0.0 1.1 38.7 6.4 0.0 1.1 1.2 15.2 5.4 4.8
Number of Traders in Each Category Total Traders: 20
. 5 . . 0 . . 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 25,525
Positions
7,846 7,163 11 699 2,481 0 12,148 9,329 584 1,228 1,733 0 3,009 4,224
Changes from: May 5, 2015 Total Change is: -2,854
1,639 -4,957 11 -133 160 0 -4,871 1,882 -245 888 61 0 -143 234
Percent of Open Interest Represented by Each Category of Trader
30.7 28.1 0.0 2.7 9.7 0.0 47.6 36.5 2.3 4.8 6.8 0.0 11.8 16.5
Number of Traders in Each Category Total Traders: 70
7 . . . 6 0 19 24 5 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 54,242
Positions
17,844 33,681 1,336 4,687 2,343 358 17,636 5,784 1,122 1,910 2,521 174 9,176 6,923
Changes from: May 5, 2015 Total Change is: 115
-1,198 -1,344 267 -45 67 -28 -147 -699 491 -274 357 23 1,025 981
Percent of Open Interest Represented by Each Category of Trader
32.9 62.1 2.5 8.6 4.3 0.7 32.5 10.7 2.1 3.5 4.6 0.3 16.9 12.8
Number of Traders in Each Category Total Traders: 96
11 19 4 7 4 . 26 11 9 10 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 108,483
Positions
35,687 67,362 2,672 9,374 4,685 715 35,272 11,567 2,244 3,819 5,043 348 18,351 13,847
Changes from: May 5, 2015 Total Change is: 230
-2,395 -2,688 534 -90 134 -55 -294 -1,398 983 -548 713 46 2,049 1,962
Percent of Open Interest Represented by Each Category of Trader
32.9 62.1 2.5 8.6 4.3 0.7 32.5 10.7 2.1 3.5 4.6 0.3 16.9 12.8
Number of Traders in Each Category Total Traders: 96
11 19 4 7 4 . 26 11 9 10 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 847,072
Positions
34,474 134,163 44,675 298,796 122,483 57,444 89,599 147,727 142,338 23,101 50,516 29,525 127,120 118,200
Changes from: May 5, 2015 Total Change is: 12,146
745 12,865 971 1,414 566 4,301 -1,203 -10,345 8,750 290 -414 -697 -2,426 -3,852
Percent of Open Interest Represented by Each Category of Trader
4.1 15.8 5.3 35.3 14.5 6.8 10.6 17.4 16.8 2.7 6.0 3.5 15.0 14.0
Number of Traders in Each Category Total Traders: 656
35 43 45 118 75 82 79 141 110 90 74 95
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 192,002
Positions
19,034 28,405 4,293 58,452 23,099 4,237 6,483 7,389 43,569 3,668 6,638 10,669 41,597 63,703
Changes from: May 5, 2015 Total Change is: 4,618
-250 4,405 813 2,322 825 83 444 993 1,167 16 -479 -482 504 -2,708
Percent of Open Interest Represented by Each Category of Trader
9.9 14.8 2.2 30.4 12.0 2.2 3.4 3.8 22.7 1.9 3.5 5.6 21.7 33.2
Number of Traders in Each Category Total Traders: 99
6 11 5 18 7 7 16 18 33 11 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 3,275,350
Positions
184,039 635,631 95,072 1,234,844 530,047 232,910 449,751 735,869 459,669 101,077 223,299 90,370 427,617 272,484
Changes from: May 5, 2015 Total Change is: 37,643
3,548 40,876 2,216 6,422 9,666 10,130 7,128 -41,327 22,549 1,828 783 -1,531 -14,647 -5,720
Percent of Open Interest Represented by Each Category of Trader
5.6 19.4 2.9 37.7 16.2 7.1 13.7 22.5 14.0 3.1 6.8 2.8 13.1 8.3
Number of Traders in Each Category Total Traders: 622
37 40 41 108 72 76 79 134 104 85 67 86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 87,966
Positions
5,064 23,042 910 48,245 43,716 2,031 18,127 13,446 1,486 488 520 0 11,615 2,815
Changes from: May 5, 2015 Total Change is: -1,022
-243 688 -38 1,718 -243 -140 -3,026 497 192 61 36 0 454 -2,014
