Traders in Financial Futures - Futures Only Positions as of September 8, 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 159,492
Positions
70,067 4,518 4,318 26,256 25,172 157 15,572 63,986 5,749 14,611 12,890 396 22,366 42,306
Changes from: September 1, 2015 Total Change is: -2,401
-6,247 1,424 1,551 -575 2,448 27 977 -7,864 897 232 -106 348 389 -1,126
Percent of Open Interest Represented by Each Category of Trader
43.9 2.8 2.7 16.5 15.8 0.1 9.8 40.1 3.6 9.2 8.1 0.2 14.0 26.5
Number of Traders in Each Category Total Traders: 88
10 . . 6 10 . 14 29 11 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 40,937
Positions
19,108 2,169 565 1,265 1,485 420 5,466 12,649 4,321 1,968 0 0 7,824 19,328
Changes from: September 1, 2015 Total Change is: 4,734
904 -7 174 0 -7 0 191 -1,328 3,044 146 0 0 275 2,858
Percent of Open Interest Represented by Each Category of Trader
46.7 5.3 1.4 3.1 3.6 1.0 13.4 30.9 10.6 4.8 0.0 0.0 19.1 47.2
Number of Traders in Each Category Total Traders: 35
6 . . . . . 8 11 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 186,994
Positions
84,307 8,496 4,736 11,815 75,238 1,187 53,722 39,446 9,809 2,160 15,554 24 19,234 32,504
Changes from: September 1, 2015 Total Change is: 16,962
21,291 -1,028 2,597 3,157 -1,085 -15 -14,569 7,718 6,765 -357 -3,920 -509 -1,398 6,439
Percent of Open Interest Represented by Each Category of Trader
45.1 4.5 2.5 6.3 40.2 0.6 28.7 21.1 5.2 1.2 8.3 0.0 10.3 17.4
Number of Traders in Each Category Total Traders: 111
9 8 5 6 22 6 25 26 23 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 279,712
Positions
124,630 100,324 1,155 24,471 51,388 3,889 40,308 68,185 10,703 51,701 6,863 107 22,748 37,098
Changes from: September 1, 2015 Total Change is: 6,507
1,036 8,632 796 -3,116 4,469 306 4,374 -18,200 5,596 -3,560 2,431 -389 1,464 2,866
Percent of Open Interest Represented by Each Category of Trader
44.6 35.9 0.4 8.7 18.4 1.4 14.4 24.4 3.8 18.5 2.5 0.0 8.1 13.3
Number of Traders in Each Category Total Traders: 128
9 8 . 10 26 8 29 28 15 4 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 383,187
Positions
137,255 54,179 4,320 71,664 95,382 16,180 48,378 98,342 9,402 54,484 36,674 2,069 39,435 66,639
Changes from: September 1, 2015 Total Change is: 19,207
12,598 -5,590 1,506 -4,896 3,052 127 1,498 11,176 5,356 5,582 -574 -136 -2,428 4,290
Percent of Open Interest Represented by Each Category of Trader
35.8 14.1 1.1 18.7 24.9 4.2 12.6 25.7 2.5 14.2 9.6 0.5 10.3 17.4
Number of Traders in Each Category Total Traders: 235
17 13 12 27 34 27 30 50 26 24 37 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 190,761
Positions
141,499 1,552 2,522 4,818 27,300 601 12,427 63,419 11,044 561 35,666 3,435 13,854 45,222
Changes from: September 1, 2015 Total Change is: 16,814
929 242 2,372 -52 364 32 1,166 -3,722 9,312 -327 527 3,435 -53 4,252
Percent of Open Interest Represented by Each Category of Trader
74.2 0.8 1.3 2.5 14.3 0.3 6.5 33.2 5.8 0.3 18.7 1.8 7.3 23.7
Number of Traders in Each Category Total Traders: 93
14 . 6 . 9 . 14 36 13 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 54,401
Positions
42,252 42,718 3,905 1,501 0 0 4,157 4,425 992 691 1,680 235 668 446
Changes from: September 1, 2015 Total Change is: -439
-190 54 1,913 -50 0 0 166 -2,423 89 -841 1,567 -1,567 41 -72
Percent of Open Interest Represented by Each Category of Trader
77.7 78.5 7.2 2.8 0.0 0.0 7.6 8.1 1.8 1.3 3.1 0.4 1.2 0.8
Number of Traders in Each Category Total Traders: 28
9 8 6 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 188,237
Positions
