Traders in Financial Futures - Futures Only Positions as of July 28, 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 162,118
Positions
75,872 1,282 246 26,624 35,325 157 23,061 64,444 4,927 11,773 11,311 42 19,416 44,384
Changes from: July 21, 2015 Total Change is: 8,356
13,599 -31 -16 1,874 1,489 2 -5,964 5,041 522 558 2,363 0 -2,219 -1,014
Percent of Open Interest Represented by Each Category of Trader
46.8 0.8 0.2 16.4 21.8 0.1 14.2 39.8 3.0 7.3 7.0 0.0 12.0 27.4
Number of Traders in Each Category Total Traders: 99
11 . 4 6 11 . 16 33 11 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 32,365
Positions
11,644 1,707 206 1,783 2,184 0 8,773 9,637 116 2,489 0 0 7,354 18,515
Changes from: July 21, 2015 Total Change is: 3,941
3,899 -343 -33 0 282 0 83 3,173 2 824 0 0 -834 860
Percent of Open Interest Represented by Each Category of Trader
36.0 5.3 0.6 5.5 6.7 0.0 27.1 29.8 0.4 7.7 0.0 0.0 22.7 57.2
Number of Traders in Each Category Total Traders: 30
6 . . . . 0 7 9 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 173,295
Positions
45,769 42,185 1,335 14,904 62,517 2,133 74,069 27,700 2,250 7,912 14,874 24 24,899 20,277
Changes from: July 21, 2015 Total Change is: 8,516
-295 9,526 94 4,607 1,429 754 -354 -3,399 681 1,022 213 0 2,007 -782
Percent of Open Interest Represented by Each Category of Trader
26.4 24.3 0.8 8.6 36.1 1.2 42.7 16.0 1.3 4.6 8.6 0.0 14.4 11.7
Number of Traders in Each Category Total Traders: 114
7 8 . 7 21 8 30 24 11 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 246,269
Positions
132,599 34,767 45 19,330 49,695 3,768 23,465 92,829 3,250 47,763 10,172 460 15,589 51,283
Changes from: July 21, 2015 Total Change is: -4,867
-433 -1,750 -21 1,290 4,115 -487 -5,479 -4,885 -57 -150 -625 0 470 -1,157
Percent of Open Interest Represented by Each Category of Trader
53.8 14.1 0.0 7.8 20.2 1.5 9.5 37.7 1.3 19.4 4.1 0.2 6.3 20.8
Number of Traders in Each Category Total Traders: 124
9 6 . 10 22 10 18 45 10 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 357,940
Positions
121,411 10,965 2,004 71,297 101,774 16,100 37,860 104,351 3,249 64,631 41,198 3,415 37,973 74,884
Changes from: July 21, 2015 Total Change is: -8,952
-13,555 1,825 -589 -267 -4,805 328 791 -4,879 -193 5,092 3,148 575 -1,134 -4,362
Percent of Open Interest Represented by Each Category of Trader
33.9 3.1 0.6 19.9 28.4 4.5 10.6 29.2 0.9 18.1 11.5 1.0 10.6 20.9
Number of Traders in Each Category Total Traders: 235
17 11 6 23 38 24 28 49 15 26 42 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 165,974
Positions
139,357 896 150 2,882 35,954 588 6,530 59,072 65 1,364 22,900 0 15,038 46,349
Changes from: July 21, 2015 Total Change is: 6,178
12,153 492 -17 523 4,254 0 -5,350 -208 -11 -2,002 -464 -70 952 2,202
Percent of Open Interest Represented by Each Category of Trader
84.0 0.5 0.1 1.7 21.7 0.4 3.9 35.6 0.0 0.8 13.8 0.0 9.1 27.9
Number of Traders in Each Category Total Traders: 91
13 . . . 12 . 13 38 6 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 48,842
Positions
37,010 39,737 1,260 2,736 0 0 3,441 4,410 738 1,496 113 1,802 359 782
Changes from: July 21, 2015 Total Change is: -186
-168 0 0 -143 0 0 98 -401 0 0 0 0 27 215
Percent of Open Interest Represented by Each Category of Trader
75.8 81.4 2.6 5.6 0.0 0.0 7.0 9.0 1.5 3.1 0.2 3.7 0.7 1.6
Number of Traders in Each Category Total Traders: 27
8 7 4 . 0 0 . . . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 196,328
Positions
74,481 42,681 5,111 50,398 5,132 249 19,873 83,829 39,768 3,066 10,767 459 2,923 8,332
Changes from: July 21, 2015 Total Change is: 6,666
