Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 172,563
Positions
63,263 3,109 3,717 24,750 33,276 1,076 27,604 59,088 14,492 11,289 8,903 1,805 24,567 47,096
Changes from: July 14, 2015 Total Change is: 19,631
10,857 640 378 317 4,323 493 3,707 2,126 3,749 -542 3,340 595 78 3,987
Percent of Open Interest Represented by Each Category of Trader
36.7 1.8 2.2 14.3 19.3 0.6 16.0 34.2 8.4 6.5 5.2 1.0 14.2 27.3
Number of Traders in Each Category Total Traders: 95
10 . 10 6 11 . 18 26 15 11 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 30,772
Positions
7,719 2,050 577 1,783 1,902 0 8,564 5,848 1,714 1,665 0 0 8,750 18,682
Changes from: July 14, 2015 Total Change is: 6,428
2,984 -699 47 0 0 0 3,346 2,966 316 1,074 0 0 -1,340 3,798
Percent of Open Interest Represented by Each Category of Trader
25.1 6.7 1.9 5.8 6.2 0.0 27.8 19.0 5.6 5.4 0.0 0.0 28.4 60.7
Number of Traders in Each Category Total Traders: 31
6 . . . . 0 9 8 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 188,476
Positions
45,494 31,571 6,376 10,722 61,259 2,519 74,016 32,007 15,292 6,898 14,002 2,877 24,283 22,574
Changes from: July 14, 2015 Total Change is: 6,644
178 8,622 -99 3,971 -2,529 -553 1,743 4,204 -1,440 2,529 -817 279 36 -1,023
Percent of Open Interest Represented by Each Category of Trader
24.1 16.8 3.4 5.7 32.5 1.3 39.3 17.0 8.1 3.7 7.4 1.5 12.9 12.0
Number of Traders in Each Category Total Traders: 113
6 9 10 9 18 9 25 26 22 9 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 279,599
Positions
132,518 36,676 6,965 18,527 44,858 5,727 29,118 97,387 16,787 48,362 11,185 4,427 17,168 55,587
Changes from: July 14, 2015 Total Change is: 4,572
1,044 -12,138 306 -2,923 2,660 203 3,755 10,732 630 2,238 1,243 253 -935 682
Percent of Open Interest Represented by Each Category of Trader
47.4 13.1 2.5 6.6 16.0 2.0 10.4 34.8 6.0 17.3 4.0 1.6 6.1 19.9
Number of Traders in Each Category Total Traders: 137
9 5 7 12 21 15 20 50 21 7 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 450,039
Positions
137,267 11,279 21,532 71,074 103,150 21,116 35,124 108,584 48,121 59,111 36,470 12,719 43,977 87,069
Changes from: July 14, 2015 Total Change is: 14,004
5,485 1,100 -201 3,933 -5,331 778 3,758 10,981 2,236 -2,340 -729 369 -13 4,802
Percent of Open Interest Represented by Each Category of Trader
30.5 2.5 4.8 15.8 22.9 4.7 7.8 24.1 10.7 13.1 8.1 2.8 9.8 19.3
Number of Traders in Each Category Total Traders: 245
20 8 9 25 36 25 25 60 37 25 45 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 177,187
Positions
126,229 268 5,422 2,331 30,938 1,609 12,110 58,519 8,588 2,985 23,720 2,187 15,728 45,937
Changes from: July 14, 2015 Total Change is: 12,814
15,371 6 696 8 3,779 206 -861 2,866 1,800 -3,357 624 -9 -1,041 2,846
Percent of Open Interest Represented by Each Category of Trader
71.2 0.2 3.1 1.3 17.5 0.9 6.8 33.0 4.8 1.7 13.4 1.2 8.9 25.9
Number of Traders in Each Category Total Traders: 96
15 . 9 . 11 4 14 36 12 6 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 49,064
Positions
37,142 39,737 1,296 2,879 0 0 3,343 4,811 738 1,532 113 1,802 332 567
Changes from: July 14, 2015 Total Change is: -2,506
2,097 2,317 -4,527 -231 0 0 96 -32 0 35 -207 0 24 -57
Percent of Open Interest Represented by Each Category of Trader
75.7 81.0 2.6 5.9 0.0 0.0 6.8 9.8 1.5 3.1 0.2 3.7 0.7 1.2
Number of Traders in Each Category Total Traders: 30
8 7 5 . 0 0 4 4 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 189,958
Positions
65,695 43,765 5,151 53,878 4,414 282 19,050 77,284 39,284 3,362 11,023 63 3,193 8,693