Percent of Open Interest Represented by Each Category of Trader
5.8 26.2 1.0 54.8 49.7 2.3 20.6 15.3 1.7 0.6 0.6 0.0 13.2 3.2
Number of Traders in Each Category Total Traders: 93
8 11 . 34 12 15 13 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 64,145
Positions
3,326 38,164 434 27,569 5,454 774 19,666 10,460 2,315 3,633 1,627 742 5,686 4,176
Changes from: May 5, 2015 Total Change is: -6,571
319 -3,280 -17 -2,170 13 68 -3,063 327 1 -406 -423 70 -1,374 -3,331
Percent of Open Interest Represented by Each Category of Trader
5.2 59.5 0.7 43.0 8.5 1.2 30.7 16.3 3.6 5.7 2.5 1.2 8.9 6.5
Number of Traders in Each Category Total Traders: 218
17 16 5 28 16 6 65 35 22 24 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 320,724
Positions
16,630 190,819 2,172 137,846 27,269 3,870 98,329 52,298 11,574 18,165 8,135 3,708 28,429 20,878
Changes from: May 5, 2015 Total Change is: -32,857
1,593 -16,402 -83 -10,849 66 340 -15,315 1,637 4 -2,028 -2,116 352 -6,872 -16,655
Percent of Open Interest Represented by Each Category of Trader
5.2 59.5 0.7 43.0 8.5 1.2 30.7 16.3 3.6 5.7 2.5 1.2 8.9 6.5
Number of Traders in Each Category Total Traders: 218
17 16 5 28 16 6 65 35 22 24 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 337,144
Positions
113,729 25,487 526 116,748 157,774 16,051 57,808 105,094 5,022 7,737 11,050 347 19,176 15,792
Changes from: May 5, 2015 Total Change is: 6,519
6,993 -2,931 -348 1,590 1,070 -215 3,478 9,161 -2,362 114 1,613 75 -2,806 456
Percent of Open Interest Represented by Each Category of Trader
33.7 7.6 0.2 34.6 46.8 4.8 17.1 31.2 1.5 2.3 3.3 0.1 5.7 4.7
Number of Traders in Each Category Total Traders: 257
23 12 . 47 45 24 42 53 16 16 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 58,777
Positions
2,765 18,074 0 28,495 0 74 10,875 7,269 3 3,710 26,627 810 12,045 5,920
Changes from: May 5, 2015 Total Change is: 2,666
783 197 -1 -594 0 3 2,468 757 -372 -824 535 760 443 787
Percent of Open Interest Represented by Each Category of Trader
4.7 30.8 0.0 48.5 0.0 0.1 18.5 12.4 0.0 6.3 45.3 1.4 20.5 10.1
Number of Traders in Each Category Total Traders: 60
4 8 0 18 0 . 14 9 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 105,550
Positions
31,768 7,614 2,623 15,597 861 1,200 27,682 16,793 1,475 14,752 1,472 440 10,013 73,072
Changes from: May 5, 2015 Total Change is: -6,382
-5,659 1,335 -609 955 -6 -26 289 -2,646 -821 80 465 0 -591 -4,074
Percent of Open Interest Represented by Each Category of Trader
30.1 7.2 2.5 14.8 0.8 1.1 26.2 15.9 1.4 14.0 1.4 0.4 9.5 69.2
Number of Traders in Each Category Total Traders: 98
17 10 5 14 . 4 30 13 9 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 151,443
Positions
8,162 89,761 431 92,081 46,835 5,067 32,432 1,982 3,779 1,923 951 0 7,568 2,637
Changes from: May 5, 2015 Total Change is: 3,575
305 1,421 20 2,520 2,646 63 251 -484 54 103 214 0 259 -359
Percent of Open Interest Represented by Each Category of Trader
5.4 59.3 0.3 60.8 30.9 3.3 21.4 1.3 2.5 1.3 0.6 0.0 5.0 1.7
Number of Traders in Each Category Total Traders: 106
7 11 . 36 21 18 20 . . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 381,334
Positions
43,858 219,089 3,073 182,867 80,538 33,901 70,622 20,787 9,274 18,145 7,210 1,749 17,845 5,713
Changes from: May 5, 2015 Total Change is: 3,549
