Traders in Financial Futures - Futures Only Positions as of July 21, 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 153,762
Positions
62,273 1,313 262 24,750 33,836 155 29,025 59,403 4,405 11,215 8,948 42 21,635 45,398
Changes from: July 14, 2015 Total Change is: 15,331
10,887 89 39 340 4,634 0 3,090 2,079 1,477 -549 3,205 25 22 3,783
Percent of Open Interest Represented by Each Category of Trader
40.5 0.9 0.2 16.1 22.0 0.1 18.9 38.6 2.9 7.3 5.8 0.0 14.1 29.5
Number of Traders in Each Category Total Traders: 91
10 . 4 6 11 . 15 27 9 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 28,424
Positions
7,745 2,050 239 1,783 1,902 0 8,690 6,464 114 1,665 0 0 8,188 17,655
Changes from: July 14, 2015 Total Change is: 6,034
2,990 -699 -25 0 0 0 3,365 3,047 0 1,074 0 0 -1,370 3,711
Percent of Open Interest Represented by Each Category of Trader
27.2 7.2 0.8 6.3 6.7 0.0 30.6 22.7 0.4 5.9 0.0 0.0 28.8 62.1
Number of Traders in Each Category Total Traders: 31
6 . . . . 0 10 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 164,779
Positions
46,064 32,659 1,241 10,297 61,088 1,379 74,423 31,099 1,569 6,890 14,661 24 22,892 21,059
Changes from: July 14, 2015 Total Change is: 7,706
57 8,002 5 3,496 -2,115 -598 1,478 3,420 126 2,936 -493 24 182 -665
Percent of Open Interest Represented by Each Category of Trader
28.0 19.8 0.8 6.2 37.1 0.8 45.2 18.9 1.0 4.2 8.9 0.0 13.9 12.8
Number of Traders in Each Category Total Traders: 108
6 9 . 7 20 8 26 24 14 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 251,136
Positions
133,032 36,517 66 18,040 45,580 4,255 28,944 97,714 3,307 47,913 10,797 460 15,119 52,440
Changes from: July 14, 2015 Total Change is: 3,432
1,260 -12,178 -42 -3,062 2,469 401 4,181 10,977 -157 1,676 1,592 18 -843 352
Percent of Open Interest Represented by Each Category of Trader
53.0 14.5 0.0 7.2 18.1 1.7 11.5 38.9 1.3 19.1 4.3 0.2 6.0 20.9
Number of Traders in Each Category Total Traders: 125
9 5 . 9 23 12 18 47 10 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 366,892
Positions
134,966 9,140 2,593 71,564 106,579 15,772 37,069 109,230 3,442 59,539 38,050 2,840 39,107 79,246
Changes from: July 14, 2015 Total Change is: 10,132
3,634 403 -487 4,103 -4,068 -152 3,593 9,895 1,228 -2,240 -1,136 457 -4 3,992
Percent of Open Interest Represented by Each Category of Trader
36.8 2.5 0.7 19.5 29.0 4.3 10.1 29.8 0.9 16.2 10.4 0.8 10.7 21.6
Number of Traders in Each Category Total Traders: 230
18 10 4 24 36 22 26 52 13 27 36 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 159,796
Positions
127,204 404 167 2,359 31,700 588 11,880 59,280 76 3,366 23,364 70 14,086 44,147
Changes from: July 14, 2015 Total Change is: 11,390
15,511 25 17 0 3,962 1 -484 4,210 2 -2,847 482 64 -874 2,627
Percent of Open Interest Represented by Each Category of Trader
79.6 0.3 0.1 1.5 19.8 0.4 7.4 37.1 0.0 2.1 14.6 0.0 8.8 27.6
Number of Traders in Each Category Total Traders: 91
14 . . . 11 . 14 34 6 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 49,028
Positions
37,178 39,737 1,260 2,879 0 0 3,343 4,811 738 1,496 113 1,802 332 567
Changes from: July 14, 2015 Total Change is: -2,521
2,112 2,317 -4,542 -231 0 0 96 -32 0 -1 -207 0 45 -57
Percent of Open Interest Represented by Each Category of Trader
75.8 81.0 2.6 5.9 0.0 0.0 6.8 9.8 1.5 3.1 0.2 3.7 0.7 1.2
Number of Traders in Each Category Total Traders: 29
8 7 4 . 0 0 4 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 189,662
Positions
65,665 43,786 5,111 53,878 4,414 282 18,965 77,287 39,168 3,363 11,023 62 3,168 8,529
Changes from: July 14, 2015 Total Change is: 36,023
