Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 127,830
Positions
44,379 4,222 2,897 28,099 33,867 1,010 7,850 40,944 6,732 10,536 1,069 685 25,643 36,404
Changes from: October 6, 2015 Total Change is: -7,147
-4,991 3,203 -1,268 -1,541 6,890 -754 29 -9,802 -1,088 504 -533 -269 2,232 -3,526
Percent of Open Interest Represented by Each Category of Trader
34.7 3.3 2.3 22.0 26.5 0.8 6.1 32.0 5.3 8.2 0.8 0.5 20.1 28.5
Number of Traders in Each Category Total Traders: 74
6 4 8 6 7 4 14 26 15 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 36,487
Positions
18,135 968 125 816 1,671 420 6,898 13,361 1,590 0 0 0 8,502 18,351
Changes from: October 6, 2015 Total Change is: -4,250
-2,876 49 -429 0 306 0 -1,494 -3,363 20 0 0 0 530 -833
Percent of Open Interest Represented by Each Category of Trader
49.7 2.7 0.3 2.2 4.6 1.2 18.9 36.6 4.4 0.0 0.0 0.0 23.3 50.3
Number of Traders in Each Category Total Traders: 32
6 . . . . . 10 11 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 171,303
Positions
64,052 2,810 3,887 19,109 68,182 1,970 41,105 30,514 13,571 3,832 11,905 2,769 21,008 35,696
Changes from: October 6, 2015 Total Change is: -13,476
-5,699 -538 -1,373 5,457 -6,211 -1,234 -7,672 -600 -4,589 1,830 297 196 -392 576
Percent of Open Interest Represented by Each Category of Trader
37.4 1.6 2.3 11.2 39.8 1.1 24.0 17.8 7.9 2.2 6.9 1.6 12.3 20.8
Number of Traders in Each Category Total Traders: 101
9 5 8 5 19 7 26 24 17 6 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 195,459
Positions
69,133 17,089 6,320 23,466 52,030 4,451 25,826 58,661 16,403 22,368 4,689 3,269 24,223 32,548
Changes from: October 6, 2015 Total Change is: -5,459
-2,119 8,405 -2,240 -1,718 142 -35 -37 -3,761 -3,857 1,774 -1,039 1,090 1,685 -4,163
Percent of Open Interest Represented by Each Category of Trader
35.4 8.7 3.2 12.0 26.6 2.3 13.2 30.0 8.4 11.4 2.4 1.7 12.4 16.7
Number of Traders in Each Category Total Traders: 130
9 5 8 14 23 13 28 33 24 4 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 404,750
Positions
92,643 46,840 11,713 79,566 87,904 16,856 41,568 95,020 33,356 69,775 35,405 9,539 49,735 68,119
Changes from: October 6, 2015 Total Change is: 3,369
23 22,404 -4,734 4,156 -3,584 -1,544 2,807 -2,277 -5,736 4,673 -1,301 -237 3,960 377
Percent of Open Interest Represented by Each Category of Trader
22.9 11.6 2.9 19.7 21.7 4.2 10.3 23.5 8.2 17.2 8.7 2.4 12.3 16.8
Number of Traders in Each Category Total Traders: 231
17 12 13 26 30 24 28 46 31 23 48 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 160,298
Positions
102,042 24,198 4,183 3,657 22,294 1,537 13,685 37,131 10,146 5,463 27,004 1,607 17,978 32,198
Changes from: October 6, 2015 Total Change is: 4,042
1,498 13,548 290 -469 99 98 -2,779 -5,973 2,541 331 -1,093 243 2,290 -5,711
Percent of Open Interest Represented by Each Category of Trader
63.7 15.1 2.6 2.3 13.9 1.0 8.5 23.2 6.3 3.4 16.8 1.0 11.2 20.1
Number of Traders in Each Category Total Traders: 86
10 5 6 . 10 4 16 25 11 4 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 40,033
Positions
28,625 30,381 4,575 1,363 0 0 3,429 3,620 592 907 444 0 542 421
Changes from: October 6, 2015 Total Change is: 1,174
-535 0 0 -38 0 0 2,219 1,270 0 0 9 0 -472 -105
Percent of Open Interest Represented by Each Category of Trader
71.5 75.9 11.4 3.4 0.0 0.0 8.6 9.0 1.5 2.3 1.1 0.0 1.4 1.1
Number of Traders in Each Category Total Traders: 24
5 6 5 . 0 0 . . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 116,626
Positions
54,147 55,570 201 10,715 4,541 226 40,119 31,619 4,944 2,682 12,721 50 3,542 6,754
