Traders in Financial Futures - Futures Only Positions as of October 20, 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 121,148
Positions
41,122 15,131 817 28,282 33,740 307 12,979 36,646 1,143 11,641 1,069 101 24,756 32,194
Changes from: October 13, 2015 Total Change is: 4,348
-2,230 11,268 189 -53 59 -52 4,625 -4,636 -194 1,050 36 -22 1,035 -2,300
Percent of Open Interest Represented by Each Category of Trader
33.9 12.5 0.7 23.3 27.9 0.3 10.7 30.2 0.9 9.6 0.9 0.1 20.4 26.6
Number of Traders in Each Category Total Traders: 76
6 6 4 6 7 . 17 23 7 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 35,628
Positions
16,306 4,886 177 816 1,690 420 8,783 11,969 163 0 0 0 8,963 16,323
Changes from: October 13, 2015 Total Change is: 694
-1,687 3,918 65 0 19 0 1,563 -1,822 4 0 0 0 749 -1,490
Percent of Open Interest Represented by Each Category of Trader
45.8 13.7 0.5 2.3 4.7 1.2 24.7 33.6 0.5 0.0 0.0 0.0 25.2 45.8
Number of Traders in Each Category Total Traders: 32
5 . . . . . 10 11 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 158,043
Positions
54,755 21,357 195 23,680 67,646 1,042 49,943 26,041 1,319 6,351 12,493 278 20,480 27,672
Changes from: October 13, 2015 Total Change is: 5,879
-9,808 19,173 -209 4,801 -640 -4 8,177 -5,254 -341 2,385 76 51 827 -6,973
Percent of Open Interest Represented by Each Category of Trader
34.6 13.5 0.1 15.0 42.8 0.7 31.6 16.5 0.8 4.0 7.9 0.2 13.0 17.5
Number of Traders in Each Category Total Traders: 96
7 7 . 6 17 6 25 23 11 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 184,281
Positions
71,595 24,868 285 24,950 56,125 3,847 32,170 60,693 2,933 25,273 2,874 210 23,018 32,446
Changes from: October 13, 2015 Total Change is: 14,408
2,920 8,260 45 3,099 4,037 -68 4,612 1,033 7 3,197 -1,006 53 543 2,047
Percent of Open Interest Represented by Each Category of Trader
38.9 13.5 0.2 13.5 30.5 2.1 17.5 32.9 1.6 13.7 1.6 0.1 12.5 17.6
Number of Traders in Each Category Total Traders: 125
8 7 . 15 22 10 29 31 11 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 357,133
Positions
89,110 63,726 299 87,518 88,349 15,096 41,222 89,838 4,254 73,537 32,711 1,967 44,130 60,893
Changes from: October 13, 2015 Total Change is: 7,413
-3,479 23,210 113 8,240 -143 -33 -415 -11,903 1,161 3,209 -3,933 151 -1,534 -1,210
Percent of Open Interest Represented by Each Category of Trader
25.0 17.8 0.1 24.5 24.7 4.2 11.5 25.2 1.2 20.6 9.2 0.6 12.4 17.1
Number of Traders in Each Category Total Traders: 229
15 12 4 29 31 24 27 51 13 27 36 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 140,367
Positions
99,762 17,933 524 4,129 24,290 632 15,294 39,719 618 3,853 28,872 0 15,555 27,779
Changes from: October 13, 2015 Total Change is: -1,657
313 -4,740 -102 -15 1,932 -3 956 2,400 -706 -1,525 1,935 0 -575 -2,373
Percent of Open Interest Represented by Each Category of Trader
71.1 12.8 0.4 2.9 17.3 0.5 10.9 28.3 0.4 2.7 20.6 0.0 11.1 19.8
Number of Traders in Each Category Total Traders: 89
9 4 . . 10 5 17 26 6 5 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 33,595
Positions
26,269 29,081 225 1,363 0 0 3,525 2,888 592 1,012 396 0 609 413
Changes from: October 13, 2015 Total Change is: -6,438
-2,356 -1,300 -4,350 0 0 0 96 -732 0 105 -48 0 67 -8
Percent of Open Interest Represented by Each Category of Trader
78.2 86.6 0.7 4.1 0.0 0.0 10.5 8.6 1.8 3.0 1.2 0.0 1.8 1.2
Number of Traders in Each Category Total Traders: 24
5 6 . . 0 0 . . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 119,955
Positions
54,871 59,766 71 10,737 4,152 256 43,001 32,190 4,785 2,430 12,422 93 3,711 6,220
Changes from: October 13, 2015 Total Change is: 3,537
724 4,196 -130 22 -389 30 2,882 480 23 -302 -299 93 195 -467