Changes from: July 14, 2015 Total Change is: 36,088
6,334 -215 4,907 1,332 293 93 1,585 9,175 22,427 966 321 -1,645 89 732
Percent of Open Interest Represented by Each Category of Trader
34.6 23.0 2.7 28.4 2.3 0.1 10.0 40.7 20.7 1.8 5.8 0.0 1.7 4.6
Number of Traders in Each Category Total Traders: 136
5 6 . 5 8 . 20 60 12 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 22,552
Positions
3,345 8,503 3,033 1,121 0 0 10,582 6,002 693 200 224 2,746 832 1,351
Changes from: July 14, 2015 Total Change is: 4,428
0 1,973 0 250 0 0 4,203 1,676 686 -523 0 0 -188 93
Percent of Open Interest Represented by Each Category of Trader
14.8 37.7 13.4 5.0 0.0 0.0 46.9 26.6 3.1 0.9 1.0 12.2 3.7 6.0
Number of Traders in Each Category Total Traders: 21
. 5 . . 0 0 4 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 38,544
Positions
27,142 134 9 1,586 3,179 1 7,291 24,417 284 0 3,706 0 2,231 6,814
Changes from: July 14, 2015 Total Change is: -3,767
-3,065 134 8 103 -1,350 0 -223 152 -95 -191 -3,012 0 -304 396
Percent of Open Interest Represented by Each Category of Trader
70.4 0.3 0.0 4.1 8.2 0.0 18.9 63.3 0.7 0.0 9.6 0.0 5.8 17.7
Number of Traders in Each Category Total Traders: 81
9 . . 4 8 . 11 36 6 0 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 48,668
Positions
18,026 31,272 246 6,648 2,077 364 13,642 5,515 939 1,695 1,541 329 6,779 6,385
Changes from: July 14, 2015 Total Change is: -53
-1,089 3,449 1 1,220 9 -61 -934 -2,140 -3 -109 -616 -5 927 -689
Percent of Open Interest Represented by Each Category of Trader
37.0 64.3 0.5 13.7 4.3 0.7 28.0 11.3 1.9 3.5 3.2 0.7 13.9 13.1
Number of Traders in Each Category Total Traders: 89
13 16 . 11 4 5 19 10 8 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 97,335
Positions
36,052 62,544 492 13,295 4,153 727 27,284 11,029 1,879 3,389 3,083 658 13,559 12,770
Changes from: July 14, 2015 Total Change is: -105
-2,178 6,898 2 2,439 18 -121 -1,868 -4,279 -5 -219 -1,231 -9 1,854 -1,377
Percent of Open Interest Represented by Each Category of Trader
37.0 64.3 0.5 13.7 4.3 0.7 28.0 11.3 1.9 3.5 3.2 0.7 13.9 13.1
Number of Traders in Each Category Total Traders: 89
13 16 . 11 4 5 19 10 8 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 792,396
Positions
44,530 112,981 29,424 282,071 118,932 58,813 86,143 161,284 119,032 20,899 43,146 33,361 118,124 115,424
Changes from: July 14, 2015 Total Change is: -14,005
-1,299 6,639 2,063 1,493 -1,388 -3,884 6,168 1,730 -9,514 -1,950 -1,431 -4,277 -2,805 -3,943
Percent of Open Interest Represented by Each Category of Trader
5.6 14.3 3.7 35.6 15.0 7.4 10.9 20.4 15.0 2.6 5.4 4.2 14.9 14.6
Number of Traders in Each Category Total Traders: 613
34 39 34 118 69 85 77 126 106 80 69 75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 163,616
Positions
14,517 19,611 5,569 43,712 19,590 4,970 4,369 7,679 33,829 4,237 3,819 13,397 39,016 55,152
Changes from: July 14, 2015 Total Change is: -1,947
1,819 2,405 816 -1,472 1,287 872 -3,077 -559 -1,462 -726 -245 385 897 -5,446
Percent of Open Interest Represented by Each Category of Trader
8.9 12.0 3.4 26.7 12.0 3.0 2.7 4.7 20.7 2.6 2.3 8.2 23.8 33.7
Number of Traders in Each Category Total Traders: 85
6 8 6 15 6 8 15 16 31 9 8 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 3,143,902
Positions
223,826 540,615 45,513 1,202,844 507,756 258,162 431,277 790,438 403,606 88,238 201,559 94,894 395,541 301,359
Changes from: July 14, 2015 Total Change is: -60,291