936 3,239 -172 1,028 515 1,920 -1,618 -1,483 -1,165 675 -658 1,124 821 229
Percent of Open Interest Represented by Each Category of Trader
11.5 57.5 0.8 48.0 21.1 8.9 18.5 5.5 2.4 4.8 1.9 0.5 4.7 1.5
Number of Traders in Each Category Total Traders: 227
19 20 7 61 32 28 43 12 10 28 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 616,427
Positions
2,254 64,442 32,977 189,466 84,644 69,258 63,486 69,827 93,912 7,902 20,542 14,806 142,366 166,020
Changes from: May 5, 2015 Total Change is: 60,417
-2,189 -821 7,927 8,076 5,956 3,966 14,390 -73 23,969 -2,945 692 4,932 2,292 13,869
Percent of Open Interest Represented by Each Category of Trader
0.4 10.5 5.3 30.7 13.7 11.2 10.3 11.3 15.2 1.3 3.3 2.4 23.1 26.9
Number of Traders in Each Category Total Traders: 147
4 13 12 31 22 30 29 29 43 6 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 581,482
Positions
27,622 87,303 2,488 321,509 53,737 72,422 28,038 246,061 12,400 7,650 8,849 58 109,295 98,163
Changes from: May 5, 2015 Total Change is: -1,275
4,239 4,972 338 12,061 3,160 1,001 -8,850 -7,594 1,404 -910 -2,402 0 -10,558 -2,155
Percent of Open Interest Represented by Each Category of Trader
4.8 15.0 0.4 55.3 9.2 12.5 4.8 42.3 2.1 1.3 1.5 0.0 18.8 16.9
Number of Traders in Each Category Total Traders: 96
5 7 . 38 13 28 9 19 13 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 1,412,079
Positions
32,203 105,492 8,236 228,483 446,788 140,735 590,310 171,108 119,653 151,657 242,256 26,273 114,528 151,538
Changes from: May 5, 2015 Total Change is: -73,962
-24,897 5,032 428 -11,657 -5,027 -4,675 -61,879 13,294 20,729 273 -108,593 12,714 -4,998 -7,864
Percent of Open Interest Represented by Each Category of Trader
2.3 7.5 0.6 16.2 31.6 10.0 41.8 12.1 8.5 10.7 17.2 1.9 8.1 10.7
Number of Traders in Each Category Total Traders: 269
11 27 11 40 47 42 53 31 33 21 39 11
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Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 3,555,684
Positions
159,769 209,632 208,914 1,072,433 881,270 350,434 381,601 606,088 525,683 438,392 190,340 98,682 319,775 484,641
Changes from: May 5, 2015 Total Change is: 69,795
8,800 47,596 21,626 17,693 21,424 -22,992 21,921 -114,267 66,861 -51,406 9,158 19,913 -12,622 20,477
Percent of Open Interest Represented by Each Category of Trader
4.5 5.9 5.9 30.2 24.8 9.9 10.7 17.0 14.8 12.3 5.4 2.8 9.0 13.6
Number of Traders in Each Category Total Traders: 411
21 36 45 49 85 83 68 70 95 32 50 33
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Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 2,112,378
Positions
67,569 182,210 71,359 707,128 488,510 274,798 403,035 304,233 147,963 133,539 211,822 45,329 261,658 386,154
Changes from: May 5, 2015 Total Change is: -97,149
-14,016 15,613 -16,340 14,366 -7,179 -36,763 -32,905 -25,365 3,165 -6,770 -40,103 -9,466 1,579 19,289
Percent of Open Interest Represented by Each Category of Trader
3.2 8.6 3.4 33.5 23.1 13.0 19.1 14.4 7.0 6.3 10.0 2.1 12.4 18.3
Number of Traders in Each Category Total Traders: 265
15 24 21 35 44 54 42 51 56 17 37 11
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Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 826,389
Positions
326,187 143,805 236,192 1,772 7,056 11,804 29,514 145,868 123,545 34,077 62,215 40,447 22,850 55,457
Changes from: May 5, 2015 Total Change is: 38,845
