Traders in Financial Futures - Futures Only Positions as of September 1, 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 161,893
Positions
76,314 3,094 2,767 26,831 22,724 130 14,595 71,850 4,852 14,379 12,996 48 21,977 43,432
Changes from: August 25, 2015 Total Change is: -6,926
-8,137 51 117 146 -5,359 0 1,122 -1,417 -252 -476 -979 -23 577 936
Percent of Open Interest Represented by Each Category of Trader
47.1 1.9 1.7 16.6 14.0 0.1 9.0 44.4 3.0 8.9 8.0 0.0 13.6 26.8
Number of Traders in Each Category Total Traders: 84
10 . 4 6 9 . 14 28 8 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 36,203
Positions
18,204 2,176 391 1,265 1,492 420 5,275 13,977 1,277 1,822 0 0 7,549 16,470
Changes from: August 25, 2015 Total Change is: -1,698
-2,692 823 118 -420 -537 420 825 -3,396 1,011 -100 0 0 -860 -137
Percent of Open Interest Represented by Each Category of Trader
50.3 6.0 1.1 3.5 4.1 1.2 14.6 38.6 3.5 5.0 0.0 0.0 20.9 45.5
Number of Traders in Each Category Total Traders: 35
7 . . . . . 7 13 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 170,032
Positions
63,016 9,524 2,139 8,658 76,323 1,202 68,291 31,728 3,044 2,517 19,474 533 20,632 26,065
Changes from: August 25, 2015 Total Change is: -6,930
15,393 -25,103 812 -4,149 5,155 -278 -11,020 2,081 302 -1,485 4,328 -24 -6,481 5,797
Percent of Open Interest Represented by Each Category of Trader
37.1 5.6 1.3 5.1 44.9 0.7 40.2 18.7 1.8 1.5 11.5 0.3 12.1 15.3
Number of Traders in Each Category Total Traders: 111
9 6 4 6 24 7 33 17 15 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 273,205
Positions
123,594 91,692 359 27,587 46,919 3,583 35,934 86,385 5,107 55,261 4,432 496 21,284 34,232
Changes from: August 25, 2015 Total Change is: 12,747
-1,413 26,836 177 -129 12,294 -482 8,212 -23,155 1,925 6,328 -270 25 -1,896 -4,603
Percent of Open Interest Represented by Each Category of Trader
45.2 33.6 0.1 10.1 17.2 1.3 13.2 31.6 1.9 20.2 1.6 0.2 7.8 12.5
Number of Traders in Each Category Total Traders: 129
10 9 . 12 22 7 30 31 13 8 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 363,980
Positions
124,657 59,769 2,814 76,560 92,330 16,053 46,880 87,166 4,046 48,902 37,248 2,205 41,863 62,349
Changes from: August 25, 2015 Total Change is: -10,997
4,338 4,900 1,069 -2,639 -1,981 -247 -7,996 -10,170 732 -4,750 791 -379 -1,125 -5,712
Percent of Open Interest Represented by Each Category of Trader
34.2 16.4 0.8 21.0 25.4 4.4 12.9 23.9 1.1 13.4 10.2 0.6 11.5 17.1
Number of Traders in Each Category Total Traders: 231
16 14 10 29 32 28 34 47 24 22 35 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 173,947
Positions
140,570 1,310 150 4,870 26,936 569 11,261 67,141 1,732 888 35,139 0 13,907 40,970
Changes from: August 25, 2015 Total Change is: -431
-4,507 116 0 525 -6,447 -6 1,651 465 146 7 1,991 0 1,753 3,304
Percent of Open Interest Represented by Each Category of Trader
80.8 0.8 0.1 2.8 15.5 0.3 6.5 38.6 1.0 0.5 20.2 0.0 8.0 23.6
Number of Traders in Each Category Total Traders: 87
13 . . . 8 . 13 33 8 . 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 54,840
Positions
42,442 42,664 1,992 1,551 0 0 3,991 6,848 903 1,532 113 1,802 627 518
Changes from: August 25, 2015 Total Change is: 2,879