Percent of Open Interest Represented by Each Category of Trader
45.7 49.8 0.1 9.0 3.5 0.2 35.8 26.8 4.0 2.0 10.4 0.1 3.1 5.2
Number of Traders in Each Category Total Traders: 112
5 10 . 4 8 . 17 44 11 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 23,634
Positions
14,207 7,326 59 2,416 177 0 5,184 10,628 899 0 3,005 0 869 1,540
Changes from: October 13, 2015 Total Change is: -753
-437 162 54 22 0 0 -6 -1,005 -194 -200 157 0 8 73
Percent of Open Interest Represented by Each Category of Trader
60.1 31.0 0.2 10.2 0.7 0.0 21.9 45.0 3.8 0.0 12.7 0.0 3.7 6.5
Number of Traders in Each Category Total Traders: 27
. . . . . 0 . 13 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 30,142
Positions
19,146 7,661 0 1,739 5,097 1 5,968 11,117 86 790 1,427 0 2,412 4,753
Changes from: October 13, 2015 Total Change is: 1,104
-524 4,015 0 240 -410 0 856 -1,855 -23 -32 -23 0 587 -600
Percent of Open Interest Represented by Each Category of Trader
63.5 25.4 0.0 5.8 16.9 0.0 19.8 36.9 0.3 2.6 4.7 0.0 8.0 15.8
Number of Traders in Each Category Total Traders: 64
5 4 0 4 4 . 11 27 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 37,727
Positions
12,654 9,017 1,335 5,291 1,882 544 9,804 11,474 8 2,626 3,709 0 5,467 9,761
Changes from: October 13, 2015 Total Change is: 155
671 -914 144 748 86 -34 -2,216 645 -22 320 57 0 544 193
Percent of Open Interest Represented by Each Category of Trader
33.5 23.9 3.5 14.0 5.0 1.4 26.0 30.4 0.0 7.0 9.8 0.0 14.5 25.9
Number of Traders in Each Category Total Traders: 86
20 8 . 9 . 4 15 19 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 75,453
Positions
25,308 18,033 2,669 10,581 3,763 1,087 19,608 22,948 15 5,251 7,417 0 10,934 19,521
Changes from: October 13, 2015 Total Change is: 309
1,342 -1,828 288 1,496 171 -68 -4,431 1,290 -44 639 114 0 1,087 386
Percent of Open Interest Represented by Each Category of Trader
33.5 23.9 3.5 14.0 5.0 1.4 26.0 30.4 0.0 7.0 9.8 0.0 14.5 25.9
Number of Traders in Each Category Total Traders: 86
20 8 . 9 . 4 15 19 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 700,025
Positions
112,128 73,617 27,737 271,926 160,434 60,797 62,909 183,184 30,497 24,186 45,673 2,929 106,917 115,156
Changes from: October 13, 2015 Total Change is: 7,305
3,274 6,864 1,116 8,310 754 -520 -10,790 -9,814 8,927 2,235 4,650 -772 -4,473 -3,901
Percent of Open Interest Represented by Each Category of Trader
16.0 10.5 4.0 38.8 22.9 8.7 9.0 26.2 4.4 3.5 6.5 0.4 15.3 16.5
Number of Traders in Each Category Total Traders: 592
34 43 29 118 82 80 69 133 67 48 65 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 104,294
Positions
12,184 8,563 3,817 37,988 22,093 3,604 12,919 6,926 226 2,852 5,236 100 30,604 53,729
Changes from: October 13, 2015 Total Change is: -1,256
-2,403 -471 1,230 -688 398 224 946 821 136 -38 667 0 -663 -4,261
Percent of Open Interest Represented by Each Category of Trader
11.7 8.2 3.7 36.4 21.2 3.5 12.4 6.6 0.2 2.7 5.0 0.1 29.3 51.5
Number of Traders in Each Category Total Traders: 65
6 5 . 17 5 8 16 10 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 2,978,653
Positions
552,737 378,287 66,581 1,194,864 716,882 260,791 315,924 947,265 85,379 110,614 206,132 10,199 381,564 307,137
Changes from: October 13, 2015 Total Change is: 42,806
12,493 20,785 15,321 44,187 980 -2,919 -26,647 -21,139 11,920 11,808 20,362 -4,305 -19,052 1,801
Percent of Open Interest Represented by Each Category of Trader
18.6 12.7 2.2 40.1 24.1 8.8 10.6 31.8 2.9 3.7 6.9 0.3 12.8 10.3
Number of Traders in Each Category Total Traders: 583
36 41 24 113 80 76 69 133 60 46 65 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 83,327
