Traders in Financial Futures - Futures Only Positions as of August 11, 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 172,252
Positions
90,858 3,199 592 26,200 35,575 356 15,648 69,705 5,369 11,840 13,692 46 21,343 43,718
Changes from: August 4, 2015 Total Change is: 2,165
4,562 1,820 456 -83 -3,607 200 -4,040 2,551 35 -26 814 4 1,057 -108
Percent of Open Interest Represented by Each Category of Trader
52.7 1.9 0.3 15.2 20.7 0.2 9.1 40.5 3.1 6.9 7.9 0.0 12.4 25.4
Number of Traders in Each Category Total Traders: 100
10 . 4 7 11 . 16 34 15 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 43,677
Positions
23,257 878 180 1,685 2,232 0 8,647 16,217 131 2,514 0 0 7,263 24,039
Changes from: August 4, 2015 Total Change is: 6,278
7,040 -1,365 -11 -102 -392 0 -1,707 3,820 15 345 0 0 698 4,211
Percent of Open Interest Represented by Each Category of Trader
53.2 2.0 0.4 3.9 5.1 0.0 19.8 37.1 0.3 5.8 0.0 0.0 16.6 55.0
Number of Traders in Each Category Total Traders: 35
7 . . . 4 0 9 11 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 158,247
Positions
48,178 29,230 1,256 10,930 62,139 869 66,185 27,180 1,593 5,586 14,633 24 23,626 21,323
Changes from: August 4, 2015 Total Change is: -10,977
1,416 -9,844 245 -4,993 -51 -371 -5,579 1,252 -531 -1,623 6 0 459 -1,683
Percent of Open Interest Represented by Each Category of Trader
30.4 18.5 0.8 6.9 39.3 0.5 41.8 17.2 1.0 3.5 9.2 0.0 14.9 13.5
Number of Traders in Each Category Total Traders: 107
6 9 . 8 19 6 29 22 8 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 264,608
Positions
152,232 3,335 511 20,290 56,013 2,690 22,907 129,108 2,685 46,954 11,078 319 16,020 58,869
Changes from: August 4, 2015 Total Change is: 11,953
15,122 -13,528 498 1,708 262 -1,155 -3,575 21,936 -779 -2,074 -73 -78 2,286 4,870
Percent of Open Interest Represented by Each Category of Trader
57.5 1.3 0.2 7.7 21.2 1.0 8.7 48.8 1.0 17.7 4.2 0.1 6.1 22.2
Number of Traders in Each Category Total Traders: 126
13 . . 10 21 10 18 47 9 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 361,334
Positions
124,248 16,530 1,747 73,547 93,922 15,085 39,630 111,198 2,441 63,292 41,954 2,313 39,031 76,144
Changes from: August 4, 2015 Total Change is: -6,551
-9,371 4,259 -17 2,668 -10,768 337 -842 -3,348 -252 -951 2,877 -558 2,435 919
Percent of Open Interest Represented by Each Category of Trader
34.4 4.6 0.5 20.4 26.0 4.2 11.0 30.8 0.7 17.5 11.6 0.6 10.8 21.1
Number of Traders in Each Category Total Traders: 235
15 12 5 25 36 26 28 50 19 28 39 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 164,751
Positions
134,850 1,115 150 2,865 30,690 591 9,231 64,687 830 1,050 24,039 0 15,184 42,649
Changes from: August 4, 2015 Total Change is: -3,653
-2,998 -52 -22 0 3,064 0 -1,135 891 -151 -306 -3,768 0 959 -3,615
Percent of Open Interest Represented by Each Category of Trader
81.9 0.7 0.1 1.7 18.6 0.4 5.6 39.3 0.5 0.6 14.6 0.0 9.2 25.9
Number of Traders in Each Category Total Traders: 91
13 . . . 11 . 13 37 7 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 50,707
Positions
36,871 39,737 3,260 2,055 0 0 3,855 4,391 737 1,522 113 1,802 605 667
Changes from: August 4, 2015 Total Change is: 1,831
-32 0 2,000 -400 0 0 142 -43 0 8 -142 0 113 16
Percent of Open Interest Represented by Each Category of Trader
72.7 78.4 6.4 4.1 0.0 0.0 7.6 8.7 1.5 3.0 0.2 3.6 1.2 1.3
Number of Traders in Each Category Total Traders: 27
8 7 6 . 0 0 . . . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 173,781
Positions
77,653 47,062 5,066 29,279 4,608 580 17,550 57,759 37,143 3,194 12,395 394 2,922 8,774