Changes from: October 6, 2015 Total Change is: -3,121
-90 1,426 42 216 268 68 -4,192 -4,405 -42 259 -422 42 576 -98
Percent of Open Interest Represented by Each Category of Trader
46.4 47.6 0.2 9.2 3.9 0.2 34.4 27.1 4.2 2.3 10.9 0.0 3.0 5.8
Number of Traders in Each Category Total Traders: 110
5 9 . 4 8 . 20 38 12 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 24,387
Positions
14,644 7,164 5 2,394 177 0 5,190 11,633 1,093 200 2,848 0 861 1,467
Changes from: October 6, 2015 Total Change is: -3,400
-1,734 0 0 -1 177 0 -1,154 -3,155 -201 0 132 -168 -142 -185
Percent of Open Interest Represented by Each Category of Trader
60.0 29.4 0.0 9.8 0.7 0.0 21.3 47.7 4.5 0.8 11.7 0.0 3.5 6.0
Number of Traders in Each Category Total Traders: 27
. . . . . 0 . 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 29,038
Positions
19,670 3,646 0 1,499 5,507 1 5,112 12,972 109 822 1,450 0 1,825 5,353
Changes from: October 6, 2015 Total Change is: -2,892
-2,557 26 0 -127 -101 0 -83 -1,204 -145 -292 -845 0 312 -623
Percent of Open Interest Represented by Each Category of Trader
67.7 12.6 0.0 5.2 19.0 0.0 17.6 44.7 0.4 2.8 5.0 0.0 6.3 18.4
Number of Traders in Each Category Total Traders: 60
8 . 0 4 5 . 10 22 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 7,241
Positions
2,929 0 0 1,470 3,092 23 1,998 2,434 41 365 341 0 415 1,310
Changes from: October 6, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
40.5 0.0 0.0 20.3 42.7 0.3 27.6 33.6 0.6 5.0 4.7 0.0 5.7 18.1
Number of Traders in Each Category Total Traders: 20
. 0 0 . . . . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 40,129
Positions
11,637 9,961 1,795 4,543 1,796 578 12,245 10,898 1,031 2,618 3,652 662 5,020 9,756
Changes from: October 6, 2015 Total Change is: 2,961
740 1,163 328 489 1 62 1,242 -112 -115 63 968 -36 189 703
Percent of Open Interest Represented by Each Category of Trader
29.0 24.8 4.5 11.3 4.5 1.4 30.5 27.2 2.6 6.5 9.1 1.6 12.5 24.3
Number of Traders in Each Category Total Traders: 96
19 12 4 10 . 4 17 20 5 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 80,258
Positions
23,274 19,921 3,591 9,085 3,592 1,155 24,490 21,797 2,063 5,236 7,303 1,324 10,040 19,512
Changes from: October 6, 2015 Total Change is: 5,922
1,480 2,327 657 978 1 123 2,484 -225 -230 125 1,936 -73 377 1,405
Percent of Open Interest Represented by Each Category of Trader
29.0 24.8 4.5 11.3 4.5 1.4 30.5 27.2 2.6 6.5 9.1 1.6 12.5 24.3
Number of Traders in Each Category Total Traders: 96
19 12 4 10 . 4 17 20 5 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 882,760
Positions
107,891 66,998 39,745 263,684 159,878 66,054 69,350 183,556 148,938 22,146 42,476 40,447 124,505 134,667
Changes from: October 6, 2015 Total Change is: -1,421
-13,106 1,502 2,695 13,334 -4,012 2,012 -1,200 587 4,805 -3,686 1,014 -1,403 -4,871 -8,622
Percent of Open Interest Represented by Each Category of Trader
12.2 7.6 4.5 29.9 18.1 7.5 7.9 20.8 16.9 2.5 4.8 4.6 14.1 15.3
Number of Traders in Each Category Total Traders: 660
35 44 43 118 86 88 75 148 112 67 86 86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 164,681
Positions
15,063 8,919 6,935 38,480 21,790 4,290 12,300 6,655 34,419 2,897 4,765 11,726 38,570 65,181
Changes from: October 6, 2015 Total Change is: -5,023
-1,318 2,188 -429 -1,999 840 114 -293 404 -558 -987 1,916 -263 711 -9,234
Percent of Open Interest Represented by Each Category of Trader
9.1 5.4 4.2 23.4 13.2 2.6 7.5 4.0 20.9 1.8 2.9 7.1 23.4 39.6
Number of Traders in Each Category Total Traders: 86
