Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 151,804
Positions
55,590 584 4,276 30,845 30,366 1,270 14,637 60,014 7,818 11,546 1,782 1,011 24,811 44,683
Changes from: September 22, 2015 Total Change is: 2,880
3,943 584 299 2,780 -343 72 -7,527 -949 15 1,241 -46 -67 2,124 3,316
Percent of Open Interest Represented by Each Category of Trader
36.6 0.4 2.8 20.3 20.0 0.8 9.6 39.5 5.1 7.6 1.2 0.7 16.3 29.4
Number of Traders in Each Category Total Traders: 87
9 . 8 7 10 4 16 30 13 10 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 40,162
Positions
20,250 991 628 816 1,449 420 9,084 16,281 1,567 0 0 0 7,397 18,826
Changes from: September 22, 2015 Total Change is: 1,306
1,444 -619 110 87 -8 0 -384 398 109 0 0 0 -60 1,315
Percent of Open Interest Represented by Each Category of Trader
50.4 2.5 1.6 2.0 3.6 1.0 22.6 40.5 3.9 0.0 0.0 0.0 18.4 46.9
Number of Traders in Each Category Total Traders: 32
6 . . . . . 10 10 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 182,926
Positions
57,604 4,789 5,598 16,977 76,530 4,225 51,173 26,489 17,878 2,774 12,131 2,702 23,996 32,584
Changes from: September 22, 2015 Total Change is: 13,692
1,601 -4,197 1,044 404 2,751 1,864 2,992 3,776 2,448 645 916 -217 2,913 5,308
Percent of Open Interest Represented by Each Category of Trader
31.5 2.6 3.1 9.3 41.8 2.3 28.0 14.5 9.8 1.5 6.6 1.5 13.1 17.8
Number of Traders in Each Category Total Traders: 102
8 4 7 5 21 7 29 23 18 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 206,334
Positions
73,681 9,244 7,510 27,537 58,855 4,633 27,795 62,996 20,274 18,849 5,527 2,115 23,940 35,181
Changes from: September 22, 2015 Total Change is: 1,076
1,719 2,067 753 4,684 -565 -401 -8,420 -4,144 1,796 977 -1,387 -268 235 3,225
Percent of Open Interest Represented by Each Category of Trader
35.7 4.5 3.6 13.3 28.5 2.2 13.5 30.5 9.8 9.1 2.7 1.0 11.6 17.1
Number of Traders in Each Category Total Traders: 137
13 . 12 12 25 11 26 37 25 7 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 389,066
Positions
95,853 12,690 18,112 68,673 93,299 20,698 34,662 89,628 37,465 59,635 36,680 10,371 43,598 70,124
Changes from: September 22, 2015 Total Change is: 1,355
3,124 -5,229 -874 1,858 5,989 -2,690 668 997 1,465 3,712 3,479 -2,629 -3,279 847
Percent of Open Interest Represented by Each Category of Trader
24.6 3.3 4.7 17.7 24.0 5.3 8.9 23.0 9.6 15.3 9.4 2.7 11.2 18.0
Number of Traders in Each Category Total Traders: 242
17 12 13 27 34 27 26 52 34 24 49 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 159,977
Positions
100,362 2,924 4,946 4,830 23,901 971 17,042 52,980 8,099 5,332 27,309 1,793 16,603 37,054
Changes from: September 22, 2015 Total Change is: -4,394
-2,231 2,244 228 172 -1,418 -567 -1,102 -2,666 304 -2,109 -525 149 762 -2,144
Percent of Open Interest Represented by Each Category of Trader
62.7 1.8 3.1 3.0 14.9 0.6 10.7 33.1 5.1 3.3 17.1 1.1 10.4 23.2
Number of Traders in Each Category Total Traders: 91
9 4 7 4 10 5 17 29 12 6 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 34,429
Positions
29,307 28,881 391 1,501 0 0 880 3,621 592 907 431 0 851 513
Changes from: September 22, 2015 Total Change is: 76
-128 -205 0 0 0 0 0 113 0 0 107 0 204 61
Percent of Open Interest Represented by Each Category of Trader
85.1 83.9 1.1 4.4 0.0 0.0 2.6 10.5 1.7 2.6 1.3 0.0 2.5 1.5
Number of Traders in Each Category Total Traders: 21
5 5 . . 0 0 . . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 142,899
Positions
53,651 52,535 30 51,924 5,356 126 25,905 58,601 5,679 1,964 13,684 16 3,604 6,872
Changes from: September 22, 2015 Total Change is: 16,001