2,407 -91 347 -200 0 0 212 2,577 166 10 0 0 -63 -120
Percent of Open Interest Represented by Each Category of Trader
77.4 77.8 3.6 2.8 0.0 0.0 7.3 12.5 1.6 2.8 0.2 3.3 1.1 0.9
Number of Traders in Each Category Total Traders: 29
9 8 5 . 0 0 . . . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 191,019
Positions
73,684 57,649 5,114 55,884 5,046 198 18,944 69,798 32,465 1,819 12,172 197 2,714 8,380
Changes from: August 25, 2015 Total Change is: -5,071
-5,055 33 10 2,099 160 0 639 -3,897 -974 -290 -444 136 -1,636 -95
Percent of Open Interest Represented by Each Category of Trader
38.6 30.2 2.7 29.3 2.6 0.1 9.9 36.5 17.0 1.0 6.4 0.1 1.4 4.4
Number of Traders in Each Category Total Traders: 129
8 6 . 4 8 . 17 58 11 6 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 33,933
Positions
13,585 3,804 7,650 1,731 795 0 5,198 13,469 1,395 350 1,998 2,745 1,279 2,077
Changes from: August 25, 2015 Total Change is: 7,543
1,613 -2,606 4,212 50 324 0 241 4,092 1,372 -105 -428 0 160 577
Percent of Open Interest Represented by Each Category of Trader
40.0 11.2 22.5 5.1 2.3 0.0 15.3 39.7 4.1 1.0 5.9 8.1 3.8 6.1
Number of Traders in Each Category Total Traders: 27
4 . . . . 0 . 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 34,339
Positions
22,244 2,775 82 1,668 3,026 1 7,222 19,436 579 375 2,286 0 2,168 6,154
Changes from: August 25, 2015 Total Change is: 939
2,406 -333 -1 -331 123 0 -1,167 553 259 -353 -151 0 126 489
Percent of Open Interest Represented by Each Category of Trader
64.8 8.1 0.2 4.9 8.8 0.0 21.0 56.6 1.7 1.1 6.7 0.0 6.3 17.9
Number of Traders in Each Category Total Traders: 72
9 . . . 7 . 13 30 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 9,063
Positions
6,361 0 0 285 3,075 84 1,935 2,895 6 0 1,472 0 392 1,531
Changes from: August 25, 2015 Total Change is: -564
27 0 0 4 -133 -4 -538 192 2 0 -394 0 -55 -227
Percent of Open Interest Represented by Each Category of Trader
70.2 0.0 0.0 3.1 33.9 0.9 21.4 31.9 0.1 0.0 16.2 0.0 4.3 16.9
Number of Traders in Each Category Total Traders: 22
. 0 0 . . . . 8 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 42,344
Positions
23,362 18,070 539 4,181 2,557 443 4,782 9,850 709 2,945 1,822 187 5,198 8,167
Changes from: August 25, 2015 Total Change is: -4,051
-333 -1,809 -163 -242 -361 126 -1,364 -3,623 285 -665 239 -1 -1,696 1,256
Percent of Open Interest Represented by Each Category of Trader
55.2 42.7 1.3 9.9 6.0 1.0 11.3 23.3 1.7 7.0 4.3 0.4 12.3 19.3
Number of Traders in Each Category Total Traders: 81
21 9 . 10 4 5 13 12 4 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 84,688
Positions
46,723 36,140 1,078 8,361 5,114 886 9,564 19,700 1,418 5,889 3,644 374 10,395 16,334
Changes from: August 25, 2015 Total Change is: -8,102
-666 -3,618 -326 -483 -722 252 -2,727 -7,245 570 -1,329 477 -1 -3,392 2,511
Percent of Open Interest Represented by Each Category of Trader
55.2 42.7 1.3 9.9 6.0 1.0 11.3 23.3 1.7 7.0 4.3 0.4 12.3 19.3
Number of Traders in Each Category Total Traders: 81
21 9 . 10 4 5 13 12 4 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 816,628
Positions
128,795 87,975 59,949 230,241 161,967 71,951 90,408 169,043 41,055 22,687 50,754 7,354 164,188 166,580
Changes from: August 25, 2015 Total Change is: 33,717
