Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 190,480
Positions
91,968 3,824 4,581 26,527 35,548 1,106 14,123 70,098 14,772 11,903 13,584 1,658 23,842 45,310
Changes from: August 4, 2015 Total Change is: -4,722
3,399 -56 -396 -548 -2,295 -420 -3,400 1,884 -3,057 55 671 -522 167 -532
Percent of Open Interest Represented by Each Category of Trader
48.3 2.0 2.4 13.9 18.7 0.6 7.4 36.8 7.8 6.2 7.1 0.9 12.5 23.8
Number of Traders in Each Category Total Traders: 104
10 . 10 7 11 4 20 33 19 10 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 46,912
Positions
23,672 1,097 624 1,685 2,232 0 7,955 15,711 2,529 2,514 0 0 7,932 24,719
Changes from: August 4, 2015 Total Change is: 6,240
7,018 -1,456 -51 -102 -392 0 -1,728 3,831 16 345 0 0 742 4,291
Percent of Open Interest Represented by Each Category of Trader
50.5 2.3 1.3 3.6 4.8 0.0 17.0 33.5 5.4 5.4 0.0 0.0 16.9 52.7
Number of Traders in Each Category Total Traders: 35
6 . . . 4 0 8 12 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 181,477
Positions
47,298 27,942 6,944 10,660 62,420 1,865 65,678 26,488 15,353 5,418 14,352 3,083 25,177 23,030
Changes from: August 4, 2015 Total Change is: -9,867
1,265 -9,696 628 -5,440 -51 268 -5,681 -339 285 -1,821 432 71 559 -1,465
Percent of Open Interest Represented by Each Category of Trader
26.1 15.4 3.8 5.9 34.4 1.0 36.2 14.6 8.5 3.0 7.9 1.7 13.9 12.7
Number of Traders in Each Category Total Traders: 111
5 11 11 7 20 7 29 22 17 6 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 296,436
Positions
152,467 3,335 8,342 20,947 55,670 3,593 23,546 128,400 17,965 47,281 12,566 4,523 17,772 62,041
Changes from: August 4, 2015 Total Change is: 10,118
17,788 -13,395 -2,326 1,196 773 -1,474 -3,470 21,458 -883 -2,100 1,468 -425 1,811 4,921
Percent of Open Interest Represented by Each Category of Trader
51.4 1.1 2.8 7.1 18.8 1.2 7.9 43.3 6.1 15.9 4.2 1.5 6.0 20.9
Number of Traders in Each Category Total Traders: 135
13 . 7 11 20 12 17 50 21 7 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 433,487
Positions
126,824 21,942 18,088 74,115 93,377 18,112 38,520 107,868 39,764 63,162 40,282 11,087 43,816 82,967
Changes from: August 4, 2015 Total Change is: -24,990
-7,088 4,942 -6,815 2,572 -6,171 -3,248 -120 -4,268 -8,743 686 2,621 -3,364 1,130 56
Percent of Open Interest Represented by Each Category of Trader
29.3 5.1 4.2 17.1 21.5 4.2 8.9 24.9 9.2 14.6 9.3 2.6 10.1 19.1
Number of Traders in Each Category Total Traders: 251
16 11 9 27 36 29 27 56 38 28 49 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 181,149
Positions
133,761 954 5,117 2,939 30,308 1,452 9,813 64,042 7,913 1,071 24,318 1,820 17,264 45,225
Changes from: August 4, 2015 Total Change is: -7,828
-2,093 -54 -2,184 -282 3,774 -373 -1,340 1,403 -2,419 141 -4,022 -473 1,197 -3,479
Percent of Open Interest Represented by Each Category of Trader
73.8 0.5 2.8 1.6 16.7 0.8 5.4 35.4 4.4 0.6 13.4 1.0 9.5 25.0
Number of Traders in Each Category Total Traders: 96
13 . 8 . 11 4 16 35 12 . 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 50,708
Positions
36,870 39,737 3,261 2,055 0 0 3,855 4,391 737 1,523 113 1,802 605 667
Changes from: August 4, 2015 Total Change is: 1,829
-30 0 1,998 -400 0 0 142 -43 0 6 -142 0 113 16
Percent of Open Interest Represented by Each Category of Trader
72.7 78.4 6.4 4.1 0.0 0.0 7.6 8.7 1.5 3.0 0.2 3.6 1.2 1.3
Number of Traders in Each Category Total Traders: 28
8 7 7 . 0 0 . . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 174,069
Positions
77,681 47,062 5,097 29,279 4,608 580 17,547 57,710 37,361 3,194 12,395 394 2,936 8,862