-5,567 31,195 -3,789 12,277 -15,924 -21,230 49,692 14,912 -43,730 -4,842 -4,648 -24,591 -18,512 7,514
Percent of Open Interest Represented by Each Category of Trader
7.1 17.2 1.4 38.3 16.2 8.2 13.7 25.1 12.8 2.8 6.4 3.0 12.6 9.6
Number of Traders in Each Category Total Traders: 589
34 39 31 112 66 80 75 124 100 76 63 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 80,842
Positions
3,961 22,591 1,199 44,420 42,254 1,263 17,781 8,179 1,576 0 263 0 10,642 3,517
Changes from: July 14, 2015 Total Change is: 897
-692 593 111 470 -83 -1,040 2,088 507 276 -277 0 0 -39 533
Percent of Open Interest Represented by Each Category of Trader
4.9 27.9 1.5 54.9 52.3 1.6 22.0 10.1 1.9 0.0 0.3 0.0 13.2 4.4
Number of Traders in Each Category Total Traders: 88
7 8 . 36 13 14 15 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 70,507
Positions
3,385 45,173 321 32,128 5,458 851 22,091 9,254 1,909 3,455 2,371 294 6,072 4,876
Changes from: July 14, 2015 Total Change is: 8,130
-278 4,328 54 1,148 79 98 6,542 3,243 -117 393 153 -190 479 481
Percent of Open Interest Represented by Each Category of Trader
4.8 64.1 0.5 45.6 7.7 1.2 31.3 13.1 2.7 4.9 3.4 0.4 8.6 6.9
Number of Traders in Each Category Total Traders: 235
17 23 6 36 17 7 53 40 23 25 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 352,537
Positions
16,925 225,866 1,605 160,642 27,291 4,257 110,454 46,269 9,543 17,277 11,854 1,472 30,362 24,379
Changes from: July 14, 2015 Total Change is: 40,650
-1,391 21,641 272 5,739 396 492 32,710 16,214 -583 1,964 763 -948 2,394 2,403
Percent of Open Interest Represented by Each Category of Trader
4.8 64.1 0.5 45.6 7.7 1.2 31.3 13.1 2.7 4.9 3.4 0.4 8.6 6.9
Number of Traders in Each Category Total Traders: 235
17 23 6 36 17 7 53 40 23 25 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 345,706
Positions
109,299 65,490 614 125,937 150,396 13,944 62,684 86,224 4,660 7,118 10,226 424 21,027 13,728
Changes from: July 14, 2015 Total Change is: -3,769
-2,596 7,283 369 5,907 -1,887 -953 -4,553 -9,020 686 -3,176 -421 217 329 -43
Percent of Open Interest Represented by Each Category of Trader
31.6 18.9 0.2 36.4 43.5 4.0 18.1 24.9 1.3 2.1 3.0 0.1 6.1 4.0
Number of Traders in Each Category Total Traders: 261
21 10 . 59 44 29 46 51 13 10 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 55,757
Positions
2,374 13,158 87 29,672 0 169 8,820 11,403 400 3,692 25,779 0 10,543 4,761
Changes from: July 14, 2015 Total Change is: -368
225 25 0 -7 -486 63 -545 605 400 -916 597 0 412 -1,572
Percent of Open Interest Represented by Each Category of Trader
4.3 23.6 0.2 53.2 0.0 0.3 15.8 20.5 0.7 6.6 46.2 0.0 18.9 8.5
Number of Traders in Each Category Total Traders: 59
5 7 . 18 0 . 14 7 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 115,359
Positions
22,680 5,075 856 28,003 889 746 33,870 10,720 844 19,156 425 0 9,204 95,804
Changes from: July 14, 2015 Total Change is: 5,063
2,069 1,457 315 1,854 -15 -161 407 1,560 -578 249 13 -4 912 2,476
Percent of Open Interest Represented by Each Category of Trader
19.7 4.4 0.7 24.3 0.8 0.6 29.4 9.3 0.7 16.6 0.4 0.0 8.0 83.0
Number of Traders in Each Category Total Traders: 88
17 9 4 13 . . 26 13 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 148,929
Positions
7,773 90,163 411 89,299 35,489 5,646 28,420 6,348 6,278 3,732 1,095 0 7,370 3,499
Changes from: July 14, 2015 Total Change is: 1,208
1,070 3,343 0 -1,802 -1,238 309 -127 -1,205 331 -283 -19 0 1,710 -313
Percent of Open Interest Represented by Each Category of Trader
5.2 60.5 0.3 60.0 23.8 3.8 19.1 4.3 4.2 2.5 0.7 0.0 4.9 2.3