6,319 -218 4,903 1,332 293 93 1,506 9,133 22,450 953 323 -1,632 99 678
Percent of Open Interest Represented by Each Category of Trader
34.6 23.1 2.7 28.4 2.3 0.1 10.0 40.7 20.7 1.8 5.8 0.0 1.7 4.5
Number of Traders in Each Category Total Traders: 136
5 6 . 5 8 . 19 61 10 11 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 22,552
Positions
3,345 8,503 3,033 1,121 0 0 10,582 6,002 693 200 224 2,746 832 1,351
Changes from: July 14, 2015 Total Change is: 4,428
0 1,973 0 250 0 0 4,203 1,676 686 -523 0 0 -188 93
Percent of Open Interest Represented by Each Category of Trader
14.8 37.7 13.4 5.0 0.0 0.0 46.9 26.6 3.1 0.9 1.0 12.2 3.7 6.0
Number of Traders in Each Category Total Traders: 21
. 5 . . 0 0 4 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 38,544
Positions
27,142 134 9 1,586 3,179 1 7,291 24,417 284 0 3,706 0 2,231 6,814
Changes from: July 14, 2015 Total Change is: -3,767
-3,065 134 8 103 -1,350 0 -223 152 -95 -191 -3,012 0 -304 396
Percent of Open Interest Represented by Each Category of Trader
70.4 0.3 0.0 4.1 8.2 0.0 18.9 63.3 0.7 0.0 9.6 0.0 5.8 17.7
Number of Traders in Each Category Total Traders: 81
9 . . 4 8 . 11 36 6 0 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 47,433
Positions
18,026 31,126 103 6,648 2,077 364 13,575 5,515 493 1,519 1,464 8 6,699 6,286
Changes from: July 14, 2015 Total Change is: -79
-1,089 3,452 2 1,220 9 -61 -982 -2,140 17 -109 -668 -7 930 -682
Percent of Open Interest Represented by Each Category of Trader
38.0 65.6 0.2 14.0 4.4 0.8 28.6 11.6 1.0 3.2 3.1 0.0 14.1 13.3
Number of Traders in Each Category Total Traders: 87
13 16 . 11 4 5 19 10 5 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 94,865
Positions
36,052 62,251 206 13,295 4,153 727 27,150 11,029 985 3,037 2,928 15 13,398 12,571
Changes from: July 14, 2015 Total Change is: -157
-2,178 6,903 4 2,439 18 -121 -1,963 -4,280 33 -217 -1,336 -14 1,860 -1,364
Percent of Open Interest Represented by Each Category of Trader
38.0 65.6 0.2 14.0 4.4 0.8 28.6 11.6 1.0 3.2 3.1 0.0 14.1 13.3
Number of Traders in Each Category Total Traders: 87
13 16 . 11 4 5 19 10 5 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 635,291
Positions
45,773 113,544 17,778 282,477 118,049 53,229 82,431 161,057 20,795 19,976 41,488 4,909 107,923 104,443
Changes from: July 14, 2015 Total Change is: 1,722
-993 7,248 2,101 2,372 -1,684 -4,563 6,267 2,508 341 -1,909 -549 618 -2,512 -4,298
Percent of Open Interest Represented by Each Category of Trader
7.2 17.9 2.8 44.5 18.6 8.4 13.0 25.4 3.3 3.1 6.5 0.8 17.0 16.4
Number of Traders in Each Category Total Traders: 547
34 39 23 119 67 75 72 121 71 41 53 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 104,900
Positions
14,074 20,064 1,718 43,621 18,744 2,638 2,948 6,965 205 4,262 3,000 1,300 34,134 50,266
Changes from: July 14, 2015 Total Change is: -2,488
1,720 2,513 107 -1,459 954 35 -2,634 164 -365 -685 -16 0 793 -5,880
Percent of Open Interest Represented by Each Category of Trader
13.4 19.1 1.6 41.6 17.9 2.5 2.8 6.6 0.2 4.1 2.9 1.2 32.5 47.9
Number of Traders in Each Category Total Traders: 68
6 6 4 15 5 7 10 17 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 2,651,956
Positions
225,981 534,887 12,814 1,205,332 507,574 241,905 415,523 788,568 84,843 84,007 197,876 12,606 368,945 270,883
Changes from: July 14, 2015 Total Change is: 21,051
-6,862 30,374 3,269 16,606 -15,740 -20,439 41,195 8,408 6,838 -4,460 -1,002 1,431 -16,527 7,912
Percent of Open Interest Represented by Each Category of Trader
8.5 20.2 0.5 45.5 19.1 9.1 15.7 29.7 3.2 3.2 7.5 0.5 13.9 10.2
Number of Traders in Each Category Total Traders: 535