6 7 7 17 6 10 13 19 31 11 7 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 3,590,395
Positions
536,805 363,066 91,380 1,151,996 716,416 282,840 344,640 943,895 513,203 100,061 192,371 139,791 429,678 347,433
Changes from: October 6, 2015 Total Change is: 18,010
-50,081 5,428 6,762 75,503 -25,416 10,652 -7,165 -1,712 29,442 -12,955 -3,970 -6,237 -27,911 3,061
Percent of Open Interest Represented by Each Category of Trader
15.0 10.1 2.5 32.1 20.0 7.9 9.6 26.3 14.3 2.8 5.4 3.9 12.0 9.7
Number of Traders in Each Category Total Traders: 637
37 43 42 113 83 83 77 141 106 60 83 79
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 85,894
Positions
23,925 7,696 785 38,084 61,441 1,835 12,415 8,669 421 0 467 0 8,429 4,580
Changes from: October 6, 2015 Total Change is: -2,686
-3,666 3,418 529 2,516 -6,757 44 -1,105 858 -777 0 0 0 -227 -1
Percent of Open Interest Represented by Each Category of Trader
27.9 9.0 0.9 44.3 71.5 2.1 14.5 10.1 0.5 0.0 0.5 0.0 9.8 5.3
Number of Traders in Each Category Total Traders: 84
7 7 . 29 17 12 13 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 55,573
Positions
5,082 24,770 603 29,779 10,697 936 9,314 9,410 1,314 3,477 2,406 529 4,540 4,909
Changes from: October 6, 2015 Total Change is: 1,548
-5 1,983 226 736 59 -75 141 -244 2 -145 -209 3 666 -195
Percent of Open Interest Represented by Each Category of Trader
9.1 44.6 1.1 53.6 19.2 1.7 16.8 16.9 2.4 6.3 4.3 1.0 8.2 8.8
Number of Traders in Each Category Total Traders: 214
15 18 10 36 21 9 36 41 19 20 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 277,864
Positions
25,408 123,850 3,015 148,894 53,484 4,680 46,568 47,049 6,568 17,386 12,028 2,643 22,702 24,547
Changes from: October 6, 2015 Total Change is: 7,742
-27 9,915 1,131 3,679 293 -377 705 -1,221 8 -724 -1,047 16 3,331 -976
Percent of Open Interest Represented by Each Category of Trader
9.1 44.6 1.1 53.6 19.2 1.7 16.8 16.9 2.4 6.3 4.3 1.0 8.2 8.8
Number of Traders in Each Category Total Traders: 214
15 18 10 36 21 9 36 41 19 20 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 372,902
Positions
138,187 32,790 377 111,178 180,584 16,990 74,216 108,951 5,643 8,939 9,880 175 17,197 17,512
Changes from: October 6, 2015 Total Change is: -16,255
-17,169 7,321 251 890 -15,322 529 -2,012 -7,997 484 398 -871 -19 393 -631
Percent of Open Interest Represented by Each Category of Trader
37.1 8.8 0.1 29.8 48.4 4.6 19.9 29.2 1.5 2.4 2.6 0.0 4.6 4.7
Number of Traders in Each Category Total Traders: 252
17 14 . 53 51 25 32 52 16 14 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 47,905
Positions
2,657 3,271 0 25,053 0 95 6,072 20,901 115 6,128 15,131 16 7,769 8,376
Changes from: October 6, 2015 Total Change is: 1,269
1,721 138 0 -1,367 0 46 612 587 115 486 -218 16 -360 585
Percent of Open Interest Represented by Each Category of Trader
5.5 6.8 0.0 52.3 0.0 0.2 12.7 43.6 0.2 12.8 31.6 0.0 16.2 17.5
Number of Traders in Each Category Total Traders: 62
5 5 0 16 0 . 9 16 . 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 90,435
Positions
10,948 8,041 1,591 13,353 610 980 43,326 12,934 811 8,124 1,012 0 11,302 64,456
Changes from: October 6, 2015 Total Change is: -416
1,162 -339 -587 -351 -569 -2 -1,748 2,122 139 -743 122 0 1,714 -1,302
Percent of Open Interest Represented by Each Category of Trader
12.1 8.9 1.8 14.8 0.7 1.1 47.9 14.3 0.9 9.0 1.1 0.0 12.5 71.3
Number of Traders in Each Category Total Traders: 89
15 6 4 13 . . 36 10 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 162,835
Positions
4,135 92,511 342 98,268 43,411 8,489 36,434 9,229 2,693 4,936 1,852 0 7,538 4,308
