Traders in Financial Futures - Futures Only Positions as of August 25, 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 168,819
Positions
84,451 3,043 2,650 26,685 28,083 130 13,473 73,267 5,104 14,855 13,975 71 21,400 42,496
Changes from: August 18, 2015 Total Change is: 7,076
-2,943 140 2,071 1,013 -4,284 -215 4,406 8,189 -643 3,568 187 20 -201 1,611
Percent of Open Interest Represented by Each Category of Trader
50.0 1.8 1.6 15.8 16.6 0.1 8.0 43.4 3.0 8.8 8.3 0.0 12.7 25.2
Number of Traders in Each Category Total Traders: 93
10 . 4 6 11 . 14 31 8 9 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 37,901
Positions
20,896 1,353 273 1,685 2,029 0 4,450 17,373 266 1,922 0 0 8,409 16,607
Changes from: August 18, 2015 Total Change is: -5,687
-4,157 384 71 0 448 0 -2,724 -155 130 -514 0 0 1,507 -6,565
Percent of Open Interest Represented by Each Category of Trader
55.1 3.6 0.7 4.4 5.4 0.0 11.7 45.8 0.7 5.1 0.0 0.0 22.2 43.8
Number of Traders in Each Category Total Traders: 35
8 . . . 4 0 7 11 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 176,962
Positions
47,623 34,627 1,327 12,807 71,168 1,480 79,311 29,647 2,742 4,002 15,146 557 27,113 20,268
Changes from: August 18, 2015 Total Change is: 4,879
278 -1,778 67 -4,132 8,928 66 11,606 -1,362 887 -3,772 -1,383 533 -654 -1,079
Percent of Open Interest Represented by Each Category of Trader
26.9 19.6 0.7 7.2 40.2 0.8 44.8 16.8 1.5 2.3 8.6 0.3 15.3 11.5
Number of Traders in Each Category Total Traders: 114
5 10 . 8 22 7 35 19 12 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 260,458
Positions
125,007 64,856 182 27,716 34,625 4,065 27,722 109,540 3,182 48,933 4,702 471 23,180 38,835
Changes from: August 18, 2015 Total Change is: 9,040
-12,019 53,775 -386 7,265 -11,818 -692 5,250 -19,298 384 2,256 -473 -169 7,151 -12,283
Percent of Open Interest Represented by Each Category of Trader
48.0 24.9 0.1 10.6 13.3 1.6 10.6 42.1 1.2 18.8 1.8 0.2 8.9 14.9
Number of Traders in Each Category Total Traders: 125
11 7 . 12 23 10 23 34 10 5 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 374,977
Positions
120,319 54,869 1,745 79,199 94,311 16,300 54,876 97,336 3,314 53,652 36,457 2,584 42,988 68,061
Changes from: August 18, 2015 Total Change is: 18,025
3,160 18,410 -645 4,597 5,435 1,164 13,405 -2,363 652 -6,681 -2,480 5 2,368 -2,153
Percent of Open Interest Represented by Each Category of Trader
32.1 14.6 0.5 21.1 25.2 4.3 14.6 26.0 0.9 14.3 9.7 0.7 11.5 18.2
Number of Traders in Each Category Total Traders: 238
18 14 10 27 36 28 33 49 22 24 35 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 174,378
Positions
145,077 1,194 150 4,345 33,383 575 9,610 66,676 1,586 881 33,148 0 12,154 37,666
Changes from: August 18, 2015 Total Change is: 13,034
11,552 104 0 1,002 6,599 -15 1,416 2,370 496 431 6,711 0 -1,848 -3,231
Percent of Open Interest Represented by Each Category of Trader
83.2 0.7 0.1 2.5 19.1 0.3 5.5 38.2 0.9 0.5 19.0 0.0 7.0 21.6
Number of Traders in Each Category Total Traders: 97
13 . . . 10 . 12 41 11 . 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 51,961
Positions
40,035 42,755 1,645 1,751 0 0 3,779 4,271 737 1,522 113 1,802 690 638
Changes from: August 18, 2015 Total Change is: 323
306 176 385 196 0 0 -418 -348 0 -287 0 0 141 110
Percent of Open Interest Represented by Each Category of Trader
77.0 82.3 3.2 3.4 0.0 0.0 7.3 8.2 1.4 2.9 0.2 3.5 1.3 1.2
Number of Traders in Each Category Total Traders: 30
9 7 5 . 0 0 4 . . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 196,090
Positions
78,739 57,616 5,104 53,785 4,886 198 18,305 73,695 33,439 2,109 12,616 61 4,350 8,475
Changes from: August 18, 2015 Total Change is: 24,623
-5,807 10,428 6 46,787 131 -356 -9,546 19,830 -5,935 -661 127 -445 580 837