23,098 10,647 8,193 1,639 176 2,265 2,278 10,880 -3,926 -664 3,039 5,377 585 2,194
Percent of Open Interest Represented by Each Category of Trader
39.5 17.4 28.6 0.2 0.9 1.4 3.6 17.7 14.9 4.1 7.5 4.9 2.8 6.7
Number of Traders in Each Category Total Traders: 133
20 33 41 . 6 4 13 35 33 4 18 8
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Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 is18,628,670
Positions
2,243,284 1,198,692 4,435,785 355,449 1,805,744 619,995 1,870,131 1,065,611 6,414,298 490,474 474,258 1,304,660 894,593 1,309,627
Changes from: May 5, 2015 Total Change is: 38,830
93,173 -12,741 37,299 -83,533 159,589 15,965 -16,675 -118,435 -7,148 20,716 -20,532 -52,528 31,561 37,361
Percent of Open Interest Represented by Each Category of Trader
12.0 6.4 23.8 1.9 9.7 3.3 10.0 5.7 34.4 2.6 2.5 7.0 4.8 7.0
Number of Traders in Each Category Total Traders: 327
36 57 89 10 29 30 45 91 111 17 37 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 49,101
Positions
6,299 1,905 0 475 21,172 61 40,608 17,380 0 1,530 8,454 21 107 108
Changes from: May 5, 2015 Total Change is: 336
898 0 0 0 238 0 250 68 0 -348 588 0 -464 -558
Percent of Open Interest Represented by Each Category of Trader
12.8 3.9 0.0 1.0 43.1 0.1 82.7 35.4 0.0 3.1 17.2 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 45
4 5 0 . 8 . 6 9 0 . 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 36,719
Positions
3,958 1,015 0 0 17,385 12 32,333 8,520 0 305 9,620 14 97 153
Changes from: May 5, 2015 Total Change is: -1,362
2,327 -1,197 0 0 -66 0 -3,550 457 -151 25 -448 14 -27 29
Percent of Open Interest Represented by Each Category of Trader
10.8 2.8 0.0 0.0 47.3 0.0 88.1 23.2 0.0 0.8 26.2 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 46
5 . 0 0 14 . 6 6 0 . 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 100,247
Positions
4,024 72,073 107 6,703 524 116 18,372 15,683 4,572 48,924 582 770 16,659 5,820
Changes from: May 5, 2015 Total Change is: -2,495
-13,437 -231 -463 -718 -10 7 319 -4,799 551 9,868 340 648 729 1,462
Percent of Open Interest Represented by Each Category of Trader
4.0 71.9 0.1 6.7 0.5 0.1 18.3 15.6 4.6 48.8 0.6 0.8 16.6 5.8
Number of Traders in Each Category Total Traders: 191
6 4 . 11 . . 26 16 14 119 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 386,206
Positions
114,446 14,945 23,149 87,337 40,353 21,881 38,543 174,214 63,783 2,283 5,328 12,224 22,560 30,329
Changes from: May 5, 2015 Total Change is: -9,239
-2,710 -599 -1,134 -2,075 -1,377 -724 -5,071 -7,690 2,358 -282 -1,032 690 -291 269
Percent of Open Interest Represented by Each Category of Trader
29.6 3.9 6.0 22.6 10.4 5.7 10.0 45.1 16.5 0.6 1.4 3.2 5.8 7.9
Number of Traders in Each Category Total Traders: 190
20 10 18 12 16 9 40 59 58 8 15 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 12, 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 19,142
Positions
153 2,934 0 9,365 969 997 6,244 13,171 564 1,719 507 0 100 0
Changes from: May 5, 2015 Total Change is: 1,644
-50 0 0 -271 -393 21 1,475 2,004 0 489 12 0 -20 0
Percent of Open Interest Represented by Each Category of Trader
0.8 15.3 0.0 48.9 5.1 5.2 32.6 68.8 2.9 9.0 2.6 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 30
. . 0 5 . . 5 10 . 5 . 0
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Updated May 15, 2015