Traders in Financial Futures - Futures Only Positions as of June 30, 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 91,797
Positions
18,462 3,813 80 24,675 18,656 155 14,171 31,970 3,020 8,844 4,410 23 22,367 29,670
Changes from: June 23, 2015 Total Change is: 10,417
4,225 -501 -61 2,288 6,499 -32 4,974 3,831 -300 -767 415 16 74 550
Percent of Open Interest Represented by Each Category of Trader
20.1 4.2 0.1 26.9 20.3 0.2 15.4 34.8 3.3 9.6 4.8 0.0 24.4 32.3
Number of Traders in Each Category Total Traders: 76
8 . . 7 10 . 15 20 7 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 21,472
Positions
2,447 4,825 15 1,587 1,575 5 8,424 2,704 9 0 0 0 8,985 12,339
Changes from: June 23, 2015 Total Change is: -397
84 406 7 443 75 0 -550 -134 -5 0 0 0 -376 -746
Percent of Open Interest Represented by Each Category of Trader
11.4 22.5 0.1 7.4 7.3 0.0 39.2 12.6 0.0 0.0 0.0 0.0 41.8 57.5
Number of Traders in Each Category Total Traders: 24
. 4 . . . . 9 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 181,413
Positions
44,340 41,161 674 21,919 61,457 1,067 81,166 37,909 1,028 5,191 17,730 488 25,540 19,899
Changes from: June 23, 2015 Total Change is: 2,772
-240 12,785 23 -558 714 275 6,562 -8,478 -266 -496 -719 324 -2,852 -1,886
Percent of Open Interest Represented by Each Category of Trader
24.4 22.7 0.4 12.1 33.9 0.6 44.7 20.9 0.6 2.9 9.8 0.3 14.1 11.0
Number of Traders in Each Category Total Traders: 115
6 9 4 10 17 7 27 27 6 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 254,014
Positions
138,067 20,848 274 19,872 28,923 4,851 22,849 130,351 3,543 47,176 9,382 640 16,742 55,202
Changes from: June 23, 2015 Total Change is: 6,175
-1,278 14,556 -68 -134 -2,778 362 4,192 -235 307 -6 378 251 2,549 -6,598
Percent of Open Interest Represented by Each Category of Trader
54.4 8.2 0.1 7.8 11.4 1.9 9.0 51.3 1.4 18.6 3.7 0.3 6.6 21.7
Number of Traders in Each Category Total Traders: 125
9 4 . 11 21 10 15 49 10 6 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 346,115
Positions
129,039 9,540 1,288 59,755 111,547 14,581 42,314 91,268 2,919 56,063 40,095 2,084 38,072 72,793
Changes from: June 23, 2015 Total Change is: 688
4,477 2,819 -120 1,841 -3,011 625 -4,860 -1,574 726 -789 317 92 -1,304 814
Percent of Open Interest Represented by Each Category of Trader
37.3 2.8 0.4 17.3 32.2 4.2 12.2 26.4 0.8 16.2 11.6 0.6 11.0 21.0
Number of Traders in Each Category Total Traders: 234
20 10 4 23 35 21 32 47 19 27 39 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 118,443
Positions
79,327 3,845 28 596 23,078 190 15,233 38,088 48 7,899 21,332 6 15,116 31,828
Changes from: June 23, 2015 Total Change is: 2,259
4,865 -73 25 -183 3,155 -174 -1,090 -1,244 -308 -455 10 0 -421 868
Percent of Open Interest Represented by Each Category of Trader
67.0 3.2 0.0 0.5 19.5 0.2 12.9 32.2 0.0 6.7 18.0 0.0 12.8 26.9
Number of Traders in Each Category Total Traders: 68
9 . . . 11 . 15 19 4 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 41,744
Positions
32,944 34,840 1,260 1,135 0 0 4,664 2,346 737 399 1,680 235 370 646
Changes from: June 23, 2015 Total Change is: -510
125 -122 0 29 0 0 -760 -252 0 133 -332 0 -37 196
Percent of Open Interest Represented by Each Category of Trader
78.9 83.5 3.0 2.7 0.0 0.0 11.2 5.6 1.8 1.0 4.0 0.6 0.9 1.5
Number of Traders in Each Category Total Traders: 28
8 7 4 . 0 0 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 111,471
Positions