-20 1,190 2 34,204 536 -17 -16,119 16,359 -1,174 -1,316 181 -17 457 -1,059
Percent of Open Interest Represented by Each Category of Trader
37.5 36.8 0.0 36.3 3.7 0.1 18.1 41.0 4.0 1.4 9.6 0.0 2.5 4.8
Number of Traders in Each Category Total Traders: 122
. 10 . 4 9 . 16 53 12 7 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 24,643
Positions
14,008 3,529 5 2,445 0 0 1,888 13,597 2,644 200 671 2,445 1,008 1,752
Changes from: September 22, 2015 Total Change is: 2,834
273 0 0 200 0 0 -6 595 59 -107 0 2,445 -30 -265
Percent of Open Interest Represented by Each Category of Trader
56.8 14.3 0.0 9.9 0.0 0.0 7.7 55.2 10.7 0.8 2.7 9.9 4.1 7.1
Number of Traders in Each Category Total Traders: 29
5 . . . 0 0 4 13 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 34,105
Positions
22,231 1,025 1 1,369 5,577 1 8,028 19,291 227 678 2,528 0 1,570 5,455
Changes from: September 22, 2015 Total Change is: -1,815
646 1,025 0 359 -69 0 -2,697 -2,360 -15 -98 40 0 -10 -436
Percent of Open Interest Represented by Each Category of Trader
65.2 3.0 0.0 4.0 16.4 0.0 23.5 56.6 0.7 2.0 7.4 0.0 4.6 16.0
Number of Traders in Each Category Total Traders: 73
9 . . . 6 . 12 32 4 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 7,149
Positions
2,929 0 0 1,150 3,249 23 2,333 2,207 54 275 200 0 385 1,416
Changes from: September 22, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
41.0 0.0 0.0 16.1 45.4 0.3 32.6 30.9 0.8 3.8 2.8 0.0 5.4 19.8
Number of Traders in Each Category Total Traders: 20
. 0 0 . 4 . . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 34,595
Positions
10,077 11,030 1,358 3,917 2,048 348 9,060 8,468 1,244 2,564 1,824 816 5,211 7,459
Changes from: September 22, 2015 Total Change is: 2,837
-488 2,553 -21 67 229 55 3,027 1,311 252 -156 -228 89 11 -1,403
Percent of Open Interest Represented by Each Category of Trader
29.1 31.9 3.9 11.3 5.9 1.0 26.2 24.5 3.6 7.4 5.3 2.4 15.1 21.6
Number of Traders in Each Category Total Traders: 80
20 8 4 9 . . 13 14 5 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 69,189
Positions
20,153 22,060 2,716 7,834 4,096 696 18,120 16,936 2,487 5,128 3,647 1,632 10,422 14,919
Changes from: September 22, 2015 Total Change is: 5,674
-975 5,106 -41 134 458 110 6,055 2,621 503 -312 -456 178 22 -2,806
Percent of Open Interest Represented by Each Category of Trader
29.1 31.9 3.9 11.3 5.9 1.0 26.2 24.5 3.6 7.4 5.3 2.4 15.1 21.6
Number of Traders in Each Category Total Traders: 80
20 8 4 9 . . 13 14 5 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 922,821
Positions
117,753 67,439 33,757 229,384 176,408 69,513 88,707 177,636 176,532 25,863 41,579 50,031 131,282 129,927
Changes from: September 22, 2015 Total Change is: 58,000
-6,058 4,478 9,468 -4,697 -3,386 -2,322 8,492 4,538 42,552 1,758 -2,265 8,054 752 -3,117
Percent of Open Interest Represented by Each Category of Trader
12.8 7.3 3.7 24.9 19.1 7.5 9.6 19.2 19.1 2.8 4.5 5.4 14.2 14.1
Number of Traders in Each Category Total Traders: 657
34 38 36 112 92 88 93 136 120 71 79 79
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 175,931
Positions
13,018 6,409 8,725 41,875 21,121 4,164 10,508 7,426 43,296 4,400 2,742 13,460 36,485 68,587
Changes from: September 22, 2015 Total Change is: 16,380
2,224 3,972 1,383 -2,620 344 119 1,598 114 11,082 498 11 1,938 158 -2,582
Percent of Open Interest Represented by Each Category of Trader
7.4 3.6 5.0 23.8 12.0 2.4 6.0 4.2 24.6 2.5 1.6 7.7 20.7 39.0
Number of Traders in Each Category Total Traders: 86
6 6 8 17 6 10 19 15 31 12 5 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 3,734,451