40,913 -23,693 5,565 -17,240 5,946 4,288 -10,311 17,052 -2,986 -412 5,635 1,676 12,224 20,233
Percent of Open Interest Represented by Each Category of Trader
15.8 10.8 7.3 28.2 19.8 8.8 11.1 20.7 5.0 2.8 6.2 0.9 20.1 20.4
Number of Traders in Each Category Total Traders: 588
38 35 33 113 88 79 76 132 81 40 66 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 172,435
Positions
67,918 21,850 3,464 43,527 18,147 2,190 14,288 15,964 388 7,518 2,701 91 33,051 107,640
Changes from: August 25, 2015 Total Change is: 19,045
16,354 234 1,691 -73 -1,994 492 -304 1,292 -330 866 -1,541 -9 358 19,210
Percent of Open Interest Represented by Each Category of Trader
39.4 12.7 2.0 25.2 10.5 1.3 8.3 9.3 0.2 4.4 1.6 0.1 19.2 62.4
Number of Traders in Each Category Total Traders: 72
13 4 6 16 5 8 15 10 6 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 3,220,963
Positions
552,055 578,294 34,753 1,001,778 787,307 280,594 460,622 845,419 123,313 96,279 260,697 15,885 655,684 294,701
Changes from: August 25, 2015 Total Change is: 73,358
143,978 -98,452 -1,814 -83,835 41,702 16,981 -44,944 83,894 -18,373 959 43,227 1,077 59,329 5,116
Percent of Open Interest Represented by Each Category of Trader
17.1 18.0 1.1 31.1 24.4 8.7 14.3 26.2 3.8 3.0 8.1 0.5 20.4 9.1
Number of Traders in Each Category Total Traders: 577
35 38 25 106 87 74 76 132 74 39 64 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 87,960
Positions
21,104 9,128 874 39,205 65,541 2,093 14,877 5,501 331 0 676 0 9,476 3,816
Changes from: August 25, 2015 Total Change is: 1,777
5,365 -356 -59 -1,423 7,022 -1,419 -364 -2,067 -1,191 -205 0 0 1,073 -153
Percent of Open Interest Represented by Each Category of Trader
24.0 10.4 1.0 44.6 74.5 2.4 16.9 6.3 0.4 0.0 0.8 0.0 10.8 4.3
Number of Traders in Each Category Total Traders: 87
8 7 . 31 17 10 14 8 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 59,008
Positions
10,503 22,541 678 26,943 9,197 1,277 10,660 16,484 1,543 3,002 2,962 16 4,386 4,309
Changes from: August 25, 2015 Total Change is: -4,208
1,812 -5,327 454 -2,202 -401 291 -3,633 629 -85 -312 180 -68 -464 120
Percent of Open Interest Represented by Each Category of Trader
17.8 38.2 1.1 45.7 15.6 2.2 18.1 27.9 2.6 5.1 5.0 0.0 7.4 7.3
Number of Traders in Each Category Total Traders: 221
20 17 8 37 20 11 39 49 15 11 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 295,040
Positions
52,514 112,707 3,391 134,713 45,985 6,387 53,301 82,421 7,714 15,011 14,809 80 21,929 21,546
Changes from: August 25, 2015 Total Change is: -21,040
9,059 -26,635 2,271 -11,012 -2,006 1,455 -18,165 3,144 -426 -1,560 901 -342 -2,320 598
Percent of Open Interest Represented by Each Category of Trader
17.8 38.2 1.1 45.7 15.6 2.2 18.1 27.9 2.6 5.1 5.0 0.0 7.4 7.3
Number of Traders in Each Category Total Traders: 221
20 17 8 37 20 11 39 49 15 11 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 384,879
Positions
163,156 29,332 520 112,797 182,866 16,602 65,009 119,922 5,052 7,270 11,816 51 14,422 18,718
Changes from: August 25, 2015 Total Change is: 1,385
4,868 -4,182 -225 2,148 -497 -43 -778 6,783 -605 -824 -139 -30 -3,126 323
Percent of Open Interest Represented by Each Category of Trader
42.4 7.6 0.1 29.3 47.5 4.3 16.9 31.2 1.3 1.9 3.1 0.0 3.7 4.9
