Traders in Financial Futures - Futures Only Positions as of August 4, 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 170,087 Positions 86,296 1,379 136 26,283 39,182 156 19,688 67,154 5,334 11,866 12,878 42 20,286 43,826 Changes from: July 28, 2015 Total Change is: 7,969 10,424 97 -110 -341 3,857 -1 -3,373 2,710 407 93 1,567 0 870 -558 Percent of Open Interest Represented by Each Category of Trader 50.7 0.8 0.1 15.5 23.0 0.1 11.6 39.5 3.1 7.0 7.6 0.0 11.9 25.8 Number of Traders in Each Category Total Traders: 99 11 . 4 6 11 . 19 29 12 9 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 37,399 Positions 16,217 2,243 191 1,787 2,624 0 10,354 12,397 116 2,169 0 0 6,565 19,828 Changes from: July 28, 2015 Total Change is: 5,034 4,573 536 -15 4 440 0 1,581 2,760 0 -320 0 0 -789 1,313 Percent of Open Interest Represented by Each Category of Trader 43.4 6.0 0.5 4.8 7.0 0.0 27.7 33.1 0.3 5.8 0.0 0.0 17.6 53.0 Number of Traders in Each Category Total Traders: 36 6 . . . 4 0 8 12 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 169,224 Positions 46,762 39,074 1,011 15,923 62,190 1,240 71,764 25,928 2,124 7,209 14,627 24 23,167 23,006 Changes from: July 28, 2015 Total Change is: -4,071 993 -3,111 -324 1,019 -327 -893 -2,305 -1,772 -126 -703 -247 0 -1,732 2,729 Percent of Open Interest Represented by Each Category of Trader 27.6 23.1 0.6 9.4 36.8 0.7 42.4 15.3 1.3 4.3 8.6 0.0 13.7 13.6 Number of Traders in Each Category Total Traders: 110 6 9 . 8 19 6 30 23 13 6 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 252,655 Positions 137,110 16,863 13 18,582 55,751 3,845 26,482 107,172 3,464 49,028 11,151 397 13,734 53,999 Changes from: July 28, 2015 Total Change is: 6,386 4,511 -17,904 -32 -748 6,056 77 3,017 14,343 214 1,265 979 -63 -1,855 2,716 Percent of Open Interest Represented by Each Category of Trader 54.3 6.7 0.0 7.4 22.1 1.5 10.5 42.4 1.4 19.4 4.4 0.2 5.4 21.4 Number of Traders in Each Category Total Traders: 136 11 4 . 11 22 11 20 49 12 7 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 367,885 Positions 133,619 12,271 1,764 70,879 104,690 14,748 40,472 114,546 2,693 64,243 39,077 2,871 36,596 75,225 Changes from: July 28, 2015 Total Change is: 9,945 12,208 1,306 -240 -418 2,916 -1,352 2,612 10,195 -556 -388 -2,121 -544 -1,377 341 Percent of Open Interest Represented by Each Category of Trader 36.3 3.3 0.5 19.3 28.5 4.0 11.0 31.1 0.7 17.5 10.6 0.8 9.9 20.4 Number of Traders in Each Category Total Traders: 239 17 13 6 24 37 23 27 54 15 29 36 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 168,404 Positions 137,848 1,167 172 2,865 27,626 591 10,366 63,796 981 1,356 27,807 0 14,225 46,264 Changes from: July 28, 2015 Total Change is: 2,430 -1,509 271 22 -17 -8,328 3 3,836 4,724 916 -8 4,907 0 -813 -85 Percent of Open Interest Represented by Each Category of Trader 81.9 0.7 0.1 1.7 16.4 0.4 6.2 37.9 0.6 0.8 16.5 0.0 8.4 27.5 Number of Traders in Each Category Total Traders: 95 13 . . . 11 . 13 38 8 5 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 48,876 Positions 36,903 39,737 1,260 2,455 0 0 3,713 4,434 737 1,514 255 1,802 492 651 Changes from: July 28, 2015 Total Change is: 34 -107 0 0 -281 0 0 272 24 -1 18 142 0 133 -131 Percent of Open Interest Represented by Each Category of Trader 75.5 81.3 2.6 5.0 0.0 0.0 7.6 9.1 1.5 3.1 0.5 3.7 1.0 1.3 Number of Traders in Each Category Total Traders: 28 8 7 4 . 0 0 . . . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 191,087 Positions 82,175 46,999 5,176 38,282 4,798 302 20,932 74,851 38,809 2,319 11,142 61 3,031 8,949 Changes from: July 28, 2015 Total Change is: -5,241 7,694 4,318 65 -12,116 -334 53 1,059 -8,978 -959 -747 375 -398 108 617 Percent of Open Interest Represented by Each Category of Trader 43.0 24.6 2.7 20.0 2.5 0.2 11.0 39.2 20.3 1.2 5.8 0.0 1.6 4.7 Number of Traders in Each Category Total Traders: 135 9 5 . 5 8 . 18 63 11 8 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 22,359 Positions 6,668 3,766 2,975 1,248 607 0 7,500 8,581 6 350 1,979 2,746 866 1,699 Changes from: July 28, 2015 Total Change is: 2,056 697 -2,478 -58 22 495 0 3,114 5,115 -1,960 0 1,279 0 241 -337 Percent of Open Interest Represented by Each Category of Trader 29.8 16.8 13.3 5.6 2.7 0.0 33.5 38.4 0.0 1.6 8.9 12.3 3.9 7.6 Number of Traders in Each Category Total Traders: 25 4 . . . . 0 4 8 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 38,530 Positions 25,433 2,628 9 2,060 3,129 1 7,902 22,841 367 201 2,956 0 2,557 6,599 Changes from: July 28, 2015 Total Change is: 1,043 -212 941 0 210 -143 0 776 342 120 66 -66 0 83 -151 Percent of Open Interest Represented by Each Category of Trader 66.0 6.8 0.0 5.3 8.1 0.0 20.5 59.3 1.0 0.5 7.7 0.0 6.6 17.1 Number of Traders in Each Category Total Traders: 82 9 . . 4 6 . 14 36 6 . 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 8,919 Positions 5,714 0 0 472 3,053 174 2,056 2,340 0 0 1,796 0 503 1,556 Changes from: July 28, 2015 Total Change is: 557 276 0 0 -65 140 -12 242 95 0 0 160 0 116 174 Percent of Open Interest Represented by Each Category of Trader 64.1 0.0 0.0 5.3 34.2 2.0 23.1 26.2 0.0 0.0 20.1 0.0 5.6 17.4 Number of Traders in Each Category Total Traders: 22 . 0 0 . . . . 6 0 0 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 48,166 Positions 18,689 30,140 77 6,570 2,064 407 11,468 8,393 331 4,072 716 0 6,555 6,040 Changes from: July 28, 2015 Total Change is: 1,909 66 2,654 -48 -61 -3 56 979 -611 -349 1,298 133 0 -32 77 Percent of Open Interest Represented by Each Category of Trader 38.8 62.6 0.2 13.6 4.3 0.8 23.8 17.4 0.7 8.5 1.5 0.0 13.6 12.5 Number of Traders in Each Category Total Traders: 89 16 15 . 11 . 4 13 14 4 13 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 96,332 Positions 37,377 60,280 153 13,139 4,128 814 22,935 16,786 661 8,144 1,431 0 13,109 12,079 Changes from: July 28, 2015 Total Change is: 3,817 131 5,307 -96 -121 -5 112 1,957 -1,222 -698 2,595 266 0 -63 153 Percent of Open Interest Represented by Each Category of Trader 38.8 62.6 0.2 13.6 4.3 0.8 23.8 17.4 0.7 8.5 1.5 0.0 13.6 12.5 Number of Traders in Each Category Total Traders: 89 16 15 . 11 . 4 13 14 4 13 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 651,953 Positions 56,472 105,823 22,278 264,998 125,077 56,914 84,293 160,107 25,758 20,673 44,088 5,414 115,154 106,494 Changes from: July 28, 2015 Total Change is: 4,774 5,575 -9,804 3,056 -5,627 1,943 -2,212 -6,007 908 2,525 230 1,630 200 7,033 6,529 Percent of Open Interest Represented by Each Category of Trader 8.7 16.2 3.4 40.6 19.2 8.7 12.9 24.6 4.0 3.2 6.8 0.8 17.7 16.3 Number of Traders in Each Category Total Traders: 564 36 37 27 119 71 81 71 124 65 45 60 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 109,579 Positions 17,870 17,936 2,033 40,527 19,012 2,731 3,787 9,666 446 4,596 3,045 1,190 36,399 53,520 Changes from: July 28, 2015 Total Change is: 3,439 2,378 -2,528 100 -949 77 101 227 920 49 303 -5 -110 1,340 4,835 Percent of Open Interest Represented by Each Category of Trader 16.3 16.4 1.9 37.0 17.4 2.5 3.5 8.8 0.4 4.2 2.8 1.1 33.2 48.8 