Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 148,924
Positions
51,646 0 3,977 28,065 30,709 1,198 22,164 60,964 7,803 10,305 1,828 1,078 22,687 41,367
Changes from: September 15, 2015 Total Change is: -50,034
-18,405 -4,558 -28,374 2,040 1,851 80 5,646 3,302 -8,234 -2,183 -10,397 -522 -82 -3,183
Percent of Open Interest Represented by Each Category of Trader
34.7 0.0 2.7 18.8 20.6 0.8 14.9 40.9 5.2 6.9 1.2 0.7 15.2 27.8
Number of Traders in Each Category Total Traders: 84
11 0 8 7 9 4 19 25 12 9 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 38,856
Positions
18,806 1,610 519 729 1,457 420 9,468 15,883 1,458 0 0 0 7,457 17,510
Changes from: September 15, 2015 Total Change is: -637
4,693 12 96 -418 0 0 -5,489 210 205 0 0 0 277 -1,159
Percent of Open Interest Represented by Each Category of Trader
48.4 4.1 1.3 1.9 3.7 1.1 24.4 40.9 3.8 0.0 0.0 0.0 19.2 45.1
Number of Traders in Each Category Total Traders: 32
5 . . . . . 10 10 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 169,234
Positions
56,003 8,985 4,554 16,573 73,780 2,362 48,181 22,713 15,430 2,129 11,216 2,919 21,083 27,276
Changes from: September 15, 2015 Total Change is: 1,649
-1,553 5,306 -422 4,915 275 -360 -3,589 -1,554 1,860 -436 -1,196 166 1,067 -2,426
Percent of Open Interest Represented by Each Category of Trader
33.1 5.3 2.7 9.8 43.6 1.4 28.5 13.4 9.1 1.3 6.6 1.7 12.5 16.1
Number of Traders in Each Category Total Traders: 96
5 5 5 6 20 7 28 22 18 5 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 205,258
Positions
71,962 7,177 6,757 22,853 59,420 5,034 36,215 67,139 18,478 17,872 6,914 2,383 23,704 31,956
Changes from: September 15, 2015 Total Change is: 10,195
1,514 1,442 -127 -605 11,491 52 9,708 1,274 -121 -2,786 -1,114 -212 2,770 -2,492
Percent of Open Interest Represented by Each Category of Trader
35.1 3.5 3.3 11.1 28.9 2.5 17.6 32.7 9.0 8.7 3.4 1.2 11.5 15.6
Number of Traders in Each Category Total Traders: 141
11 . 10 9 25 11 34 33 24 9 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 387,711
Positions
92,729 17,919 18,987 66,814 87,309 23,388 33,994 88,631 35,999 55,923 33,201 13,000 46,877 69,277
Changes from: September 15, 2015 Total Change is: 11,678
-2,080 5,638 2,096 -675 -3,462 2,042 827 -1,221 2,039 4,327 -1,433 916 2,187 5,063
Percent of Open Interest Represented by Each Category of Trader
23.9 4.6 4.9 17.2 22.5 6.0 8.8 22.9 9.3 14.4 8.6 3.4 12.1 17.9
Number of Traders in Each Category Total Traders: 233
16 12 13 29 31 27 22 51 33 27 44 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 164,371
Positions
102,593 680 4,718 4,659 25,319 1,537 18,144 55,646 7,795 7,441 27,834 1,644 15,840 39,198
Changes from: September 15, 2015 Total Change is: -9,573
3,112 -18 467 88 -6,011 243 -13,763 -3,847 -596 -191 1,636 -218 1,285 -1,229
Percent of Open Interest Represented by Each Category of Trader
62.4 0.4 2.9 2.8 15.4 0.9 11.0 33.9 4.7 4.5 16.9 1.0 9.6 23.8
Number of Traders in Each Category Total Traders: 91
11 . 8 4 11 5 15 30 11 7 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 34,353
Positions
29,435 29,086 391 1,501 0 0 880 3,508 592 907 324 0 647 452
Changes from: September 15, 2015 Total Change is: -19,885
-12,468 -13,326 -3,506 0 0 0 -3,325 -811 -560 235 -1,356 -235 -26 -91
Percent of Open Interest Represented by Each Category of Trader
85.7 84.7 1.1 4.4 0.0 0.0 2.6 10.2 1.7 2.6 0.9 0.0 1.9 1.3
Number of Traders in Each Category Total Traders: 24
5 7 . . 0 0 . 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 126,898
Positions
53,671 51,346 27 17,720 4,820 143 42,024 42,242 6,853 3,280 13,503 33 3,147 7,931
