Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 134,977
Positions
49,370 1,019 4,164 29,640 26,977 1,764 7,822 50,746 7,820 10,032 1,602 954 23,411 39,930
Changes from: September 29, 2015 Total Change is: -16,827
-6,220 435 -111 -1,205 -3,389 494 -6,815 -9,268 2 -1,514 -180 -57 -1,400 -4,752
Percent of Open Interest Represented by Each Category of Trader
36.6 0.8 3.1 22.0 20.0 1.3 5.8 37.6 5.8 7.4 1.2 0.7 17.3 29.6
Number of Traders in Each Category Total Traders: 78
8 . 8 6 8 4 11 30 12 8 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 40,737
Positions
21,011 919 555 816 1,365 420 8,392 16,724 1,570 0 0 0 7,973 19,184
Changes from: September 29, 2015 Total Change is: 575
761 -72 -74 0 -84 0 -692 443 4 0 0 0 576 358
Percent of Open Interest Represented by Each Category of Trader
51.6 2.3 1.4 2.0 3.4 1.0 20.6 41.1 3.9 0.0 0.0 0.0 19.6 47.1
Number of Traders in Each Category Total Traders: 32
7 . . . . . 10 10 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 184,779
Positions
69,751 3,348 5,260 13,652 74,392 3,204 48,777 31,113 18,160 2,002 11,608 2,573 21,400 35,121
Changes from: September 29, 2015 Total Change is: 1,853
12,147 -1,441 -339 -3,325 -2,138 -1,021 -2,395 4,625 282 -771 -523 -129 -2,596 2,537
Percent of Open Interest Represented by Each Category of Trader
37.7 1.8 2.8 7.4 40.3 1.7 26.4 16.8 9.8 1.1 6.3 1.4 11.6 19.0
Number of Traders in Each Category Total Traders: 102
9 4 8 5 21 8 29 23 20 4 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 200,918
Positions
71,252 8,684 8,560 25,184 51,887 4,486 25,863 62,422 20,261 20,594 5,728 2,179 22,538 36,711
Changes from: September 29, 2015 Total Change is: -5,416
-2,429 -560 1,051 -2,353 -6,968 -147 -1,932 -574 -13 1,745 201 64 -1,402 1,530
Percent of Open Interest Represented by Each Category of Trader
35.5 4.3 4.3 12.5 25.8 2.2 12.9 31.1 10.1 10.3 2.9 1.1 11.2 18.3
Number of Traders in Each Category Total Traders: 140
12 . 10 17 21 13 24 41 24 7 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 401,381
Positions
92,620 24,435 16,447 75,410 91,488 18,400 38,761 97,297 39,092 65,102 36,705 9,776 45,775 67,742
Changes from: September 29, 2015 Total Change is: 12,315
-3,233 11,746 -1,666 6,737 -1,811 -2,298 4,099 7,669 1,627 5,467 25 -595 2,176 -2,382
Percent of Open Interest Represented by Each Category of Trader
23.1 6.1 4.1 18.8 22.8 4.6 9.7 24.2 9.7 16.2 9.1 2.4 11.4 16.9
Number of Traders in Each Category Total Traders: 239
16 13 13 28 31 25 28 50 38 25 47 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 156,256
Positions
100,544 10,650 3,893 4,125 22,195 1,439 16,464 43,104 7,605 5,133 28,097 1,365 15,688 37,909
Changes from: September 29, 2015 Total Change is: -3,721
182 7,726 -1,053 -705 -1,706 468 -578 -9,876 -494 -199 788 -428 -915 854
Percent of Open Interest Represented by Each Category of Trader
64.3 6.8 2.5 2.6 14.2 0.9 10.5 27.6 4.9 3.3 18.0 0.9 10.0 24.3
Number of Traders in Each Category Total Traders: 87
9 5 8 4 10 4 16 25 14 5 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 38,859
Positions
29,160 30,381 4,575 1,401 0 0 1,210 2,350 592 907 435 0 1,014 526
Changes from: September 29, 2015 Total Change is: 4,430
-147 1,500 4,184 -100 0 0 330 -1,271 0 0 4 0 163 13
Percent of Open Interest Represented by Each Category of Trader
75.0 78.2 11.8 3.6 0.0 0.0 3.1 6.0 1.5 2.3 1.1 0.0 2.6 1.4
Number of Traders in Each Category Total Traders: 23
5 6 5 . 0 0 . . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 119,747
Positions
54,237 54,144 159 10,499 4,273 158 44,311 36,024 4,986 2,423 13,143 8 2,966 6,852