Number of Traders in Each Category Total Traders: 68 6 6 5 14 5 6 11 16 4 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 2,711,872 Positions 283,348 529,774 10,883 1,135,574 543,542 257,700 440,861 790,537 88,229 87,421 212,253 14,082 393,774 264,872 Changes from: July 28, 2015 Total Change is: 6,674 32,780 -19,587 -2,014 -28,960 3,756 -5,991 -18,964 12,146 171 1,171 9,709 16 28,465 8,468 Percent of Open Interest Represented by Each Category of Trader 10.4 19.5 0.4 41.9 20.0 9.5 16.3 29.2 3.3 3.2 7.8 0.5 14.5 9.8 Number of Traders in Each Category Total Traders: 553 35 38 23 113 70 78 75 120 56 44 58 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 80,367 Positions 3,915 20,780 1,029 43,442 44,550 1,358 19,019 7,222 1,443 446 263 0 9,715 3,722 Changes from: July 28, 2015 Total Change is: -371 -1,217 783 -160 -329 746 -600 2,634 -1,324 373 23 0 0 -1,095 -189 Percent of Open Interest Represented by Each Category of Trader 4.9 25.9 1.3 54.1 55.4 1.7 23.7 9.0 1.8 0.6 0.3 0.0 12.1 4.6 Number of Traders in Each Category Total Traders: 88 6 9 . 37 12 13 14 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 70,634 Positions 3,748 47,721 235 33,764 5,871 709 21,074 8,616 1,122 3,870 2,623 3 6,110 3,735 Changes from: July 28, 2015 Total Change is: -1,670 233 -3,211 110 205 -73 -25 -2,121 1,175 -71 150 179 0 -151 245 Percent of Open Interest Represented by Each Category of Trader 5.3 67.6 0.3 47.8 8.3 1.0 29.8 12.2 1.6 5.5 3.7 0.0 8.6 5.3 Number of Traders in Each Category Total Traders: 236 17 20 4 39 18 7 58 34 9 24 26 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 353,171 Positions 18,738 238,603 1,175 168,822 29,357 3,545 105,370 43,080 5,608 19,350 13,113 15 30,548 18,675 Changes from: July 28, 2015 Total Change is: -8,352 1,166 -16,054 550 1,026 -364 -127 -10,606 5,876 -353 749 896 0 -757 1,224 Percent of Open Interest Represented by Each Category of Trader 5.3 67.6 0.3 47.8 8.3 1.0 29.8 12.2 1.6 5.5 3.7 0.0 8.6 5.3 Number of Traders in Each Category Total Traders: 236 17 20 4 39 18 7 58 34 9 24 26 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 345,454 Positions 116,555 42,667 656 128,528 158,487 13,617 55,266 101,384 3,866 8,586 10,403 38 18,342 14,336 Changes from: July 28, 2015 Total Change is: -4,528 1,887 -8,560 44 2,487 -708 -470 -5,458 9,664 -1,580 627 -560 -279 -1,786 -2,079 Percent of Open Interest Represented by Each Category of Trader 33.7 12.4 0.2 37.2 45.9 3.9 16.0 29.3 1.1 2.5 3.0 0.0 5.3 4.1 Number of Traders in Each Category Total Traders: 267 22 13 . 59 44 30 41 54 12 12 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 55,194 Positions 2,504 13,053 87 29,696 0 137 7,112 11,483 710 3,913 25,233 0 11,035 4,491 Changes from: July 28, 2015 Total Change is: 1,103 474 20 0 -668 0 64 624 186 467 -677 -161 0 819 527 Percent of Open Interest Represented by Each Category of Trader 4.5 23.6 0.2 53.8 0.0 0.2 12.9 20.8 1.3 7.1 45.7 0.0 20.0 8.1 Number of Traders in Each Category Total Traders: 58 4 7 . 18 0 . 13 7 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 122,778 Positions 23,951 4,209 585 30,335 982 982 38,985 12,692 410 19,218 712 3 8,309 102,203 Changes from: July 28, 2015 Total Change is: 6,447 742 -1,340 -62 3,183 35 118 2,325 1,855 -503 664 -209 0 -20 6,553 Percent of Open Interest Represented by Each Category of Trader 19.5 3.4 0.5 24.7 0.8 0.8 31.8 10.3 0.3 15.7 0.6 0.0 6.8 83.2 Number of Traders in Each Category Total Traders: 94 20 7 4 13 . . 