Traders in Financial Futures - Futures Only Positions as of August 18, 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 161,743
Positions
87,394 2,903 579 25,672 32,367 345 9,067 65,078 5,747 11,287 13,788 51 21,601 40,885
Changes from: August 11, 2015 Total Change is: -10,509
-3,464 -296 -13 -528 -3,208 -11 -6,581 -4,627 378 -553 96 5 258 -2,833
Percent of Open Interest Represented by Each Category of Trader
54.0 1.8 0.4 15.9 20.0 0.2 5.6 40.2 3.6 7.0 8.5 0.0 13.4 25.3
Number of Traders in Each Category Total Traders: 95
10 . . 7 11 . 15 29 13 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 43,588
Positions
25,053 969 202 1,685 1,581 0 7,174 17,528 136 2,436 0 0 6,902 23,172
Changes from: August 11, 2015 Total Change is: -89
1,796 91 22 0 -651 0 -1,473 1,311 5 -78 0 0 -361 -867
Percent of Open Interest Represented by Each Category of Trader
57.5 2.2 0.5 3.9 3.6 0.0 16.5 40.2 0.3 5.6 0.0 0.0 15.8 53.2
Number of Traders in Each Category Total Traders: 33
8 . . . . 0 8 10 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 172,083
Positions
47,345 36,405 1,260 16,939 62,240 1,414 67,705 31,009 1,855 7,774 16,529 24 27,767 21,347
Changes from: August 11, 2015 Total Change is: 13,836
-833 7,175 4 6,009 101 545 1,520 3,829 262 2,188 1,896 0 4,141 24
Percent of Open Interest Represented by Each Category of Trader
27.5 21.2 0.7 9.8 36.2 0.8 39.3 18.0 1.1 4.5 9.6 0.0 16.1 12.4
Number of Traders in Each Category Total Traders: 114
5 11 4 9 19 7 33 20 12 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 251,418
Positions
137,026 11,081 568 20,451 46,443 4,757 22,472 128,838 2,798 46,677 5,175 640 16,029 51,118
Changes from: August 11, 2015 Total Change is: -13,190
-15,206 7,746 57 161 -9,570 2,067 -435 -270 113 -277 -5,903 321 9 -7,751
Percent of Open Interest Represented by Each Category of Trader
54.5 4.4 0.2 8.1 18.5 1.9 8.9 51.2 1.1 18.6 2.1 0.3 6.4 20.3
Number of Traders in Each Category Total Traders: 127
13 . . 12 22 12 20 47 9 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 356,952
Positions
117,159 36,459 2,390 74,602 88,876 15,136 41,471 99,699 2,662 60,333 38,937 2,579 40,620 70,214
Changes from: August 11, 2015 Total Change is: -4,382
-7,089 19,929 643 1,055 -5,046 51 1,841 -11,499 221 -2,959 -3,017 266 1,589 -5,930
Percent of Open Interest Represented by Each Category of Trader
32.8 10.2 0.7 20.9 24.9 4.2 11.6 27.9 0.7 16.9 10.9 0.7 11.4 19.7
Number of Traders in Each Category Total Traders: 240
16 16 8 28 35 28 35 46 21 25 37 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 161,344
Positions
133,525 1,090 150 3,343 26,784 590 8,194 64,306 1,090 450 26,437 0 14,002 40,897
Changes from: August 11, 2015 Total Change is: -3,407
-1,325 -25 0 478 -3,906 -1 -1,037 -381 260 -600 2,398 0 -1,182 -1,752
Percent of Open Interest Represented by Each Category of Trader
82.8 0.7 0.1 2.1 16.6 0.4 5.1 39.9 0.7 0.3 16.4 0.0 8.7 25.3
Number of Traders in Each Category Total Traders: 86
13 . . . 10 . 12 35 10 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 51,638
Positions
39,729 42,579 1,260 1,555 0 0 4,197 4,619 737 1,809 113 1,802 549 528
Changes from: August 11, 2015 Total Change is: 931
2,858 2,842 -2,000 -500 0 0 342 228 0 287 0 0 -56 -139
Percent of Open Interest Represented by Each Category of Trader
76.9 82.5 2.4 3.0 0.0 0.0 8.1 8.9 1.4 3.5 0.2 3.5 1.1 1.0
Number of Traders in Each Category Total Traders: 29
8 8 4 . 0 0 . . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 171,467
Positions
84,546 47,188 5,098 6,998 4,755 554 27,851 53,865 39,374 2,770 12,489 506 3,770 7,638
Changes from: August 11, 2015 Total Change is: -2,314
6,893 126 32 -22,281 147 -26 10,301 -3,894 2,231 -424 94 112 848 -1,136
Percent of Open Interest Represented by Each Category of Trader