Positions
566,277 347,754 82,555 968,369 807,258 295,919 431,908 891,961 625,270 112,122 198,988 178,050 473,982 306,696
Changes from: September 22, 2015 Total Change is: 208,100
-14,347 29,591 13,364 -7,737 -16,006 -14,851 41,864 29,514 149,960 8,052 -9,626 28,829 2,967 -2,674
Percent of Open Interest Represented by Each Category of Trader
15.2 9.3 2.2 25.9 21.6 7.9 11.6 23.9 16.7 3.0 5.3 4.8 12.7 8.2
Number of Traders in Each Category Total Traders: 635
34 39 34 106 89 83 89 135 115 66 76 72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 88,674
Positions
22,343 4,635 256 40,858 70,687 1,724 14,130 6,715 301 0 263 0 9,062 4,093
Changes from: September 22, 2015 Total Change is: 6,656
4,270 248 0 417 5,954 111 1,122 1,198 -42 0 0 0 778 -813
Percent of Open Interest Represented by Each Category of Trader
25.2 5.2 0.3 46.1 79.7 1.9 15.9 7.6 0.3 0.0 0.3 0.0 10.2 4.6
Number of Traders in Each Category Total Traders: 82
9 4 . 28 16 10 15 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 54,175
Positions
5,005 23,564 462 27,903 11,000 943 9,366 8,868 1,447 3,722 2,677 469 4,858 4,744
Changes from: September 22, 2015 Total Change is: -325
46 -215 163 -588 1,452 139 -879 -1,866 -5 -142 -205 157 784 56
Percent of Open Interest Represented by Each Category of Trader
9.2 43.5 0.9 51.5 20.3 1.7 17.3 16.4 2.7 6.9 4.9 0.9 9.0 8.8
Number of Traders in Each Category Total Traders: 215
15 18 8 35 22 9 35 43 20 20 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 270,874
Positions
25,026 117,820 2,309 139,513 55,000 4,713 46,830 44,342 7,236 18,611 13,387 2,346 24,289 23,720
Changes from: September 22, 2015 Total Change is: -1,625
231 -1,076 816 -2,941 7,259 697 -4,397 -9,332 -24 -712 -1,027 783 3,922 279
Percent of Open Interest Represented by Each Category of Trader
9.2 43.5 0.9 51.5 20.3 1.7 17.3 16.4 2.7 6.9 4.9 0.9 9.0 8.8
Number of Traders in Each Category Total Traders: 215
15 18 8 35 22 9 35 43 20 20 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 385,194
Positions
146,573 29,312 160 111,054 193,870 17,631 73,307 109,106 8,546 10,704 11,913 243 16,976 14,413
Changes from: September 22, 2015 Total Change is: 12,247
4,625 3,835 -308 758 6,885 544 6,663 5,915 -2,508 693 490 55 1,725 -2,661
Percent of Open Interest Represented by Each Category of Trader
38.1 7.6 0.0 28.8 50.3 4.6 19.0 28.3 2.2 2.8 3.1 0.1 4.4 3.7
Number of Traders in Each Category Total Traders: 262
18 12 . 53 52 24 30 60 18 14 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 46,703
Positions
889 3,111 0 25,999 474 53 5,253 20,223 20 5,943 15,335 0 8,546 7,487
Changes from: September 22, 2015 Total Change is: -1,476
0 -240 0 -1,429 219 -7 -122 -1,441 20 -270 105 0 332 -132
Percent of Open Interest Represented by Each Category of Trader
1.9 6.7 0.0 55.7 1.0 0.1 11.2 43.3 0.0 12.7 32.8 0.0 18.3 16.0
Number of Traders in Each Category Total Traders: 59
. 5 0 16 . . 10 15 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 85,230
Positions
8,771 14,654 1,599 14,034 1,229 1,008 41,031 9,220 732 8,908 228 0 9,147 56,560
Changes from: September 22, 2015 Total Change is: 1,486
608 594 484 -1,432 -7,965 -98 2,104 -842 -538 -114 -332 0 472 10,183
Percent of Open Interest Represented by Each Category of Trader
10.3 17.2 1.9 16.5 1.4 1.2 48.1 10.8 0.9 10.5 0.3 0.0 10.7 66.4
Number of Traders in Each Category Total Traders: 83
9 12 4 11 . . 33 9 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 157,198
Positions
3,250 81,888 257 94,644 51,251 8,032 37,475 6,750 2,754 3,335 1,482 0 7,451 4,784