Positions
22,549 6,750 802 35,979 60,723 1,660 12,583 8,844 315 0 467 0 9,439 3,766
Changes from: October 13, 2015 Total Change is: -2,567
-1,376 -946 17 -2,105 -718 -175 168 175 -106 0 0 0 1,010 -814
Percent of Open Interest Represented by Each Category of Trader
27.1 8.1 1.0 43.2 72.9 2.0 15.1 10.6 0.4 0.0 0.6 0.0 11.3 4.5
Number of Traders in Each Category Total Traders: 82
7 7 . 28 16 13 11 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 57,673
Positions
5,217 29,157 306 29,948 10,158 806 12,914 9,887 309 3,243 2,272 7 4,923 4,771
Changes from: October 13, 2015 Total Change is: 4,034
135 4,472 -108 170 -539 -130 3,619 340 -9 -141 -69 0 498 78
Percent of Open Interest Represented by Each Category of Trader
9.0 50.6 0.5 51.9 17.6 1.4 22.4 17.1 0.5 5.6 3.9 0.0 8.5 8.3
Number of Traders in Each Category Total Traders: 219
15 21 9 35 21 9 39 47 8 17 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 288,365
Positions
26,085 145,786 1,530 149,742 50,790 4,029 64,569 49,433 1,545 16,214 11,360 36 24,615 23,856
Changes from: October 13, 2015 Total Change is: 20,172
677 22,359 -542 848 -2,694 -651 18,097 1,700 -47 -704 -345 2 2,492 390
Percent of Open Interest Represented by Each Category of Trader
9.0 50.6 0.5 51.9 17.6 1.4 22.4 17.1 0.5 5.6 3.9 0.0 8.5 8.3
Number of Traders in Each Category Total Traders: 219
15 21 9 35 21 9 39 47 8 17 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 372,175
Positions
135,812 33,421 328 110,079 184,399 16,852 76,073 105,876 5,853 9,117 9,294 18 18,043 16,134
Changes from: October 13, 2015 Total Change is: -294
-2,375 631 -49 -1,099 3,815 -138 1,908 -3,151 448 71 -586 0 940 -1,264
Percent of Open Interest Represented by Each Category of Trader
36.5 9.0 0.1 29.6 49.5 4.5 20.4 28.4 1.6 2.4 2.5 0.0 4.8 4.3
Number of Traders in Each Category Total Traders: 256
20 13 . 53 52 27 34 52 16 13 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 49,486
Positions
2,682 3,945 0 25,509 0 310 6,947 21,460 326 6,141 14,811 8 7,563 8,626
Changes from: October 13, 2015 Total Change is: 1,581
25 674 0 456 0 215 875 559 211 13 -320 -8 -206 250
Percent of Open Interest Represented by Each Category of Trader
5.4 8.0 0.0 51.5 0.0 0.6 14.0 43.4 0.7 12.4 29.9 0.0 15.3 17.4
Number of Traders in Each Category Total Traders: 62
5 5 0 18 0 4 9 15 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 87,798
Positions
9,639 16,272 1,942 12,841 2,666 1,349 42,130 11,773 1,111 7,906 708 0 10,880 51,977
Changes from: October 13, 2015 Total Change is: -2,637
-1,309 8,231 351 -512 2,056 369 -1,196 -1,161 300 -218 -304 0 -422 -12,479
Percent of Open Interest Represented by Each Category of Trader
11.0 18.5 2.2 14.6 3.0 1.5 48.0 13.4 1.3 9.0 0.8 0.0 12.4 59.2
Number of Traders in Each Category Total Traders: 83
13 7 4 12 . . 34 8 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 160,097
Positions
3,983 92,614 332 96,498 42,732 8,465 36,239 7,091 2,801 3,452 1,890 0 8,327 4,172
Changes from: October 13, 2015 Total Change is: -2,738
-152 103 -10 -1,770 -679 -24 -195 -2,138 108 -1,484 38 0 789 -136
Percent of Open Interest Represented by Each Category of Trader
2.5 57.8 0.2 60.3 26.7 5.3 22.6 4.4 1.7 2.2 1.2 0.0 5.2 2.6
Number of Traders in Each Category Total Traders: 111
4 14 . 36 25 18 13 6 4 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 507,607
Positions
60,321 171,110 1,923 201,876 144,329 86,447 112,652 60,077 7,586 18,898 23,023 2,137 15,767 10,975
Changes from: October 13, 2015 Total Change is: 1,943
-1,544 8,819 890 1,704 -2,078 -2,542 7,389 -1,411 -302 635 506 -37 -4,250 -1,902
Percent of Open Interest Represented by Each Category of Trader