60,989 42,741 198 9,038 3,841 0 33,924 47,364 724 3,471 9,682 2 3,125 6,919
Changes from: June 23, 2015 Total Change is: -405
10,374 -5,110 198 -11,635 788 0 -114 -806 297 155 3,419 2 318 807
Percent of Open Interest Represented by Each Category of Trader
54.7 38.3 0.2 8.1 3.4 0.0 30.4 42.5 0.6 3.1 8.7 0.0 2.8 6.2
Number of Traders in Each Category Total Traders: 116
7 5 . 4 6 0 23 45 9 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 19,096
Positions
4,975 8,413 3,719 748 0 0 5,085 2,519 510 357 224 2,746 956 965
Changes from: June 23, 2015 Total Change is: 3,552
-511 4,604 744 14 0 0 3,004 -1,891 23 157 0 0 121 72
Percent of Open Interest Represented by Each Category of Trader
26.1 44.1 19.5 3.9 0.0 0.0 26.6 13.2 2.7 1.9 1.2 14.4 5.0 5.1
Number of Traders in Each Category Total Traders: 23
. 4 . . 0 0 5 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 43,256
Positions
25,886 343 1 1,805 5,365 1 11,754 25,405 696 268 4,503 0 2,845 6,942
Changes from: June 23, 2015 Total Change is: 345
2,632 80 1 -51 251 0 -1,782 260 -12 -575 -521 0 132 286
Percent of Open Interest Represented by Each Category of Trader
59.8 0.8 0.0 4.2 12.4 0.0 27.2 58.7 1.6 0.6 10.4 0.0 6.6 16.0
Number of Traders in Each Category Total Traders: 82
10 . . 4 8 . 14 30 4 . 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 44,827
Positions
18,853 30,131 45 5,025 2,297 266 10,923 5,210 1,013 2,137 470 16 6,550 5,380
Changes from: June 23, 2015 Total Change is: -8,472
733 -9,658 -52 -873 132 3 -8,373 2,509 23 406 -1,269 16 -355 -176
Percent of Open Interest Represented by Each Category of Trader
42.1 67.2 0.1 11.2 5.1 0.6 24.4 11.6 2.3 4.8 1.0 0.0 14.6 12.0
Number of Traders in Each Category Total Traders: 91
15 15 . 10 4 5 16 16 . 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 89,654
Positions
37,706 60,261 90 10,049 4,594 532 21,846 10,419 2,026 4,274 940 32 13,099 10,760
Changes from: June 23, 2015 Total Change is: -16,943
1,465 -19,316 -103 -1,745 263 6 -16,746 5,017 46 811 -2,537 32 -709 -351
Percent of Open Interest Represented by Each Category of Trader
42.1 67.2 0.1 11.2 5.1 0.6 24.4 11.6 2.3 4.8 1.0 0.0 14.6 12.0
Number of Traders in Each Category Total Traders: 91
15 15 . 10 4 5 16 16 . 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 624,941
Positions
45,957 100,986 11,211 278,877 118,149 58,607 77,202 169,437 25,643 19,470 42,555 5,017 102,958 93,337
Changes from: June 23, 2015 Total Change is: 15,984
1,138 -16,135 4,677 -13,592 6,881 109 7,091 4,978 9,597 -337 2,859 1,858 5,443 1,160
Percent of Open Interest Represented by Each Category of Trader
7.4 16.2 1.8 44.6 18.9 9.4 12.4 27.1 4.1 3.1 6.8 0.8 16.5 14.9
Number of Traders in Each Category Total Traders: 563
39 32 22 118 77 81 66 128 67 40 62 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 96,685
Positions
5,582 15,615 640 46,712 17,761 2,370 3,881 11,304 95 4,039 2,807 1,300 32,066 44,793
Changes from: June 23, 2015 Total Change is: 2,809
4,196 -9,126 -500 -1,445 405 -406 1,065 8,127 0 630 22 1,200 -1,931 3,087
Percent of Open Interest Represented by Each Category of Trader
5.8 16.2 0.7 48.3 18.4 2.5 4.0 11.7 0.1 4.2 2.9 1.3 33.2 46.3
Number of Traders in Each Category Total Traders: 65
4 6 . 16 5 7 11 13 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 2,641,281
Positions
247,125 472,107 7,605 1,178,706 519,821 263,300 408,673 832,735 85,668 81,393 202,977 14,349 354,462 242,719
Changes from: June 23, 2015 Total Change is: 65,874