8,816 -1,105 0 -3,480 718 -33 908 6,542 600 -297 -256 397 -245 -197
Percent of Open Interest Represented by Each Category of Trader
37.9 21.7 2.6 25.7 2.6 0.1 10.1 42.7 20.3 1.6 5.5 0.2 1.5 4.2
Number of Traders in Each Category Total Traders: 136
9 6 . 5 8 . 19 60 13 9 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 20,303
Positions
5,971 6,244 3,033 1,226 112 0 4,386 3,466 1,966 350 700 2,746 625 2,036
Changes from: July 21, 2015 Total Change is: -2,249
2,626 -2,259 0 105 112 0 -6,196 -2,536 1,273 150 476 0 -207 685
Percent of Open Interest Represented by Each Category of Trader
29.4 30.8 14.9 6.0 0.6 0.0 21.6 17.1 9.7 1.7 3.4 13.5 3.1 10.0
Number of Traders in Each Category Total Traders: 23
. . . . . 0 4 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 37,487
Positions
25,645 1,687 9 1,850 3,272 1 7,126 22,499 247 135 3,022 0 2,474 6,750
Changes from: July 21, 2015 Total Change is: -1,057
-1,497 1,553 0 264 93 0 -165 -1,918 -37 135 -684 0 243 -64
Percent of Open Interest Represented by Each Category of Trader
68.4 4.5 0.0 4.9 8.7 0.0 19.0 60.0 0.7 0.4 8.1 0.0 6.6 18.0
Number of Traders in Each Category Total Traders: 78
9 . . 4 8 . 12 32 4 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 8,362
Positions
5,438 0 0 537 2,913 186 1,814 2,245 0 0 1,636 0 387 1,382
Changes from: July 21, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
65.0 0.0 0.0 6.4 34.8 2.2 21.7 26.8 0.0 0.0 19.6 0.0 4.6 16.5
Number of Traders in Each Category Total Traders: 22
. 0 0 . . . . 6 0 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 46,258
Positions
18,623 27,487 125 6,630 2,067 351 10,489 9,004 680 2,775 583 0 6,586 5,963
Changes from: July 21, 2015 Total Change is: -1,175
597 -3,639 22 -18 -10 -13 -3,086 3,490 187 1,256 -882 -8 -113 -323
Percent of Open Interest Represented by Each Category of Trader
40.3 59.4 0.3 14.3 4.5 0.8 22.7 19.5 1.5 6.0 1.3 0.0 14.2 12.9
Number of Traders in Each Category Total Traders: 93
17 14 . 12 . 5 18 16 4 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 92,515
Positions
37,246 54,973 249 13,260 4,133 702 20,978 18,008 1,359 5,549 1,165 0 13,172 11,926
Changes from: July 21, 2015 Total Change is: -2,350
1,194 -7,278 43 -35 -20 -25 -6,172 6,979 374 2,512 -1,763 -15 -226 -645
Percent of Open Interest Represented by Each Category of Trader
40.3 59.4 0.3 14.3 4.5 0.8 22.7 19.5 1.5 6.0 1.3 0.0 14.2 12.9
Number of Traders in Each Category Total Traders: 93
17 14 . 12 . 5 18 16 4 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 647,180
Positions
50,897 115,627 19,221 270,625 123,134 59,126 90,300 159,199 23,233 20,442 42,458 5,214 108,121 99,966
Changes from: July 21, 2015 Total Change is: 11,888
5,123 2,083 1,444 -11,852 5,086 5,897 7,869 -1,857 2,438 466 970 305 198 -4,477
Percent of Open Interest Represented by Each Category of Trader
7.9 17.9 3.0 41.8 19.0 9.1 14.0 24.6 3.6 3.2 6.6 0.8 16.7 15.4
Number of Traders in Each Category Total Traders: 559
36 36 24 117 71 76 72 121 71 41 64 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 106,140
Positions
15,492 20,464 1,933 41,476 18,935 2,630 3,560 8,746 397 4,293 3,050 1,300 35,059 48,685
Changes from: July 21, 2015 Total Change is: 1,240
1,418 400 215 -2,145 191 -8 612 1,781 192 31 50 0 925 -1,581
Percent of Open Interest Represented by Each Category of Trader
14.6 19.3 1.8 39.1 17.8 2.5 3.4 8.2 0.4 4.0 2.9 1.2 33.0 45.9
Number of Traders in Each Category Total Traders: 68
6 6 5 14 5 6 10 17 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 2,705,198
Positions