Changes from: August 4, 2015 Total Change is: -17,540
-4,544 88 -142 -9,003 -190 278 -3,465 -17,222 -1,765 875 1,253 333 -107 -174
Percent of Open Interest Represented by Each Category of Trader
44.6 27.0 2.9 16.8 2.6 0.3 10.1 33.2 21.5 1.8 7.1 0.2 1.7 5.1
Number of Traders in Each Category Total Traders: 140
8 4 . 5 8 . 21 58 15 11 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 24,003
Positions
7,717 3,766 2,975 1,243 306 0 7,596 9,617 299 350 2,525 2,746 1,077 1,769
Changes from: August 4, 2015 Total Change is: 1,644
1,049 0 0 -5 -301 0 96 1,036 293 0 546 0 211 70
Percent of Open Interest Represented by Each Category of Trader
32.2 15.7 12.4 5.2 1.3 0.0 31.6 40.1 1.2 1.5 10.5 11.4 4.5 7.4
Number of Traders in Each Category Total Traders: 29
5 . . . . 0 4 10 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 36,861
Positions
24,861 3,033 54 2,126 3,043 1 6,848 21,412 362 153 2,696 0 2,456 6,260
Changes from: August 4, 2015 Total Change is: -1,669
-572 405 45 66 -86 0 -1,054 -1,429 -5 -48 -260 0 -101 -339
Percent of Open Interest Represented by Each Category of Trader
67.4 8.2 0.1 5.8 8.3 0.0 18.6 58.1 1.0 0.4 7.3 0.0 6.7 17.0
Number of Traders in Each Category Total Traders: 72
9 . . 4 6 . 13 28 5 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 9,128
Positions
5,878 0 0 470 3,206 176 2,022 2,471 0 0 1,766 0 582 1,509
Changes from: August 4, 2015 Total Change is: 209
164 0 0 -2 153 2 -34 131 0 0 -30 0 79 -47
Percent of Open Interest Represented by Each Category of Trader
64.4 0.0 0.0 5.1 35.1 1.9 22.2 27.1 0.0 0.0 19.3 0.0 6.4 16.5
Number of Traders in Each Category Total Traders: 23
. 0 0 . . . . 6 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 49,152
Positions
21,472 25,040 400 5,983 2,036 433 8,889 12,676 629 4,311 744 520 6,515 6,674
Changes from: August 4, 2015 Total Change is: -471
2,836 -5,182 98 -587 -28 26 -2,592 4,284 -219 155 29 37 -224 486
Percent of Open Interest Represented by Each Category of Trader
43.7 50.9 0.8 12.2 4.1 0.9 18.1 25.8 1.3 8.8 1.5 1.1 13.3 13.6
Number of Traders in Each Category Total Traders: 98
20 12 . 12 . 5 13 20 5 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 98,303
Positions
42,944 50,079 800 11,965 4,072 865 17,777 25,352 1,258 8,623 1,488 1,040 13,030 13,348
Changes from: August 4, 2015 Total Change is: -941
5,673 -10,365 197 -1,174 -56 51 -5,185 8,567 -439 310 57 73 -448 973
Percent of Open Interest Represented by Each Category of Trader
43.7 50.9 0.8 12.2 4.1 0.9 18.1 25.8 1.3 8.8 1.5 1.1 13.3 13.6
Number of Traders in Each Category Total Traders: 98
20 12 . 12 . 5 13 20 5 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 838,158
Positions
58,283 106,047 35,767 268,628 127,567 64,451 88,446 165,163 132,588 22,015 46,748 35,800 132,180 124,027
Changes from: August 4, 2015 Total Change is: 30,062
4,345 419 2,243 3,512 1,569 1,610 236 5,467 10,594 370 721 2,296 4,856 5,143
Percent of Open Interest Represented by Each Category of Trader
7.0 12.7 4.3 32.0 15.2 7.7 10.6 19.7 15.8 2.6 5.6 4.3 15.8 14.8
Number of Traders in Each Category Total Traders: 646
34 37 39 120 72 90 74 134 106 95 78 93
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 172,576
Positions
20,659 16,564 5,586 42,530 20,576 4,470 6,303 11,035 34,060 5,127 4,854 12,217 41,624 63,215
Changes from: August 4, 2015 Total Change is: 8,459
2,625 -1,267 326 1,924 931 5 1,585 729 1,999 327 1,673 47 -378 4,017
Percent of Open Interest Represented by Each Category of Trader
12.0 9.6 3.2 24.6 11.9 2.6 3.7 6.4 19.7 3.0 2.8 7.1 24.1 36.6
Number of Traders in Each Category Total Traders: 91