Number of Traders in Each Category Total Traders: 269
24 12 4 52 51 28 33 63 16 10 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 51,836
Positions
1,328 13,325 82 29,379 241 131 5,079 7,384 458 5,256 24,888 0 10,123 5,327
Changes from: August 25, 2015 Total Change is: -277
389 -163 -65 -839 -77 -74 1,603 70 -292 340 -316 0 -1,339 640
Percent of Open Interest Represented by Each Category of Trader
2.6 25.7 0.2 56.7 0.5 0.3 9.8 14.2 0.9 10.1 48.0 0.0 19.5 10.3
Number of Traders in Each Category Total Traders: 54
4 7 . 19 . . 8 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 123,406
Positions
30,680 5,038 2,963 22,042 6,319 1,239 34,486 10,206 4,597 15,891 226 95 11,413 92,723
Changes from: August 25, 2015 Total Change is: -6,961
6,102 -631 1,322 -3,167 -2,006 -327 -10,301 -305 -902 -748 226 55 1,005 -4,393
Percent of Open Interest Represented by Each Category of Trader
24.9 4.1 2.4 17.9 5.1 1.0 27.9 8.3 3.7 12.9 0.2 0.1 9.2 75.1
Number of Traders in Each Category Total Traders: 94
23 9 5 10 4 4 29 12 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 158,765
Positions
9,334 88,126 228 90,147 46,045 7,408 33,901 4,109 7,139 3,398 1,762 0 7,210 3,948
Changes from: August 25, 2015 Total Change is: 923
-1,235 -2,054 -45 -423 -1,526 1,201 -1,161 850 2,096 -264 42 0 754 359
Percent of Open Interest Represented by Each Category of Trader
5.9 55.5 0.1 56.8 29.0 4.7 21.4 2.6 4.5 2.1 1.1 0.0 4.5 2.5
Number of Traders in Each Category Total Traders: 109
5 13 . 38 23 15 14 4 6 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 461,827
Positions
37,800 155,403 4,599 222,739 154,122 64,439 91,903 38,947 5,164 15,359 20,391 3,296 16,528 15,466
Changes from: August 25, 2015 Total Change is: 16,457
4,592 7,041 -924 11,583 5,031 2,391 -4,328 323 -1,061 -1,919 556 -199 6,322 3,299
Percent of Open Interest Represented by Each Category of Trader
8.2 33.6 1.0 48.2 33.4 14.0 19.9 8.4 1.1 3.3 4.4 0.7 3.6 3.3
Number of Traders in Each Category Total Traders: 257
22 24 6 53 46 26 35 32 15 28 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 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 532,576
Positions
1,932 53,523 8,468 180,438 149,916 61,959 63,831 60,132 35,040 45,327 31,760 1,387 134,194 130,391
Changes from: August 25, 2015 Total Change is: -21,718
631 5,726 -2,697 831 9,632 -9,812 3,031 -9,315 -1,326 182 3,736 -2,034 -10,524 -15,628
Percent of Open Interest Represented by Each Category of Trader
0.4 10.0 1.6 33.9 28.1 11.6 12.0 11.3 6.6 8.5 6.0 0.3 25.2 24.5
Number of Traders in Each Category Total Traders: 141
. 13 4 35 22 34 30 20 18 6 12 4
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Traders in Financial Futures - Futures Only Positions as of September 1, 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 620,643
Positions
20,429 88,506 406 341,846 73,857 100,908 14,205 230,845 12,630 12,261 9,509 541 117,417 103,441
Changes from: August 25, 2015 Total Change is: 4
-1,894 -496 -14,810 5,220 3,776 33,691 -1,433 -18,376 -5,324 1,106 5,050 -106 -16,446 -3,401
Percent of Open Interest Represented by Each Category of Trader
3.3 14.3 0.1 55.1 11.9 16.3 2.3 37.2 2.0 2.0 1.5 0.1 18.9 16.7
Number of Traders in Each Category Total Traders: 96
. 8 . 44 12 32 6 17 10 4 . .