Changes from: September 29, 2015 Total Change is: -23,152
586 1,609 129 -41,425 -1,083 32 18,406 -22,578 -693 459 -541 -8 -639 -20
Percent of Open Interest Represented by Each Category of Trader
45.3 45.2 0.1 8.8 3.6 0.1 37.0 30.1 4.2 2.0 11.0 0.0 2.5 5.7
Number of Traders in Each Category Total Traders: 119
5 9 . . 7 . 23 45 16 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 27,787
Positions
16,378 7,164 5 2,395 0 0 6,344 14,788 1,294 200 2,716 168 1,003 1,652
Changes from: September 29, 2015 Total Change is: 3,144
2,370 3,635 0 -50 0 0 4,456 1,191 -1,350 0 2,045 -2,277 -5 -100
Percent of Open Interest Represented by Each Category of Trader
58.9 25.8 0.0 8.6 0.0 0.0 22.8 53.2 4.7 0.7 9.8 0.6 3.6 5.9
Number of Traders in Each Category Total Traders: 27
4 . . . 0 0 5 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 31,930
Positions
22,227 3,620 0 1,626 5,608 1 5,195 14,176 254 1,114 2,295 0 1,513 5,976
Changes from: September 29, 2015 Total Change is: -2,175
-4 2,595 -1 257 31 0 -2,833 -5,115 27 436 -233 0 -57 521
Percent of Open Interest Represented by Each Category of Trader
69.6 11.3 0.0 5.1 17.6 0.0 16.3 44.4 0.8 3.5 7.2 0.0 4.7 18.7
Number of Traders in Each Category Total Traders: 64
8 . 0 4 6 . 12 23 5 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 37,168
Positions
10,897 8,797 1,467 4,054 1,796 516 11,003 11,011 1,146 2,555 2,684 698 4,831 9,053
Changes from: September 29, 2015 Total Change is: 2,574
821 -2,233 109 137 -253 168 1,943 2,543 -97 -9 860 -117 -380 1,594
Percent of Open Interest Represented by Each Category of Trader
29.3 23.7 3.9 10.9 4.8 1.4 29.6 29.6 3.1 6.9 7.2 1.9 13.0 24.4
Number of Traders in Each Category Total Traders: 85
20 10 . 9 . 4 15 17 4 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 74,336
Positions
21,794 17,594 2,934 8,107 3,591 1,032 22,007 22,022 2,292 5,111 5,367 1,397 9,662 18,107
Changes from: September 29, 2015 Total Change is: 5,147
1,641 -4,466 218 273 -505 336 3,886 5,086 -195 -18 1,720 -235 -760 3,188
Percent of Open Interest Represented by Each Category of Trader
29.3 23.7 3.9 10.9 4.8 1.4 29.6 29.6 3.1 6.9 7.2 1.9 13.0 24.4
Number of Traders in Each Category Total Traders: 85
20 10 . 9 . 4 15 17 4 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 884,181
Positions
120,996 65,497 37,050 250,350 163,890 64,041 70,551 182,968 144,134 25,832 41,462 41,850 129,377 143,289
Changes from: September 29, 2015 Total Change is: -38,640
3,244 -1,943 3,293 20,967 -12,518 -5,471 -18,157 5,332 -32,398 -32 -117 -8,181 -1,905 13,362
Percent of Open Interest Represented by Each Category of Trader
13.7 7.4 4.2 28.3 18.5 7.2 8.0 20.7 16.3 2.9 4.7 4.7 14.6 16.2
Number of Traders in Each Category Total Traders: 648
36 41 41 116 88 87 74 148 114 58 86 78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 169,704
Positions
16,381 6,731 7,364 40,479 20,951 4,176 12,593 6,251 34,978 3,884 2,849 11,989 37,859 74,415
Changes from: September 29, 2015 Total Change is: -6,227
3,363 322 -1,361 -1,396 -171 12 2,086 -1,176 -8,318 -516 107 -1,471 1,374 5,827
Percent of Open Interest Represented by Each Category of Trader
9.7 4.0 4.3 23.9 12.3 2.5 7.4 3.7 20.6 2.3 1.7 7.1 22.3 43.8
Number of Traders in Each Category Total Traders: 86
8 5 7 17 6 10 15 18 31 8 9 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 3,572,385
Positions
586,886 357,638 84,618 1,076,494 741,832 272,188 351,805 945,607 483,761 113,016 196,341 146,028 457,589 344,372
Changes from: September 29, 2015 Total Change is: -162,066