68,455 57,971 5,445 54,193 5,030 198 20,706 64,820 32,651 2,118 12,891 1,632 2,839 7,599
Changes from: September 1, 2015 Total Change is: -2,782
-5,229 322 331 -1,691 -16 0 1,762 -4,978 186 299 719 1,435 125 -781
Percent of Open Interest Represented by Each Category of Trader
36.4 30.8 2.9 28.8 2.7 0.1 11.0 34.4 17.3 1.1 6.8 0.9 1.5 4.0
Number of Traders in Each Category Total Traders: 133
8 6 4 4 8 . 18 59 15 9 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 19,217
Positions
11,023 3,529 5 2,195 165 0 3,341 11,969 1,182 350 494 0 1,121 1,873
Changes from: September 1, 2015 Total Change is: -14,716
-2,562 -275 -7,645 464 -630 0 -1,857 -1,500 -213 0 -1,504 -2,745 -158 -204
Percent of Open Interest Represented by Each Category of Trader
57.4 18.4 0.0 11.4 0.9 0.0 17.4 62.3 6.2 1.8 2.6 0.0 5.8 9.7
Number of Traders in Each Category Total Traders: 25
5 . . . . 0 4 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 38,325
Positions
25,153 1,722 989 993 5,114 1 5,449 19,049 2,930 699 2,549 0 2,111 5,971
Changes from: September 1, 2015 Total Change is: 3,986
2,909 -1,053 907 -675 2,088 0 -1,773 -387 2,351 324 263 0 -57 -183
Percent of Open Interest Represented by Each Category of Trader
65.6 4.5 2.6 2.6 13.3 0.0 14.2 49.7 7.6 1.8 6.7 0.0 5.5 15.6
Number of Traders in Each Category Total Traders: 77
10 . . . 7 . 12 31 9 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 43,620
Positions
20,351 18,297 2,803 4,234 2,109 244 5,574 7,940 1,402 3,039 1,825 737 5,239 8,266
Changes from: September 1, 2015 Total Change is: 1,276
-3,011 227 2,264 53 -449 -200 792 -1,911 693 95 3 550 42 99
Percent of Open Interest Represented by Each Category of Trader
46.7 41.9 6.4 9.7 4.8 0.6 12.8 18.2 3.2 7.0 4.2 1.7 12.0 19.0
Number of Traders in Each Category Total Traders: 94
22 12 7 9 . . 18 15 5 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 87,240
Positions
40,701 36,594 5,605 8,467 4,217 487 11,147 15,879 2,804 6,078 3,649 1,473 10,478 16,532
Changes from: September 1, 2015 Total Change is: 2,552
-6,022 454 4,527 106 -897 -399 1,583 -3,821 1,386 189 5 1,099 83 198
Percent of Open Interest Represented by Each Category of Trader
46.7 41.9 6.4 9.7 4.8 0.6 12.8 18.2 3.2 7.0 4.2 1.7 12.0 19.0
Number of Traders in Each Category Total Traders: 94
22 12 7 9 . . 18 15 5 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 848,170
Positions
145,815 68,158 68,226 228,649 168,591 74,309 82,770 175,720 34,861 24,881 60,122 14,199 174,460 183,983
Changes from: September 1, 2015 Total Change is: 31,542
17,020 -19,817 8,278 -1,592 6,625 2,358 -7,638 6,676 -6,194 2,193 9,368 6,844 10,273 17,403
Percent of Open Interest Represented by Each Category of Trader
17.2 8.0 8.0 27.0 19.9 8.8 9.8 20.7 4.1 2.9 7.1 1.7 20.6 21.7
Number of Traders in Each Category Total Traders: 593
35 39 34 113 91 84 75 131 79 41 68 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 191,680
Positions
81,017 25,599 4,740 43,605 16,930 2,153 15,282 14,363 440 14,414 2,683 98 29,931 124,674
Changes from: September 1, 2015 Total Change is: 19,245
13,099 3,749 1,276 78 -1,217 -37 994 -1,601 52 6,896 -18 7 -3,120 17,034
Percent of Open Interest Represented by Each Category of Trader
42.3 13.4 2.5 22.7 8.8 1.1 8.0 7.5 0.2 7.5 1.4 0.1 15.6 65.0
Number of Traders in Each Category Total Traders: 77
15 4 5 16 5 8 15 10 6 8 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 3,282,448
Positions
601,598 490,404 39,824 996,867 829,955 289,130 401,426 870,770 108,118 100,101 334,963 22,737 722,647 296,547
Changes from: September 1, 2015 Total Change is: 61,485