7 6 7 14 6 7 16 19 33 13 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,327,909
Positions
296,980 556,279 42,044 1,153,263 557,727 277,135 460,512 820,436 442,842 92,040 217,066 110,316 452,776 304,063
Changes from: August 4, 2015 Total Change is: 108,015
17,615 17,449 571 17,491 12,744 -1,524 5,602 36,034 30,631 873 -4,106 10,586 26,169 5,630
Percent of Open Interest Represented by Each Category of Trader
8.9 16.7 1.3 34.7 16.8 8.3 13.8 24.7 13.3 2.8 6.5 3.3 13.6 9.1
Number of Traders in Each Category Total Traders: 615
34 37 35 114 70 85 77 125 100 85 73 84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 80,784
Positions
4,007 19,947 1,050 45,423 46,724 1,282 18,038 6,803 845 437 263 0 9,702 3,870
Changes from: August 4, 2015 Total Change is: 417
92 -833 21 1,981 2,174 -76 -981 -419 -598 -9 0 0 -13 148
Percent of Open Interest Represented by Each Category of Trader
5.0 24.7 1.3 56.2 57.8 1.6 22.3 8.4 1.0 0.5 0.3 0.0 12.0 4.8
Number of Traders in Each Category Total Traders: 90
6 8 . 38 13 13 14 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 71,020
Positions
5,184 44,959 410 31,988 6,234 1,218 18,160 8,159 3,042 4,274 2,365 508 6,237 4,126
Changes from: August 4, 2015 Total Change is: -1,137
1,436 -2,701 -6 -1,777 354 509 -2,980 -536 1,181 426 -257 96 -22 222
Percent of Open Interest Represented by Each Category of Trader
7.3 63.3 0.6 45.0 8.8 1.7 25.6 11.5 4.3 6.0 3.3 0.7 8.8 5.8
Number of Traders in Each Category Total Traders: 246
18 20 6 41 21 8 54 37 26 29 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 355,099
Positions
25,918 224,795 2,050 159,939 31,171 6,088 90,802 40,796 15,208 21,368 11,824 2,538 31,187 20,628
Changes from: August 4, 2015 Total Change is: -5,685
7,180 -13,506 -32 -8,883 1,771 2,543 -14,901 -2,679 5,907 2,129 -1,283 482 -110 1,111
Percent of Open Interest Represented by Each Category of Trader
7.3 63.3 0.6 45.0 8.8 1.7 25.6 11.5 4.3 6.0 3.3 0.7 8.8 5.8
Number of Traders in Each Category Total Traders: 246
18 20 6 41 21 8 54 37 26 29 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 356,669
Positions
128,485 36,928 219 128,375 160,491 13,250 53,380 112,463 5,314 9,317 11,481 232 18,097 16,292
Changes from: August 4, 2015 Total Change is: 10,653
11,930 -5,739 -437 -153 2,004 -367 -2,025 11,042 1,330 731 1,022 16 -372 1,782
Percent of Open Interest Represented by Each Category of Trader
36.0 10.4 0.1 36.0 45.0 3.7 15.0 31.5 1.5 2.6 3.2 0.1 5.1 4.6
Number of Traders in Each Category Total Traders: 264
21 10 . 60 43 29 37 56 14 14 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 55,867
Positions
2,499 13,063 77 30,416 0 136 7,253 11,055 696 4,266 26,447 0 10,524 4,393
Changes from: August 4, 2015 Total Change is: 673
-5 10 -10 720 0 -1 141 -428 -14 353 1,214 0 -511 -98
Percent of Open Interest Represented by Each Category of Trader
4.5 23.4 0.1 54.4 0.0 0.2 13.0 19.8 1.2 7.6 47.3 0.0 18.8 7.9
Number of Traders in Each Category Total Traders: 62
4 7 . 20 0 . 12 7 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 120,234
Positions
23,709 5,644 957 30,959 1,073 986 35,798 9,664 722 18,524 655 3 8,576 100,530
Changes from: August 4, 2015 Total Change is: -2,544
-242 1,435 372 624 91 4 -3,187 -3,028 312 -694 -57 0 267 -1,673
Percent of Open Interest Represented by Each Category of Trader
19.7 4.7 0.8 25.7 0.9 0.8 29.8 8.0 0.6 15.4 0.5 0.0 7.1 83.6
Number of Traders in Each Category Total Traders: 85
19 10 5 12 . . 25 10 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 154,920
Positions
9,417 96,353 408 88,558 36,334 6,251 31,539 4,556 6,676 5,256 1,120 0 6,815 3,222