Changes from: September 22, 2015 Total Change is: 7,662
255 4,340 -156 8,123 2,909 -83 808 481 -383 -1,532 -188 0 630 742
Percent of Open Interest Represented by Each Category of Trader
2.1 52.1 0.2 60.2 32.6 5.1 23.8 4.3 1.8 2.1 0.9 0.0 4.7 3.0
Number of Traders in Each Category Total Traders: 113
4 14 . 37 27 16 13 8 4 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 470,532
Positions
50,350 121,863 2,614 201,240 178,071 79,918 100,305 40,445 6,449 13,775 27,907 2,141 13,740 11,124
Changes from: September 22, 2015 Total Change is: -4,883
-456 -5,156 490 -7,575 13,862 -1,222 2,771 -6,202 505 -230 -4,742 1 833 -2,419
Percent of Open Interest Represented by Each Category of Trader
10.7 25.9 0.6 42.8 37.8 17.0 21.3 8.6 1.4 2.9 5.9 0.5 2.9 2.4
Number of Traders in Each Category Total Traders: 250
21 22 6 52 49 26 33 30 13 23 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 599,810
Positions
936 52,817 23,458 190,254 152,198 78,065 35,398 48,141 53,671 40,859 28,520 14,999 162,170 147,940
Changes from: September 22, 2015 Total Change is: -18,746
-453 -4,491 -3,049 -5,044 -3,050 7,732 -328 269 -17,123 -4,904 -617 -11,475 15,897 13,057
Percent of Open Interest Represented by Each Category of Trader
0.2 8.8 3.9 31.7 25.4 13.0 5.9 8.0 8.9 6.8 4.8 2.5 27.0 24.7
Number of Traders in Each Category Total Traders: 140
4 12 12 36 22 32 23 21 30 8 14 10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 632,867
Positions
5,898 104,825 178 388,874 99,591 74,052 20,285 245,249 11,958 15,665 8,244 556 115,401 88,214
Changes from: September 22, 2015 Total Change is: -4,042
-5,696 -7,801 39 14,427 13,102 -12,093 267 10,620 -508 1,527 1,750 0 -2,005 -9,151
Percent of Open Interest Represented by Each Category of Trader
0.9 16.6 0.0 61.4 15.7 11.7 3.2 38.8 1.9 2.5 1.3 0.1 18.2 13.9
Number of Traders in Each Category Total Traders: 103
. 10 . 46 14 35 7 17 10 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 1,158,355
Positions
44,532 106,893 20,011 259,681 386,411 104,666 385,560 195,792 65,529 140,957 125,593 13,719 123,700 139,741
Changes from: September 22, 2015 Total Change is: -45,344
21,665 5,038 -6,082 2,526 -7,860 -10,820 -24,073 37,812 -28,263 -467 -45,169 -7,237 7,408 17,239
Percent of Open Interest Represented by Each Category of Trader
3.8 9.2 1.7 22.4 33.4 9.0 33.3 16.9 5.7 12.2 10.8 1.2 10.7 12.1
Number of Traders in Each Category Total Traders: 267
10 28 7 41 50 39 50 31 32 18 39 9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 3,216,086
Positions
106,455 242,036 135,176 1,178,408 673,513 381,490 446,654 783,220 269,983 232,482 198,118 90,867 374,572 441,684
Changes from: September 22, 2015 Total Change is: 23,208
8,610 41,142 -42,219 61,348 -23,964 34,143 48,559 69,953 -58,954 -29,553 17,189 -17,205 18,479 3,122
Percent of Open Interest Represented by Each Category of Trader
3.3 7.5 4.2 36.6 20.9 11.9 13.9 24.4 8.4 7.2 6.2 2.8 11.6 13.7
Number of Traders in Each Category Total Traders: 372
22 31 42 62 70 78 65 51 77 31 40 31
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 2,565,046
Positions
37,689 249,785 41,893 1,175,670 477,751 292,608 366,168 711,564 184,925 108,555 219,559 44,799 312,738 342,160
Changes from: September 22, 2015 Total Change is: 10,018
-38,703 22,954 -621 38,777 -6,008 3,453 4,987 24,160 -28,389 13,867 5,885 -1,230 17,876 -10,187
Percent of Open Interest Represented by Each Category of Trader
1.5 9.7 1.6 45.8 18.6 11.4 14.3 27.7 7.2 4.2 8.6 1.7 12.2 13.3
Number of Traders in Each Category Total Traders: 289
9 27 19 50 48 57 50 49 59 13 43 13
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 917,712