Percent of Open Interest Represented by Each Category of Trader
40.2 29.4 2.6 27.4 2.5 0.1 9.3 37.6 17.1 1.1 6.4 0.0 2.2 4.3
Number of Traders in Each Category Total Traders: 133
7 6 . 4 8 . 19 57 13 8 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 26,390
Positions
11,972 6,410 3,438 1,681 471 0 4,957 9,377 23 455 2,426 2,745 1,119 1,500
Changes from: August 18, 2015 Total Change is: -5,908
-1,584 3,044 63 150 0 0 -4,402 -8,325 -315 105 -123 -1 76 -251
Percent of Open Interest Represented by Each Category of Trader
45.4 24.3 13.0 6.4 1.8 0.0 18.8 35.5 0.1 1.7 9.2 10.4 4.2 5.7
Number of Traders in Each Category Total Traders: 29
4 . . . . 0 . 13 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 33,400
Positions
19,838 3,108 83 1,999 2,903 1 8,389 18,883 320 728 2,437 0 2,042 5,665
Changes from: August 18, 2015 Total Change is: -3,123
-4,500 -196 32 -244 -162 0 1,152 -2,121 -179 728 -284 0 -112 -213
Percent of Open Interest Represented by Each Category of Trader
59.4 9.3 0.2 6.0 8.7 0.0 25.1 56.5 1.0 2.2 7.3 0.0 6.1 17.0
Number of Traders in Each Category Total Traders: 67
9 . . . 5 . 12 27 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 9,627
Positions
6,334 0 0 281 3,208 88 2,473 2,703 4 0 1,866 0 447 1,758
Changes from: August 18, 2015 Total Change is: 186
148 0 0 -29 -32 -85 215 104 4 0 134 0 -67 61
Percent of Open Interest Represented by Each Category of Trader
65.8 0.0 0.0 2.9 33.3 0.9 25.7 28.1 0.0 0.0 19.4 0.0 4.6 18.3
Number of Traders in Each Category Total Traders: 23
. 0 0 . . . 4 6 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 46,395
Positions
23,695 19,879 702 4,422 2,918 317 6,146 13,473 424 3,609 1,584 188 6,894 6,912
Changes from: August 18, 2015 Total Change is: -329
699 -1,338 631 -1,271 890 -91 -861 705 -764 -162 318 160 1,331 -839
Percent of Open Interest Represented by Each Category of Trader
51.1 42.8 1.5 9.5 6.3 0.7 13.2 29.0 0.9 7.8 3.4 0.4 14.9 14.9
Number of Traders in Each Category Total Traders: 87
20 10 . 10 4 5 10 20 5 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 92,790
Positions
47,389 39,758 1,404 8,844 5,836 634 12,291 26,945 848 7,218 3,167 375 13,787 13,823
Changes from: August 18, 2015 Total Change is: -657
1,397 -2,675 1,262 -2,542 1,780 -182 -1,721 1,409 -1,528 -323 636 319 2,661 -1,678
Percent of Open Interest Represented by Each Category of Trader
51.1 42.8 1.5 9.5 6.3 0.7 13.2 29.0 0.9 7.8 3.4 0.4 14.9 14.9
Number of Traders in Each Category Total Traders: 87
20 10 . 10 4 5 10 20 5 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 782,911
Positions
87,882 111,668 54,384 247,481 156,020 67,662 100,719 151,991 44,041 23,099 45,119 5,679 151,964 146,347
Changes from: August 18, 2015 Total Change is: 94,651
26,740 5,651 24,946 -21,711 27,477 7,073 7,888 -13,124 12,948 2,591 1,740 -578 34,753 28,518
Percent of Open Interest Represented by Each Category of Trader
11.2 14.3 6.9 31.6 19.9 8.6 12.9 19.4 5.6 3.0 5.8 0.7 19.4 18.7
Number of Traders in Each Category Total Traders: 594
35 36 31 120 80 86 88 129 84 38 68 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 153,390
Positions
51,564 21,616 1,773 43,600 20,141 1,698 14,592 14,672 718 6,652 4,242 100 32,693 88,430
Changes from: August 18, 2015 Total Change is: 33,895
29,139 6,948 -210 -2,117 -89 -1,071 6,635 5,576 -68 1,508 -259 -1,088 1,167 24,156
Percent of Open Interest Represented by Each Category of Trader
33.6 14.1 1.2 28.4 13.1 1.1 9.5 9.6 0.5 4.3 2.8 0.1 21.3 57.7
Number of Traders in Each Category Total Traders: 75
12 6 6 15 5 8 14 14 6 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 3,147,605
Positions
408,077 676,746 36,567 1,085,613 745,605 263,613 505,566 761,525 141,686 95,320 217,470 14,808 596,355 289,585
