Traders in Financial Futures - Futures Only Positions as of July 7, 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 120,095
Positions
35,745 1,306 211 24,518 24,694 1,303 24,685 50,175 2,630 11,305 4,893 17 19,681 34,866
Changes from: June 30, 2015 Total Change is: 28,298
17,283 -2,507 131 -157 6,038 1,148 10,514 18,205 -390 2,461 483 -6 -2,686 5,196
Percent of Open Interest Represented by Each Category of Trader
29.8 1.1 0.2 20.4 20.6 1.1 20.6 41.8 2.2 9.4 4.1 0.0 16.4 29.0
Number of Traders in Each Category Total Traders: 85
11 . . 6 12 . 13 27 6 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 23,740
Positions
4,762 3,223 11 1,778 1,959 5 8,036 3,104 9 0 0 0 9,139 15,429
Changes from: June 30, 2015 Total Change is: 2,268
2,315 -1,602 -4 191 384 0 -388 400 0 0 0 0 154 3,090
Percent of Open Interest Represented by Each Category of Trader
20.1 13.6 0.0 7.5 8.3 0.0 33.9 13.1 0.0 0.0 0.0 0.0 38.5 65.0
Number of Traders in Each Category Total Traders: 24
5 . . . . . 7 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 168,480
Positions
46,421 28,756 1,160 8,034 60,850 2,364 80,110 35,391 1,503 4,662 16,032 0 24,226 22,424
Changes from: June 30, 2015 Total Change is: -12,933
2,081 -12,405 486 -13,885 -607 1,297 -1,056 -2,518 475 -529 -1,698 -488 -1,314 2,525
Percent of Open Interest Represented by Each Category of Trader
27.6 17.1 0.7 4.8 36.1 1.4 47.5 21.0 0.9 2.8 9.5 0.0 14.4 13.3
Number of Traders in Each Category Total Traders: 112
7 9 . 6 19 8 30 25 8 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 250,828
Positions
135,732 35,337 142 18,449 29,614 5,883 24,030 113,880 3,638 45,557 8,101 640 16,757 53,593
Changes from: June 30, 2015 Total Change is: -3,186
-2,335 14,489 -132 -1,423 691 1,032 1,181 -16,471 95 -1,619 -1,281 0 15 -1,609
Percent of Open Interest Represented by Each Category of Trader
54.1 14.1 0.1 7.4 11.8 2.3 9.6 45.4 1.5 18.2 3.2 0.3 6.7 21.4
Number of Traders in Each Category Total Traders: 130
10 5 . 9 22 10 17 53 11 6 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 354,885
Positions
134,726 10,041 1,683 66,965 109,244 16,238 36,754 95,864 2,362 56,252 37,336 2,121 37,784 79,996
Changes from: June 30, 2015 Total Change is: 8,770
5,687 501 395 7,210 -2,303 1,657 -5,560 4,596 -557 189 -2,759 37 -288 7,203
Percent of Open Interest Represented by Each Category of Trader
38.0 2.8 0.5 18.9 30.8 4.6 10.4 27.0 0.7 15.9 10.5 0.6 10.6 22.5
Number of Traders in Each Category Total Traders: 225
16 12 5 22 35 23 25 49 12 31 34 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 135,648
Positions
96,243 550 12 2,300 23,348 648 13,848 46,745 44 6,045 22,425 6 16,502 41,870
Changes from: June 30, 2015 Total Change is: 17,205
16,916 -3,295 -16 1,704 270 458 -1,385 8,657 -4 -1,854 1,093 0 1,386 10,042
Percent of Open Interest Represented by Each Category of Trader
71.0 0.4 0.0 1.7 17.2 0.5 10.2 34.5 0.0 4.5 16.5 0.0 12.2 30.9
Number of Traders in Each Category Total Traders: 83
14 . . . 11 . 14 29 4 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 48,251
Positions
35,250 37,125 5,802 1,904 0 0 3,591 2,089 739 388 1,680 235 342 581
Changes from: June 30, 2015 Total Change is: 6,507
2,306 2,285 4,542 769 0 0 -1,073 -257 2 -11 0 0 -28 -65
Percent of Open Interest Represented by Each Category of Trader
73.1 76.9 12.0 3.9 0.0 0.0 7.4 4.3 1.5 0.8 3.5 0.5 0.7 1.2
Number of Traders in Each Category Total Traders: 28
8 7 5 . 0 0 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 140,418
Positions
59,281 44,243 68 55,128 4,094 0 19,794 72,913 376 2,278 10,491 45 3,448 8,188
Changes from: June 30, 2015 Total Change is: 28,947
-1,708 1,502 -130 46,090 253 0 -14,130 25,549 -348 -1,193 809 43 323 1,269