Changes from: September 15, 2015 Total Change is: -3,973
-273 12,626 3 -36,204 41 -55 25,507 -22,619 5,109 1,548 712 -181 572 391
Percent of Open Interest Represented by Each Category of Trader
42.3 40.5 0.0 14.0 3.8 0.1 33.1 33.3 5.4 2.6 10.6 0.0 2.5 6.2
Number of Traders in Each Category Total Traders: 113
. 10 . 4 7 . 20 45 13 7 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 21,809
Positions
13,735 3,529 5 2,245 0 0 1,894 13,002 2,585 307 671 0 1,038 2,017
Changes from: September 15, 2015 Total Change is: -306
491 0 0 0 0 0 -1,347 -569 681 -145 -348 0 14 -70
Percent of Open Interest Represented by Each Category of Trader
63.0 16.2 0.0 10.3 0.0 0.0 8.7 59.6 11.9 1.4 3.1 0.0 4.8 9.2
Number of Traders in Each Category Total Traders: 26
5 . . . 0 0 4 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 35,920
Positions
21,585 0 1 1,010 5,646 1 10,725 21,651 242 776 2,488 0 1,580 5,891
Changes from: September 15, 2015 Total Change is: 2,568
3,778 -118 1 0 -26 0 -1,127 2,086 5 -45 20 0 -44 600
Percent of Open Interest Represented by Each Category of Trader
60.1 0.0 0.0 2.8 15.7 0.0 29.9 60.3 0.7 2.2 6.9 0.0 4.4 16.4
Number of Traders in Each Category Total Traders: 73
9 0 . . 7 . 12 32 4 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 31,758
Positions
10,564 8,477 1,379 3,850 1,819 293 6,033 7,158 992 2,720 2,051 727 5,200 8,862
Changes from: September 15, 2015 Total Change is: -19,790
-10,670 -9,851 -4,685 -376 -114 -523 -937 -1,442 -842 -320 -197 -1,234 -203 -903
Percent of Open Interest Represented by Each Category of Trader
33.3 26.7 4.3 12.1 5.7 0.9 19.0 22.5 3.1 8.6 6.5 2.3 16.4 27.9
Number of Traders in Each Category Total Traders: 78
19 9 5 9 . . 8 16 6 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 63,515
Positions
21,128 16,954 2,757 7,700 3,638 586 12,066 14,315 1,984 5,440 4,103 1,453 10,400 17,724
Changes from: September 15, 2015 Total Change is: -39,580
-21,341 -19,701 -9,370 -751 -228 -1,046 -1,873 -2,883 -1,684 -640 -394 -2,468 -407 -1,805
Percent of Open Interest Represented by Each Category of Trader
33.3 26.7 4.3 12.1 5.7 0.9 19.0 22.5 3.1 8.6 6.5 2.3 16.4 27.9
Number of Traders in Each Category Total Traders: 78
19 9 5 9 . . 8 16 6 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 864,821
Positions
123,810 62,961 24,289 234,080 179,795 71,835 80,215 173,098 133,980 24,106 43,843 41,977 130,530 133,044
Changes from: September 15, 2015 Total Change is: -298,745
-29,894 -13,731 -86,817 5,730 10,893 -39,616 2,085 -2,047 -76,377 594 -14,766 -15,024 -59,427 -61,261
Percent of Open Interest Represented by Each Category of Trader
14.3 7.3 2.8 27.1 20.8 8.3 9.3 20.0 15.5 2.8 5.1 4.9 15.1 15.4
Number of Traders in Each Category Total Traders: 644
40 35 35 108 95 89 82 134 110 63 86 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 159,551
Positions
10,794 2,437 7,342 44,495 20,777 4,045 8,910 7,312 32,214 3,902 2,731 11,522 36,327 71,169
Changes from: September 15, 2015 Total Change is: -131,108
-72,774 -32,507 -4,988 4,038 2,798 -14,768 -10,053 -4,646 -19,995 -6,543 -1 -2,496 -3,529 -54,505
Percent of Open Interest Represented by Each Category of Trader
6.8 1.5 4.6 27.9 13.0 2.5 5.6 4.6 20.2 2.4 1.7 7.2 22.8 44.6
Number of Traders in Each Category Total Traders: 82
7 . 7 16 8 10 17 17 30 8 6 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 3,526,351
Positions
580,624 318,163 69,191 976,106 823,264 310,770 390,044 862,447 475,310 104,070 208,614 149,221 471,015 309,371
Changes from: September 15, 2015 Total Change is: -838,183