49.3 27.5 3.0 4.1 2.8 0.3 16.2 31.4 23.0 1.6 7.3 0.3 2.2 4.5
Number of Traders in Each Category Total Traders: 140
7 5 . 5 8 . 22 59 14 10 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 32,298
Positions
13,556 3,366 3,375 1,531 471 0 9,359 17,702 338 350 2,549 2,746 1,043 1,751
Changes from: August 11, 2015 Total Change is: 8,295
5,839 -400 400 288 165 0 1,763 8,085 39 0 24 0 -34 -18
Percent of Open Interest Represented by Each Category of Trader
42.0 10.4 10.4 4.7 1.5 0.0 29.0 54.8 1.0 1.1 7.9 8.5 3.2 5.4
Number of Traders in Each Category Total Traders: 28
4 . . . . 0 5 9 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 36,523
Positions
24,338 3,304 51 2,243 3,065 1 7,237 21,004 499 0 2,721 0 2,154 5,878
Changes from: August 11, 2015 Total Change is: -338
-523 271 -3 117 22 0 389 -408 137 -153 25 0 -302 -382
Percent of Open Interest Represented by Each Category of Trader
66.6 9.0 0.1 6.1 8.4 0.0 19.8 57.5 1.4 0.0 7.5 0.0 5.9 16.1
Number of Traders in Each Category Total Traders: 70
9 . . 4 6 . 11 28 6 0 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 9,441
Positions
6,186 0 0 310 3,240 173 2,258 2,599 0 0 1,732 0 514 1,697
Changes from: August 11, 2015 Total Change is: 313
308 0 0 -160 34 -3 236 128 0 0 -34 0 -68 188
Percent of Open Interest Represented by Each Category of Trader
65.5 0.0 0.0 3.3 34.3 1.8 23.9 27.5 0.0 0.0 18.3 0.0 5.4 18.0
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 August 18, 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 46,724
Positions
22,996 21,217 71 5,693 2,028 408 7,006 12,768 1,188 3,771 1,266 28 5,563 7,751
Changes from: August 11, 2015 Total Change is: -696
1,406 -3,823 -7 -290 -8 -25 -1,784 245 1,130 -432 522 28 -724 1,242
Percent of Open Interest Represented by Each Category of Trader
49.2 45.4 0.2 12.2 4.3 0.9 15.0 27.3 2.5 8.1 2.7 0.1 11.9 16.6
Number of Traders in Each Category Total Traders: 99
18 12 . 11 . 4 17 19 . 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 93,447
Positions
45,992 42,433 142 11,386 4,056 816 14,012 25,536 2,376 7,541 2,531 56 11,126 15,501
Changes from: August 11, 2015 Total Change is: -1,391
2,812 -7,646 -13 -579 -16 -49 -3,568 490 2,260 -863 1,043 56 -1,447 2,484
Percent of Open Interest Represented by Each Category of Trader
49.2 45.4 0.2 12.2 4.3 0.9 15.0 27.3 2.5 8.1 2.7 0.1 11.9 16.6
Number of Traders in Each Category Total Traders: 99
18 12 . 11 . 4 17 19 . 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 688,260
Positions
61,142 106,017 29,438 269,192 128,543 60,589 92,831 165,115 31,093 20,508 43,379 6,256 117,211 117,829
Changes from: August 11, 2015 Total Change is: 16,687
316 -395 6,028 460 1,509 2,622 7,032 -1,239 2,054 -251 -730 262 -1,836 6,575
Percent of Open Interest Represented by Each Category of Trader
8.9 15.4 4.3 39.1 18.7 8.8 13.5 24.0 4.5 3.0 6.3 0.9 17.0 17.1
Number of Traders in Each Category Total Traders: 591
33 41 26 122 72 81 77 135 76 42 68 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 119,495
Positions
22,425 14,668 1,983 45,717 20,230 2,769 7,957 9,096 786 5,144 4,501 1,188 31,526 64,274
Changes from: August 11, 2015 Total Change is: 3,839
2,052 -2,118 -50 3,264 427 194 2,421 -1,207 -129 56 -172 0 -3,969 6,894
Percent of Open Interest Represented by Each Category of Trader
18.8 12.3 1.7 38.3 16.9 2.3 6.7 7.6 0.7 4.3 3.8 1.0 26.4 53.8
Number of Traders in Each Category Total Traders: 72
8 5 5 16 5 7 14 14 5 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 2,843,824
Positions
313,974 577,133 16,887 1,144,190 568,381 262,285 464,642 820,367 111,262 85,078 202,652 17,082 428,424 267,775
Changes from: August 11, 2015 Total Change is: 64,241
12,385 29,678 9,325 -9,974 9,457 8,094 18,168 -5,043 15,802 -1,602 -2,855 1,377 10,666 -1,594