20,610 9,884 2,063 108,125 -65,426 -23,731 -80,104 53,646 -141,509 894 -2,647 -32,022 -16,393 37,676
Percent of Open Interest Represented by Each Category of Trader
16.4 10.0 2.4 30.1 20.8 7.6 9.8 26.5 13.5 3.2 5.5 4.1 12.8 9.6
Number of Traders in Each Category Total Traders: 625
35 42 39 111 84 82 73 144 109 54 82 71
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 88,580
Positions
27,591 4,278 256 35,568 68,198 1,791 13,520 7,811 1,198 0 467 0 8,656 4,581
Changes from: September 29, 2015 Total Change is: -94
5,248 -357 0 -5,290 -2,489 67 -610 1,096 897 0 204 0 -406 488
Percent of Open Interest Represented by Each Category of Trader
31.1 4.8 0.3 40.2 77.0 2.0 15.3 8.8 1.4 0.0 0.5 0.0 9.8 5.2
Number of Traders in Each Category Total Traders: 81
11 4 . 26 17 11 12 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 54,024
Positions
5,087 22,787 377 29,043 10,638 1,011 9,173 9,654 1,312 3,622 2,615 525 3,874 5,104
Changes from: September 29, 2015 Total Change is: -150
82 -777 -85 1,140 -362 69 -193 786 -135 -100 -62 56 -984 360
Percent of Open Interest Represented by Each Category of Trader
9.4 42.2 0.7 53.8 19.7 1.9 17.0 17.9 2.4 6.7 4.8 1.0 7.2 9.4
Number of Traders in Each Category Total Traders: 222
16 18 8 36 22 8 36 46 20 20 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 270,122
Positions
25,435 113,935 1,885 145,215 53,191 5,057 45,863 48,270 6,559 18,110 13,075 2,627 19,370 25,522
Changes from: September 29, 2015 Total Change is: -752
409 -3,885 -425 5,702 -1,809 344 -967 3,928 -677 -501 -312 281 -4,919 1,802
Percent of Open Interest Represented by Each Category of Trader
9.4 42.2 0.7 53.8 19.7 1.9 17.0 17.9 2.4 6.7 4.8 1.0 7.2 9.4
Number of Traders in Each Category Total Traders: 222
16 18 8 36 22 8 36 46 20 20 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 389,157
Positions
155,356 25,469 126 110,288 195,906 16,461 76,228 116,948 5,159 8,540 10,751 194 16,805 18,143
Changes from: September 29, 2015 Total Change is: 3,963
8,783 -3,843 -34 -766 2,036 -1,170 2,921 7,842 -3,387 -2,164 -1,162 -49 -171 3,730
Percent of Open Interest Represented by Each Category of Trader
39.9 6.5 0.0 28.3 50.3 4.2 19.6 30.1 1.3 2.2 2.8 0.0 4.3 4.7
Number of Traders in Each Category Total Traders: 263
19 12 . 55 53 25 34 56 18 13 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 46,636
Positions
936 3,133 0 26,420 0 49 5,460 20,314 0 5,642 15,349 0 8,129 7,791
Changes from: September 29, 2015 Total Change is: -67
47 22 0 421 -474 -4 207 91 -20 -301 14 0 -417 304
Percent of Open Interest Represented by Each Category of Trader
2.0 6.7 0.0 56.7 0.0 0.1 11.7 43.6 0.0 12.1 32.9 0.0 17.4 16.7
Number of Traders in Each Category Total Traders: 58
4 5 0 16 0 . 9 16 0 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 90,851
Positions
9,786 8,380 2,178 13,704 1,179 982 45,074 10,812 672 8,867 890 0 9,588 65,758
Changes from: September 29, 2015 Total Change is: 5,621
1,015 -6,274 579 -330 -50 -26 4,043 1,592 -60 -41 662 0 441 9,198
Percent of Open Interest Represented by Each Category of Trader
10.8 9.2 2.4 15.1 1.3 1.1 49.6 11.9 0.7 9.8 1.0 0.0 10.6 72.4
Number of Traders in Each Category Total Traders: 92
13 8 5 13 . . 37 11 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 159,913
Positions
3,822 85,834 297 97,550 46,611 7,949 35,165 9,596 2,764 4,910 1,909 0 7,456 4,953
Changes from: September 29, 2015 Total Change is: 2,715
572 3,946 40 2,906 -4,640 -83 -2,310 2,846 10 1,575 427 0 5 169
Percent of Open Interest Represented by Each Category of Trader
2.4 53.7 0.2 61.0 29.1 5.0 22.0 6.0 1.7 3.1 1.2 0.0 4.7 3.1