250,568 549,361 12,897 1,164,534 539,786 263,691 459,825 778,391 88,058 86,250 202,544 14,066 365,309 256,404
Changes from: July 21, 2015 Total Change is: 53,242
24,587 14,474 83 -40,798 32,212 21,786 44,302 -10,177 3,215 2,243 4,668 1,460 -3,636 -14,479
Percent of Open Interest Represented by Each Category of Trader
9.3 20.3 0.5 43.0 20.0 9.7 17.0 28.8 3.3 3.2 7.5 0.5 13.5 9.5
Number of Traders in Each Category Total Traders: 546
35 36 21 111 70 72 74 118 62 41 61 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 80,738
Positions
5,132 19,997 1,189 43,771 43,804 1,958 16,385 8,546 1,070 423 263 0 10,810 3,911
Changes from: July 21, 2015 Total Change is: -104
1,171 -2,594 -10 -649 1,550 695 -1,396 367 -506 423 0 0 168 394
Percent of Open Interest Represented by Each Category of Trader
6.4 24.8 1.5 54.2 54.3 2.4 20.3 10.6 1.3 0.5 0.3 0.0 13.4 4.8
Number of Traders in Each Category Total Traders: 85
7 8 . 35 12 14 12 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 72,305
Positions
3,514 50,931 125 33,559 5,944 734 23,195 7,441 1,192 3,720 2,443 3 6,261 3,490
Changes from: July 21, 2015 Total Change is: 3,330
129 5,689 -15 1,431 486 -117 1,189 -1,761 82 258 125 0 374 -1,158
Percent of Open Interest Represented by Each Category of Trader
4.9 70.4 0.2 46.4 8.2 1.0 32.1 10.3 1.6 5.1 3.4 0.0 8.7 4.8
Number of Traders in Each Category Total Traders: 237
15 23 . 38 17 6 59 36 14 25 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 361,523
Positions
17,572 254,657 625 167,796 29,721 3,672 115,976 37,204 5,961 18,601 12,217 15 31,305 17,451
Changes from: July 21, 2015 Total Change is: 16,650
647 28,443 -77 7,154 2,430 -585 5,945 -8,806 408 1,288 626 0 1,870 -5,789
Percent of Open Interest Represented by Each Category of Trader
4.9 70.4 0.2 46.4 8.2 1.0 32.1 10.3 1.6 5.1 3.4 0.0 8.7 4.8
Number of Traders in Each Category Total Traders: 237
15 23 . 38 17 6 59 36 14 25 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 349,982
Positions
114,668 51,227 612 126,041 159,195 14,087 60,724 91,720 5,446 7,959 10,963 317 20,128 16,415
Changes from: July 21, 2015 Total Change is: 4,670
5,369 -14,263 -2 104 8,799 143 -1,910 5,504 895 841 726 67 -837 2,801
Percent of Open Interest Represented by Each Category of Trader
32.8 14.6 0.2 36.0 45.5 4.0 17.4 26.2 1.6 2.3 3.1 0.1 5.8 4.7
Number of Traders in Each Category Total Traders: 259
21 12 . 57 43 28 42 52 12 12 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 54,091
Positions
2,030 13,033 87 30,364 0 73 6,488 11,297 243 4,590 25,394 0 10,216 3,964
Changes from: July 21, 2015 Total Change is: -1,666
-344 -125 0 692 0 -96 -2,332 -106 -157 898 -385 0 -327 -797
Percent of Open Interest Represented by Each Category of Trader
3.8 24.1 0.2 56.1 0.0 0.1 12.0 20.9 0.4 8.5 46.9 0.0 18.9 7.3
Number of Traders in Each Category Total Traders: 60
. 7 . 20 0 . 11 8 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 116,331
Positions
23,209 5,549 647 27,152 947 864 36,660 10,837 913 18,554 921 3 8,329 95,650
Changes from: July 21, 2015 Total Change is: 972
529 474 -209 -851 58 118 2,790 117 69 -602 496 3 -875 -154
Percent of Open Interest Represented by Each Category of Trader
20.0 4.8 0.6 23.3 0.8 0.7 31.5 9.3 0.8 15.9 0.8 0.0 7.2 82.2
Number of Traders in Each Category Total Traders: 95
20 10 4 13 . . 28 14 7 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 152,605
Positions
9,210 94,230 407 89,910 37,893 5,381 30,266 3,721 6,099 4,021 1,289 0 7,311 3,585
Changes from: July 21, 2015 Total Change is: 3,676
1,437 4,067 -4 611 2,404 -265 1,846 -2,627 -179 289 194 0 -59 86