8,095 -11,659 2,499 -58,494 34,625 331 66,417 20,539 11,697 -3,243 15,777 1,701 36,871 -9,636
Percent of Open Interest Represented by Each Category of Trader
9.4 17.9 0.3 44.6 19.7 10.0 15.5 31.5 3.2 3.1 7.7 0.5 13.4 9.2
Number of Traders in Each Category Total Traders: 551
38 33 20 111 76 76 65 129 62 38 61 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 90,362
Positions
2,104 30,991 1,110 48,822 43,058 1,474 24,010 8,779 1,403 0 263 0 11,439 3,284
Changes from: June 23, 2015 Total Change is: -1,374
536 -3,777 256 1,639 1,517 -69 -3,846 307 394 0 0 0 -284 -2
Percent of Open Interest Represented by Each Category of Trader
2.3 34.3 1.2 54.0 47.7 1.6 26.6 9.7 1.6 0.0 0.3 0.0 12.7 3.6
Number of Traders in Each Category Total Traders: 92
4 12 . 37 12 16 19 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 62,195
Positions
4,070 41,486 103 31,593 5,678 1,121 15,258 7,847 888 3,852 1,612 108 5,200 3,350
Changes from: June 23, 2015 Total Change is: -7,130
789 -7,304 23 -2,106 539 349 -5,330 93 -257 120 -328 108 -825 -352
Percent of Open Interest Represented by Each Category of Trader
6.5 66.7 0.2 50.8 9.1 1.8 24.5 12.6 1.4 6.2 2.6 0.2 8.4 5.4
Number of Traders in Each Category Total Traders: 220
17 20 . 41 17 8 50 38 11 23 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 310,974
Positions
20,350 207,430 517 157,966 28,390 5,607 76,290 39,236 4,441 19,261 8,060 542 26,000 16,751
Changes from: June 23, 2015 Total Change is: -35,649
3,943 -36,519 113 -10,528 2,695 1,743 -26,648 463 -1,286 599 -1,641 542 -4,127 -1,759
Percent of Open Interest Represented by Each Category of Trader
6.5 66.7 0.2 50.8 9.1 1.8 24.5 12.6 1.4 6.2 2.6 0.2 8.4 5.4
Number of Traders in Each Category Total Traders: 220
17 20 . 41 17 8 50 38 11 23 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 355,541
Positions
108,652 61,548 110 120,450 156,258 14,934 76,226 92,749 5,181 7,990 11,773 0 21,998 12,988
Changes from: June 23, 2015 Total Change is: 7,804
5,318 5,486 -24 1,284 3,535 -1,195 5,489 2,541 804 -3,990 -878 -118 236 -2,347
Percent of Open Interest Represented by Each Category of Trader
30.6 17.3 0.0 33.9 43.9 4.2 21.4 26.1 1.5 2.2 3.3 0.0 6.2 3.7
Number of Traders in Each Category Total Traders: 268
19 11 . 58 45 28 49 52 11 15 19 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 54,863
Positions
2,415 12,013 2 30,399 0 62 7,213 12,019 1 3,407 25,434 0 11,364 5,332
Changes from: June 23, 2015 Total Change is: -1,373
240 129 0 175 0 -67 -1,736 -3,424 1 -848 3,549 0 862 -1,561
Percent of Open Interest Represented by Each Category of Trader
4.4 21.9 0.0 55.4 0.0 0.1 13.1 21.9 0.0 6.2 46.4 0.0 20.7 9.7
Number of Traders in Each Category Total Traders: 61
4 7 . 20 0 . 11 11 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 118,273
Positions
18,322 6,177 1,617 29,817 2,010 1,099 38,021 7,286 890 17,191 204 40 11,276 98,950
Changes from: June 23, 2015 Total Change is: 4,355
-683 2,032 274 4,282 -78 181 -4,560 -3,051 206 2,545 -228 0 2,110 5,019
Percent of Open Interest Represented by Each Category of Trader
15.5 5.2 1.4 25.2 1.7 0.9 32.1 6.2 0.8 14.5 0.2 0.0 9.5 83.7
Number of Traders in Each Category Total Traders: 83
15 7 . 13 . 4 30 7 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 148,332
Positions
6,692 90,394 260 85,775 37,000 5,402 34,404 5,994 4,562 4,519 1,108 0 6,718 3,612
Changes from: June 23, 2015 Total Change is: 1,921