31 14 4 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 155,176 Positions 9,049 94,947 442 91,998 36,189 6,098 30,386 5,612 6,774 4,064 1,322 0 6,365 3,792 Changes from: July 28, 2015 Total Change is: 2,571 -161 717 35 2,088 -1,704 717 120 1,891 675 43 33 0 -946 207 Percent of Open Interest Represented by Each Category of Trader 5.8 61.2 0.3 59.3 23.3 3.9 19.6 3.6 4.4 2.6 0.9 0.0 4.1 2.4 Number of Traders in Each Category Total Traders: 112 6 13 . 40 22 16 15 6 5 6 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 424,021 Positions 21,144 174,021 1,677 243,158 96,092 50,238 61,354 65,015 10,122 16,686 11,670 3,290 16,352 11,896 Changes from: July 28, 2015 Total Change is: 30,176 1,120 9,992 454 35,899 -4,970 -6,657 6,645 31,185 -6,230 26 3,869 -347 -734 2,880 Percent of Open Interest Represented by Each Category of Trader 5.0 41.0 0.4 57.3 22.7 11.8 14.5 15.3 2.4 3.9 2.8 0.8 3.9 2.8 Number of Traders in Each Category Total Traders: 243 17 25 5 65 36 29 29 31 11 22 18 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 526,168 Positions 2,553 76,290 4,049 216,978 144,203 58,851 56,116 52,308 14,597 41,516 21,905 1,480 130,028 152,485 Changes from: July 28, 2015 Total Change is: 18,242 507 -6,707 3,390 -903 25,936 -1,834 -3,198 -11,003 3,933 12,420 -41 15 3,912 4,553 Percent of Open Interest Represented by Each Category of Trader 0.5 14.5 0.8 41.2 27.4 11.2 10.7 9.9 2.8 7.9 4.2 0.3 24.7 29.0 Number of Traders in Each Category Total Traders: 143 . 16 7 36 26 33 26 22 22 5 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 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 605,175 Positions 22,492 95,176 486 364,317 56,538 67,681 16,167 265,870 13,953 2,587 4,459 0 117,492 101,012 Changes from: July 28, 2015 Total Change is: -7,139 -6,182 -723 -143 -5,153 -2,301 -6,135 -999 -9,111 1,952 -846 0 -666 11,033 9,988 Percent of Open Interest Represented by Each Category of Trader 3.7 15.7 0.1 60.2 9.3 11.2 2.7 43.9 2.3 0.4 0.7 0.0 19.4 16.7 Number of Traders in Each Category Total Traders: 93 . 8 . 45 11 31 5 19 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,348,611 Positions 21,533 130,800 8,095 267,217 465,756 128,601 500,061 224,149 51,976 247,703 183,623 9,374 114,051 146,237 Changes from: July 28, 2015 Total Change is: 39,602 -1,847 10,687 3,892 20,005 23,650 1,606 1,446 5,761 2,706 9,775 -9,914 1,625 394 -411 Percent of Open Interest Represented by Each Category of Trader 1.6 9.7 0.6 19.8 34.5 9.5 37.1 16.6 3.9 18.4 13.6 0.7 8.5 10.8 Number of Traders in Each Category Total Traders: 294 8 36 6 40 52 44 51 37 28 22 47 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,923,638 Positions 93,406 177,659 28,108 1,245,975 709,337 337,745 448,096 869,397 126,104 313,193 184,988 27,820 303,191 462,480 Changes from: July 28, 2015 Total Change is: 125,322 26,091 34,708 -549 112,061 -87,209 12,268 -37,539 122,393 22,969 -22,833 7,311 2,235 10,619 11,196 Percent of Open Interest Represented by Each Category of Trader 3.2 6.1 1.0 42.6 24.3 11.6 15.3 29.7 4.3 10.7 6.3 1.0 10.4 15.8 Number of Traders in Each Category Total Traders: 385 18 37 12 47 79 73 52 72 54 28 52 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,349,769 Positions 62,526 283,644 28,259 965,147 539,966 293,559 471,577 464,216 101,345 122,202 229,101 31,421 273,733 378,258 Changes from: July 28, 2015 Total Change is: 51,826 -5,172 29,312 247 33,091 -10,297 -253 -2,670 12,617 3,458 5,020 -19,042 -331 18,436 36,115 Percent of Open Interest Represented by Each Category of Trader 2.7 12.1 1.2 41.1 23.0 12.5 20.1 19.8 4.3 5.2 9.7 1.3 11.6 16.1 Number of