Changes from: October 6, 2015 Total Change is: 2,922
313 6,677 45 718 -3,200 540 1,269 -367 -71 26 -57 0 82 -645
Percent of Open Interest Represented by Each Category of Trader
2.5 56.8 0.2 60.3 26.7 5.2 22.4 5.7 1.7 3.0 1.1 0.0 4.6 2.6
Number of Traders in Each Category Total Traders: 116
4 14 . 39 24 18 14 7 4 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 505,664
Positions
61,865 162,291 1,033 200,172 146,407 88,989 105,263 61,488 7,888 18,263 22,517 2,174 20,017 12,877
Changes from: October 6, 2015 Total Change is: 6,146
7,040 32,227 -1,418 -10,055 -25,215 3,579 5,928 1,692 -1,069 -371 -2,878 -140 2,652 -632
Percent of Open Interest Represented by Each Category of Trader
12.2 32.1 0.2 39.6 29.0 17.6 20.8 12.2 1.6 3.6 4.5 0.4 4.0 2.5
Number of Traders in Each Category Total Traders: 248
18 24 5 57 44 35 30 33 14 24 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 650,482
Positions
622 63,417 27,114 210,477 152,597 71,825 46,666 52,349 71,619 40,172 28,499 27,595 154,391 155,467
Changes from: October 6, 2015 Total Change is: 14,431
-537 11,971 -142 10,910 -8,462 -3,905 9,543 4,503 -1,001 330 1,591 -75 -692 9,952
Percent of Open Interest Represented by Each Category of Trader
0.1 9.7 4.2 32.4 23.5 11.0 7.2 8.0 11.0 6.2 4.4 4.2 23.7 23.9
Number of Traders in Each Category Total Traders: 152
4 14 13 37 20 34 27 27 36 7 16 13
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 646,490
Positions
11,626 98,242 320 393,607 102,020 72,900 19,097 262,645 14,920 15,292 6,994 605 118,123 87,845
Changes from: October 6, 2015 Total Change is: 9,725
-490 -1,751 86 8,482 1,537 -375 -2,665 12,296 -187 27 0 0 4,847 -1,881
Percent of Open Interest Represented by Each Category of Trader
1.8 15.2 0.0 60.9 15.8 11.3 3.0 40.6 2.3 2.4 1.1 0.1 18.3 13.6
Number of Traders in Each Category Total Traders: 102
. 9 . 45 13 32 8 18 12 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 1,140,075
Positions
31,801 102,903 10,805 259,579 363,861 117,037 385,795 209,029 61,098 137,296 127,018 10,442 126,221 137,883
Changes from: October 6, 2015 Total Change is: 25,534
1,585 2,001 -1,323 14,153 -7,379 8,486 4,150 22,320 -4,429 -1,616 5,055 321 4,206 481
Percent of Open Interest Represented by Each Category of Trader
2.8 9.0 0.9 22.8 31.9 10.3 33.8 18.3 5.4 12.0 11.1 0.9 11.1 12.1
Number of Traders in Each Category Total Traders: 277
14 34 12 43 45 41 49 34 36 21 37 10
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 3,287,337
Positions
107,941 215,853 158,204 1,191,074 744,760 362,843 451,129 787,799 314,956 249,844 183,388 94,505 356,841 425,029
Changes from: October 6, 2015 Total Change is: 6,878
14,482 -15,176 -8,970 7,910 47,100 -18,668 18,993 15,475 -5,712 9,247 2,220 -2,516 -7,888 -6,875
Percent of Open Interest Represented by Each Category of Trader
3.3 6.6 4.8 36.2 22.7 11.0 13.7 24.0 9.6 7.6 5.6 2.9 10.9 12.9
Number of Traders in Each Category Total Traders: 385
21 33 45 58 73 76 65 58 85 31 46 37
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,559,500
Positions
38,192 281,183 50,115 1,187,748 471,087 294,758 360,860 691,569 178,064 97,088 217,970 38,702 313,973 336,053
Changes from: October 6, 2015 Total Change is: -22,710
-2,496 29,656 1,707 -6,535 -9,295 -11,328 -52 -3,308 -9,949 5,708 -19,216 -4,328 4,562 3,351
Percent of Open Interest Represented by Each Category of Trader
1.5 11.0 2.0 46.4 18.4 11.5 14.1 27.0 7.0 3.8 8.5 1.5 12.3 13.1
Number of Traders in Each Category Total Traders: 292
12 32 22 48 47 58 46 49 57 12 46 13
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 907,087