49,543 -87,890 5,071 -4,911 42,648 8,536 -59,196 25,351 -15,195 3,822 74,266 6,852 66,963 1,846
Percent of Open Interest Represented by Each Category of Trader
18.3 14.9 1.2 30.4 25.3 8.8 12.2 26.5 3.3 3.0 10.2 0.7 22.0 9.0
Number of Traders in Each Category Total Traders: 582
32 42 27 107 89 79 77 129 72 39 67 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 87,709
Positions
23,095 8,971 964 39,085 64,875 2,020 13,481 5,654 340 0 478 0 8,724 4,407
Changes from: September 1, 2015 Total Change is: -251
1,991 -157 90 -120 -666 -73 -1,396 153 9 0 -198 0 -752 591
Percent of Open Interest Represented by Each Category of Trader
26.3 10.2 1.1 44.6 74.0 2.3 15.4 6.4 0.4 0.0 0.5 0.0 9.9 5.0
Number of Traders in Each Category Total Traders: 83
8 7 . 29 17 10 11 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 59,221
Positions
11,498 20,976 1,383 26,765 8,949 768 10,052 16,494 1,360 2,987 4,042 345 4,063 4,905
Changes from: September 1, 2015 Total Change is: 213
995 -1,565 704 -177 -248 -509 -608 10 -183 -15 1,080 329 -323 596
Percent of Open Interest Represented by Each Category of Trader
19.4 35.4 2.3 45.2 15.1 1.3 17.0 27.9 2.3 5.0 6.8 0.6 6.9 8.3
Number of Traders in Each Category Total Traders: 217
20 14 12 35 19 10 39 50 14 12 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 296,107
Positions
57,490 104,882 6,913 133,827 44,743 3,842 50,260 82,471 6,799 14,937 20,208 1,725 20,314 24,524
Changes from: September 1, 2015 Total Change is: 1,067
4,976 -7,825 3,522 -886 -1,242 -2,545 -3,041 50 -915 -74 5,399 1,645 -1,615 2,978
Percent of Open Interest Represented by Each Category of Trader
19.4 35.4 2.3 45.2 15.1 1.3 17.0 27.9 2.3 5.0 6.8 0.6 6.9 8.3
Number of Traders in Each Category Total Traders: 217
20 14 12 35 19 10 39 50 14 12 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 380,354
Positions
159,373 28,373 1,015 110,050 184,465 16,156 59,341 116,334 5,250 14,093 10,888 108 14,968 17,765
Changes from: September 1, 2015 Total Change is: -4,525
-3,783 -959 495 -2,747 1,599 -446 -5,668 -3,588 198 6,823 -928 57 546 -953
Percent of Open Interest Represented by Each Category of Trader
41.9 7.5 0.3 28.9 48.5 4.2 15.6 30.6 1.4 3.7 2.9 0.0 3.9 4.7
Number of Traders in Each Category Total Traders: 269
24 10 5 54 52 28 29 65 16 13 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 56,966
Positions
2,173 11,164 309 28,433 0 58 5,700 8,094 4,227 6,377 27,969 306 9,383 4,839
Changes from: September 1, 2015 Total Change is: 5,130
845 -2,161 227 -946 -241 -73 621 710 3,769 1,121 3,081 306 -740 -488
Percent of Open Interest Represented by Each Category of Trader
3.8 19.6 0.5 49.9 0.0 0.1 10.0 14.2 7.4 11.2 49.1 0.5 16.5 8.5
Number of Traders in Each Category Total Traders: 61
5 6 . 18 0 . 10 11 10 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 125,037
Positions
26,499 10,150 4,693 22,609 6,525 3,834 35,180 11,859 4,892 16,955 674 588 9,787 81,822
Changes from: September 1, 2015 Total Change is: 1,631
-4,181 5,112 1,730 567 206 2,595 694 1,653 295 1,064 448 493 -1,626 -10,901
Percent of Open Interest Represented by Each Category of Trader
21.2 8.1 3.8 18.1 5.2 3.1 28.1 9.5 3.9 13.6 0.5 0.5 7.8 65.4
Number of Traders in Each Category Total Traders: 96
19 9 10 11 4 5 29 15 13 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 159,931
Positions
6,662 88,346 292 91,285 46,645 8,027 32,625 4,573 5,942 7,884 1,812 0 7,214 4,294
Changes from: September 1, 2015 Total Change is: 1,166
-2,672 220 64 1,138 600 619 -1,276 464 -1,197 4,486 50 0 4 346
Percent of Open Interest Represented by Each Category of Trader