Percent of Open Interest Represented by Each Category of Trader
11.0 20.3 0.6 40.2 20.0 9.2 16.3 28.8 3.9 3.0 7.1 0.6 15.1 9.4
Number of Traders in Each Category Total Traders: 575
33 41 22 114 71 76 76 135 67 40 65 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 80,227
Positions
3,010 17,283 1,075 46,191 47,072 1,535 17,565 8,682 550 464 263 0 9,837 3,767
Changes from: August 11, 2015 Total Change is: -557
-997 -2,664 25 768 348 253 -473 1,879 -295 27 0 0 135 -103
Percent of Open Interest Represented by Each Category of Trader
3.8 21.5 1.3 57.6 58.7 1.9 21.9 10.8 0.7 0.6 0.3 0.0 12.3 4.7
Number of Traders in Each Category Total Traders: 91
6 8 . 38 13 15 14 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 70,143
Positions
4,983 45,863 190 32,752 6,429 753 19,844 8,926 1,813 4,169 2,439 3 5,636 3,726
Changes from: August 11, 2015 Total Change is: 1,240
-201 820 1 764 205 -465 1,820 1,030 -244 -28 95 0 -406 -201
Percent of Open Interest Represented by Each Category of Trader
7.1 65.4 0.3 46.7 9.2 1.1 28.3 12.7 2.6 5.9 3.5 0.0 8.0 5.3
Number of Traders in Each Category Total Traders: 239
17 21 4 43 20 9 50 38 11 22 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 350,713
Positions
24,914 229,315 952 163,758 32,146 3,763 99,220 44,632 9,065 20,844 12,194 15 28,182 18,631
Changes from: August 11, 2015 Total Change is: 6,202
-1,004 4,099 7 3,819 1,025 -2,325 9,100 5,151 -1,222 -142 474 0 -2,031 -1,007
Percent of Open Interest Represented by Each Category of Trader
7.1 65.4 0.3 46.7 9.2 1.1 28.3 12.7 2.6 5.9 3.5 0.0 8.0 5.3
Number of Traders in Each Category Total Traders: 239
17 21 4 43 20 9 50 38 11 22 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 370,903
Positions
142,574 35,875 238 124,147 165,794 15,627 55,509 120,614 5,732 8,360 10,891 41 18,675 16,091
Changes from: August 11, 2015 Total Change is: 14,884
14,089 -1,053 19 -4,228 5,303 2,377 2,265 8,199 580 -957 -538 1 738 -4
Percent of Open Interest Represented by Each Category of Trader
38.4 9.7 0.1 33.5 44.7 4.2 15.0 32.5 1.5 2.3 2.9 0.0 5.0 4.3
Number of Traders in Each Category Total Traders: 263
24 11 . 58 46 30 37 53 10 12 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 54,606
Positions
2,384 13,128 77 30,706 0 133 7,587 10,449 455 3,796 25,888 0 9,468 4,476
Changes from: August 11, 2015 Total Change is: -1,261
-115 65 0 290 0 -3 334 -606 -241 -470 -559 0 -1,056 83
Percent of Open Interest Represented by Each Category of Trader
4.4 24.0 0.1 56.2 0.0 0.2 13.9 19.1 0.8 7.0 47.4 0.0 17.3 8.2
Number of Traders in Each Category Total Traders: 61
4 7 . 21 0 . 12 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 116,115
Positions
24,153 6,038 767 26,597 1,474 1,277 37,005 9,015 1,140 17,908 204 0 7,268 96,200
Changes from: August 11, 2015 Total Change is: -4,119
444 394 -190 -4,362 401 291 1,207 -649 418 -616 -451 -3 -1,308 -4,330
Percent of Open Interest Represented by Each Category of Trader
20.8 5.2 0.7 22.9 1.3 1.1 31.9 7.8 1.0 15.4 0.2 0.0 6.3 82.8
Number of Traders in Each Category Total Traders: 92
23 11 5 10 4 . 30 10 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 156,519
Positions
9,536 95,963 396 89,700 36,269 6,558 30,603 5,374 6,963 6,030 1,143 0 6,733 3,853
Changes from: August 11, 2015 Total Change is: 1,599
119 -390 -12 1,142 -65 307 -936 818 287 774 23 0 -82 631
Percent of Open Interest Represented by Each Category of Trader
6.1 61.3 0.3 57.3 23.2 4.2 19.6 3.4 4.4 3.9 0.7 0.0 4.3 2.5
Number of Traders in Each Category Total Traders: 109
6 13 . 40 20 18 14 4 5 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 426,694
Positions
22,971 169,188 1,589 232,204 111,071 57,275 71,265 49,169 9,389 17,953 14,815 3,121 10,927 11,077
Changes from: August 11, 2015 Total Change is: 1,509