2,494 3,923 -248 -4,720 3,557 -157 3,947 -4,809 1,360 -1,091 -1,528 0 336 -177
Percent of Open Interest Represented by Each Category of Trader
4.5 60.9 0.2 57.8 24.9 3.6 23.2 4.0 3.1 3.0 0.7 0.0 4.5 2.4
Number of Traders in Each Category Total Traders: 111
6 11 . 39 22 19 18 . 5 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 377,381
Positions
20,232 168,010 1,267 187,300 89,538 52,840 65,301 33,398 13,169 16,826 9,361 1,555 18,891 8,243
Changes from: June 23, 2015 Total Change is: 3,914
-6,462 8,404 -89 12,276 4,518 2,919 -5,294 -7,975 1,877 -1,344 -5,673 29 2 -96
Percent of Open Interest Represented by Each Category of Trader
5.4 44.5 0.3 49.6 23.7 14.0 17.3 8.8 3.5 4.5 2.5 0.4 5.0 2.2
Number of Traders in Each Category Total Traders: 234
13 25 4 65 35 32 34 24 12 22 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 477,943
Positions
618 73,810 2,583 235,585 94,763 50,751 57,912 87,195 10,847 5,532 16,775 891 113,224 140,328
Changes from: June 23, 2015 Total Change is: -6,510
-3,158 53 -1,553 12,876 1,748 4,310 -12,372 4,032 1,744 -858 -3,920 71 -7,570 -12,995
Percent of Open Interest Represented by Each Category of Trader
0.1 15.4 0.5 49.3 19.8 10.6 12.1 18.2 2.3 1.2 3.5 0.2 23.7 29.4
Number of Traders in Each Category Total Traders: 141
. 17 5 31 23 27 25 30 16 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 587,059
Positions
23,225 73,969 799 357,912 60,813 69,835 12,491 272,246 12,207 8,667 4,459 554 101,369 92,177
Changes from: June 23, 2015 Total Change is: -10,538
-649 -14,881 -1,130 1,647 5,409 619 -4,976 1,944 -2,507 951 0 554 -5,047 -546
Percent of Open Interest Represented by Each Category of Trader
4.0 12.6 0.1 61.0 10.4 11.9 2.1 46.4 2.1 1.5 0.8 0.1 17.3 15.7
Number of Traders in Each Category Total Traders: 104
4 9 . 45 14 33 4 23 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,190,195
Positions
32,578 95,859 2,576 213,455 424,945 115,254 485,723 176,427 66,943 151,622 159,503 8,011 114,033 140,677
Changes from: June 23, 2015 Total Change is: -12,825
-2,164 -14,004 -462 785 879 -7,605 -29,591 -91 162 30,762 9,967 -1,336 -3,376 -335
Percent of Open Interest Represented by Each Category of Trader
2.7 8.1 0.2 17.9 35.7 9.7 40.8 14.8 5.6 12.7 13.4 0.7 9.6 11.8
Number of Traders in Each Category Total Traders: 270
10 30 6 40 46 41 45 35 25 22 42 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,718,708
Positions
105,771 154,759 18,166 1,124,227 846,762 304,062 400,798 683,574 100,457 356,468 169,168 23,315 285,444 418,445
Changes from: June 23, 2015 Total Change is: -175
-28,551 28,970 -1,557 7,159 -44,333 20,789 -26,356 14,651 -20,623 20,609 17,339 10,011 18,344 -25,422
Percent of Open Interest Represented by Each Category of Trader
3.9 5.7 0.7 41.4 31.1 11.2 14.7 25.1 3.7 13.1 6.2 0.9 10.5 15.4
Number of Traders in Each Category Total Traders: 384
15 35 8 47 82 72 56 72 42 31 46 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,111,725
Positions
107,795 184,242 36,365 787,902 526,852 268,937 429,955 387,584 93,227 110,147 224,658 34,338 243,059 355,522
Changes from: June 23, 2015 Total Change is: 6,772
-7,234 -18,360 13,549 15,599 -22,633 1,776 -8,581 36,337 -1,813 -8,768 6,933 2,269 -25 -11,286
Percent of Open Interest Represented by Each Category of Trader
5.1 8.7 1.7 37.3 24.9 12.7 20.4 18.4 4.4 5.2 10.6 1.6 11.5 16.8
Number of Traders in Each Category Total Traders: 275
16 25 6 36 49 46 49 44 32 13 43 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 906,380