4.2 55.2 0.2 57.1 29.2 5.0 20.4 2.9 3.7 4.9 1.1 0.0 4.5 2.7
Number of Traders in Each Category Total Traders: 111
5 13 4 37 25 15 13 4 6 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 491,487
Positions
42,999 145,332 17,480 216,756 160,723 75,166 95,944 40,047 7,115 13,772 23,990 8,789 13,466 12,845
Changes from: September 1, 2015 Total Change is: 29,660
5,199 -10,071 12,881 -5,983 6,601 10,727 4,041 1,100 1,951 -1,587 3,599 5,493 -3,062 -2,621
Percent of Open Interest Represented by Each Category of Trader
8.7 29.6 3.6 44.1 32.7 15.3 19.5 8.1 1.4 2.8 4.9 1.8 2.7 2.6
Number of Traders in Each Category Total Traders: 256
23 24 11 54 47 27 33 31 14 24 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 509,378
Positions
1,254 50,736 10,021 175,778 152,671 57,368 62,273 58,447 18,212 43,551 30,570 1,258 139,663 130,095
Changes from: September 1, 2015 Total Change is: -23,198
-678 -2,787 1,553 -4,660 2,755 -4,591 -1,558 -1,685 -16,828 -1,776 -1,190 -129 5,469 -296
Percent of Open Interest Represented by Each Category of Trader
0.2 10.0 2.0 34.5 30.0 11.3 12.2 11.5 3.6 8.5 6.0 0.2 27.4 25.5
Number of Traders in Each Category Total Traders: 141
. 15 4 35 22 33 28 17 16 9 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 615,308
Positions
18,939 91,675 125 343,820 80,028 94,537 12,929 222,845 14,255 12,373 8,954 541 117,789 102,348
Changes from: September 1, 2015 Total Change is: -5,335
-1,490 3,169 -281 1,974 6,171 -6,371 -1,276 -8,000 1,625 112 -555 0 372 -1,093
Percent of Open Interest Represented by Each Category of Trader
3.1 14.9 0.0 55.9 13.0 15.4 2.1 36.2 2.3 2.0 1.5 0.1 19.1 16.6
Number of Traders in Each Category Total Traders: 95
. 7 . 44 13 34 5 17 10 4 . .
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Traders in Financial Futures - Futures Only Positions as of September 8, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,148,962
Positions
14,445 124,585 13,913 272,346 397,287 104,042 411,961 156,690 32,699 171,834 173,861 7,548 120,174 138,337
Changes from: September 1, 2015 Total Change is: -70,760
-4,763 1,596 -7,084 -22,721 -17,642 2,522 -4,075 -39,186 -16,085 -14,688 6,519 3,167 -7,033 -4,567
Percent of Open Interest Represented by Each Category of Trader
1.3 10.8 1.2 23.7 34.6 9.1 35.9 13.6 2.8 15.0 15.1 0.7 10.5 12.0
Number of Traders in Each Category Total Traders: 269
8 34 11 40 54 42 44 34 28 14 41 8
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Traders in Financial Futures - Futures Only Positions as of September 8, 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 2,776,552
Positions
73,513 183,439 27,422 1,167,918 663,177 316,357 368,535 765,094 129,363 330,151 224,266 24,269 339,024 443,165
Changes from: September 1, 2015 Total Change is: -27,878
9,340 1,267 -5,903 -544 -11,319 -13,495 -26,954 6,174 -3,583 13,909 -2,120 -390 -258 1,491
Percent of Open Interest Represented by Each Category of Trader
2.6 6.6 1.0 42.1 23.9 11.4 13.3 27.6 4.7 11.9 8.1 0.9 12.2 16.0
Number of Traders in Each Category Total Traders: 364
19 34 24 56 75 71 62 47 44 29 42 17
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Traders in Financial Futures - Futures Only Positions as of September 8, 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 2,323,275
Positions
69,064 213,152 27,700 926,362 536,964 285,012 481,427 585,098 94,646 109,181 196,154 29,933 299,950 354,616
Changes from: September 1, 2015 Total Change is: -50,548
-988 1,785 365 -28,608 8,957 -16,050 36,550 15,770 -62,272 -8,644 -7,575 1,995 27,104 6,477
Percent of Open Interest Represented by Each Category of Trader