11.9 33.7 0.4 39.8 28.4 17.0 22.2 11.8 1.5 3.7 4.5 0.4 3.1 2.2
Number of Traders in Each Category Total Traders: 257
21 25 5 60 43 37 33 31 14 26 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 503,195
Positions
7,262 50,705 614 193,858 143,571 58,978 59,786 51,775 12,089 27,825 37,322 1,278 141,505 146,863
Changes from: October 13, 2015 Total Change is: -18,692
884 -14,300 -361 -9,448 -9,617 3,124 2,435 -3,251 872 -15,533 2,307 -172 -493 2,706
Percent of Open Interest Represented by Each Category of Trader
1.4 10.1 0.1 38.5 28.5 11.7 11.9 10.3 2.4 5.5 7.4 0.3 28.1 29.2
Number of Traders in Each Category Total Traders: 142
. 13 . 36 19 29 29 20 16 10 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 635,244
Positions
12,194 90,392 281 382,221 102,610 74,142 16,750 253,453 15,335 15,235 10,293 602 118,484 88,136
Changes from: October 13, 2015 Total Change is: -10,562
568 -7,834 -37 -11,364 590 1,242 -2,424 -9,192 532 -57 3,299 -3 981 841
Percent of Open Interest Represented by Each Category of Trader
1.9 14.2 0.0 60.2 16.2 11.7 2.6 39.9 2.4 2.4 1.6 0.1 18.7 13.9
Number of Traders in Each Category Total Traders: 99
. 10 . 44 13 32 7 15 11 4 . .
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Traders in Financial Futures - Futures Only Positions as of October 20, 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 1,098,788
Positions
47,796 78,432 4,897 253,415 402,954 107,868 380,869 204,522 35,499 137,350 124,218 6,002 125,092 134,396
Changes from: October 13, 2015 Total Change is: -8,434
16,260 -24,256 -2,738 -6,172 41,398 -8,504 -11,340 -12,824 3,556 -534 -4,884 30 1,008 -212
Percent of Open Interest Represented by Each Category of Trader
4.3 7.1 0.4 23.1 36.7 9.8 34.7 18.6 3.2 12.5 11.3 0.5 11.4 12.2
Number of Traders in Each Category Total Traders: 270
14 32 4 43 47 39 41 35 26 20 38 10
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Traders in Financial Futures - Futures Only Positions as of October 20, 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 2,775,372
Positions
108,504 213,461 25,078 1,179,571 753,546 303,769 428,720 759,180 80,758 277,429 204,104 29,843 341,700 405,633
Changes from: October 13, 2015 Total Change is: -18,772
-8,237 -6,876 10,662 -21,725 52,830 -5,476 -31,034 -83,840 3,778 27,685 9,582 1,763 3,812 -1,195
Percent of Open Interest Represented by Each Category of Trader
3.9 7.7 0.9 42.5 27.2 10.9 15.4 27.4 2.9 10.0 7.4 1.1 12.3 14.6
Number of Traders in Each Category Total Traders: 376
19 32 12 58 73 68 52 69 50 26 47 15
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Traders in Financial Futures - Futures Only Positions as of October 20, 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 2,404,404
Positions
43,039 248,345 21,746 1,178,725 472,473 291,877 390,111 749,425 57,616 102,696 209,097 24,588 294,006 329,237
Changes from: October 13, 2015 Total Change is: 395
8,424 -36,313 3,518 -11,644 2,013 8,129 19,719 47,800 -20,398 3,105 -9,374 718 -11,176 4,302
Percent of Open Interest Represented by Each Category of Trader
1.8 10.3 0.9 49.0 19.7 12.1 16.2 31.2 2.4 4.3 8.7 1.0 12.2 13.7
Number of Traders in Each Category Total Traders: 286
13 28 5 45 45 48 46 52 40 14 43 8
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Traders in Financial Futures - Futures Only Positions as of October 20, 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 912,623
Positions
250,109 278,065 257,930 56,873 8,372 22,173 173,356 108,018 94,737 4,385 53,663 31,876 21,184 57,789
Changes from: October 13, 2015 Total Change is: 9,799
-26,253 19,824 14,558 -7,134 5 6,727 20,974 -6,672 -6,630 1,585 -5,124 1,852 4,120 -14,741
Percent of Open Interest Represented by Each Category of Trader