-55,118 -175,638 -139,623 -50,845 -18,827 -64,935 11,230 -36,467 -232,449 8,032 -101,476 -34,984 -279,490 -33,783
Percent of Open Interest Represented by Each Category of Trader
16.5 9.0 2.0 27.7 23.3 8.8 11.1 24.5 13.5 3.0 5.9 4.2 13.4 8.8
Number of Traders in Each Category Total Traders: 621
39 37 34 103 90 84 79 130 103 61 82 69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 82,018
Positions
18,073 4,387 256 40,441 64,733 1,613 13,008 5,517 343 0 263 0 8,284 4,906
Changes from: September 15, 2015 Total Change is: -6,701
-2,457 -4,042 -2,002 -185 1,305 -117 -419 -973 -948 0 -217 0 -573 293
Percent of Open Interest Represented by Each Category of Trader
22.0 5.3 0.3 49.3 78.9 2.0 15.9 6.7 0.4 0.0 0.3 0.0 10.1 6.0
Number of Traders in Each Category Total Traders: 80
8 4 . 29 16 11 14 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 54,500
Positions
4,959 23,779 299 28,491 9,548 803 10,245 10,735 1,452 3,865 2,883 313 4,073 4,688
Changes from: September 15, 2015 Total Change is: -12,645
-6,056 -499 -4,746 2,451 627 -1,718 -550 -2,381 -1,788 597 -1,148 -538 -297 -453
Percent of Open Interest Represented by Each Category of Trader
9.1 43.6 0.5 52.3 17.5 1.5 18.8 19.7 2.7 7.1 5.3 0.6 7.5 8.6
Number of Traders in Each Category Total Traders: 223
15 19 7 35 22 9 36 48 19 17 31 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 272,499
Positions
24,795 118,896 1,493 142,454 47,740 4,017 51,227 53,674 7,261 19,323 14,414 1,563 20,367 23,442
Changes from: September 15, 2015 Total Change is: -63,224
-30,280 -2,494 -23,732 12,256 3,134 -8,589 -2,748 -11,906 -8,941 2,985 -5,739 -2,692 -1,483 -2,265
Percent of Open Interest Represented by Each Category of Trader
9.1 43.6 0.5 52.3 17.5 1.5 18.8 19.7 2.7 7.1 5.3 0.6 7.5 8.6
Number of Traders in Each Category Total Traders: 223
15 19 7 35 22 9 36 48 19 17 31 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 372,947
Positions
141,948 25,477 468 110,296 186,985 17,087 66,644 103,192 11,054 10,012 11,423 187 15,251 17,074
Changes from: September 15, 2015 Total Change is: -44,146
-14,836 -4,758 -17,418 2,805 1,273 863 3,633 -11,398 -1,151 -4,366 -386 -134 -13,541 -11,037
Percent of Open Interest Represented by Each Category of Trader
38.1 6.8 0.1 29.6 50.1 4.6 17.9 27.7 3.0 2.7 3.1 0.1 4.1 4.6
Number of Traders in Each Category Total Traders: 269
17 12 . 56 51 24 29 68 17 13 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 48,179
Positions
889 3,351 0 27,428 255 60 5,375 21,664 0 6,213 15,230 0 8,214 7,619
Changes from: September 15, 2015 Total Change is: 2,093
-659 455 0 1,511 17 18 948 2,205 -520 512 5 0 283 -87
Percent of Open Interest Represented by Each Category of Trader
1.8 7.0 0.0 56.9 0.5 0.1 11.2 45.0 0.0 12.9 31.6 0.0 17.0 15.8
Number of Traders in Each Category Total Traders: 63
. 6 0 18 . . 11 17 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 83,744
Positions
8,163 14,060 1,115 15,466 9,194 1,106 38,927 10,062 1,270 9,022 560 0 8,675 46,377
Changes from: September 15, 2015 Total Change is: -9,370
-3,980 4,858 -2,067 -5,965 315 293 2,259 1,393 176 275 560 0 -361 -14,898
Percent of Open Interest Represented by Each Category of Trader
9.7 16.8 1.3 18.5 11.0 1.3 46.5 12.0 1.5 10.8 0.7 0.0 10.4 55.4
Number of Traders in Each Category Total Traders: 91
9 11 . 11 4 4 35 13 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 149,536
Positions
2,995 77,548 413 86,521 48,342 8,115 36,667 6,269 3,137 4,867 1,670 0 6,821 4,042
Changes from: September 15, 2015 Total Change is: -15,433
-1,962 -6,929 -8,199 101 2,969 -80 1,869 2,294 -4,187 -1,887 -316 -43 -1,045 -942