1,218 -6,651 -104 -11,428 15,166 5,081 12,371 -13,236 -99 269 2,489 -66 -5,733 -1,071
Percent of Open Interest Represented by Each Category of Trader
5.4 39.7 0.4 54.4 26.0 13.4 16.7 11.5 2.2 4.2 3.5 0.7 2.6 2.6
Number of Traders in Each Category Total Traders: 246
19 23 6 61 39 28 34 28 13 25 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 525,938
Positions
775 64,828 748 209,006 136,472 69,043 53,941 70,118 16,594 47,328 28,919 1,268 127,235 137,948
Changes from: August 11, 2015 Total Change is: -5,341
-4,049 7,322 -2,742 -4,034 -11,122 5,272 -3,801 10,062 974 2,257 -2,004 -64 846 -13,039
Percent of Open Interest Represented by Each Category of Trader
0.1 12.3 0.1 39.7 25.9 13.1 10.3 13.3 3.2 9.0 5.5 0.2 24.2 26.2
Number of Traders in Each Category Total Traders: 152
. 18 6 38 25 37 31 21 20 7 10 5
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Traders in Financial Futures - Futures Only Positions as of August 18, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 611,141
Positions
24,380 89,795 170 350,983 66,992 70,230 14,724 264,668 19,840 7,063 4,459 584 123,167 94,403
Changes from: August 11, 2015 Total Change is: 1,765
7,657 -5,818 18 -8,440 8,093 -133 -88 168 3,058 1,863 0 584 -2,754 -4,205
Percent of Open Interest Represented by Each Category of Trader
4.0 14.7 0.0 57.4 11.0 11.5 2.4 43.3 3.2 1.2 0.7 0.1 20.2 15.4
Number of Traders in Each Category Total Traders: 95
. 9 . 47 10 31 5 17 11 . . .
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Traders in Financial Futures - Futures Only Positions as of August 18, 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 1,381,230
Positions
36,758 156,453 12,479 271,363 484,153 128,210 512,821 203,872 61,654 241,716 179,996 7,360 108,869 147,053
Changes from: August 11, 2015 Total Change is: -10,992
9,405 -13,621 2,625 8,524 8,820 2,293 -11,032 -6,860 -748 -20,554 -2,549 2,110 -3,615 -3,062
Percent of Open Interest Represented by Each Category of Trader
2.7 11.3 0.9 19.6 35.1 9.3 37.1 14.8 4.5 17.5 13.0 0.5 7.9 10.6
Number of Traders in Each Category Total Traders: 309
9 36 10 40 57 45 55 39 37 27 46 15
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Traders in Financial Futures - Futures Only Positions as of August 18, 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 2,955,775
Positions
87,244 171,698 47,975 1,235,017 743,294 328,635 444,584 870,928 145,368 323,488 174,535 29,079 314,385 444,263
Changes from: August 11, 2015 Total Change is: -21,390
9,733 -20,334 21,463 -43,525 -30,864 18,441 -33,791 24,862 4,422 1,225 -11,187 -987 1,629 -27,206
Percent of Open Interest Represented by Each Category of Trader
3.0 5.8 1.6 41.8 25.1 11.1 15.0 29.5 4.9 10.9 5.9 1.0 10.6 15.0
Number of Traders in Each Category Total Traders: 379
24 27 19 47 84 73 51 68 53 33 45 22
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Traders in Financial Futures - Futures Only Positions as of August 18, 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 2,350,999
Positions
69,667 262,373 22,491 921,110 519,589 324,511 501,977 474,201 115,024 99,157 232,078 31,012 266,050 369,720
Changes from: August 11, 2015 Total Change is: -11,322
19,681 -22,697 8,261 -32,254 -14,145 6,764 2,947 6,813 9,041 -5,999 -3,884 822 -20,585 -2,297
Percent of Open Interest Represented by Each Category of Trader
3.0 11.2 1.0 39.2 22.1 13.8 21.4 20.2 4.9 4.2 9.9 1.3 11.3 15.7
Number of Traders in Each Category Total Traders: 286
15 30 11 42 49 49 44 53 45 11 42 8
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Traders in Financial Futures - Futures Only Positions as of August 18, 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 860,904
Positions
308,102 195,034 295,554 0 17,769 7,515 47,308 98,274 114,857 39,522 54,662 27,222 20,824 50,017
Changes from: August 11, 2015 Total Change is: -16,265