Number of Traders in Each Category Total Traders: 117
4 15 . 37 25 16 13 9 4 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 499,518
Positions
54,825 130,064 2,451 210,227 171,622 85,410 99,335 59,796 8,957 18,634 25,395 2,314 17,365 13,509
Changes from: September 29, 2015 Total Change is: 28,986
4,475 8,201 -163 8,987 -6,449 5,492 -970 19,351 2,508 4,859 -2,512 173 3,625 2,385
Percent of Open Interest Represented by Each Category of Trader
11.0 26.0 0.5 42.1 34.4 17.1 19.9 12.0 1.8 3.7 5.1 0.5 3.5 2.7
Number of Traders in Each Category Total Traders: 258
22 24 5 56 48 30 28 35 14 25 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 636,051
Positions
1,159 51,446 27,256 199,567 161,060 75,730 37,123 47,846 72,620 39,843 26,908 27,670 155,082 145,516
Changes from: September 29, 2015 Total Change is: 36,241
223 -1,371 3,797 9,314 8,861 -2,335 1,726 -295 18,949 -1,016 -1,612 12,671 -7,087 -2,425
Percent of Open Interest Represented by Each Category of Trader
0.2 8.1 4.3 31.4 25.3 11.9 5.8 7.5 11.4 6.3 4.2 4.4 24.4 22.9
Number of Traders in Each Category Total Traders: 148
5 13 13 34 24 34 26 22 34 12 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 636,765
Positions
12,116 99,993 234 385,125 100,483 73,275 21,762 250,349 15,107 15,265 6,994 605 113,276 89,725
Changes from: September 29, 2015 Total Change is: 3,898
6,218 -4,832 56 -3,749 892 -777 1,477 5,100 3,149 -400 -1,250 49 -2,125 1,511
Percent of Open Interest Represented by Each Category of Trader
1.9 15.7 0.0 60.5 15.8 11.5 3.4 39.3 2.4 2.4 1.1 0.1 17.8 14.1
Number of Traders in Each Category Total Traders: 101
. 10 . 44 13 32 9 16 8 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 1,114,541
Positions
30,216 100,901 12,128 245,426 371,240 108,551 381,646 186,709 65,526 138,912 121,962 10,121 122,015 137,402
Changes from: September 29, 2015 Total Change is: -43,814
-14,316 -5,992 -7,883 -14,255 -15,171 3,884 -3,914 -9,083 -3 -2,045 -3,630 -3,597 -1,685 -2,339
Percent of Open Interest Represented by Each Category of Trader
2.7 9.1 1.1 22.0 33.3 9.7 34.2 16.8 5.9 12.5 10.9 0.9 10.9 12.3
Number of Traders in Each Category Total Traders: 264
13 32 10 41 46 43 48 32 35 17 35 9
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Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 3,280,459
Positions
93,459 231,029 167,174 1,183,165 697,660 381,511 432,136 772,324 320,668 240,597 181,169 97,020 364,729 431,904
Changes from: September 29, 2015 Total Change is: 64,373
-12,996 -11,007 31,998 4,757 24,147 21 -14,518 -10,896 50,685 8,115 -16,949 6,154 -9,843 -9,780
Percent of Open Interest Represented by Each Category of Trader
2.8 7.0 5.1 36.1 21.3 11.6 13.2 23.5 9.8 7.3 5.5 3.0 11.1 13.2
Number of Traders in Each Category Total Traders: 386
21 34 47 62 72 77 65 58 78 32 42 35
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Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 2,582,210
Positions
40,687 251,527 48,408 1,194,284 480,381 306,085 360,912 694,877 188,013 91,380 237,186 43,031 309,411 332,702
Changes from: September 29, 2015 Total Change is: 17,164
2,999 1,741 6,514 18,614 2,630 13,477 -5,256 -16,687 3,088 -17,176 17,627 -1,769 -3,327 -9,458
Percent of Open Interest Represented by Each Category of Trader
1.6 9.7 1.9 46.3 18.6 11.9 14.0 26.9 7.3 3.5 9.2 1.7 12.0 12.9
Number of Traders in Each Category Total Traders: 291
10 32 21 47 49 57 48 50 57 10 45 12
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Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 863,809
Positions