Percent of Open Interest Represented by Each Category of Trader
42.2 31.5 0.0 39.3 2.9 0.0 14.1 51.9 0.3 1.6 7.5 0.0 2.5 5.8
Number of Traders in Each Category Total Traders: 129
6 7 . 5 7 0 20 59 7 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 16,983
Positions
3,461 7,073 3,064 808 0 0 4,991 2,143 443 501 224 2,746 969 1,290
Changes from: June 30, 2015 Total Change is: -2,113
-1,514 -1,340 -655 60 0 0 -94 -376 -67 144 0 0 13 325
Percent of Open Interest Represented by Each Category of Trader
20.4 41.6 18.0 4.8 0.0 0.0 29.4 12.6 2.6 3.0 1.3 16.2 5.7 7.6
Number of Traders in Each Category Total Traders: 20
. 4 . . 0 0 4 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 42,873
Positions
28,644 0 7 1,522 4,722 1 8,791 24,613 722 240 6,046 0 2,946 6,762
Changes from: June 30, 2015 Total Change is: -383
2,758 -343 6 -283 -643 0 -2,963 -792 26 -28 1,543 0 101 -180
Percent of Open Interest Represented by Each Category of Trader
66.8 0.0 0.0 3.6 11.0 0.0 20.5 57.4 1.7 0.6 14.1 0.0 6.9 15.8
Number of Traders in Each Category Total Traders: 79
10 0 . 4 9 . 13 28 4 . 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 43,659
Positions
18,148 28,439 32 4,830 2,075 379 11,473 5,866 265 2,166 450 16 6,353 6,139
Changes from: June 30, 2015 Total Change is: -1,168
-705 -1,692 -14 -195 -222 113 550 657 -749 29 -20 0 -197 759
Percent of Open Interest Represented by Each Category of Trader
41.6 65.1 0.1 11.1 4.8 0.9 26.3 13.4 0.6 5.0 1.0 0.0 14.6 14.1
Number of Traders in Each Category Total Traders: 86
14 14 . 11 . 6 18 12 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 87,318
Positions
36,296 56,878 63 9,660 4,150 757 22,945 11,732 529 4,331 900 32 12,705 12,277
Changes from: June 30, 2015 Total Change is: -2,336
-1,410 -3,383 -27 -389 -444 225 1,099 1,313 -1,497 57 -40 0 -394 1,517
Percent of Open Interest Represented by Each Category of Trader
41.6 65.1 0.1 11.1 4.8 0.9 26.3 13.4 0.6 5.0 1.0 0.0 14.6 14.1
Number of Traders in Each Category Total Traders: 86
14 14 . 11 . 6 18 12 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 644,368
Positions
47,655 93,479 19,638 280,078 120,916 57,418 74,479 167,855 20,372 18,397 43,216 5,802 120,530 115,673
Changes from: June 30, 2015 Total Change is: 19,427
1,698 -7,508 8,427 1,201 2,767 -1,188 -2,722 -1,582 -5,271 -1,073 661 784 17,572 22,336
Percent of Open Interest Represented by Each Category of Trader
7.4 14.5 3.0 43.5 18.8 8.9 11.6 26.0 3.2 2.9 6.7 0.9 18.7 18.0
Number of Traders in Each Category Total Traders: 568
38 35 22 119 80 77 64 130 72 42 59 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 107,003
Positions
13,676 9,388 1,749 44,936 17,572 2,435 4,436 7,850 95 4,005 2,811 1,300 34,371 63,803
Changes from: June 30, 2015 Total Change is: 10,318
8,094 -6,227 1,109 -1,776 -189 65 555 -3,454 0 -34 4 0 2,305 19,010
Percent of Open Interest Represented by Each Category of Trader
12.8 8.8 1.6 42.0 16.4 2.3 4.1 7.3 0.1 3.7 2.6 1.2 32.1 59.6
Number of Traders in Each Category Total Traders: 64
6 . 4 15 5 7 13 12 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 2,686,827
Positions
251,554 502,113 7,783 1,190,322 531,332 260,303 374,412 824,223 77,189 76,374 206,440 18,093 430,797 259,351
Changes from: June 30, 2015 Total Change is: 45,546
4,429 30,006 178 11,616 11,511 -2,997 -34,261 -8,512 -8,479 -5,019 3,463 3,744 76,335 16,632
Percent of Open Interest Represented by Each Category of Trader
9.4 18.7 0.3 44.3 19.8 9.7 13.9 30.7 2.9 2.8 7.7 0.7 16.0 9.7
Number of Traders in Each Category Total Traders: 556
36 37 18 113 78 73 65 129 67 41 57 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 84,285
Positions