Changes from: August 18, 2015 Total Change is: 303,781
94,103 99,613 19,680 -58,577 177,224 1,328 40,924 -58,842 30,424 10,242 14,818 -2,274 167,931 21,810
Percent of Open Interest Represented by Each Category of Trader
13.0 21.5 1.2 34.5 23.7 8.4 16.1 24.2 4.5 3.0 6.9 0.5 18.9 9.2
Number of Traders in Each Category Total Traders: 582
32 39 22 113 79 80 89 127 78 36 67 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 86,183
Positions
15,739 9,484 933 40,628 58,519 3,512 15,241 7,568 1,522 205 676 0 8,403 3,969
Changes from: August 18, 2015 Total Change is: 5,956
12,729 -7,799 -142 -5,563 11,447 1,977 -2,324 -1,114 972 -259 413 0 -1,434 202
Percent of Open Interest Represented by Each Category of Trader
18.3 11.0 1.1 47.1 67.9 4.1 17.7 8.8 1.8 0.2 0.8 0.0 9.8 4.6
Number of Traders in Each Category Total Traders: 90
8 7 . 33 17 13 13 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 63,216
Positions
8,691 27,868 224 29,145 9,598 986 14,293 15,855 1,628 3,314 2,782 84 4,850 4,190
Changes from: August 18, 2015 Total Change is: -6,927
3,708 -17,995 34 -3,607 3,169 234 -5,551 6,929 -185 -855 343 81 -787 463
Percent of Open Interest Represented by Each Category of Trader
13.7 44.1 0.4 46.1 15.2 1.6 22.6 25.1 2.6 5.2 4.4 0.1 7.7 6.6
Number of Traders in Each Category Total Traders: 229
17 17 . 37 22 8 52 43 15 13 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 316,080
Positions
43,455 139,342 1,120 145,725 47,991 4,932 71,466 79,277 8,140 16,571 13,908 422 24,249 20,948
Changes from: August 18, 2015 Total Change is: -34,633
18,541 -89,973 168 -18,033 15,845 1,169 -27,754 34,645 -925 -4,273 1,714 407 -3,933 2,317
Percent of Open Interest Represented by Each Category of Trader
13.7 44.1 0.4 46.1 15.2 1.6 22.6 25.1 2.6 5.2 4.4 0.1 7.7 6.6
Number of Traders in Each Category Total Traders: 229
17 17 . 37 22 8 52 43 15 13 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 383,494
Positions
158,288 33,514 745 110,649 183,363 16,645 65,787 113,139 5,657 8,094 11,955 81 17,548 18,395
Changes from: August 18, 2015 Total Change is: 12,591
15,714 -2,361 507 -13,498 17,569 1,018 10,278 -7,475 -75 -266 1,064 40 -1,127 2,304
Percent of Open Interest Represented by Each Category of Trader
41.3 8.7 0.2 28.9 47.8 4.3 17.2 29.5 1.5 2.1 3.1 0.0 4.6 4.8
Number of Traders in Each Category Total Traders: 274
22 11 5 51 51 30 38 65 18 11 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 52,113
Positions
939 13,488 147 30,218 318 205 3,476 7,314 750 4,916 25,204 0 11,462 4,687
Changes from: August 18, 2015 Total Change is: -2,493
-1,445 360 70 -488 318 72 -4,111 -3,135 295 1,120 -684 0 1,994 211
Percent of Open Interest Represented by Each Category of Trader
1.8 25.9 0.3 58.0 0.6 0.4 6.7 14.0 1.4 9.4 48.4 0.0 22.0 9.0
Number of Traders in Each Category Total Traders: 54
. 8 . 20 . 4 6 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 130,367
Positions
24,578 5,669 1,641 25,209 8,325 1,566 44,787 10,511 5,499 16,639 0 40 10,408 97,116
Changes from: August 18, 2015 Total Change is: 14,252
425 -369 874 -1,388 6,851 289 7,782 1,496 4,359 -1,269 -204 40 3,140 916
Percent of Open Interest Represented by Each Category of Trader
18.9 4.3 1.3 19.3 6.4 1.2 34.4 8.1 4.2 12.8 0.0 0.0 8.0 74.5
Number of Traders in Each Category Total Traders: 94
21 9 4 11 5 4 25 16 12 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 157,842
Positions
10,569 90,180 273 90,570 47,571 6,207 35,062 3,259 5,043 3,662 1,720 0 6,456 3,589
Changes from: August 18, 2015 Total Change is: 1,323
1,033 -5,783 -123 870 11,302 -351 4,459 -2,115 -1,920 -2,368 577 0 -277 -264
Percent of Open Interest Represented by Each Category of Trader
6.7 57.1 0.2 57.4 30.1 3.9 22.2 2.1 3.2 2.3 1.1 0.0 4.1 2.3