27.4 30.5 28.3 6.2 0.9 2.4 19.0 11.8 10.4 0.5 5.9 3.5 2.3 6.3
Number of Traders in Each Category Total Traders: 134
18 39 41 . . 4 18 30 29 7 14 10
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Traders in Financial Futures - Futures Only Positions as of October 20, 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 is10,982,568
Positions
1,883,952 1,573,962 3,024,252 481,303 1,689,252 343,387 1,821,959 557,804 1,716,088 419,683 487,040 470,226 821,718 1,120,557
Changes from: October 13, 2015 Total Change is: -79,530
-35,134 72,388 -93,199 -39,308 7,955 10,940 38,665 -67,792 8,801 49,309 56,480 -30,178 10,574 -44,925
Percent of Open Interest Represented by Each Category of Trader
17.2 14.3 27.5 4.4 15.4 3.1 16.6 5.1 15.6 3.8 4.4 4.3 7.5 10.2
Number of Traders in Each Category Total Traders: 290
28 59 80 11 26 24 49 64 89 11 30 30
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Traders in Financial Futures - Futures Only Positions as of October 20, 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 43,205
Positions
12,848 878 0 560 17,500 30 27,177 17,517 3 2,337 7,048 157 93 72
Changes from: October 13, 2015 Total Change is: -426
-382 35 0 0 -244 0 -1,137 313 -277 1,337 -322 53 -20 16
Percent of Open Interest Represented by Each Category of Trader
29.7 2.0 0.0 1.3 40.5 0.1 62.9 40.5 0.0 5.4 16.3 0.4 0.2 0.2
Number of Traders in Each Category Total Traders: 49
4 . 0 . 8 . 4 13 . . 13 .
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Traders in Financial Futures - Futures Only Positions as of October 20, 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 41,296
Positions
18,578 1,683 20 0 17,990 1 21,695 10,831 0 900 10,687 0 102 84
Changes from: October 13, 2015 Total Change is: 288
-1,464 35 20 0 89 0 1,557 269 0 200 -82 0 -25 -43
Percent of Open Interest Represented by Each Category of Trader
45.0 4.1 0.0 0.0 43.6 0.0 52.5 26.2 0.0 2.2 25.9 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 39
. 4 . 0 10 . 8 5 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 81,495
Positions
2,463 55,909 44 16,026 2,869 885 32,059 15,651 2,174 18,888 1,554 143 8,813 2,266
Changes from: October 13, 2015 Total Change is: 8,761
71 13 5 -175 242 147 9,321 9,864 354 -487 -905 3 -478 -962
Percent of Open Interest Represented by Each Category of Trader
3.0 68.6 0.1 19.7 3.5 1.1 39.3 19.2 2.7 23.2 1.9 0.2 10.8 2.8
Number of Traders in Each Category Total Traders: 145
6 4 . 8 . . 26 21 11 62 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 20, 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 333,525
Positions
36,252 90,496 33,364 37,218 31,617 43,445 81,426 36,183 56,777 9,351 4,253 9,772 25,920 27,618
Changes from: October 13, 2015 Total Change is: 1,112
-822 -5,313 8,887 10,245 3,040 3,814 -17,004 -2,901 -7,604 -417 1,557 -1,961 5,974 1,593
Percent of Open Interest Represented by Each Category of Trader
10.9 27.1 10.0 11.2 9.5 13.0 24.4 10.8 17.0 2.8 1.3 2.9 7.8 8.3
Number of Traders in Each Category Total Traders: 173
18 12 24 12 15 7 41 39 60 14 12 16
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Traders in Financial Futures - Futures Only Positions as of October 20, 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 18,209
Positions
199 3,058 0 3,708 1,274 1,277 11,628 11,593 386 664 580 0 347 41
Changes from: October 13, 2015 Total Change is: 1,530
61 0 0 441 896 564 548 56 0 -83 13 0 -1 1
Percent of Open Interest Represented by Each Category of Trader
1.1 16.8 0.0 20.4 7.0 7.0 63.9 63.7 2.1 3.6 3.2 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 34
4 . 0 5 . . 11 6 . 4 . 0
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Updated October 23, 2015