277,997 221,600 276,234 0 14,402 3,765 162,290 103,218 95,742 1,615 56,955 27,438 18,728 64,455
Changes from: September 29, 2015 Total Change is: -53,903
-51,461 -30,216 17,221 0 -7,470 895 12,649 -10,999 -12,649 -9,373 1,498 -11,131 -54 -1,052
Percent of Open Interest Represented by Each Category of Trader
32.2 25.7 32.0 0.0 1.7 0.4 18.8 11.9 11.1 0.2 6.6 3.2 2.2 7.5
Number of Traders in Each Category Total Traders: 128
16 41 44 0 6 . 20 26 30 . 15 5
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Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 is18,028,429
Positions
2,084,962 1,445,240 4,349,854 528,389 1,688,326 478,015 1,462,284 657,387 6,597,558 419,864 439,042 1,246,825 860,679 1,126,181
Changes from: September 29, 2015 Total Change is: 107,850
-99,110 -12,062 5,879 -17,212 3,418 2,618 16,319 -11,429 160,006 10,678 -20,948 45,731 -17,058 -65,363
Percent of Open Interest Represented by Each Category of Trader
11.6 8.0 24.1 2.9 9.4 2.7 8.1 3.6 36.6 2.3 2.4 6.9 4.8 6.2
Number of Traders in Each Category Total Traders: 319
30 63 88 13 29 32 55 66 100 17 38 39
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Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 43,507
Positions
12,699 843 0 560 17,901 0 29,036 17,216 0 1,000 7,384 104 108 59
Changes from: September 29, 2015 Total Change is: 582
1,478 46 0 0 663 0 -920 -180 0 -13 44 40 -3 -31
Percent of Open Interest Represented by Each Category of Trader
29.2 1.9 0.0 1.3 41.1 0.0 66.7 39.6 0.0 2.3 17.0 0.2 0.2 0.1
Number of Traders in Each Category Total Traders: 46
4 . 0 . 8 0 5 11 0 . 12 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 41,789
Positions
20,847 1,831 0 0 17,837 1 20,066 11,227 0 800 10,770 0 75 123
Changes from: September 29, 2015 Total Change is: 1,908
3,385 1,463 0 0 18 0 -1,407 911 0 0 -530 0 -70 46
Percent of Open Interest Represented by Each Category of Trader
49.9 4.4 0.0 0.0 42.7 0.0 48.0 26.9 0.0 1.9 25.8 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 40
. 4 0 0 10 . 4 9 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 71,216
Positions
2,014 55,859 159 16,709 348 718 17,383 7,472 772 24,372 4,071 194 8,895 1,624
Changes from: September 29, 2015 Total Change is: -532
11 2,261 141 505 249 -3 -471 -1,390 -378 -34 -578 12 -315 -846
Percent of Open Interest Represented by Each Category of Trader
2.8 78.4 0.2 23.5 0.5 1.0 24.4 10.5 1.1 34.2 5.7 0.3 12.5 2.3
Number of Traders in Each Category Total Traders: 150
6 . . 11 . . 29 17 9 72 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 323,209
Positions
44,311 101,204 17,953 21,267 29,390 37,028 97,885 36,993 58,491 8,520 2,859 16,659 21,095 22,632
Changes from: September 29, 2015 Total Change is: 18,339
3,200 15,859 -2,448 -1,449 -228 9,047 -815 -11,044 5,437 2,600 -848 3,567 -800 -1,003
Percent of Open Interest Represented by Each Category of Trader
13.7 31.3 5.6 6.6 9.1 11.5 30.3 11.4 18.1 2.6 0.9 5.2 6.5 7.0
Number of Traders in Each Category Total Traders: 163
16 14 21 12 11 9 40 31 48 14 13 24
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Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 20,223
Positions
98 3,058 0 1,983 3,615 1,095 15,730 11,435 386 567 606 0 364 28
Changes from: September 29, 2015 Total Change is: -962
-17 0 0 -2,114 0 -28 1,085 146 0 85 -1,080 0 27 0
Percent of Open Interest Represented by Each Category of Trader
0.5 15.1 0.0 9.8 17.9 5.4 77.8 56.5 1.9 2.8 3.0 0.0 1.8 0.1
Number of Traders in Each Category Total Traders: 36
. . 0 6 . . 11 6 . 5 . 0
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Updated October 9, 2015