34 39 19 113 65 71 72 120 62 41 51 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 80,842
Positions
3,961 22,591 1,199 44,420 42,254 1,263 17,781 8,179 1,576 0 263 0 10,642 3,517
Changes from: July 14, 2015 Total Change is: 897
-692 593 111 470 -83 -1,040 2,088 507 276 -277 0 0 -39 533
Percent of Open Interest Represented by Each Category of Trader
4.9 27.9 1.5 54.9 52.3 1.6 22.0 10.1 1.9 0.0 0.3 0.0 13.2 4.4
Number of Traders in Each Category Total Traders: 88
7 8 . 36 13 14 15 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 68,975
Positions
3,385 45,243 140 32,128 5,458 851 22,006 9,202 1,111 3,463 2,318 3 5,887 4,648
Changes from: July 14, 2015 Total Change is: 8,175
-276 4,416 43 1,148 79 98 6,532 3,057 4 250 118 -77 452 436
Percent of Open Interest Represented by Each Category of Trader
4.9 65.6 0.2 46.6 7.9 1.2 31.9 13.3 1.6 5.0 3.4 0.0 8.5 6.7
Number of Traders in Each Category Total Traders: 230
17 23 4 36 17 7 51 40 14 23 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 344,873
Positions
16,925 226,214 702 160,642 27,291 4,257 110,031 46,010 5,553 17,313 11,591 15 29,435 23,240
Changes from: July 14, 2015 Total Change is: 40,874
-1,381 22,081 216 5,739 396 492 32,661 15,283 20 1,250 589 -385 2,262 2,182
Percent of Open Interest Represented by Each Category of Trader
4.9 65.6 0.2 46.6 7.9 1.2 31.9 13.3 1.6 5.0 3.4 0.0 8.5 6.7
Number of Traders in Each Category Total Traders: 230
17 23 4 36 17 7 51 40 14 23 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 345,312
Positions
109,299 65,490 614 125,937 150,396 13,944 62,634 86,216 4,551 7,118 10,237 250 20,965 13,614
Changes from: July 14, 2015 Total Change is: -3,696
-2,596 7,283 369 5,907 -1,887 -953 -4,515 -9,029 685 -3,176 -400 250 333 -14
Percent of Open Interest Represented by Each Category of Trader
31.7 19.0 0.2 36.5 43.6 4.0 18.1 25.0 1.3 2.1 3.0 0.1 6.1 3.9
Number of Traders in Each Category Total Traders: 261
21 10 . 59 44 29 45 52 9 10 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 55,757
Positions
2,374 13,158 87 29,672 0 169 8,820 11,403 400 3,692 25,779 0 10,543 4,761
Changes from: July 14, 2015 Total Change is: -368
225 25 0 -7 -486 63 -545 605 400 -916 597 0 412 -1,572
Percent of Open Interest Represented by Each Category of Trader
4.3 23.6 0.2 53.2 0.0 0.3 15.8 20.5 0.7 6.6 46.2 0.0 18.9 8.5
Number of Traders in Each Category Total Traders: 59
5 7 . 18 0 . 14 7 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 115,359
Positions
22,680 5,075 856 28,003 889 746 33,870 10,720 844 19,156 425 0 9,204 95,804
Changes from: July 14, 2015 Total Change is: 5,063
2,069 1,457 315 1,854 -15 -161 407 1,560 -578 249 13 -4 912 2,476
Percent of Open Interest Represented by Each Category of Trader
19.7 4.4 0.7 24.3 0.8 0.6 29.4 9.3 0.7 16.6 0.4 0.0 8.0 83.0
Number of Traders in Each Category Total Traders: 88
17 9 4 13 . . 26 13 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 148,929
Positions
7,773 90,163 411 89,299 35,489 5,646 28,420 6,348 6,278 3,732 1,095 0 7,370 3,499
Changes from: July 14, 2015 Total Change is: 1,208
1,070 3,343 0 -1,802 -1,238 309 -127 -1,205 331 -283 -19 0 1,710 -313
Percent of Open Interest Represented by Each Category of Trader
5.2 60.5 0.3 60.0 23.8 3.8 19.1 4.3 4.2 2.5 0.7 0.0 4.9 2.3
Number of Traders in Each Category Total Traders: 108
7 13 . 39 22 17 13 5 5 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 408,227
Positions
22,413 178,016 1,913 215,702 90,691 56,032 58,828 48,449 15,954 18,729 5,980 1,520 17,136 9,672
Changes from: July 14, 2015 Total Change is: 14,349