Number of Traders in Each Category Total Traders: 111
7 13 . 35 22 14 18 . 4 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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 445,370
Positions
33,208 148,362 5,523 211,156 149,091 62,048 96,231 38,624 6,225 17,278 19,835 3,495 10,206 12,167
Changes from: August 18, 2015 Total Change is: 18,676
10,237 -20,826 3,934 -21,048 38,020 4,773 24,966 -10,545 -3,164 -675 5,020 374 -721 1,090
Percent of Open Interest Represented by Each Category of Trader
7.5 33.3 1.2 47.4 33.5 13.9 21.6 8.7 1.4 3.9 4.5 0.8 2.3 2.7
Number of Traders in Each Category Total Traders: 249
23 24 7 53 45 26 32 26 12 28 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 25, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 554,294
Positions
1,301 47,797 11,165 179,607 140,284 71,771 60,800 69,447 36,366 45,145 28,024 3,421 144,718 146,019
Changes from: August 18, 2015 Total Change is: 28,356
526 -17,031 10,417 -29,399 3,812 2,728 6,859 -671 19,772 -2,183 -895 2,153 17,483 8,071
Percent of Open Interest Represented by Each Category of Trader
0.2 8.6 2.0 32.4 25.3 12.9 11.0 12.5 6.6 8.1 5.1 0.6 26.1 26.3
Number of Traders in Each Category Total Traders: 138
. 13 5 33 22 30 33 19 20 6 10 6
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Traders in Financial Futures - Futures Only Positions as of August 25, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 620,639
Positions
22,323 89,002 15,216 336,626 70,081 67,217 15,638 249,221 17,954 11,155 4,459 647 133,863 106,842
Changes from: August 18, 2015 Total Change is: 9,498
-2,057 -793 15,046 -14,357 3,089 -3,013 914 -15,447 -1,886 4,092 0 63 10,696 12,439
Percent of Open Interest Represented by Each Category of Trader
3.6 14.3 2.5 54.2 11.3 10.8 2.5 40.2 2.9 1.8 0.7 0.1 21.6 17.2
Number of Traders in Each Category Total Traders: 96
. 8 . 45 11 31 6 18 12 4 . .
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 1,363,711
Positions
26,243 137,867 36,980 275,064 453,492 109,517 461,254 193,361 82,185 229,630 175,266 8,640 134,198 166,403
Changes from: August 18, 2015 Total Change is: -17,519
-10,515 -18,586 24,501 3,701 -30,661 -18,693 -51,567 -10,511 20,531 -12,086 -4,730 1,280 25,329 19,350
Percent of Open Interest Represented by Each Category of Trader
1.9 10.1 2.7 20.2 33.3 8.0 33.8 14.2 6.0 16.8 12.9 0.6 9.8 12.2
Number of Traders in Each Category Total Traders: 287
7 36 17 38 53 41 56 33 33 24 40 12
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Traders in Financial Futures - Futures Only Positions as of August 25, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,025,581
Positions
68,449 153,682 76,390 1,192,411 759,036 326,190 385,970 776,728 203,585 292,262 157,504 48,048 432,276 524,418
Changes from: August 18, 2015 Total Change is: 69,806
-18,795 -18,016 28,415 -42,606 15,742 -2,445 -58,614 -94,200 58,217 -31,226 -17,031 18,969 117,891 80,155
Percent of Open Interest Represented by Each Category of Trader
2.3 5.1 2.5 39.4 25.1 10.8 12.8 25.7 6.7 9.7 5.2 1.6 14.3 17.3
Number of Traders in Each Category Total Traders: 352
14 28 20 48 78 74 61 54 56 31 37 24
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 2,515,839
Positions
50,160 274,079 34,976 979,693 501,467 332,043 465,225 531,189 176,166 123,017 217,197 35,747 318,812 412,975
Changes from: August 18, 2015 Total Change is: 164,840
-19,507 11,706 12,485 58,583 -18,122 7,532 -36,752 56,988 61,142 23,860 -14,881 4,735 52,762 43,255
Percent of Open Interest Represented by Each Category of Trader
2.0 10.9 1.4 38.9 19.9 13.2 18.5 21.1 7.0 4.9 8.6 1.4 12.7 16.4
Number of Traders in Each Category Total Traders: 279
13 28 11 46 45 49 46 52 38 13 36 9