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Traders in Financial Futures - Futures Only Positions as of September 1, 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 1,219,722
Positions
19,208 122,989 20,997 295,067 414,929 101,520 416,036 195,876 48,784 186,522 167,342 4,381 127,207 142,904
Changes from: August 25, 2015 Total Change is: -143,989
-7,035 -14,878 -15,983 20,003 -38,563 -7,997 -45,218 2,515 -33,401 -43,108 -7,924 -4,259 -6,991 -23,499
Percent of Open Interest Represented by Each Category of Trader
1.6 10.1 1.7 24.2 34.0 8.3 34.1 16.1 4.0 15.3 13.7 0.4 10.4 11.7
Number of Traders in Each Category Total Traders: 272
9 32 12 42 52 40 52 31 28 16 38 9
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Traders in Financial Futures - Futures Only Positions as of September 1, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,804,430
Positions
64,173 182,172 33,325 1,168,462 674,496 329,852 395,489 758,920 132,946 316,242 226,386 24,659 339,282 441,674
Changes from: August 25, 2015 Total Change is: -221,151
-4,276 28,490 -43,065 -23,949 -84,540 3,662 9,519 -17,808 -70,639 23,980 68,882 -23,389 -92,994 -82,744
Percent of Open Interest Represented by Each Category of Trader
2.3 6.5 1.2 41.7 24.1 11.8 14.1 27.1 4.7 11.3 8.1 0.9 12.1 15.7
Number of Traders in Each Category Total Traders: 365
18 30 18 54 76 70 64 52 47 28 43 15
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Traders in Financial Futures - Futures Only Positions as of September 1, 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 2,373,823
Positions
70,052 211,367 27,335 954,970 528,007 301,062 444,877 569,328 156,918 117,825 203,729 27,938 272,846 348,139
Changes from: August 25, 2015 Total Change is: -142,016
19,892 -62,712 -7,641 -24,723 26,540 -30,981 -20,348 38,139 -19,248 -5,192 -13,468 -7,809 -45,966 -64,836
Percent of Open Interest Represented by Each Category of Trader
3.0 8.9 1.2 40.2 22.2 12.7 18.7 24.0 6.6 5.0 8.6 1.2 11.5 14.7
Number of Traders in Each Category Total Traders: 288
13 29 13 47 45 50 46 52 40 14 42 7
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Traders in Financial Futures - Futures Only Positions as of September 1, 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 820,522
Positions
297,664 176,683 231,023 5,277 21,721 9,147 66,498 120,079 122,904 31,307 53,436 33,558 23,144 51,971
Changes from: August 25, 2015 Total Change is: -71,677
-24,522 -21,232 -68,963 3,957 4,986 -3,625 16,666 16,800 8,007 -2,361 -7,007 -2,816 1,980 2,173
Percent of Open Interest Represented by Each Category of Trader
36.3 21.5 28.2 0.6 2.6 1.1 8.1 14.6 15.0 3.8 6.5 4.1 2.8 6.3
Number of Traders in Each Category Total Traders: 126
15 37 41 . 6 . 15 24 31 5 12 8
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Traders in Financial Futures - Futures Only Positions as of September 1, 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 is12,192,635
Positions
2,457,051 1,511,775 3,285,147 547,097 1,837,708 368,300 1,891,483 894,272 1,827,820 458,773 654,538 571,570 785,394 1,241,505
Changes from: August 25, 2015 Total Change is: 17,212
17,137 -15,446 42,542 -6,656 -11,965 -34,396 3,331 149,208 -41,821 67,246 -9,814 16,191 -46,362 -77,287