4,003 23,667 1,148 44,336 43,061 2,313 20,091 9,359 1,287 230 263 0 10,877 3,187
Changes from: June 30, 2015 Total Change is: -6,077
1,899 -7,324 38 -4,486 3 839 -3,919 580 -116 230 0 0 -562 -97
Percent of Open Interest Represented by Each Category of Trader
4.7 28.1 1.4 52.6 51.1 2.7 23.8 11.1 1.5 0.3 0.3 0.0 12.9 3.8
Number of Traders in Each Category Total Traders: 87
6 9 . 35 12 14 15 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 59,219
Positions
4,133 38,699 137 30,199 5,556 1,011 13,521 7,109 1,202 3,584 1,845 112 5,319 3,547
Changes from: June 30, 2015 Total Change is: -2,976
63 -2,787 34 -1,394 -122 -110 -1,737 -738 314 -269 233 4 119 197
Percent of Open Interest Represented by Each Category of Trader
7.0 65.3 0.2 51.0 9.4 1.7 22.8 12.0 2.0 6.1 3.1 0.2 9.0 6.0
Number of Traders in Each Category Total Traders: 212
17 22 . 38 18 8 44 38 13 18 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 296,093
Positions
20,665 193,493 687 150,996 27,780 5,056 67,604 35,546 6,009 17,918 9,225 561 26,597 17,736
Changes from: June 30, 2015 Total Change is: -14,881
315 -13,937 170 -6,970 -610 -551 -8,686 -3,690 1,568 -1,343 1,165 19 597 985
Percent of Open Interest Represented by Each Category of Trader
7.0 65.3 0.2 51.0 9.4 1.7 22.8 12.0 2.0 6.1 3.1 0.2 9.0 6.0
Number of Traders in Each Category Total Traders: 212
17 22 . 38 18 8 44 38 13 18 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 347,683
Positions
109,915 59,115 234 118,674 153,545 16,012 69,093 89,520 4,234 8,438 11,755 0 21,083 13,268
Changes from: June 30, 2015 Total Change is: -7,858
1,263 -2,433 124 -1,776 -2,713 1,078 -7,133 -3,229 -947 448 -18 0 -915 280
Percent of Open Interest Represented by Each Category of Trader
31.6 17.0 0.1 34.1 44.2 4.6 19.9 25.7 1.2 2.4 3.4 0.0 6.1 3.8
Number of Traders in Each Category Total Traders: 258
22 10 . 58 44 27 43 48 8 15 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 55,030
Positions
2,323 12,038 17 30,081 0 59 9,316 12,893 0 3,387 24,410 0 9,847 5,613
Changes from: June 30, 2015 Total Change is: 167
-92 25 15 -318 0 -3 2,103 874 -1 -20 -1,024 0 -1,517 281
Percent of Open Interest Represented by Each Category of Trader
4.2 21.9 0.0 54.7 0.0 0.1 16.9 23.4 0.0 6.2 44.4 0.0 17.9 10.2
Number of Traders in Each Category Total Traders: 61
4 7 . 20 0 . 12 10 0 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 113,284
Positions
19,059 7,242 848 26,546 2,540 1,036 37,385 8,320 1,373 16,857 492 40 10,140 91,393
Changes from: June 30, 2015 Total Change is: -4,989
737 1,065 -769 -3,271 530 -63 -636 1,034 483 -334 288 0 -1,136 -7,557
Percent of Open Interest Represented by Each Category of Trader
16.8 6.4 0.7 23.4 2.2 0.9 33.0 7.3 1.2 14.9 0.4 0.0 9.0 80.7
Number of Traders in Each Category Total Traders: 90
17 8 5 12 4 . 30 11 5 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 146,970
Positions
5,575 88,741 253 90,467 37,854 5,227 31,482 6,414 3,854 3,853 885 0 6,259 3,742
Changes from: June 30, 2015 Total Change is: -1,362
-1,117 -1,653 -7 4,692 854 -175 -2,922 420 -708 -666 -223 0 -459 130
Percent of Open Interest Represented by Each Category of Trader
3.8 60.4 0.2 61.6 25.8 3.6 21.4 4.4 2.6 2.6 0.6 0.0 4.3 2.5
Number of Traders in Each Category Total Traders: 109
6 14 . 38 23 17 15 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 380,696
Positions
19,978 164,649 1,856 185,602 94,335 56,795 62,053 23,481 14,061 16,691 9,693 1,602 22,058 14,224
Changes from: June 30, 2015 Total Change is: 3,315
-254 -3,361 589 -1,698 4,797 3,955 -3,248 -9,917 892 -135 332 47 3,167 5,981
Percent of Open Interest Represented by Each Category of Trader
5.2 43.2 0.5 48.8 24.8 14.9 16.3 6.2 3.7 4.4 2.5 0.4 5.8 3.7
Number of Traders in Each Category Total Traders: 237
