Traders in Financial Futures - Futures Only Positions as of July 14, 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 138,431
Positions
51,386 1,224 223 24,410 29,202 155 25,935 57,324 2,928 11,764 5,743 17 21,613 41,615
Changes from: July 7, 2015 Total Change is: 18,336
15,641 -82 12 -108 4,508 -1,148 1,250 7,149 298 459 850 0 1,932 6,749
Percent of Open Interest Represented by Each Category of Trader
37.1 0.9 0.2 17.6 21.1 0.1 18.7 41.4 2.1 8.5 4.1 0.0 15.6 30.1
Number of Traders in Each Category Total Traders: 84
11 . 4 6 11 . 15 24 7 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 22,390
Positions
4,755 2,749 264 1,783 1,902 0 5,325 3,417 114 591 0 0 9,558 13,944
Changes from: July 7, 2015 Total Change is: -1,350
-7 -474 253 5 -57 -5 -2,711 313 105 591 0 0 419 -1,485
Percent of Open Interest Represented by Each Category of Trader
21.2 12.3 1.2 8.0 8.5 0.0 23.8 15.3 0.5 2.6 0.0 0.0 42.7 62.3
Number of Traders in Each Category Total Traders: 23
5 . . . . 0 5 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 157,073
Positions
46,007 24,657 1,236 6,801 63,203 1,977 72,945 27,679 1,443 3,954 15,154 0 22,710 21,724
Changes from: July 7, 2015 Total Change is: -11,407
-414 -4,099 76 -1,233 2,353 -387 -7,165 -7,712 -60 -708 -878 0 -1,516 -700
Percent of Open Interest Represented by Each Category of Trader
29.3 15.7 0.8 4.3 40.2 1.3 46.4 17.6 0.9 2.5 9.6 0.0 14.5 13.8
Number of Traders in Each Category Total Traders: 101
6 9 . 5 20 8 27 20 8 4 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 247,704
Positions
131,772 48,695 108 21,102 43,111 3,854 24,763 86,737 3,464 46,237 9,205 442 15,962 52,088
Changes from: July 7, 2015 Total Change is: -3,124
-3,960 13,358 -34 2,653 13,497 -2,029 733 -27,143 -174 680 1,104 -198 -795 -1,505
Percent of Open Interest Represented by Each Category of Trader
53.2 19.7 0.0 8.5 17.4 1.6 10.0 35.0 1.4 18.7 3.7 0.2 6.4 21.0
Number of Traders in Each Category Total Traders: 115
9 6 . 9 20 9 17 42 9 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 356,760
Positions
131,332 8,737 3,080 67,461 110,647 15,924 33,476 99,335 2,214 61,779 39,186 2,383 39,111 75,254
Changes from: July 7, 2015 Total Change is: 1,875
-3,394 -1,304 1,397 496 1,403 -314 -3,278 3,471 -148 5,527 1,850 262 1,327 -4,742
Percent of Open Interest Represented by Each Category of Trader
36.8 2.4 0.9 18.9 31.0 4.5 9.4 27.8 0.6 17.3 11.0 0.7 11.0 21.1
Number of Traders in Each Category Total Traders: 229
19 9 5 23 34 22 26 49 13 27 40 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 148,406
Positions
111,693 379 150 2,359 27,738 587 12,364 55,070 74 6,213 22,882 6 14,960 41,520
Changes from: July 7, 2015 Total Change is: 12,758
15,450 -171 138 59 4,390 -61 -1,484 8,325 30 168 457 0 -1,542 -350
Percent of Open Interest Represented by Each Category of Trader
75.3 0.3 0.1 1.6 18.7 0.4 8.3 37.1 0.0 4.2 15.4 0.0 10.1 28.0
Number of Traders in Each Category Total Traders: 86
14 . . . 11 . 14 30 7 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 51,549
Positions
35,066 37,420 5,802 3,110 0 0 3,247 4,843 738 1,497 320 1,802 287 624
Changes from: July 7, 2015 Total Change is: 3,298
-184 295 0 1,206 0 0 -344 2,754 -1 1,109 -1,360 1,567 -55 43
Percent of Open Interest Represented by Each Category of Trader
68.0 72.6 11.3 6.0 0.0 0.0 6.3 9.4 1.4 2.9 0.6 3.5 0.6 1.2
Number of Traders in Each Category Total Traders: 30
8 7 5 . 0 0 4 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 153,639
Positions
59,346 44,004 208 52,546 4,121 189 17,459 68,154 16,718 2,410 10,700 1,694 3,069 7,851
Changes from: July 7, 2015 Total Change is: 13,221
65 -239 140 -2,582 27 189 -2,335 -4,759 16,342 132 209 1,649 -379 -337