Changes from: August 4, 2015 Total Change is: -17,306
-4,522 63 -110 -9,003 -190 278 -3,382 -17,092 -1,666 875 1,253 333 -109 -175
Percent of Open Interest Represented by Each Category of Trader
44.7 27.1 2.9 16.8 2.7 0.3 10.1 33.2 21.4 1.8 7.1 0.2 1.7 5.0
Number of Traders in Each Category Total Traders: 140
8 4 . 5 8 . 21 58 14 11 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 24,003
Positions
7,717 3,766 2,975 1,243 306 0 7,596 9,617 299 350 2,525 2,746 1,077 1,769
Changes from: August 4, 2015 Total Change is: 1,644
1,049 0 0 -5 -301 0 96 1,036 293 0 546 0 211 70
Percent of Open Interest Represented by Each Category of Trader
32.2 15.7 12.4 5.2 1.3 0.0 31.6 40.1 1.2 1.5 10.5 11.4 4.5 7.4
Number of Traders in Each Category Total Traders: 29
5 . . . . 0 4 10 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 36,861
Positions
24,861 3,033 54 2,126 3,043 1 6,848 21,412 362 153 2,696 0 2,456 6,260
Changes from: August 4, 2015 Total Change is: -1,669
-572 405 45 66 -86 0 -1,054 -1,429 -5 -48 -260 0 -101 -339
Percent of Open Interest Represented by Each Category of Trader
67.4 8.2 0.1 5.8 8.3 0.0 18.6 58.1 1.0 0.4 7.3 0.0 6.7 17.0
Number of Traders in Each Category Total Traders: 72
9 . . 4 6 . 13 28 5 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 9,128
Positions
5,878 0 0 470 3,206 176 2,022 2,471 0 0 1,766 0 582 1,509
Changes from: August 4, 2015 Total Change is: 209
164 0 0 -2 153 2 -34 131 0 0 -30 0 79 -47
Percent of Open Interest Represented by Each Category of Trader
64.4 0.0 0.0 5.1 35.1 1.9 22.2 27.1 0.0 0.0 19.3 0.0 6.4 16.5
Number of Traders in Each Category Total Traders: 23
. 0 0 . . . . 6 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 47,419
Positions
21,590 25,040 78 5,983 2,036 433 8,790 12,523 58 4,202 744 0 6,287 6,509
Changes from: August 4, 2015 Total Change is: -747
2,902 -5,101 1 -587 -28 26 -2,678 4,130 -273 130 29 0 -268 469
Percent of Open Interest Represented by Each Category of Trader
45.5 52.8 0.2 12.6 4.3 0.9 18.5 26.4 0.1 8.9 1.6 0.0 13.3 13.7
Number of Traders in Each Category Total Traders: 95
20 12 . 12 . 5 12 20 . 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 94,838
Positions
43,180 50,079 155 11,965 4,072 865 17,580 25,046 116 8,404 1,488 0 12,573 13,017
Changes from: August 4, 2015 Total Change is: -1,494
5,803 -10,201 2 -1,174 -56 51 -5,355 8,260 -545 260 57 0 -536 938
Percent of Open Interest Represented by Each Category of Trader
45.5 52.8 0.2 12.6 4.3 0.9 18.5 26.4 0.1 8.9 1.6 0.0 13.3 13.7
Number of Traders in Each Category Total Traders: 95
20 12 . 12 . 5 12 20 . 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 671,573
Positions
60,826 106,412 23,410 268,732 127,034 57,967 85,799 166,354 29,038 20,759 44,109 5,994 119,047 111,254
Changes from: August 4, 2015 Total Change is: 19,619
4,354 589 1,133 3,734 1,957 1,053 1,506 6,246 3,280 86 21 580 3,893 4,759
Percent of Open Interest Represented by Each Category of Trader
9.1 15.8 3.5 40.0 18.9 8.6 12.8 24.8 4.3 3.1 6.6 0.9 17.7 16.6
Number of Traders in Each Category Total Traders: 563
34 36 26 123 68 80 70 125 71 41 65 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 115,656
Positions
20,373 16,786 2,033 42,453 19,803 2,575 5,536 10,303 915 5,088 4,673 1,188 35,495 57,380
Changes from: August 4, 2015 Total Change is: 6,077
2,503 -1,150 0 1,926 791 -156 1,749 637 469 492 1,628 -2 -904 3,860
Percent of Open Interest Represented by Each Category of Trader
17.6 14.5 1.8 36.7 17.1 2.2 4.8 8.9 0.8 4.4 4.0 1.0 30.7 49.6
Number of Traders in Each Category Total Traders: 69