-582 9,840 202 14,213 -1,120 -2,495 740 12,015 1,050 1,937 -3,023 -593 -123 -1,527
Percent of Open Interest Represented by Each Category of Trader
5.5 43.6 0.5 52.8 22.2 13.7 14.4 11.9 3.9 4.6 1.5 0.4 4.2 2.4
Number of Traders in Each Category Total Traders: 237
13 24 6 67 36 30 30 32 11 22 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 508,180
Positions
3,717 81,841 889 234,204 115,995 54,897 54,568 80,941 11,239 24,083 19,029 1,064 123,519 142,285
Changes from: July 14, 2015 Total Change is: 23,332
1,470 2,587 -850 6,747 19,227 2,456 -6,230 -1,040 862 20,283 1,335 371 -1,777 -1,616
Percent of Open Interest Represented by Each Category of Trader
0.7 16.1 0.2 46.1 22.8 10.8 10.7 15.9 2.2 4.7 3.7 0.2 24.3 28.0
Number of Traders in Each Category Total Traders: 152
. 19 5 36 25 33 25 28 17 9 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 607,965
Positions
24,791 88,571 444 364,826 55,761 75,693 13,862 277,083 13,623 6,215 4,459 634 107,877 91,697
Changes from: July 14, 2015 Total Change is: 2,648
-592 -1,224 7 1,180 639 1,975 494 5,619 194 0 0 0 -610 -4,562
Percent of Open Interest Represented by Each Category of Trader
4.1 14.6 0.1 60.0 9.2 12.5 2.3 45.6 2.2 1.0 0.7 0.1 17.7 15.1
Number of Traders in Each Category Total Traders: 102
. 8 . 48 12 33 5 22 9 . . .
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Traders in Financial Futures - Futures Only Positions as of July 21, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,298,790
Positions
28,005 125,499 4,385 240,558 446,530 114,801 516,941 208,505 49,931 225,439 195,559 7,675 111,055 145,905
Changes from: July 14, 2015 Total Change is: 16,964
130 254 2,069 -8,398 19,594 -767 -4,025 4,234 2,005 38,858 -5,426 -300 -12,608 -4,699
Percent of Open Interest Represented by Each Category of Trader
2.2 9.7 0.3 18.5 34.4 8.8 39.8 16.1 3.8 17.4 15.1 0.6 8.6 11.2
Number of Traders in Each Category Total Traders: 289
8 34 5 40 51 47 45 41 27 23 47 9
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Traders in Financial Futures - Futures Only Positions as of July 21, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,732,943
Positions
90,047 145,057 30,173 1,098,675 778,190 315,380 405,619 717,624 113,402 372,457 169,087 28,965 278,225 435,065
Changes from: July 14, 2015 Total Change is: 36,188
-117 531 14,454 3,983 4,840 -6,263 34,066 10,906 2,273 1,545 6,561 3,375 -17,128 -489
Percent of Open Interest Represented by Each Category of Trader
3.3 5.3 1.1 40.2 28.5 11.5 14.8 26.3 4.1 13.6 6.2 1.1 10.2 15.9
Number of Traders in Each Category Total Traders: 387
21 32 9 43 84 71 55 71 52 33 48 22
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Traders in Financial Futures - Futures Only Positions as of July 21, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,228,777
Positions
68,616 224,930 25,639 897,544 569,927 267,358 458,735 434,322 88,995 139,201 231,584 32,916 249,773 353,106
Changes from: July 14, 2015 Total Change is: 88,880
-6,978 20,904 6,234 92,943 40,085 -24,501 37,504 27,979 3,148 7,625 7,620 1,347 -28,442 6,064
Percent of Open Interest Represented by Each Category of Trader
3.1 10.1 1.2 40.3 25.6 12.0 20.6 19.5 4.0 6.2 10.4 1.5 11.2 15.8
Number of Traders in Each Category Total Traders: 281
16 27 7 38 47 48 48 47 37 13 45 7
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Traders in Financial Futures - Futures Only Positions as of July 21, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 888,107
Positions
371,035 199,537 262,889 0 22,131 5,004 35,472 137,361 125,312 42,268 54,684 25,367 20,760 55,822
Changes from: July 14, 2015 Total Change is: -1,115