19,076 1,847 4,812 0 2,132 -876 -19,978 -18,007 -11,639 -5,299 6,987 611 -2,972 -2,132
Percent of Open Interest Represented by Each Category of Trader
35.8 22.7 34.3 0.0 2.1 0.9 5.5 11.4 13.3 4.6 6.3 3.2 2.4 5.8
Number of Traders in Each Category Total Traders: 120
19 33 42 0 7 . 17 25 27 4 13 7
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Traders in Financial Futures - Futures Only Positions as of August 18, 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 is12,089,509
Positions
2,680,296 1,538,183 3,116,425 551,518 1,930,883 399,174 1,755,990 824,841 1,872,584 449,314 649,144 518,301 745,907 1,239,974
Changes from: August 11, 2015 Total Change is: 128,628
-94,200 85,354 60,358 41,663 -777 -12,077 41,294 -95,938 101,083 -12,639 -10,404 31,105 -27,959 -30,076
Percent of Open Interest Represented by Each Category of Trader
22.2 12.7 25.8 4.6 16.0 3.3 14.5 6.8 15.5 3.7 5.4 4.3 6.2 10.3
Number of Traders in Each Category Total Traders: 299
36 51 77 8 30 25 37 74 88 8 42 26
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Traders in Financial Futures - Futures Only Positions as of August 18, 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 54,380
Positions
12,581 1,827 0 560 19,324 0 39,223 24,557 0 1,908 8,589 21 87 62
Changes from: August 11, 2015 Total Change is: 876
852 151 0 0 721 0 -280 281 0 319 -265 0 -15 -12
Percent of Open Interest Represented by Each Category of Trader
23.1 3.4 0.0 1.0 35.5 0.0 72.1 45.2 0.0 3.5 15.8 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 50
4 5 0 . 8 0 5 12 0 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 38,156
Positions
11,009 446 0 0 15,188 0 24,455 10,036 2,047 405 10,296 52 188 91
Changes from: August 11, 2015 Total Change is: 2,015
2,230 147 0 0 115 0 -1,235 889 945 0 -143 52 23 10
Percent of Open Interest Represented by Each Category of Trader
28.9 1.2 0.0 0.0 39.8 0.0 64.1 26.3 5.4 1.1 27.0 0.1 0.5 0.2
Number of Traders in Each Category Total Traders: 41
4 . 0 0 10 0 5 10 . . 9 .
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Traders in Financial Futures - Futures Only Positions as of August 18, 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 104,952
Positions
4,024 82,728 394 19,992 0 509 24,402 12,229 6,725 34,572 264 188 14,146 1,915
Changes from: August 11, 2015 Total Change is: 3,347
-197 -1,770 110 -2,895 0 15 5,565 2,027 2,796 -842 98 111 -1,316 -40
Percent of Open Interest Represented by Each Category of Trader
3.8 78.8 0.4 19.0 0.0 0.5 23.3 11.7 6.4 32.9 0.3 0.2 13.5 1.8
Number of Traders in Each Category Total Traders: 207
7 4 . 13 0 . 40 9 15 123 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 344,113
Positions
83,914 16,084 24,645 48,975 41,481 18,227 70,970 138,061 53,293 7,526 9,299 13,418 23,145 29,605
Changes from: August 11, 2015 Total Change is: -6,527
-1,036 9,472 632 -11,109 503 960 6,049 -16,932 -1,375 -134 420 -238 -276 31
Percent of Open Interest Represented by Each Category of Trader
24.4 4.7 7.2 14.2 12.1 5.3 20.6 40.1 15.5 2.2 2.7 3.9 6.7 8.6
Number of Traders in Each Category Total Traders: 221
21 12 20 14 18 8 46 55 53 18 25 23
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Traders in Financial Futures - Futures Only Positions as of August 18, 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 21,535
Positions
101 2,934 0 4,553 2,689 724 15,352 14,271 0 415 865 0 390 52
Changes from: August 11, 2015 Total Change is: 513
0 0 0 -117 781 0 1,458 -208 -323 -500 250 0 -5 13
Percent of Open Interest Represented by Each Category of Trader
0.5 13.6 0.0 21.1 12.5 3.4 71.3 66.3 0.0 1.9 4.0 0.0 1.8 0.2
Number of Traders in Each Category Total Traders: 37
. . 0 6 . . 10 8 0 4 . 0
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Updated August 21, 2015