7 4 5 14 5 6 12 17 4 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 2,779,583
Positions
301,589 547,455 7,562 1,154,164 558,924 254,191 446,474 825,410 95,460 86,680 205,507 15,705 417,758 269,369
Changes from: August 4, 2015 Total Change is: 67,711
18,241 17,681 -3,321 18,590 15,382 -3,509 5,613 34,873 7,231 -741 -6,746 1,623 23,984 4,497
Percent of Open Interest Represented by Each Category of Trader
10.9 19.7 0.3 41.5 20.1 9.1 16.1 29.7 3.4 3.1 7.4 0.6 15.0 9.7
Number of Traders in Each Category Total Traders: 550
33 37 21 117 67 76 71 124 60 40 61 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 80,784
Positions
4,007 19,947 1,050 45,423 46,724 1,282 18,038 6,803 845 437 263 0 9,702 3,870
Changes from: August 4, 2015 Total Change is: 417
92 -833 21 1,981 2,174 -76 -981 -419 -598 -9 0 0 -13 148
Percent of Open Interest Represented by Each Category of Trader
5.0 24.7 1.3 56.2 57.8 1.6 22.3 8.4 1.0 0.5 0.3 0.0 12.0 4.8
Number of Traders in Each Category Total Traders: 90
6 8 . 38 13 13 14 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 68,902
Positions
5,184 45,043 189 31,988 6,224 1,218 18,024 7,896 2,057 4,197 2,344 3 6,043 3,928
Changes from: August 4, 2015 Total Change is: -1,732
1,436 -2,677 -46 -1,777 353 509 -3,050 -720 936 327 -279 0 -67 193
Percent of Open Interest Represented by Each Category of Trader
7.5 65.4 0.3 46.4 9.0 1.8 26.2 11.5 3.0 6.1 3.4 0.0 8.8 5.7
Number of Traders in Each Category Total Traders: 241
18 20 4 41 21 8 52 37 15 25 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 344,511
Positions
25,918 225,216 945 159,939 31,121 6,088 90,120 39,481 10,287 20,986 11,720 15 30,213 19,638
Changes from: August 4, 2015 Total Change is: -8,660
7,180 -13,387 -230 -8,883 1,764 2,543 -15,250 -3,599 4,679 1,636 -1,393 0 -335 963
Percent of Open Interest Represented by Each Category of Trader
7.5 65.4 0.3 46.4 9.0 1.8 26.2 11.5 3.0 6.1 3.4 0.0 8.8 5.7
Number of Traders in Each Category Total Traders: 241
18 20 4 41 21 8 52 37 15 25 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 356,019
Positions
128,485 36,928 219 128,375 160,491 13,250 53,244 112,415 5,152 9,317 11,429 40 17,937 16,095
Changes from: August 4, 2015 Total Change is: 10,565
11,930 -5,739 -437 -153 2,004 -367 -2,022 11,031 1,286 731 1,026 2 -405 1,759
Percent of Open Interest Represented by Each Category of Trader
36.1 10.4 0.1 36.1 45.1 3.7 15.0 31.6 1.4 2.6 3.2 0.0 5.0 4.5
Number of Traders in Each Category Total Traders: 264
21 10 . 60 43 29 37 56 13 14 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 55,867
Positions
2,499 13,063 77 30,416 0 136 7,253 11,055 696 4,266 26,447 0 10,524 4,393
Changes from: August 4, 2015 Total Change is: 673
-5 10 -10 720 0 -1 141 -428 -14 353 1,214 0 -511 -98
Percent of Open Interest Represented by Each Category of Trader
4.5 23.4 0.1 54.4 0.0 0.2 13.0 19.8 1.2 7.6 47.3 0.0 18.8 7.9
Number of Traders in Each Category Total Traders: 62
4 7 . 20 0 . 12 7 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 120,234
Positions
23,709 5,644 957 30,959 1,073 986 35,798 9,664 722 18,524 655 3 8,576 100,530
Changes from: August 4, 2015 Total Change is: -2,544
-242 1,435 372 624 91 4 -3,187 -3,028 312 -694 -57 0 267 -1,673
Percent of Open Interest Represented by Each Category of Trader
19.7 4.7 0.8 25.7 0.9 0.8 29.8 8.0 0.6 15.4 0.5 0.0 7.1 83.6
Number of Traders in Each Category Total Traders: 85
19 10 5 12 . . 25 10 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 154,920
Positions
9,417 96,353 408 88,558 36,334 6,251 31,539 4,556 6,676 5,256 1,120 0 6,815 3,222
Changes from: August 4, 2015 Total Change is: -256