Positions
277,149 258,492 243,662 64,007 8,414 15,446 152,557 114,644 104,134 2,500 59,162 30,557 17,074 72,576
Changes from: October 6, 2015 Total Change is: 43,278
-847 36,892 -32,571 64,007 -5,988 11,681 -9,734 11,426 8,392 885 2,207 3,119 -1,654 8,120
Percent of Open Interest Represented by Each Category of Trader
30.6 28.5 26.9 7.1 0.9 1.7 16.8 12.6 11.5 0.3 6.5 3.4 1.9 8.0
Number of Traders in Each Category Total Traders: 135
17 39 43 . 4 . 18 31 31 . 18 9
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 is18,316,657
Positions
2,145,552 1,370,433 4,366,416 525,735 1,767,067 509,088 1,477,621 653,558 6,772,226 420,755 413,466 1,234,339 864,923 1,230,064
Changes from: October 6, 2015 Total Change is: 288,228
60,591 -74,807 16,562 -2,654 78,741 31,073 15,338 -3,829 174,668 892 -25,576 -12,486 4,245 103,883
Percent of Open Interest Represented by Each Category of Trader
11.7 7.5 23.8 2.9 9.6 2.8 8.1 3.6 37.0 2.3 2.3 6.7 4.7 6.7
Number of Traders in Each Category Total Traders: 315
33 58 89 9 31 31 57 69 104 19 33 37
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 43,631
Positions
13,230 843 0 560 17,744 30 28,314 17,204 280 1,000 7,370 104 113 56
Changes from: October 6, 2015 Total Change is: 124
531 0 0 0 -157 30 -722 -12 280 0 -14 0 5 -3
Percent of Open Interest Represented by Each Category of Trader
30.3 1.9 0.0 1.3 40.7 0.1 64.9 39.4 0.6 2.3 16.9 0.2 0.3 0.1
Number of Traders in Each Category Total Traders: 45
4 . 0 . 8 . 5 11 . . 11 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 41,008
Positions
20,042 1,648 0 0 17,901 1 20,138 10,562 0 700 10,769 0 127 127
Changes from: October 6, 2015 Total Change is: -781
-805 -183 0 0 64 0 72 -665 0 -100 -1 0 52 4
Percent of Open Interest Represented by Each Category of Trader
48.9 4.0 0.0 0.0 43.7 0.0 49.1 25.8 0.0 1.7 26.3 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 39
. . 0 0 10 . 7 6 0 . 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 72,965
Positions
2,321 55,896 124 16,201 2,627 738 22,738 5,739 1,948 19,375 2,460 173 9,348 3,261
Changes from: October 6, 2015 Total Change is: 1,749
307 37 -35 -508 2,279 20 5,355 -1,733 1,175 -4,997 -1,611 -21 453 1,638
Percent of Open Interest Represented by Each Category of Trader
3.2 76.6 0.2 22.2 3.6 1.0 31.2 7.9 2.7 26.6 3.4 0.2 12.8 4.5
Number of Traders in Each Category Total Traders: 134
7 4 . 9 . . 26 18 11 57 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 332,413
Positions
37,074 95,809 24,477 26,973 28,577 39,631 98,430 39,084 64,381 9,768 2,696 11,733 19,946 26,025
Changes from: October 6, 2015 Total Change is: 9,204
-7,237 -5,395 6,524 5,706 -813 2,603 545 2,091 5,890 1,248 -163 -4,926 -1,149 3,393
Percent of Open Interest Represented by Each Category of Trader
11.2 28.8 7.4 8.1 8.6 11.9 29.6 11.8 19.4 2.9 0.8 3.5 6.0 7.8
Number of Traders in Each Category Total Traders: 160
15 11 21 12 11 9 41 34 50 17 11 20
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Traders in Financial Futures - Options and Futures Combined Positions as of October 13, 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 16,679
Positions
138 3,058 0 3,267 378 713 11,080 11,537 386 747 567 0 348 40
Changes from: October 6, 2015 Total Change is: -3,544
40 0 0 1,284 -3,237 -382 -4,650 102 0 180 -39 0 -16 12
Percent of Open Interest Represented by Each Category of Trader
0.8 18.3 0.0 19.6 2.3 4.3 66.4 69.2 2.3 4.5 3.4 0.0 2.1 0.2
Number of Traders in Each Category Total Traders: 34
. . 0 6 . . 11 6 . 5 . 0
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Updated October 16, 2015