Percent of Open Interest Represented by Each Category of Trader
38.6 28.6 0.1 34.2 2.7 0.1 11.4 44.4 10.9 1.6 7.0 1.1 2.0 5.1
Number of Traders in Each Category Total Traders: 128
5 6 . 4 7 . 21 56 12 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 18,124
Positions
3,345 6,530 3,033 871 0 0 6,379 4,326 7 723 224 2,746 1,020 1,258
Changes from: July 7, 2015 Total Change is: 1,141
-116 -543 -31 63 0 0 1,388 2,183 -436 222 0 0 51 -32
Percent of Open Interest Represented by Each Category of Trader
18.5 36.0 16.7 4.8 0.0 0.0 35.2 23.9 0.0 4.0 1.2 15.2 5.6 6.9
Number of Traders in Each Category Total Traders: 21
. 4 . . 0 0 4 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 42,311
Positions
30,207 0 1 1,483 4,529 1 7,514 24,265 379 191 6,718 0 2,535 6,418
Changes from: July 7, 2015 Total Change is: -562
1,563 0 -6 -39 -193 0 -1,277 -348 -343 -49 672 0 -411 -344
Percent of Open Interest Represented by Each Category of Trader
71.4 0.0 0.0 3.5 10.7 0.0 17.8 57.3 0.9 0.5 15.9 0.0 6.0 15.2
Number of Traders in Each Category Total Traders: 83
10 0 . 4 8 . 13 31 5 . 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 47,511
Positions
19,115 27,674 101 5,428 2,068 424 14,557 7,655 476 1,627 2,132 15 5,769 6,968
Changes from: July 7, 2015 Total Change is: 3,852
967 -765 70 598 -8 46 3,084 1,789 212 -539 1,682 -2 -584 829
Percent of Open Interest Represented by Each Category of Trader
40.2 58.2 0.2 11.4 4.4 0.9 30.6 16.1 1.0 3.4 4.5 0.0 12.1 14.7
Number of Traders in Each Category Total Traders: 91
16 16 . 12 . 5 21 12 4 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 95,022
Positions
38,230 55,348 202 10,856 4,135 848 29,113 15,309 952 3,254 4,264 29 11,538 13,935
Changes from: July 7, 2015 Total Change is: 7,704
1,934 -1,530 139 1,196 -15 91 6,168 3,577 423 -1,077 3,364 -3 -1,167 1,658
Percent of Open Interest Represented by Each Category of Trader
40.2 58.2 0.2 11.4 4.4 0.9 30.6 16.1 1.0 3.4 4.5 0.0 12.1 14.7
Number of Traders in Each Category Total Traders: 91
16 16 . 12 . 5 21 12 4 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 633,569
Positions
46,766 106,297 15,677 280,105 119,733 57,792 76,164 158,549 20,455 21,885 42,036 4,290 110,435 108,740
Changes from: July 7, 2015 Total Change is: -10,799
-889 12,818 -3,961 28 -1,183 373 1,685 -9,306 83 3,488 -1,180 -1,511 -10,095 -6,933
Percent of Open Interest Represented by Each Category of Trader
7.4 16.8 2.5 44.2 18.9 9.1 12.0 25.0 3.2 3.5 6.6 0.7 17.4 17.2
Number of Traders in Each Category Total Traders: 554
34 39 22 116 75 77 66 120 67 45 58 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 107,388
Positions
12,354 17,551 1,611 45,080 17,790 2,603 5,582 6,801 570 4,947 3,016 1,300 33,341 56,146
Changes from: July 7, 2015 Total Change is: 385
-1,322 8,163 -138 144 218 168 1,146 -1,049 475 942 205 0 -1,030 -7,657
Percent of Open Interest Represented by Each Category of Trader
11.5 16.3 1.5 42.0 16.6 2.4 5.2 6.3 0.5 4.6 2.8 1.2 31.0 52.3
Number of Traders in Each Category Total Traders: 67
5 6 4 15 5 7 12 14 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 2,630,905
Positions
232,843 504,513 9,545 1,188,726 523,314 262,344 374,328 780,160 78,005 88,467 198,878 11,175 385,472 262,971
Changes from: July 7, 2015 Total Change is: -55,922
-18,711 2,400 1,762 -1,596 -8,018 2,041 -84 -44,063 816 12,093 -7,562 -6,918 -45,325 3,620
Percent of Open Interest Represented by Each Category of Trader
8.9 19.2 0.4 45.2 19.9 10.0 14.2 29.7 3.0 3.4 7.6 0.4 14.7 10.0
Number of Traders in Each Category Total Traders: 542
35 38 19 110 73 73 66 120 63 44 56 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 79,945
Positions