368 1,406 -34 -3,440 145 153 1,153 -1,056 -98 1,192 -202 0 450 -570
Percent of Open Interest Represented by Each Category of Trader
6.1 62.2 0.3 57.2 23.5 4.0 20.4 2.9 4.3 3.4 0.7 0.0 4.4 2.1
Number of Traders in Each Category Total Traders: 111
5 14 . 40 22 15 16 . 4 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 425,185
Positions
21,753 175,839 1,693 243,632 95,905 52,194 58,894 62,405 9,488 17,684 12,326 3,187 16,660 12,148
Changes from: August 4, 2015 Total Change is: 1,164
609 1,818 16 474 -187 1,956 -2,460 -2,610 -634 998 656 -103 308 252
Percent of Open Interest Represented by Each Category of Trader
5.1 41.4 0.4 57.3 22.6 12.3 13.9 14.7 2.2 4.2 2.9 0.7 3.9 2.9
Number of Traders in Each Category Total Traders: 243
16 24 6 62 37 29 29 32 12 24 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 531,279
Positions
4,824 57,506 3,490 213,040 147,594 63,771 57,742 60,056 15,620 45,071 30,923 1,332 126,389 150,987
Changes from: August 4, 2015 Total Change is: 5,111
2,271 -18,784 -559 -3,938 3,391 4,920 1,626 7,748 1,023 3,555 9,018 -148 -3,639 -1,498
Percent of Open Interest Represented by Each Category of Trader
0.9 10.8 0.7 40.1 27.8 12.0 10.9 11.3 2.9 8.5 5.8 0.3 23.8 28.4
Number of Traders in Each Category Total Traders: 149
. 16 5 35 26 32 32 20 18 7 11 5
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Traders in Financial Futures - Futures Only Positions as of August 11, 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 609,376
Positions
16,723 95,613 152 359,423 58,899 70,363 14,812 264,500 16,782 5,200 4,459 0 125,921 98,608
Changes from: August 4, 2015 Total Change is: 4,201
-5,769 437 -334 -4,894 2,361 2,682 -1,355 -1,370 2,829 2,613 0 0 8,429 -2,404
Percent of Open Interest Represented by Each Category of Trader
2.7 15.7 0.0 59.0 9.7 11.5 2.4 43.4 2.8 0.9 0.7 0.0 20.7 16.2
Number of Traders in Each Category Total Traders: 94
. 8 . 45 11 31 5 19 11 . . 0
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Traders in Financial Futures - Futures Only Positions as of August 11, 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 1,392,222
Positions
27,353 170,074 9,854 262,839 475,333 125,917 523,853 210,732 62,402 262,270 182,545 5,250 112,484 150,115
Changes from: August 4, 2015 Total Change is: 43,611
5,820 39,274 1,759 -4,378 9,577 -2,684 23,792 -13,417 10,426 14,567 -1,078 -4,124 -1,567 3,878
Percent of Open Interest Represented by Each Category of Trader
2.0 12.2 0.7 18.9 34.1 9.0 37.6 15.1 4.5 18.8 13.1 0.4 8.1 10.8
Number of Traders in Each Category Total Traders: 306
8 40 7 39 53 42 54 39 32 24 49 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 2,977,165
Positions
77,511 192,032 26,512 1,278,542 774,158 310,194 478,375 846,066 140,946 322,263 185,722 30,066 312,756 471,469
Changes from: August 4, 2015 Total Change is: 53,527
-15,895 14,373 -1,596 32,567 64,821 -27,551 30,279 -23,331 14,842 9,070 734 2,246 9,565 8,989
Percent of Open Interest Represented by Each Category of Trader
2.6 6.5 0.9 42.9 26.0 10.4 16.1 28.4 4.7 10.8 6.2 1.0 10.5 15.8
Number of Traders in Each Category Total Traders: 392
17 38 13 46 85 73 54 68 51 30 54 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 2,362,321
Positions
49,986 285,070 14,230 953,364 533,734 317,747 499,030 467,388 105,983 105,156 235,962 30,190 286,635 372,017
Changes from: August 4, 2015 Total Change is: 12,552
-12,540 1,426 -14,029 -11,783 -6,232 24,188 27,453 3,172 4,638 -17,046 6,861 -1,231 12,902 -6,241
Percent of Open Interest Represented by Each Category of Trader
2.1 12.1 0.6 40.4 22.6 13.5 21.1 19.8 4.5 4.5 10.0 1.3 12.1 15.7