Changes from: August 4, 2015 Total Change is: -256
368 1,406 -34 -3,440 145 153 1,153 -1,056 -98 1,192 -202 0 450 -570
Percent of Open Interest Represented by Each Category of Trader
6.1 62.2 0.3 57.2 23.5 4.0 20.4 2.9 4.3 3.4 0.7 0.0 4.4 2.1
Number of Traders in Each Category Total Traders: 111
5 14 . 40 22 15 16 . 4 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244042 Open Interest is 425,185
Positions
21,753 175,839 1,693 243,632 95,905 52,194 58,894 62,405 9,488 17,684 12,326 3,187 16,660 12,148
Changes from: August 4, 2015 Total Change is: 1,164
609 1,818 16 474 -187 1,956 -2,460 -2,610 -634 998 656 -103 308 252
Percent of Open Interest Represented by Each Category of Trader
5.1 41.4 0.4 57.3 22.6 12.3 13.9 14.7 2.2 4.2 2.9 0.7 3.9 2.9
Number of Traders in Each Category Total Traders: 243
16 24 6 62 37 29 29 32 12 24 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 694,335
Positions
3,927 53,979 29,038 203,706 147,935 98,399 55,051 54,061 89,931 42,275 22,436 25,637 146,371 172,919
Changes from: August 4, 2015 Total Change is: 46,913
1,754 -20,915 7,426 -9,716 3,234 16,855 2,156 4,985 16,698 2,578 7,552 6,637 2,525 4,440
Percent of Open Interest Represented by Each Category of Trader
0.6 7.8 4.2 29.3 21.3 14.2 7.9 7.8 13.0 6.1 3.2 3.7 21.1 24.9
Number of Traders in Each Category Total Traders: 155
. 17 10 35 28 37 34 20 39 7 13 11
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 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 610,679
Positions
16,723 95,613 152 359,342 58,899 70,506 14,812 264,585 16,791 5,200 4,459 0 127,153 99,674
Changes from: August 4, 2015 Total Change is: 4,804
-5,769 437 -334 -4,979 2,361 2,825 -1,355 -1,353 2,838 2,613 0 0 8,964 -1,971
Percent of Open Interest Represented by Each Category of Trader
2.7 15.7 0.0 58.8 9.6 11.5 2.4 43.3 2.7 0.9 0.7 0.0 20.8 16.3
Number of Traders in Each Category Total Traders: 94
. 8 . 45 11 32 5 19 12 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,510,639
Positions
27,073 169,490 21,378 262,578 480,537 171,278 525,366 208,985 108,388 262,005 179,808 18,521 114,052 152,254
Changes from: August 4, 2015 Total Change is: 52,664
4,669 39,418 3,478 -4,309 7,205 3,823 23,780 -12,062 12,158 14,771 -1,275 -4,374 -1,333 4,292
Percent of Open Interest Represented by Each Category of Trader
1.8 11.2 1.4 17.4 31.8 11.3 34.8 13.8 7.2 17.3 11.9 1.2 7.5 10.1
Number of Traders in Each Category Total Traders: 308
7 41 16 39 53 43 57 37 40 26 48 17
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,521,460
Positions
67,871 220,950 178,325 1,291,587 789,161 367,114 468,058 787,816 384,362 305,697 171,961 121,412 337,033 500,358
Changes from: August 4, 2015 Total Change is: 72,788
-15,381 25,638 1,606 31,158 76,871 -16,050 31,444 -40,855 29,468 11,863 -1,293 -10,918 9,597 8,320
Percent of Open Interest Represented by Each Category of Trader
1.9 6.3 5.1 36.7 22.4 10.4 13.3 22.4 10.9 8.7 4.9 3.4 9.6 14.2
Number of Traders in Each Category Total Traders: 404
15 41 46 47 85 82 59 67 83 38 52 42
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,552,140
Positions
35,663 292,146 63,664 956,206 532,873 332,447 496,304 439,394 209,151 104,576 243,312 56,138 297,991 383,014
Changes from: August 4, 2015 Total Change is: 31,309
-20,913 10,674 -3,140 -14,223 -6,871 28,463 27,905 -20,893 16,268 -17,768 16,274 1,025 13,691 -10,491
Percent of Open Interest Represented by Each Category of Trader
1.4 11.4 2.5 37.5 20.9 13.0 19.4 17.2 8.2 4.1 9.5 2.2 11.7 15.0
Number of Traders in Each Category Total Traders: 294
11 33 24 44 45 56 51 52 58 15 43 13