Positions
329,458 251,816 259,012 0 21,872 2,870 149,641 114,217 108,391 10,988 55,457 38,569 18,782 65,507
Changes from: September 22, 2015 Total Change is: 23,567
35,213 15,015 12,515 -6,386 2,664 -4,335 -15,250 2,156 3,127 1,175 -5,391 -2,670 179 486
Percent of Open Interest Represented by Each Category of Trader
35.9 27.4 28.2 0.0 2.4 0.3 16.3 12.4 11.8 1.2 6.0 4.2 2.0 7.1
Number of Traders in Each Category Total Traders: 134
11 46 44 0 8 . 20 29 35 . 15 9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 is17,920,579
Positions
2,184,072 1,457,302 4,343,975 545,601 1,684,908 475,397 1,445,965 668,817 6,437,552 409,186 459,990 1,201,094 877,737 1,191,544
Changes from: September 22, 2015 Total Change is: 431,688
-29,450 62,742 53,620 -4,313 -18,316 36,705 -32,804 -133,380 384,365 2,165 930 18,821 2,580 26,201
Percent of Open Interest Represented by Each Category of Trader
12.2 8.1 24.2 3.0 9.4 2.7 8.1 3.7 35.9 2.3 2.6 6.7 4.9 6.6
Number of Traders in Each Category Total Traders: 322
31 63 89 10 30 30 56 70 105 21 34 37
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 42,925
Positions
11,221 797 0 560 17,238 0 29,956 17,396 0 1,013 7,340 64 111 90
Changes from: September 22, 2015 Total Change is: -290
1,023 -50 0 0 145 0 -260 33 0 -557 -357 44 -540 -105
Percent of Open Interest Represented by Each Category of Trader
26.1 1.9 0.0 1.3 40.2 0.0 69.8 40.5 0.0 2.4 17.1 0.1 0.3 0.2
Number of Traders in Each Category Total Traders: 43
4 . 0 . 8 0 4 11 0 . 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 39,881
Positions
17,462 368 0 0 17,819 1 21,473 10,316 0 800 11,300 0 145 77
Changes from: September 22, 2015 Total Change is: 1,854
2,204 318 0 0 696 0 -571 340 0 290 559 0 -69 -59
Percent of Open Interest Represented by Each Category of Trader
43.8 0.9 0.0 0.0 44.7 0.0 53.8 25.9 0.0 2.0 28.3 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 39
. . 0 0 10 . 5 8 0 . 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 71,748
Positions
2,003 53,598 17 16,204 99 721 17,854 8,862 1,150 24,406 4,649 182 9,210 2,470
Changes from: September 22, 2015 Total Change is: 3,134
59 5,266 2 334 -870 95 5,477 -2,913 181 -2,759 655 2 -256 717
Percent of Open Interest Represented by Each Category of Trader
2.8 74.7 0.0 22.6 0.1 1.0 24.9 12.4 1.6 34.0 6.5 0.3 12.8 3.4
Number of Traders in Each Category Total Traders: 134
6 . . 11 . . 27 16 8 62 8 4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 304,870
Positions
41,111 85,345 20,401 22,716 29,618 27,981 98,700 48,037 53,054 5,920 3,707 13,092 21,895 23,635
Changes from: September 22, 2015 Total Change is: -8,131
-6,043 -7,672 3,404 -136 -388 -5,222 829 -1,399 -269 -593 1,121 407 -508 1,887
Percent of Open Interest Represented by Each Category of Trader
13.5 28.0 6.7 7.5 9.7 9.2 32.4 15.8 17.4 1.9 1.2 4.3 7.2 7.8
Number of Traders in Each Category Total Traders: 168
12 17 21 13 10 6 52 28 48 15 11 20
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Traders in Financial Futures - Options and Futures Combined Positions as of September 29, 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 21,185
Positions
115 3,058 0 4,097 3,615 1,123 14,645 11,289 386 482 1,686 0 337 28
Changes from: September 22, 2015 Total Change is: 347
0 0 0 -480 -407 5 434 -258 386 0 620 0 2 1
Percent of Open Interest Represented by Each Category of Trader
0.5 14.4 0.0 19.3 17.1 5.3 69.1 53.3 1.8 2.3 8.0 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 37
. . 0 6 . . 11 6 . 4 4 0
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Updated October 2, 2015