4,653 21,998 1,088 43,950 42,337 2,303 15,693 7,672 1,300 277 263 0 10,681 2,984
Changes from: July 7, 2015 Total Change is: -4,340
650 -1,669 -60 -386 -724 -10 -4,398 -1,687 13 47 0 0 -196 -203
Percent of Open Interest Represented by Each Category of Trader
5.8 27.5 1.4 55.0 53.0 2.9 19.6 9.6 1.6 0.3 0.3 0.0 13.4 3.7
Number of Traders in Each Category Total Traders: 83
6 8 . 34 13 14 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 60,800
Positions
3,661 40,827 97 30,981 5,379 753 15,474 6,145 1,107 3,213 2,200 80 5,435 4,212
Changes from: July 7, 2015 Total Change is: 1,581
-472 2,128 -40 781 -177 -258 1,953 -964 -95 -371 355 -32 115 664
Percent of Open Interest Represented by Each Category of Trader
6.0 67.1 0.2 51.0 8.8 1.2 25.5 10.1 1.8 5.3 3.6 0.1 8.9 6.9
Number of Traders in Each Category Total Traders: 218
16 22 4 37 18 8 49 37 10 19 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 303,999
Positions
18,306 204,133 486 154,903 26,895 3,765 77,370 30,727 5,533 16,063 11,002 400 27,173 21,058
Changes from: July 7, 2015 Total Change is: 7,906
-2,359 10,640 -201 3,907 -885 -1,291 9,766 -4,819 -476 -1,855 1,777 -161 576 3,322
Percent of Open Interest Represented by Each Category of Trader
6.0 67.1 0.2 51.0 8.8 1.2 25.5 10.1 1.8 5.3 3.6 0.1 8.9 6.9
Number of Traders in Each Category Total Traders: 218
16 22 4 37 18 8 49 37 10 19 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 349,008
Positions
111,895 58,207 245 120,030 152,283 14,897 67,149 95,245 3,866 10,294 10,637 0 20,632 13,628
Changes from: July 7, 2015 Total Change is: 1,325
1,980 -908 11 1,356 -1,262 -1,115 -1,944 5,725 -368 1,856 -1,118 0 -451 360
Percent of Open Interest Represented by Each Category of Trader
32.1 16.7 0.1 34.4 43.6 4.3 19.2 27.3 1.1 2.9 3.0 0.0 5.9 3.9
Number of Traders in Each Category Total Traders: 260
21 10 . 56 45 27 44 56 10 10 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 56,125
Positions
2,149 13,133 87 29,679 486 106 9,365 10,798 0 4,608 25,182 0 10,131 6,333
Changes from: July 7, 2015 Total Change is: 1,095
-174 1,095 70 -402 486 47 49 -2,095 0 1,221 772 0 284 720
Percent of Open Interest Represented by Each Category of Trader
3.8 23.4 0.2 52.9 0.9 0.2 16.7 19.2 0.0 8.2 44.9 0.0 18.1 11.3
Number of Traders in Each Category Total Traders: 58
4 7 . 19 . . 10 7 0 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 110,296
Positions
20,611 3,618 541 26,149 904 907 33,463 9,160 1,422 18,907 412 4 8,292 93,328
Changes from: July 7, 2015 Total Change is: -2,988
1,552 -3,624 -307 -397 -1,636 -129 -3,922 840 49 2,050 -80 -36 -1,848 1,935
Percent of Open Interest Represented by Each Category of Trader
18.7 3.3 0.5 23.7 0.8 0.8 30.3 8.3 1.3 17.1 0.4 0.0 7.5 84.6
Number of Traders in Each Category Total Traders: 87
16 7 4 13 . . 25 15 5 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 147,721
Positions
6,703 86,820 411 91,101 36,727 5,337 28,547 7,553 5,947 4,015 1,114 0 5,660 3,812
Changes from: July 7, 2015 Total Change is: 751
1,128 -1,921 158 634 -1,127 110 -2,935 1,139 2,093 162 229 0 -599 70
Percent of Open Interest Represented by Each Category of Trader
4.5 58.8 0.3 61.7 24.9 3.6 19.3 5.1 4.0 2.7 0.8 0.0 3.8 2.6
Number of Traders in Each Category Total Traders: 112
6 14 . 40 22 17 14 5 5 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 393,878
Positions
22,995 168,176 1,711 201,489 91,811 58,527 58,088 36,434 14,904 16,792 9,003 2,113 17,259 11,199
Changes from: July 7, 2015 Total Change is: 13,182
3,017 3,527 -145 15,887 -2,524 1,732 -3,965 12,953 843 101 -690 511 -4,799 -3,025
Percent of Open Interest Represented by Each Category of Trader
5.8 42.7 0.4 51.2 23.3 14.9 14.7 9.3 3.8 4.3 2.3 0.5 4.4 2.8