15 24 6 62 39 30 36 23 12 22 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 496,718
Positions
2,479 88,030 1,090 245,624 84,531 54,472 57,097 87,542 10,209 4,884 17,939 1,067 119,796 151,838
Changes from: June 30, 2015 Total Change is: 18,775
1,861 14,220 -1,493 10,039 -10,232 3,721 -815 347 -638 -648 1,164 176 6,572 11,510
Percent of Open Interest Represented by Each Category of Trader
0.5 17.7 0.2 49.4 17.0 11.0 11.5 17.6 2.1 1.0 3.6 0.2 24.1 30.6
Number of Traders in Each Category Total Traders: 143
. 19 4 36 20 28 26 26 17 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 594,592
Positions
25,394 80,998 1,541 356,723 56,694 72,619 13,825 269,574 12,709 6,295 6,088 554 104,932 93,815
Changes from: June 30, 2015 Total Change is: 7,533
2,169 7,029 742 -1,189 -4,119 2,784 1,334 -2,672 502 -2,372 1,629 0 3,563 1,638
Percent of Open Interest Represented by Each Category of Trader
4.3 13.6 0.3 60.0 9.5 12.2 2.3 45.3 2.1 1.1 1.0 0.1 17.6 15.8
Number of Traders in Each Category Total Traders: 103
4 10 . 46 12 32 5 21 10 . . .
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Traders in Financial Futures - Futures Only Positions as of July 7, 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 1,224,094
Positions
30,218 111,051 1,950 240,090 414,538 109,343 513,890 169,185 48,853 154,280 217,180 7,687 117,783 144,307
Changes from: June 30, 2015 Total Change is: 33,899
-2,360 15,192 -626 26,635 -10,407 -5,911 28,167 -7,242 -18,090 2,658 57,677 -324 3,750 3,630
Percent of Open Interest Represented by Each Category of Trader
2.5 9.1 0.2 19.6 33.9 8.9 42.0 13.8 4.0 12.6 17.7 0.6 9.6 11.8
Number of Traders in Each Category Total Traders: 273
9 29 5 43 44 41 47 37 22 22 42 10
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Traders in Financial Futures - Futures Only Positions as of July 7, 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 2,725,079
Positions
126,076 151,104 11,930 1,102,669 793,889 318,285 390,380 735,922 98,460 344,484 167,000 27,934 304,861 420,555
Changes from: June 30, 2015 Total Change is: 6,371
20,305 -3,655 -6,236 -21,558 -52,873 14,223 -10,418 52,348 -1,997 -11,984 -2,168 4,619 19,417 2,110
Percent of Open Interest Represented by Each Category of Trader
4.6 5.5 0.4 40.5 29.1 11.7 14.3 27.0 3.6 12.6 6.1 1.0 11.2 15.4
Number of Traders in Each Category Total Traders: 385
17 38 8 45 85 75 47 72 39 30 51 19
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Traders in Financial Futures - Futures Only Positions as of July 7, 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 2,138,549
Positions
101,159 208,682 27,553 802,354 520,377 281,004 445,286 393,795 83,082 94,929 237,864 34,987 268,195 351,205
Changes from: June 30, 2015 Total Change is: 26,824
-6,636 24,440 -8,812 14,452 -6,475 12,067 15,331 6,211 -10,145 -15,218 13,206 649 25,136 -4,317
Percent of Open Interest Represented by Each Category of Trader
4.7 9.8 1.3 37.5 24.3 13.1 20.8 18.4 3.9 4.4 11.1 1.6 12.5 16.4
Number of Traders in Each Category Total Traders: 273
15 27 5 36 47 47 45 46 27 14 43 8
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Traders in Financial Futures - Futures Only Positions as of July 7, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 866,553
Positions
368,020 199,956 247,064 0 19,547 11,245 29,746 127,320 127,491 36,324 51,291 26,283 20,380 56,356
Changes from: June 30, 2015 Total Change is: -39,827
-13,162 -23,541 3,041 0 4,726 -2,552 2,774 -4,202 -12,476 -5,418 2,913 -8,914 -3,120 1,178
Percent of Open Interest Represented by Each Category of Trader
42.5 23.1 28.5 0.0 2.3 1.3 3.4 14.7 14.7 4.2 5.9 3.0 2.4 6.5
Number of Traders in Each Category Total Traders: 130