Percent of Open Interest Represented by Each Category of Trader
6.0 61.7 0.3 58.9 24.8 3.5 19.8 2.4 4.0 2.6 0.8 0.0 4.8 2.3
Number of Traders in Each Category Total Traders: 110
6 14 . 40 22 17 14 4 5 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 393,845
Positions
20,024 164,029 1,223 207,259 101,062 56,895 54,709 33,830 16,352 16,660 7,801 3,637 17,086 9,016
Changes from: July 21, 2015 Total Change is: -14,382
-2,389 -13,987 -690 -8,443 10,371 863 -4,119 -14,619 398 -2,069 1,821 2,117 -50 -656
Percent of Open Interest Represented by Each Category of Trader
5.1 41.6 0.3 52.6 25.7 14.4 13.9 8.6 4.2 4.2 2.0 0.9 4.3 2.3
Number of Traders in Each Category Total Traders: 237
14 25 6 60 39 28 34 27 11 22 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 507,926
Positions
2,046 82,997 659 217,881 118,267 60,685 59,314 63,311 10,664 29,096 21,946 1,465 126,116 147,932
Changes from: July 21, 2015 Total Change is: -254
-1,671 1,156 -230 -16,323 2,272 5,788 4,746 -17,630 -575 5,013 2,917 401 2,597 5,647
Percent of Open Interest Represented by Each Category of Trader
0.4 16.3 0.1 42.9 23.3 11.9 11.7 12.5 2.1 5.7 4.3 0.3 24.8 29.1
Number of Traders in Each Category Total Traders: 139
. 15 4 35 22 32 26 22 19 6 11 5
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Traders in Financial Futures - Futures Only Positions as of July 28, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 612,314
Positions
28,674 95,899 629 369,470 58,839 73,816 17,166 274,981 12,001 3,433 4,459 666 106,459 91,024
Changes from: July 21, 2015 Total Change is: 4,349
3,883 7,328 185 4,644 3,078 -1,877 3,304 -2,102 -1,622 -2,782 0 32 -1,418 -673
Percent of Open Interest Represented by Each Category of Trader
4.7 15.7 0.1 60.3 9.6 12.1 2.8 44.9 2.0 0.6 0.7 0.1 17.4 14.9
Number of Traders in Each Category Total Traders: 101
4 8 . 48 12 32 5 21 10 . . .
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Traders in Financial Futures - Futures Only Positions as of July 28, 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 1,309,009
Positions
23,380 120,113 4,203 247,212 442,106 126,995 498,615 218,388 49,270 237,928 193,537 7,749 113,657 146,648
Changes from: July 21, 2015 Total Change is: 10,219
-4,625 -5,386 -182 6,654 -4,424 12,194 -18,326 9,883 -661 12,489 -2,022 74 2,602 743
Percent of Open Interest Represented by Each Category of Trader
1.8 9.2 0.3 18.9 33.8 9.7 38.1 16.7 3.8 18.2 14.8 0.6 8.7 11.2
Number of Traders in Each Category Total Traders: 286
6 33 4 41 50 44 46 40 27 23 47 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 2,798,316
Positions
67,315 142,951 28,657 1,133,914 796,546 325,477 485,635 747,004 103,135 336,026 177,677 25,585 292,572 451,284
Changes from: July 21, 2015 Total Change is: 65,373
-22,732 -2,106 -1,516 35,239 18,356 10,097 80,016 29,380 -10,267 -36,431 8,590 -3,380 14,347 16,219
Percent of Open Interest Represented by Each Category of Trader
2.4 5.1 1.0 40.5 28.5 11.6 17.4 26.7 3.7 12.0 6.3 0.9 10.5 16.1
Number of Traders in Each Category Total Traders: 378
16 32 10 43 86 69 56 68 51 32 45 16
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Traders in Financial Futures - Futures Only Positions as of July 28, 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 2,297,943
Positions
67,698 254,332 28,012 932,056 550,263 293,812 474,247 451,599 97,887 117,182 248,143 31,752 255,297 342,143
Changes from: July 21, 2015 Total Change is: 69,166
-918 29,402 2,373 34,512 -19,664 26,454 15,512 17,277 8,892 -22,019 16,559 -1,164 5,524 -10,963
Percent of Open Interest Represented by Each Category of Trader