Number of Traders in Each Category Total Traders: 237
15 24 6 61 40 27 29 31 12 23 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 484,848
Positions
2,247 79,254 1,739 227,457 96,768 52,441 60,798 81,981 10,377 3,800 17,694 693 125,296 143,901
Changes from: July 7, 2015 Total Change is: -11,870
-232 -8,776 649 -18,167 12,237 -2,031 3,701 -5,561 168 -1,084 -245 -374 5,500 -7,937
Percent of Open Interest Represented by Each Category of Trader
0.5 16.3 0.4 46.9 20.0 10.8 12.5 16.9 2.1 0.8 3.6 0.1 25.8 29.7
Number of Traders in Each Category Total Traders: 140
6 16 4 32 21 29 26 26 16 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 605,317
Positions
25,383 89,795 437 363,646 55,122 73,718 13,368 271,464 13,429 6,215 4,459 634 108,487 96,259
Changes from: July 7, 2015 Total Change is: 10,725
-11 8,797 -1,104 6,923 -1,572 1,099 -457 1,890 720 -80 -1,629 80 3,555 2,444
Percent of Open Interest Represented by Each Category of Trader
4.2 14.8 0.1 60.1 9.1 12.2 2.2 44.8 2.2 1.0 0.7 0.1 17.9 15.9
Number of Traders in Each Category Total Traders: 100
4 7 . 45 13 33 5 22 8 . . .
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Traders in Financial Futures - Futures Only Positions as of July 14, 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 1,281,826
Positions
27,875 125,245 2,316 248,956 426,936 115,568 520,966 204,271 47,926 186,581 200,985 7,975 123,663 150,604
Changes from: July 7, 2015 Total Change is: 57,732
-2,343 14,194 366 8,866 12,398 6,225 7,076 35,086 -927 32,301 -16,195 288 5,880 6,297
Percent of Open Interest Represented by Each Category of Trader
2.2 9.8 0.2 19.4 33.3 9.0 40.6 15.9 3.7 14.6 15.7 0.6 9.6 11.7
Number of Traders in Each Category Total Traders: 285
8 34 6 41 48 46 46 38 26 23 47 11
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Traders in Financial Futures - Futures Only Positions as of July 14, 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 2,696,755
Positions
90,164 144,526 15,719 1,094,692 773,350 321,643 371,553 706,718 111,129 370,912 162,526 25,590 295,353 435,554
Changes from: July 7, 2015 Total Change is: -28,324
-35,912 -6,578 3,789 -7,977 -20,539 3,358 -18,827 -29,204 12,669 26,428 -4,474 -2,344 -9,508 14,999
Percent of Open Interest Represented by Each Category of Trader
3.3 5.4 0.6 40.6 28.7 11.9 13.8 26.2 4.1 13.8 6.0 0.9 11.0 16.2
Number of Traders in Each Category Total Traders: 379
20 31 11 45 80 71 53 72 48 32 45 21
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Traders in Financial Futures - Futures Only Positions as of July 14, 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 2,139,897
Positions
75,594 204,026 19,405 804,601 529,842 291,859 421,231 406,343 85,847 131,576 223,964 31,569 278,215 347,042
Changes from: July 7, 2015 Total Change is: 1,348
-25,565 -4,656 -8,148 2,247 9,465 10,855 -24,055 12,548 2,765 36,647 -13,900 -3,418 10,020 -4,163
Percent of Open Interest Represented by Each Category of Trader
3.5 9.5 0.9 37.6 24.8 13.6 19.7 19.0 4.0 6.1 10.5 1.5 13.0 16.2
Number of Traders in Each Category Total Traders: 277
17 23 6 36 48 52 48 47 33 15 43 8
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Traders in Financial Futures - Futures Only Positions as of July 14, 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 889,222
Positions
390,582 197,851 253,795 0 22,426 3,866 30,031 146,799 131,836 32,965 50,854 25,148 20,999 56,647
Changes from: July 7, 2015 Total Change is: 22,669
22,562 -2,105 6,731 0 2,879 -7,379 285 19,479 4,345 -3,359 -437 -1,135 619 291
Percent of Open Interest Represented by Each Category of Trader
43.9 22.2 28.5 0.0 2.5 0.4 3.4 16.5 14.8 3.7 5.7 2.8 2.4 6.4
Number of Traders in Each Category Total Traders: 135