Number of Traders in Each Category Total Traders: 108
7 13 . 39 22 17 13 5 5 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 408,227
Positions
22,413 178,016 1,913 215,702 90,691 56,032 58,828 48,449 15,954 18,729 5,980 1,520 17,136 9,672
Changes from: July 14, 2015 Total Change is: 14,349
-582 9,840 202 14,213 -1,120 -2,495 740 12,015 1,050 1,937 -3,023 -593 -123 -1,527
Percent of Open Interest Represented by Each Category of Trader
5.5 43.6 0.5 52.8 22.2 13.7 14.4 11.9 3.9 4.6 1.5 0.4 4.2 2.4
Number of Traders in Each Category Total Traders: 237
13 24 6 67 36 30 30 32 11 22 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 622,365
Positions
2,040 80,013 25,926 237,099 117,863 72,922 51,688 79,285 58,516 23,177 16,119 16,824 134,172 154,895
Changes from: July 14, 2015 Total Change is: 11,902
-153 -1,442 2,749 7,999 18,981 5,021 -2,164 4,299 -14,236 18,212 1,173 -1,182 -4,342 -3,460
Percent of Open Interest Represented by Each Category of Trader
0.3 12.9 4.2 38.1 18.9 11.7 8.3 12.7 9.4 3.7 2.6 2.7 21.6 24.9
Number of Traders in Each Category Total Traders: 160
6 16 14 36 27 39 23 32 37 9 11 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 608,889
Positions
24,743 88,571 492 364,876 55,761 75,693 13,862 277,101 13,633 6,215 4,459 634 108,741 92,544
Changes from: July 14, 2015 Total Change is: 2,685
-640 -1,224 55 1,230 639 1,975 494 5,623 201 -245 0 0 -385 -4,585
Percent of Open Interest Represented by Each Category of Trader
4.1 14.5 0.1 59.9 9.2 12.4 2.3 45.5 2.2 1.0 0.7 0.1 17.9 15.2
Number of Traders in Each Category Total Traders: 102
. 8 . 48 12 33 5 22 10 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 1,406,749
Positions
28,433 124,386 15,005 240,266 453,944 152,018 515,770 202,277 101,167 225,439 193,968 16,980 111,671 147,004
Changes from: July 14, 2015 Total Change is: 17,170
822 -699 2,997 -8,466 19,616 -2,985 -4,557 4,704 3,748 38,751 -5,322 -188 -12,954 -4,702
Percent of Open Interest Represented by Each Category of Trader
2.0 8.8 1.1 17.1 32.3 10.8 36.7 14.4 7.2 16.0 13.8 1.2 7.9 10.4
Number of Traders in Each Category Total Traders: 290
9 33 12 40 51 48 48 39 41 23 47 12
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Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 3,239,888
Positions
94,590 149,758 179,824 1,111,692 787,644 353,525 395,117 694,812 345,340 360,717 166,013 100,777 298,306 462,195
Changes from: July 14, 2015 Total Change is: -40,052
3,026 -5,114 10,800 -1,027 4,673 -9,673 31,913 12,916 -46,346 3,958 3,932 -9,687 -23,016 -1,553
Percent of Open Interest Represented by Each Category of Trader
2.9 4.6 5.6 34.3 24.3 10.9 12.2 21.4 10.7 11.1 5.1 3.1 9.2 14.3
Number of Traders in Each Category Total Traders: 402
17 36 40 47 82 81 57 73 86 36 54 44
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Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 2,393,182
Positions
70,285 225,695 62,050 899,862 572,107 276,198 448,882 426,147 189,900 143,875 230,385 48,209 253,923 362,493
Changes from: July 14, 2015 Total Change is: 71,219
-5,476 22,201 4,861 92,110 39,918 -26,287 39,740 30,901 -10,186 12,234 7,807 -5,504 -30,274 7,508
Percent of Open Interest Represented by Each Category of Trader
2.9 9.4 2.6 37.6 23.9 11.5 18.8 17.8 7.9 6.0 9.6 2.0 10.6 15.1
Number of Traders in Each Category Total Traders: 286
16 28 23 38 47 50 48 48 54 13 48 14
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Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 905,384
Positions