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 892,199
Positions
322,186 197,915 299,986 1,320 16,735 12,772 49,832 103,279 114,897 33,668 60,443 36,374 21,164 49,798
Changes from: August 18, 2015 Total Change is: 31,295
14,084 2,881 4,432 1,320 -1,034 5,257 2,524 5,005 40 -5,854 5,781 9,152 340 -219
Percent of Open Interest Represented by Each Category of Trader
36.1 22.2 33.6 0.1 1.9 1.4 5.6 11.6 12.9 3.8 6.8 4.1 2.4 5.6
Number of Traders in Each Category Total Traders: 127
18 34 44 . 7 . 17 25 29 5 13 8
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 is12,175,423
Positions
2,439,914 1,527,221 3,242,605 553,753 1,849,673 402,696 1,888,152 745,064 1,869,641 391,527 664,352 555,379 831,756 1,318,792
Changes from: August 18, 2015 Total Change is: 85,914
-240,382 -10,962 126,180 2,235 -81,210 3,522 132,162 -79,777 -2,943 -57,787 15,208 37,078 85,849 78,818
Percent of Open Interest Represented by Each Category of Trader
20.0 12.5 26.6 4.5 15.2 3.3 15.5 6.1 15.4 3.2 5.5 4.6 6.8 10.8
Number of Traders in Each Category Total Traders: 295
32 53 78 8 28 27 42 67 85 11 40 27
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 54,008
Positions
12,319 2,144 0 560 19,578 0 38,412 24,652 0 1,856 7,546 21 840 67
Changes from: August 18, 2015 Total Change is: -372
-262 317 0 0 254 0 -811 95 0 -52 -1,043 0 753 5
Percent of Open Interest Represented by Each Category of Trader
22.8 4.0 0.0 1.0 36.3 0.0 71.1 45.6 0.0 3.4 14.0 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 47
4 5 0 . 8 0 4 12 0 . 11 .
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Traders in Financial Futures - Futures Only Positions as of August 25, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 37,914
Positions
11,355 100 0 0 15,173 1 23,849 9,347 2,016 405 11,120 52 236 105
Changes from: August 18, 2015 Total Change is: -242
346 -346 0 0 -15 1 -606 -689 -31 0 824 0 48 14
Percent of Open Interest Represented by Each Category of Trader
29.9 0.3 0.0 0.0 40.0 0.0 62.9 24.7 5.3 1.1 29.3 0.1 0.6 0.3
Number of Traders in Each Category Total Traders: 38
4 . 0 0 10 . 5 8 . . 9 .
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 100,933
Positions
3,500 71,304 771 18,958 2,324 600 32,108 13,441 9,026 25,852 97 543 9,575 2,827
Changes from: August 18, 2015 Total Change is: -4,019
-524 -11,424 377 -1,034 2,324 91 7,706 1,212 2,301 -8,720 -167 355 -4,571 912
Percent of Open Interest Represented by Each Category of Trader
3.5 70.6 0.8 18.8 2.3 0.6 31.8 13.3 8.9 25.6 0.1 0.5 9.5 2.8
Number of Traders in Each Category Total Traders: 159
8 . . 9 4 . 29 21 14 78 . 7
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 318,599
Positions
65,355 47,452 17,649 39,425 25,817 18,970 77,221 109,481 46,663 8,157 7,416 12,594 32,565 32,557
Changes from: August 18, 2015 Total Change is: -25,514
-18,559 31,368 -6,996 -9,550 -15,664 743 6,251 -28,580 -6,630 631 -1,883 -824 9,420 2,952
Percent of Open Interest Represented by Each Category of Trader
20.5 14.9 5.5 12.4 8.1 6.0 24.2 34.4 14.6 2.6 2.3 4.0 10.2 10.2
Number of Traders in Each Category Total Traders: 180
18 14 20 14 11 8 45 38 47 17 15 19
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Traders in Financial Futures - Futures Only Positions as of August 25, 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 21,270
Positions
114 2,934 0 5,556 2,795 741 13,041 14,168 0 1,387 578 0 431 54
Changes from: August 18, 2015 Total Change is: -265
13 0 0 1,003 106 17 -2,311 -103 0 972 -287 0 41 2
Percent of Open Interest Represented by Each Category of Trader
0.5 13.8 0.0 26.1 13.1 3.5 61.3 66.6 0.0 6.5 2.7 0.0 2.0 0.3
Number of Traders in Each Category Total Traders: 34
. . 0 6 . . 9 7 0 4 . 0
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Updated August 28, 2015