Percent of Open Interest Represented by Each Category of Trader
2.0 51.9 0.3 57.9 32.3 5.4 24.5 4.2 2.1 3.3 1.1 0.0 4.6 2.7
Number of Traders in Each Category Total Traders: 112
5 11 . 38 26 16 13 6 5 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 475,415
Positions
50,806 127,019 2,124 208,815 164,209 81,140 97,534 46,647 5,944 14,005 32,649 2,140 12,907 13,543
Changes from: September 15, 2015 Total Change is: -48,071
9,132 -5,263 -43,377 3,635 -2,511 1,130 6,499 6,746 -3,793 -760 7,981 -14,522 -6,015 5,538
Percent of Open Interest Represented by Each Category of Trader
10.7 26.7 0.4 43.9 34.5 17.1 20.5 9.8 1.3 2.9 6.9 0.5 2.7 2.8
Number of Traders in Each Category Total Traders: 252
22 22 6 57 47 26 28 32 14 23 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 618,556
Positions
1,389 57,308 26,507 195,298 155,248 70,333 35,726 47,872 70,794 45,764 29,137 26,473 146,273 134,884
Changes from: September 15, 2015 Total Change is: -23,672
-576 -4,648 1,450 -13,207 -1,539 4,462 -4,733 -18,019 -2,043 -5,031 6,849 1,091 -5,085 -11,276
Percent of Open Interest Represented by Each Category of Trader
0.2 9.3 4.3 31.6 25.1 11.4 5.8 7.7 11.4 7.4 4.7 4.3 23.6 21.8
Number of Traders in Each Category Total Traders: 155
7 12 15 37 24 34 26 21 34 12 16 17
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 636,909
Positions
11,594 112,626 139 374,447 86,489 86,145 20,018 234,629 12,466 14,138 6,494 556 117,406 97,365
Changes from: September 15, 2015 Total Change is: 9,969
-2,480 7,452 -143 10,861 2,662 -4,830 5,741 9,291 -233 1,765 -3,260 15 -728 -984
Percent of Open Interest Represented by Each Category of Trader
1.8 17.7 0.0 58.8 13.6 13.5 3.1 36.8 2.0 2.2 1.0 0.1 18.4 15.3
Number of Traders in Each Category Total Traders: 99
. 9 . 44 13 35 8 17 12 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 1,203,699
Positions
22,867 101,855 26,093 257,155 394,271 115,486 409,633 157,980 93,792 141,424 170,762 20,956 116,292 122,503
Changes from: September 15, 2015 Total Change is: -4,435
-551 -8,224 10,444 -7,121 -29,632 4,692 -37,948 4,052 30,024 4,157 -5,643 1,675 -9,806 -11,823
Percent of Open Interest Represented by Each Category of Trader
1.9 8.5 2.2 21.4 32.8 9.6 34.0 13.1 7.8 11.7 14.2 1.7 9.7 10.2
Number of Traders in Each Category Total Traders: 273
9 29 11 39 54 39 54 29 38 20 38 11
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 3,192,878
Positions
97,845 200,893 177,394 1,117,060 697,477 347,347 398,095 713,267 328,937 262,035 180,929 108,072 356,093 438,562
Changes from: September 15, 2015 Total Change is: -56,103
23,196 23,523 1,975 -102,670 72,466 -42,906 75,925 -70,112 -18,274 -11,334 -18,393 11,746 6,239 -16,127
Percent of Open Interest Represented by Each Category of Trader
3.1 6.3 5.6 35.0 21.8 10.9 12.5 22.3 10.3 8.2 5.7 3.4 11.2 13.7
Number of Traders in Each Category Total Traders: 385
22 39 49 57 74 78 64 58 75 33 38 35
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 2,555,028
Positions
76,392 226,832 42,514 1,136,893 483,759 289,155 361,181 687,404 213,314 94,689 213,674 46,029 294,861 352,347
Changes from: September 15, 2015 Total Change is: 105,889
2,135 40,020 -8,904 170,390 -3,725 -9,891 -68,912 93,830 19,351 -3,666 1,780 -8,268 13,655 -18,304
Percent of Open Interest Represented by Each Category of Trader
3.0 8.9 1.7 44.5 18.9 11.3 14.1 26.9 8.3 3.7 8.4 1.8 11.5 13.8
Number of Traders in Each Category Total Traders: 298
17 26 20 48 50 55 47 55 60 12 43 11
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 894,145
Positions