18 32 42 0 8 . 15 35 27 . 15 7
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Traders in Financial Futures - Futures Only Positions as of July 7, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,406,523
Positions
2,450,086 1,297,803 3,059,826 261,999 1,760,416 375,134 1,887,558 874,297 1,743,557 433,101 679,748 378,145 817,117 1,237,597
Changes from: June 30, 2015 Total Change is: 310,145
-81,366 4,241 81,327 42,105 -35,578 20,328 115,199 984 92,295 -7,662 118,385 21,710 26,209 6,453
Percent of Open Interest Represented by Each Category of Trader
21.5 11.4 26.8 2.3 15.4 3.3 16.5 7.7 15.3 3.8 6.0 3.3 7.2 10.8
Number of Traders in Each Category Total Traders: 289
34 47 76 7 28 22 34 77 85 9 41 29
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Traders in Financial Futures - Futures Only Positions as of July 7, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 47,115
Positions
8,218 1,803 0 475 14,386 0 36,331 22,457 0 1,950 8,354 21 120 94
Changes from: June 30, 2015 Total Change is: 1,544
253 38 0 0 372 0 1,107 1,620 0 206 -518 0 -22 32
Percent of Open Interest Represented by Each Category of Trader
17.4 3.8 0.0 1.0 30.5 0.0 77.1 47.7 0.0 4.1 17.7 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 43
. . 0 . 8 0 4 11 0 . 11 .
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Traders in Financial Futures - Futures Only Positions as of July 7, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 33,388
Positions
5,618 1,614 0 0 12,838 0 26,448 7,469 698 508 10,582 31 85 156
Changes from: June 30, 2015 Total Change is: 895
253 575 0 0 15 0 23 -95 502 146 -160 0 -29 58
Percent of Open Interest Represented by Each Category of Trader
16.8 4.8 0.0 0.0 38.5 0.0 79.2 22.4 2.1 1.5 31.7 0.1 0.3 0.5
Number of Traders in Each Category Total Traders: 36
. . 0 0 8 0 7 6 . . 8 .
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Traders in Financial Futures - Futures Only Positions as of July 7, 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 89,292
Positions
2,984 69,631 17 21,952 0 519 14,002 15,340 1,862 33,337 440 161 14,458 1,322
Changes from: June 30, 2015 Total Change is: 6,032
865 6,760 0 3,265 -249 -59 725 738 -755 1,048 116 -40 983 -479
Percent of Open Interest Represented by Each Category of Trader
3.3 78.0 0.0 24.6 0.0 0.6 15.7 17.2 2.1 37.3 0.5 0.2 16.2 1.5
Number of Traders in Each Category Total Traders: 212
7 4 . 16 0 . 38 14 7 129 4 .
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Traders in Financial Futures - Futures Only Positions as of July 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 316,571
Positions
70,959 27,015 25,373 49,853 33,962 25,768 57,892 110,185 46,818 3,939 5,098 13,987 21,982 28,365
Changes from: June 30, 2015 Total Change is: -20,385
-13,383 13,872 -4,836 -19,110 -4,173 7,717 14,823 -26,931 -725 -478 -947 -1,854 -2,539 -2,508
Percent of Open Interest Represented by Each Category of Trader
22.4 8.5 8.0 15.7 10.7 8.1 18.3 34.8 14.8 1.2 1.6 4.4 6.9 9.0
Number of Traders in Each Category Total Traders: 180
15 17 19 15 15 9 38 41 46 13 11 22
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Traders in Financial Futures - Futures Only Positions as of July 7, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 20,865
Positions
98 2,934 0 11,167 1,908 993 7,490 13,665 549 362 787 0 206 29
Changes from: June 30, 2015 Total Change is: -1,813
-26 0 0 -846 277 -10 -415 -2,323 0 -500 246 0 -16 -3
Percent of Open Interest Represented by Each Category of Trader
0.5 14.1 0.0 53.5 9.1 4.8 35.9 65.5 2.6 1.7 3.8 0.0 1.0 0.1
Number of Traders in Each Category Total Traders: 32
. . 0 7 . . 7 8 . . . 0
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Updated July 10, 2015