2.9 11.1 1.2 40.6 23.9 12.8 20.6 19.7 4.3 5.1 10.8 1.4 11.1 14.9
Number of Traders in Each Category Total Traders: 293
17 31 9 39 47 50 51 49 36 12 47 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 903,332
Positions
373,402 218,744 264,891 0 20,765 10,483 38,882 129,403 133,184 40,365 50,131 20,205 21,920 55,526
Changes from: July 21, 2015 Total Change is: 15,225
2,367 19,207 2,002 0 -1,366 5,479 3,410 -7,958 7,872 -1,903 -4,553 -5,162 1,160 -296
Percent of Open Interest Represented by Each Category of Trader
41.3 24.2 29.3 0.0 2.3 1.2 4.3 14.3 14.7 4.5 5.5 2.2 2.4 6.1
Number of Traders in Each Category Total Traders: 134
16 37 41 0 10 . 21 31 28 . 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 is11,641,185
Positions
2,665,244 1,358,320 3,016,528 389,209 1,911,905 372,029 1,744,220 882,921 1,793,836 464,969 682,372 356,575 838,575 1,266,699
Changes from: July 21, 2015 Total Change is: 189,932
106,419 101,174 -2,548 61,891 66,131 5,476 -11,197 31,422 -9,058 38,768 37,833 -37,875 38,056 -2,623
Percent of Open Interest Represented by Each Category of Trader
22.9 11.7 25.9 3.3 16.4 3.2 15.0 7.6 15.4 4.0 5.9 3.1 7.2 10.9
Number of Traders in Each Category Total Traders: 281
33 49 78 9 27 22 32 71 82 8 42 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 50,735
Positions
10,362 2,963 0 560 17,483 0 38,015 21,364 0 1,683 8,841 21 94 63
Changes from: July 21, 2015 Total Change is: 381
455 1,902 0 85 1,125 0 30 -2,612 0 -213 47 0 24 -81
Percent of Open Interest Represented by Each Category of Trader
20.4 5.8 0.0 1.1 34.5 0.0 74.9 42.1 0.0 3.3 17.4 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 46
. 6 0 . 8 0 . 13 0 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 35,167
Positions
6,403 85 100 0 14,803 0 27,407 8,788 797 331 10,528 0 129 66
Changes from: July 21, 2015 Total Change is: 868
354 85 0 0 353 0 495 807 -39 26 -334 0 32 -4
Percent of Open Interest Represented by Each Category of Trader
18.2 0.2 0.3 0.0 42.1 0.0 77.9 25.0 2.3 0.9 29.9 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 42
. . . 0 10 0 7 9 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 96,069
Positions
3,616 78,084 93 21,721 0 511 16,883 14,052 1,121 36,686 156 144 15,294 1,908
Changes from: July 21, 2015 Total Change is: -2,540
-136 -306 27 -1,177 0 32 938 -846 -173 -610 -537 -41 -1,400 -696
Percent of Open Interest Represented by Each Category of Trader
3.8 81.3 0.1 22.6 0.0 0.5 17.6 14.6 1.2 38.2 0.2 0.1 15.9 2.0
Number of Traders in Each Category Total Traders: 201
7 . . 13 0 . 37 12 9 127 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 317,371
Positions
74,009 18,853 14,942 55,035 40,958 21,601 67,677 127,354 43,959 6,588 6,474 12,602 20,958 30,628
Changes from: July 21, 2015 Total Change is: -51,424
-1,294 -24,928 -6,670 342 -200 -3,210 -23,830 -661 -13,329 -1,499 -1,913 -46 -1,888 -467
Percent of Open Interest Represented by Each Category of Trader
23.3 5.9 4.7 17.3 12.9 6.8 21.3 40.1 13.9 2.1 2.0 4.0 6.6 9.7
Number of Traders in Each Category Total Traders: 185
20 13 19 9 16 8 39 49 47 15 12 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 20,094
Positions
127 2,934 0 4,854 1,908 733 13,296 13,572 323 389 599 0 372 25
Changes from: July 21, 2015 Total Change is: -86
-39 0 0 -1,919 0 -42 1,933 387 0 27 -433 0 -46 2
Percent of Open Interest Represented by Each Category of Trader
0.6 14.6 0.0 24.2 9.5 3.6 66.2 67.5 1.6 1.9 3.0 0.0 1.9 0.1
Number of Traders in Each Category Total Traders: 33
. . 0 6 . . 9 7 . . . 0
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Updated July 31, 2015