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 885,644
Positions
288,248 191,895 293,977 0 15,874 9,241 67,520 116,427 130,302 44,844 47,270 27,420 24,092 53,237
Changes from: August 4, 2015 Total Change is: 79,784
4,313 14,970 32,268 0 -2,225 -24 25,807 17,479 1,452 5,747 4,849 6,173 4,047 4,842
Percent of Open Interest Represented by Each Category of Trader
32.5 21.7 33.2 0.0 1.8 1.0 7.6 13.1 14.7 5.1 5.3 3.1 2.7 6.0
Number of Traders in Each Category Total Traders: 127
19 31 44 0 8 . 19 26 30 6 14 8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is19,158,285
Positions
2,888,402 1,420,653 4,471,895 531,455 2,046,154 687,854 1,576,443 846,907 6,345,930 494,852 670,334 1,326,024 835,431 1,342,534
Changes from: August 4, 2015 Total Change is: 296,544
28,977 2,171 51,697 57,458 -26,000 11,090 -50,952 2,860 232,550 11,559 -5,369 24,569 -70,405 2,975
Percent of Open Interest Represented by Each Category of Trader
15.1 7.4 23.3 2.8 10.7 3.6 8.2 4.4 33.1 2.6 3.5 6.9 4.4 7.0
Number of Traders in Each Category Total Traders: 326
37 52 86 10 35 30 51 79 105 14 45 37
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 53,504
Positions
11,729 1,676 0 560 18,603 0 39,503 24,276 0 1,589 8,854 21 102 74
Changes from: August 4, 2015 Total Change is: 2,262
1,215 -583 0 -28 543 0 1,027 2,125 0 31 182 0 17 -5
Percent of Open Interest Represented by Each Category of Trader
21.9 3.1 0.0 1.0 34.8 0.0 73.8 45.4 0.0 3.0 16.5 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 47
4 4 0 . 8 0 4 12 0 . 12 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 36,141
Positions
8,779 299 0 0 15,073 0 25,690 9,147 1,102 405 10,439 0 165 81
Changes from: August 4, 2015 Total Change is: 481
2,161 198 0 0 68 0 -1,135 922 -652 100 -43 0 7 -12
Percent of Open Interest Represented by Each Category of Trader
24.3 0.8 0.0 0.0 41.7 0.0 71.1 25.3 3.0 1.1 28.9 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 39
4 . 0 0 10 0 4 9 . . 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 102,031
Positions
4,029 84,498 488 22,887 0 494 18,833 10,153 4,065 35,464 118 209 15,562 2,006
Changes from: August 4, 2015 Total Change is: 1,058
302 2,502 298 -415 0 7 3,065 -4,379 2,225 -4,269 -6 -12 -143 424
Percent of Open Interest Represented by Each Category of Trader
3.9 82.8 0.5 22.4 0.0 0.5 18.5 10.0 4.0 34.8 0.1 0.2 15.3 2.0
Number of Traders in Each Category Total Traders: 215
9 4 . 14 0 . 43 12 15 127 . 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 350,640
Positions
84,950 6,612 24,013 60,084 40,978 17,267 64,921 154,993 54,668 7,660 8,879 13,656 23,421 29,574
Changes from: August 4, 2015 Total Change is: 18,132
10,845 -11,076 6,437 1,524 -1,617 -2,227 -6,998 22,518 4,145 844 -378 1,235 2,327 -905
Percent of Open Interest Represented by Each Category of Trader
24.2 1.9 6.8 17.1 11.7 4.9 18.5 44.2 15.6 2.2 2.5 3.9 6.7 8.4
Number of Traders in Each Category Total Traders: 207
23 11 17 13 17 10 39 57 45 15 21 22
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Traders in Financial Futures - Options and Futures Combined Positions as of August 11, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 21,022
Positions
101 2,934 0 4,670 1,908 724 13,894 14,479 323 915 615 0 395 39
Changes from: August 4, 2015 Total Change is: 375
-26 0 0 -187 0 -5 58 381 0 525 10 0 10 -11
Percent of Open Interest Represented by Each Category of Trader
0.5 14.0 0.0 22.2 9.1 3.4 66.1 68.9 1.5 4.4 2.9 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 6 . . 9 8 . 5 . 0
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Updated August 14, 2015