294,245 236,801 246,498 6,386 19,207 7,205 164,891 112,061 105,264 9,813 60,848 41,240 18,603 65,021
Changes from: September 15, 2015 Total Change is: -59,999
28,354 -8,400 2,273 -55,175 -7,272 -6,811 1,890 -25,549 -8,749 -2,712 4,927 -9,335 -9,733 -1,084
Percent of Open Interest Represented by Each Category of Trader
32.9 26.5 27.6 0.7 2.1 0.8 18.4 12.5 11.8 1.1 6.8 4.6 2.1 7.3
Number of Traders in Each Category Total Traders: 138
13 42 42 . 7 . 15 35 38 . 17 9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 is17,488,891
Positions
2,213,522 1,394,561 4,290,355 549,914 1,703,223 438,692 1,478,769 802,197 6,053,187 407,021 459,060 1,182,273 875,157 1,165,343
Changes from: September 15, 2015 Total Change is: 359,026
-12,454 46,004 160,058 6,336 -47,792 -133,982 -118,626 101,298 311,951 80,500 -123,202 99,815 -34,572 -55,125
Percent of Open Interest Represented by Each Category of Trader
12.7 8.0 24.5 3.1 9.7 2.5 8.5 4.6 34.6 2.3 2.6 6.8 5.0 6.7
Number of Traders in Each Category Total Traders: 312
30 57 82 10 31 29 50 73 102 16 39 36
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 43,215
Positions
10,198 847 0 560 17,093 0 30,216 17,363 0 1,570 7,697 20 651 195
Changes from: September 15, 2015 Total Change is: -852
-458 0 0 0 311 0 -257 -876 -6 70 -440 0 -201 159
Percent of Open Interest Represented by Each Category of Trader
23.6 2.0 0.0 1.3 39.6 0.0 69.9 40.2 0.0 3.6 17.8 0.0 1.5 0.5
Number of Traders in Each Category Total Traders: 44
4 . 0 . 8 0 5 11 0 . 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 38,027
Positions
15,258 50 0 0 17,123 1 22,044 9,976 0 510 10,741 0 214 136
Changes from: September 15, 2015 Total Change is: 1,564
1,631 -123 0 0 680 0 82 545 0 -112 426 0 -37 36
Percent of Open Interest Represented by Each Category of Trader
40.1 0.1 0.0 0.0 45.0 0.0 58.0 26.2 0.0 1.3 28.2 0.0 0.6 0.4
Number of Traders in Each Category Total Traders: 37
. . 0 0 10 . 5 9 0 . 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 68,614
Positions
1,944 48,332 15 15,870 969 626 12,377 11,775 969 27,166 3,994 180 9,467 1,753
Changes from: September 15, 2015 Total Change is: 3,067
180 2,852 -2 -856 -851 17 -2,775 -2,803 49 5,163 3,637 -79 1,370 246
Percent of Open Interest Represented by Each Category of Trader
2.8 70.4 0.0 23.1 1.4 0.9 18.0 17.2 1.4 39.6 5.8 0.3 13.8 2.6
Number of Traders in Each Category Total Traders: 152
5 . . 11 4 . 29 17 8 73 9 5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 313,001
Positions
47,154 93,017 16,997 22,852 30,006 33,203 97,871 49,436 53,323 6,513 2,586 12,685 22,403 21,748
Changes from: September 15, 2015 Total Change is: -45,429
-1,168 -11,659 -12,472 2,710 -800 -5,343 -9,744 5,574 -13,814 -2,071 -1,810 -2,041 -1,486 -3,064
Percent of Open Interest Represented by Each Category of Trader
15.1 29.7 5.4 7.3 9.6 10.6 31.3 15.8 17.0 2.1 0.8 4.1 7.2 6.9
Number of Traders in Each Category Total Traders: 156
13 15 19 11 11 6 42 30 41 18 8 20
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Traders in Financial Futures - Options and Futures Combined Positions as of September 22, 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 20,838
Positions
115 3,058 0 4,577 4,022 1,118 14,211 11,547 0 482 1,066 0 335 27
Changes from: September 15, 2015 Total Change is: -6,044
14 0 0 -1,141 2,206 -19 -1,838 -2,467 -3,107 95 -1,241 0 -48 -1,416
Percent of Open Interest Represented by Each Category of Trader
0.6 14.7 0.0 22.0 19.3 5.4 68.2 55.4 0.0 2.3 5.1 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 39
. . 0 7 . . 12 6 0 4 4 0
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Updated September 25, 2015