18 32 40 0 9 . 17 37 28 . 16 8
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Traders in Financial Futures - Futures Only Positions as of July 14, 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 is11,399,834
Positions
2,491,880 1,265,021 2,995,362 291,257 1,801,715 366,687 1,867,513 850,744 1,782,278 398,362 664,161 390,572 815,923 1,283,294
Changes from: July 7, 2015 Total Change is: -6,689
41,794 -32,782 -64,464 29,258 41,299 -8,447 -20,045 -23,553 38,721 -34,739 -15,587 12,427 -1,194 45,697
Percent of Open Interest Represented by Each Category of Trader
21.9 11.1 26.3 2.6 15.8 3.2 16.4 7.5 15.6 3.5 5.8 3.4 7.2 11.3
Number of Traders in Each Category Total Traders: 278
32 45 72 9 27 22 35 70 80 9 41 27
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Traders in Financial Futures - Futures Only Positions as of July 14, 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 48,443
Positions
8,504 691 0 475 16,296 0 37,163 22,540 0 2,192 8,810 21 88 85
Changes from: July 7, 2015 Total Change is: 1,328
286 -1,112 0 0 1,910 0 832 83 0 242 456 0 -32 -9
Percent of Open Interest Represented by Each Category of Trader
17.6 1.4 0.0 1.0 33.6 0.0 76.7 46.5 0.0 4.5 18.2 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 42
. 4 0 . 8 0 5 10 0 . 9 .
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Traders in Financial Futures - Futures Only Positions as of July 14, 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 34,283
Positions
5,451 1,745 110 0 13,491 0 27,438 7,498 698 505 10,609 31 50 101
Changes from: July 7, 2015 Total Change is: 895
-167 131 110 0 653 0 990 29 0 -3 27 0 -35 -55
Percent of Open Interest Represented by Each Category of Trader
15.9 5.1 0.3 0.0 39.4 0.0 80.0 21.9 2.0 1.5 30.9 0.1 0.1 0.3
Number of Traders in Each Category Total Traders: 38
4 . . 0 8 0 6 8 . . 8 .
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Traders in Financial Futures - Futures Only Positions as of July 14, 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 88,719
Positions
3,651 71,988 17 20,379 0 526 14,556 12,622 1,247 33,557 443 131 14,655 1,745
Changes from: July 7, 2015 Total Change is: -573
667 2,357 0 -1,573 0 7 554 -2,718 -615 220 3 -30 197 423
Percent of Open Interest Represented by Each Category of Trader
4.1 81.1 0.0 23.0 0.0 0.6 16.4 14.2 1.4 37.8 0.5 0.1 16.5 2.0
Number of Traders in Each Category Total Traders: 199
8 4 . 14 0 . 35 13 6 121 4 .
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Traders in Financial Futures - Futures Only Positions as of July 14, 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 329,967
Positions
75,385 43,455 19,758 49,905 33,553 28,872 56,698 96,335 54,887 4,757 6,445 16,454 23,251 30,208
Changes from: July 7, 2015 Total Change is: 13,396
4,426 16,440 -5,615 52 -409 3,104 -1,194 -13,850 8,069 818 1,347 2,467 1,269 1,843
Percent of Open Interest Represented by Each Category of Trader
22.8 13.2 6.0 15.1 10.2 8.7 17.2 29.2 16.6 1.4 2.0 5.0 7.0 9.2
Number of Traders in Each Category Total Traders: 189
16 15 19 10 17 7 34 57 50 11 16 23
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Traders in Financial Futures - Futures Only Positions as of July 14, 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 20,547
Positions
127 2,934 0 7,786 1,958 854 10,862 13,668 323 362 792 0 233 18
Changes from: July 7, 2015 Total Change is: -318
29 0 0 -3,381 50 -139 3,372 3 -226 0 5 0 27 -11
Percent of Open Interest Represented by Each Category of Trader
0.6 14.3 0.0 37.9 9.5 4.2 52.9 66.5 1.6 1.8 3.9 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 34
. . 0 7 . . 8 8 . . . 0
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Updated July 18, 2015