-19,547 1,686 9,094 0 -295 1,138 5,441 -9,438 -6,524 9,303 3,830 219 -239 -825
Percent of Open Interest Represented by Each Category of Trader
41.8 22.5 29.6 0.0 2.5 0.6 4.0 15.5 14.1 4.8 6.2 2.9 2.3 6.3
Number of Traders in Each Category Total Traders: 135
16 33 40 0 9 . 17 34 27 5 16 10
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Traders in Financial Futures - Futures Only Positions as of July 21, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,451,253
Positions
2,558,825 1,257,146 3,019,076 327,318 1,845,774 366,553 1,755,417 851,499 1,802,894 426,201 644,539 394,450 800,519 1,269,322
Changes from: July 14, 2015 Total Change is: 51,419
66,945 -7,875 23,714 36,061 44,059 -134 -112,096 755 20,616 27,839 -19,622 3,878 -15,404 -13,972
Percent of Open Interest Represented by Each Category of Trader
22.3 11.0 26.4 2.9 16.1 3.2 15.3 7.4 15.7 3.7 5.6 3.4 7.0 11.1
Number of Traders in Each Category Total Traders: 275
33 44 72 8 27 21 33 72 81 9 39 27
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Traders in Financial Futures - Futures Only Positions as of July 21, 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 50,354
Positions
9,907 1,061 0 475 16,358 0 37,985 23,976 0 1,896 8,794 21 70 144
Changes from: July 14, 2015 Total Change is: 1,911
1,403 370 0 0 62 0 822 1,436 0 -296 -16 0 -18 59
Percent of Open Interest Represented by Each Category of Trader
19.7 2.1 0.0 0.9 32.5 0.0 75.4 47.6 0.0 3.8 17.5 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 45
. 4 0 . 8 0 4 13 0 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 34,299
Positions
6,049 0 100 0 14,450 0 26,912 7,981 836 305 10,862 0 97 70
Changes from: July 14, 2015 Total Change is: 16
598 -1,745 -10 0 959 0 -526 483 138 -200 253 -31 47 -31
Percent of Open Interest Represented by Each Category of Trader
17.6 0.0 0.3 0.0 42.1 0.0 78.5 23.3 2.4 0.9 31.7 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 38
5 0 . 0 8 0 6 9 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 98,609
Positions
3,752 78,390 66 22,898 0 479 15,945 14,898 1,294 37,296 693 185 16,694 2,604
Changes from: July 14, 2015 Total Change is: 9,890
101 6,402 49 2,519 0 -47 1,389 2,276 47 3,739 250 54 2,039 859
Percent of Open Interest Represented by Each Category of Trader
3.8 79.5 0.1 23.2 0.0 0.5 16.2 15.1 1.3 37.8 0.7 0.2 16.9 2.6
Number of Traders in Each Category Total Traders: 219
7 4 . 14 0 . 42 12 10 134 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 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 368,795
Positions
75,303 43,781 21,612 54,693 41,158 24,811 91,507 128,015 57,288 8,087 8,387 12,648 22,846 31,095
Changes from: July 14, 2015 Total Change is: 38,828
-82 326 1,854 4,788 7,605 -4,061 34,809 31,680 2,401 3,330 1,942 -3,806 -405 887
Percent of Open Interest Represented by Each Category of Trader
20.4 11.9 5.9 14.8 11.2 6.7 24.8 34.7 15.5 2.2 2.3 3.4 6.2 8.4
Number of Traders in Each Category Total Traders: 202
20 14 22 9 20 10 41 53 50 13 19 23
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Traders in Financial Futures - Futures Only Positions as of July 21, 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 20,180
Positions
166 2,934 0 6,773 1,908 775 11,363 13,185 323 362 1,032 0 418 23
Changes from: July 14, 2015 Total Change is: -367
39 0 0 -1,013 -50 -79 501 -483 0 0 240 0 185 5
Percent of Open Interest Represented by Each Category of Trader
0.8 14.5 0.0 33.6 9.5 3.8 56.3 65.3 1.6 1.8 5.1 0.0 2.1 0.1
Number of Traders in Each Category Total Traders: 33
. . 0 7 . . 9 7 . . . 0
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Updated July 24, 2015