Positions
381,182 223,497 244,023 0 14,821 13,797 26,972 131,522 139,967 41,742 48,378 35,197 23,500 55,178
Changes from: June 23, 2015 Total Change is: 34,540
406 14,303 22,781 0 1,725 -1,887 8,067 -8,932 1,763 1,635 10,449 -2,428 4,203 -3,234
Percent of Open Interest Represented by Each Category of Trader
42.1 24.7 26.9 0.0 1.6 1.5 3.0 14.5 15.4 4.6 5.3 3.9 2.6 6.1
Number of Traders in Each Category Total Traders: 137
18 35 43 0 7 4 16 35 29 4 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,096,378
Positions
2,531,452 1,293,562 2,978,499 219,894 1,795,994 354,806 1,772,359 873,313 1,651,262 440,763 561,363 356,435 790,908 1,231,144
Changes from: June 23, 2015 Total Change is: 103,010
111,225 50,797 65,635 -53,232 929 17,285 -74,717 43,832 -43,049 78,678 -20,659 28,824 -27,639 -40,584
Percent of Open Interest Represented by Each Category of Trader
22.8 11.7 26.8 2.0 16.2 3.2 16.0 7.9 14.9 4.0 5.1 3.2 7.1 11.1
Number of Traders in Each Category Total Traders: 292
32 49 75 7 29 22 33 77 86 12 41 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 45,571
Positions
7,965 1,765 0 475 14,014 0 35,224 20,837 0 1,744 8,872 21 142 62
Changes from: June 23, 2015 Total Change is: 1,576
644 418 0 0 -593 0 759 1,446 0 100 307 0 73 -2
Percent of Open Interest Represented by Each Category of Trader
17.5 3.9 0.0 1.0 30.8 0.0 77.3 45.7 0.0 3.8 19.5 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 42
. 4 0 . 8 0 . 11 0 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 32,493
Positions
5,365 1,039 0 0 12,823 0 26,425 7,564 196 362 10,742 31 114 98
Changes from: June 23, 2015 Total Change is: 1,218
1,811 411 -97 0 8 0 -907 -258 195 161 978 0 55 -19
Percent of Open Interest Represented by Each Category of Trader
16.5 3.2 0.0 0.0 39.5 0.0 81.3 23.3 0.6 1.1 33.1 0.1 0.4 0.3
Number of Traders in Each Category Total Traders: 34
. . 0 0 8 0 4 7 . . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 83,260
Positions
2,119 62,871 17 18,687 249 578 13,277 14,602 2,617 32,289 324 201 13,475 1,801
Changes from: June 23, 2015 Total Change is: -2,672
303 3,947 17 -1,173 -53 19 -2,468 -8,228 1,365 -1,263 199 -7 535 69
Percent of Open Interest Represented by Each Category of Trader
2.5 75.5 0.0 22.4 0.3 0.7 15.9 17.5 3.1 38.8 0.4 0.2 16.2 2.2
Number of Traders in Each Category Total Traders: 193
6 . . 11 . . 29 18 8 121 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 336,956
Positions
84,342 13,143 30,209 68,963 38,135 18,051 43,069 137,116 47,543 4,417 6,045 15,841 24,521 30,873
Changes from: June 23, 2015 Total Change is: -29,580
-10,085 -2,647 7,946 -12,897 -2,824 -5,013 -8,661 -23,006 -2,172 9 -716 -1,129 2,422 -19
Percent of Open Interest Represented by Each Category of Trader
25.0 3.9 9.0 20.5 11.3 5.4 12.8 40.7 14.1 1.3 1.8 4.7 7.3 9.2
Number of Traders in Each Category Total Traders: 183
17 12 18 16 13 9 36 46 49 14 13 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 30, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 22,678
Positions
124 2,934 0 12,013 1,631 1,003 7,905 15,988 549 862 541 0 222 32
Changes from: June 23, 2015 Total Change is: 5,496
44 0 0 5,620 57 133 -555 5,306 0 240 0 0 14 0
Percent of Open Interest Represented by Each Category of Trader
0.5 12.9 0.0 53.0 7.2 4.4 34.9 70.5 2.4 3.8 2.4 0.0 1.0 0.1
Number of Traders in Each Category Total Traders: 32
. . 0 7 . . 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 6, 2015