Percent of Open Interest Represented by Each Category of Trader
20.2 12.4 26.9 4.5 15.1 3.0 15.5 7.3 15.0 3.8 5.4 4.7 6.4 10.2
Number of Traders in Each Category Total Traders: 301
30 60 82 10 28 24 45 69 87 12 33 28
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Traders in Financial Futures - Futures Only Positions as of September 1, 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 54,801
Positions
11,576 1,862 0 560 19,742 0 39,470 24,192 820 1,468 8,107 21 886 57
Changes from: August 25, 2015 Total Change is: 793
-743 -282 0 0 164 0 1,058 -460 820 -388 561 0 46 -10
Percent of Open Interest Represented by Each Category of Trader
21.1 3.4 0.0 1.0 36.0 0.0 72.0 44.1 1.5 2.7 14.8 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 48
4 5 0 . 8 0 5 11 . . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 35,472
Positions
9,958 272 1 0 15,176 1 23,437 7,434 1,382 445 11,085 53 195 68
Changes from: August 25, 2015 Total Change is: -2,442
-1,397 172 1 0 3 0 -412 -1,913 -634 40 -35 1 -41 -37
Percent of Open Interest Represented by Each Category of Trader
28.1 0.8 0.0 0.0 42.8 0.0 66.1 21.0 3.9 1.3 31.3 0.1 0.5 0.2
Number of Traders in Each Category Total Traders: 37
. . . 0 9 . 7 5 . . 9 .
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Traders in Financial Futures - Futures Only Positions as of September 1, 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 100,231
Positions
3,265 66,768 771 16,552 1,703 574 28,575 9,106 9,685 24,469 1,528 302 16,038 9,794
Changes from: August 25, 2015 Total Change is: -702
-235 -4,536 0 -2,406 -621 -26 -3,533 -4,335 659 -1,383 1,431 -241 6,463 6,967
Percent of Open Interest Represented by Each Category of Trader
3.3 66.6 0.8 16.5 1.7 0.6 28.5 9.1 9.7 24.4 1.5 0.3 16.0 9.8
Number of Traders in Each Category Total Traders: 141
6 . . 8 . . 26 17 15 68 7 4
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Traders in Financial Futures - Futures Only Positions as of September 1, 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 330,119
Positions
54,205 70,064 22,858 26,577 23,726 23,089 103,926 88,193 45,219 8,543 9,644 14,935 30,767 32,391
Changes from: August 25, 2015 Total Change is: 11,520
-11,150 22,612 5,209 -12,848 -2,091 4,119 26,705 -21,288 -1,444 386 2,228 2,341 -1,798 -166
Percent of Open Interest Represented by Each Category of Trader
16.4 21.2 6.9 8.1 7.2 7.0 31.5 26.7 13.7 2.6 2.9 4.5 9.3 9.8
Number of Traders in Each Category Total Traders: 179
14 18 19 12 12 8 44 40 52 15 16 19
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Traders in Financial Futures - Futures Only Positions as of September 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 20,841
Positions
118 2,934 0 4,468 1,816 1,133 14,347 14,099 0 387 808 0 388 51
Changes from: August 25, 2015 Total Change is: -429
4 0 0 -1,088 -979 392 1,306 -69 0 -1,000 230 0 -43 -3
Percent of Open Interest Represented by Each Category of Trader
0.6 14.1 0.0 21.4 8.7 5.4 68.8 67.7 0.0 1.9 3.9 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 7 . . 10 7 0 . . 0
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Updated September 4, 2015