Number of Traders in Each Category Total Traders: 291
11 32 9 43 46 51 45 55 36 13 45 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 877,169
Positions
289,026 193,187 290,742 0 15,637 8,391 67,286 116,281 126,496 44,821 47,675 26,611 23,796 52,149
Changes from: August 4, 2015 Total Change is: 80,234
5,889 16,404 30,917 0 -2,198 0 25,815 17,560 1,524 5,724 4,876 6,243 4,122 4,908
Percent of Open Interest Represented by Each Category of Trader
32.9 22.0 33.1 0.0 1.8 1.0 7.7 13.3 14.4 5.1 5.4 3.0 2.7 5.9
Number of Traders in Each Category Total Traders: 126
19 31 44 0 7 . 20 25 29 5 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 is11,960,881
Positions
2,774,496 1,452,829 3,056,067 509,855 1,931,660 411,251 1,714,696 920,779 1,771,501 461,953 659,548 487,196 773,866 1,270,050
Changes from: August 4, 2015 Total Change is: 50,350
22,183 15,148 -11,353 59,926 -10,750 13,869 -24,698 -21,385 27,397 712 191 34,524 -72,210 2,709
Percent of Open Interest Represented by Each Category of Trader
23.2 12.1 25.6 4.3 16.1 3.4 14.3 7.7 14.8 3.9 5.5 4.1 6.5 10.6
Number of Traders in Each Category Total Traders: 296
35 51 78 8 31 24 34 75 87 8 43 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 53,504
Positions
11,729 1,676 0 560 18,603 0 39,503 24,276 0 1,589 8,854 21 102 74
Changes from: August 4, 2015 Total Change is: 2,262
1,215 -583 0 -28 543 0 1,027 2,125 0 31 182 0 17 -5
Percent of Open Interest Represented by Each Category of Trader
21.9 3.1 0.0 1.0 34.8 0.0 73.8 45.4 0.0 3.0 16.5 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 47
4 4 0 . 8 0 4 12 0 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 36,141
Positions
8,779 299 0 0 15,073 0 25,690 9,147 1,102 405 10,439 0 165 81
Changes from: August 4, 2015 Total Change is: 481
2,161 198 0 0 68 0 -1,135 922 -652 100 -43 0 7 -12
Percent of Open Interest Represented by Each Category of Trader
24.3 0.8 0.0 0.0 41.7 0.0 71.1 25.3 3.0 1.1 28.9 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 39
4 . 0 0 10 0 4 9 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 101,605
Positions
4,221 84,498 284 22,887 0 494 18,837 10,202 3,929 35,414 166 77 15,462 1,955
Changes from: August 4, 2015 Total Change is: 1,090
494 2,724 104 -415 0 7 3,069 -4,403 2,246 -4,303 -3 6 -118 409
Percent of Open Interest Represented by Each Category of Trader
4.2 83.2 0.3 22.5 0.0 0.5 18.5 10.0 3.9 34.9 0.2 0.1 15.2 1.9
Number of Traders in Each Category Total Traders: 213
9 4 . 14 0 . 43 11 15 126 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 350,640
Positions
84,950 6,612 24,013 60,084 40,978 17,267 64,921 154,993 54,668 7,660 8,879 13,656 23,421 29,574
Changes from: August 4, 2015 Total Change is: 18,132
10,845 -11,076 6,437 1,524 -1,617 -2,227 -6,998 22,518 4,145 844 -378 1,235 2,327 -905
Percent of Open Interest Represented by Each Category of Trader
24.2 1.9 6.8 17.1 11.7 4.9 18.5 44.2 15.6 2.2 2.5 3.9 6.7 8.4
Number of Traders in Each Category Total Traders: 207
23 11 17 13 17 10 39 57 45 15 21 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 11, 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 21,022
Positions
101 2,934 0 4,670 1,908 724 13,894 14,479 323 915 615 0 395 39
Changes from: August 4, 2015 Total Change is: 375
-26 0 0 -187 0 -5 58 381 0 525 10 0 10 -11
Percent of Open Interest Represented by Each Category of Trader
0.5 14.0 0.0 22.2 9.1 3.4 66.1 68.9 1.5 4.4 2.9 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 6 . . 9 8 . 5 . 0
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Updated August 14, 2015