371,483 199,572 264,329 0 21,530 8,980 35,172 137,620 134,967 42,268 54,546 26,964 21,220 56,876
Changes from: July 14, 2015 Total Change is: -673
-18,720 1,686 9,094 0 -247 1,153 5,363 -8,613 -6,968 9,303 3,666 336 -234 -779
Percent of Open Interest Represented by Each Category of Trader
41.0 22.0 29.2 0.0 2.4 1.0 3.9 15.2 14.9 4.7 6.0 3.0 2.3 6.3
Number of Traders in Each Category Total Traders: 137
16 33 40 0 11 4 15 36 31 5 16 10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 is17,833,339
Positions
2,704,894 1,239,717 4,229,074 352,062 1,983,977 618,348 1,680,493 885,419 5,772,036 462,198 610,436 1,148,060 866,175 1,346,274
Changes from: July 14, 2015 Total Change is: 228,793
54,284 2,622 36,730 42,702 40,960 28,490 -74,159 8,163 150,551 24,935 -4,839 -23,090 -11,650 -10,793
Percent of Open Interest Represented by Each Category of Trader
15.2 7.0 23.7 2.0 11.1 3.5 9.4 5.0 32.4 2.6 3.4 6.4 4.9 7.5
Number of Traders in Each Category Total Traders: 310
33 49 79 11 32 31 51 75 102 16 40 38
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Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 50,354
Positions
9,907 1,061 0 475 16,358 0 37,985 23,976 0 1,896 8,794 21 70 144
Changes from: July 14, 2015 Total Change is: 1,911
1,403 370 0 0 62 0 822 1,436 0 -296 -16 0 -18 59
Percent of Open Interest Represented by Each Category of Trader
19.7 2.1 0.0 0.9 32.5 0.0 75.4 47.6 0.0 3.8 17.5 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 45
. 4 0 . 8 0 4 13 0 . 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 34,299
Positions
6,049 0 100 0 14,450 0 26,912 7,981 836 305 10,862 0 97 70
Changes from: July 14, 2015 Total Change is: 16
598 -1,745 -10 0 959 0 -526 483 138 -200 253 -31 47 -31
Percent of Open Interest Represented by Each Category of Trader
17.6 0.0 0.3 0.0 42.1 0.0 78.5 23.3 2.4 0.9 31.7 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 38
5 0 . 0 8 0 6 9 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 99,016
Positions
3,752 78,572 77 22,898 0 479 15,947 14,860 1,437 37,288 615 334 16,804 2,642
Changes from: July 14, 2015 Total Change is: 9,969
178 6,523 -40 2,519 0 -47 1,391 2,227 94 3,718 231 109 2,046 872
Percent of Open Interest Represented by Each Category of Trader
3.8 79.4 0.1 23.1 0.0 0.5 16.1 15.0 1.5 37.7 0.6 0.3 17.0 2.7
Number of Traders in Each Category Total Traders: 220
7 4 . 14 0 . 42 13 12 133 6 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 368,795
Positions
75,303 43,781 21,612 54,693 41,158 24,811 91,507 128,015 57,288 8,087 8,387 12,648 22,846 31,095
Changes from: July 14, 2015 Total Change is: 38,828
-82 326 1,854 4,788 7,605 -4,061 34,809 31,680 2,401 3,330 1,942 -3,806 -405 887
Percent of Open Interest Represented by Each Category of Trader
20.4 11.9 5.9 14.8 11.2 6.7 24.8 34.7 15.5 2.2 2.3 3.4 6.2 8.4
Number of Traders in Each Category Total Traders: 202
20 14 22 9 20 10 41 53 50 13 19 23
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Traders in Financial Futures - Options and Futures Combined Positions as of July 21, 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 20,180
Positions
166 2,934 0 6,773 1,908 775 11,363 13,185 323 362 1,032 0 418 23
Changes from: July 14, 2015 Total Change is: -367
39 0 0 -1,013 -50 -79 501 -483 0 0 240 0 185 5
Percent of Open Interest Represented by Each Category of Trader
0.8 14.5 0.0 33.6 9.5 3.8 56.3 65.3 1.6 1.8 5.1 0.0 2.1 0.1
Number of Traders in Each Category Total Traders: 33
. . 0 7 . . 9 7 . . . 0
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Updated July 24, 2015