Traders in Each Category Total Traders: 286 13 31 8 40 45 48 41 56 41 15 44 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 796,935 Positions 283,137 176,783 259,825 0 17,835 8,391 41,471 98,721 124,972 39,097 42,799 20,368 19,674 47,241 Changes from: July 28, 2015 Total Change is: -106,397 -90,265 -41,961 -5,066 0 -2,930 -2,092 2,589 -30,682 -8,212 -1,268 -7,332 163 -2,246 -8,285 Percent of Open Interest Represented by Each Category of Trader 35.5 22.2 32.6 0.0 2.2 1.1 5.2 12.4 15.7 4.9 5.4 2.6 2.5 5.9 Number of Traders in Each Category Total Traders: 124 15 35 42 0 9 . 20 25 29 5 13 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is11,910,531 Positions 2,752,313 1,437,681 3,067,420 449,929 1,942,410 397,382 1,739,394 942,164 1,744,104 461,241 659,357 452,672 846,076 1,267,341 Changes from: July 28, 2015 Total Change is: 269,346 87,069 79,361 50,892 60,720 30,505 25,353 -4,826 59,243 -49,732 -3,728 -23,015 96,097 7,501 642 Percent of Open Interest Represented by Each Category of Trader 23.1 12.1 25.8 3.8 16.3 3.3 14.6 7.9 14.6 3.9 5.5 3.8 7.1 10.6 Number of Traders in Each Category Total Traders: 285 37 47 77 7 28 24 29 77 87 10 39 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 51,242 Positions 10,514 2,259 0 588 18,060 0 38,476 22,151 0 1,558 8,672 21 85 79 Changes from: July 28, 2015 Total Change is: 507 152 -704 0 28 577 0 461 787 0 -125 -169 0 -9 16 Percent of Open Interest Represented by Each Category of Trader 20.5 4.4 0.0 1.1 35.2 0.0 75.1 43.2 0.0 3.0 16.9 0.0 0.2 0.2 Number of Traders in Each Category Total Traders: 47 . 5 0 . 8 0 4 11 0 . 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 35,660 Positions 6,618 101 0 0 15,005 0 26,825 8,225 1,754 305 10,482 0 158 93 Changes from: July 28, 2015 Total Change is: 493 215 16 -100 0 202 0 -582 -563 957 -26 -46 0 29 27 Percent of Open Interest Represented by Each Category of Trader 18.6 0.3 0.0 0.0 42.1 0.0 75.2 23.1 4.9 0.9 29.4 0.0 0.4 0.3 Number of Traders in Each Category Total Traders: 38 . . 0 0 10 0 5 8 . . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 100,515 Positions 3,727 81,774 180 23,302 0 487 15,768 14,605 1,683 39,717 169 71 15,580 1,546 Changes from: July 28, 2015 Total Change is: 4,446 111 3,690 87 1,581 0 -24 -1,115 553 562 3,031 13 -73 286 -362 Percent of Open Interest Represented by Each Category of Trader 3.7 81.4 0.2 23.2 0.0 0.5 15.7 14.5 1.7 39.5 0.2 0.1 15.5 1.5 Number of Traders in Each Category Total Traders: 220 7 . . 14 0 . 42 14 10 136 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 332,508 Positions 74,105 17,688 17,576 58,560 42,595 19,494 71,919 132,475 50,523 6,816 9,257 12,421 21,094 30,479 Changes from: July 28, 2015 Total Change is: 15,137 96 -1,165 2,634 3,525 1,637 -2,107 4,242 5,121 6,564 228 2,783 -181 136 -149 Percent of Open Interest Represented by Each Category of Trader 22.3 5.3 5.3 17.6 12.8 5.9 21.6 39.8 15.2 2.0 2.8 3.7 6.3 9.2 Number of Traders in Each Category Total Traders: 192 19 11 17 9 18 9 40 49 46 16 22 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 4, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 20,647 Positions 127 2,934 0 4,857 1,908 729 13,836 14,098 323 390 605 0 385 50 Changes from: July 28, 2015 Total Change is: 553 0 0 0 3 0 -4 540 526 0 1 6 0 13 25 Percent of Open Interest Represented by Each Category of Trader 0.6 14.2 0.0 23.5 9.2 3.5 67.0 68.3 1.6 1.9 2.9 0.0 1.9 0.2 Number of Traders in Each Category Total Traders: 33 . . 0 6 . . 9 7 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 7, 2015