3.0 9.2 1.2 39.9 23.1 12.3 20.7 25.2 4.1 4.7 8.4 1.3 12.9 15.3
Number of Traders in Each Category Total Traders: 278
11 30 13 45 48 48 41 51 38 11 41 7
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Traders in Financial Futures - Futures Only Positions as of September 8, 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 834,541
Positions
277,505 193,148 212,219 39,187 23,363 8,752 86,436 126,189 116,421 25,904 55,734 41,491 26,626 57,224
Changes from: September 1, 2015 Total Change is: 14,019
-20,159 16,465 -18,804 33,910 1,642 -395 19,938 6,110 -6,483 -5,403 2,298 7,933 3,482 5,253
Percent of Open Interest Represented by Each Category of Trader
33.3 23.1 25.4 4.7 2.8 1.0 10.4 15.1 14.0 3.1 6.7 5.0 3.2 6.9
Number of Traders in Each Category Total Traders: 129
13 38 40 4 6 . 14 27 32 4 14 9
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Traders in Financial Futures - Futures Only Positions as of September 8, 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 is12,206,278
Positions
2,513,405 1,557,484 3,304,214 546,371 1,743,317 361,327 1,848,895 925,284 1,849,615 448,097 692,715 539,200 795,154 1,233,122
Changes from: September 1, 2015 Total Change is: 13,643
56,354 45,709 19,067 -726 -94,391 -6,973 -42,588 31,012 21,795 -10,676 38,177 -32,370 9,760 -8,383
Percent of Open Interest Represented by Each Category of Trader
20.6 12.8 27.1 4.5 14.3 3.0 15.1 7.6 15.2 3.7 5.7 4.4 6.5 10.1
Number of Traders in Each Category Total Traders: 301
32 58 84 9 29 24 43 71 84 15 32 29
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Traders in Financial Futures - Futures Only Positions as of September 8, 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 61,123
Positions
10,424 2,252 6,899 560 19,260 0 40,172 23,933 786 1,413 7,910 21 848 62
Changes from: September 1, 2015 Total Change is: 6,322
-1,152 390 6,899 0 -482 0 702 -259 -34 -55 -197 0 -38 5
Percent of Open Interest Represented by Each Category of Trader
17.1 3.7 11.3 0.9 31.5 0.0 65.7 39.2 1.3 2.3 12.9 0.0 1.4 0.1
Number of Traders in Each Category Total Traders: 50
. 6 . . 8 0 6 11 . . 12 .
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Traders in Financial Futures - Futures Only Positions as of September 8, 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 36,968
Positions
9,112 257 0 0 15,417 1 24,383 7,363 2,652 510 11,158 53 257 67
Changes from: September 1, 2015 Total Change is: 1,496
-846 -15 -1 0 241 0 946 -71 1,270 65 73 0 62 -1
Percent of Open Interest Represented by Each Category of Trader
24.6 0.7 0.0 0.0 41.7 0.0 66.0 19.9 7.2 1.4 30.2 0.1 0.7 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 0 9 . 7 5 . . 9 .
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Traders in Financial Futures - Futures Only Positions as of September 8, 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 94,284
Positions
1,766 68,459 0 16,529 1,810 577 32,548 9,485 9,369 23,975 1,387 167 9,353 3,030
Changes from: September 1, 2015 Total Change is: -5,947
-1,499 1,691 -771 -23 107 3 3,973 379 -316 -494 -141 -135 -6,685 -6,764
Percent of Open Interest Represented by Each Category of Trader
1.9 72.6 0.0 17.5 1.9 0.6 34.5 10.1 9.9 25.4 1.5 0.2 9.9 3.2
Number of Traders in Each Category Total Traders: 140
4 . 0 8 4 . 29 19 15 64 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 328,265
Positions
49,308 87,264 22,273 24,544 29,448 31,939 103,819 61,157 51,211 7,258 6,647 14,853 23,060 23,473
Changes from: September 1, 2015 Total Change is: -1,854
-4,897 17,200 -585 -2,033 5,722 8,850 -107 -27,036 5,992 -1,285 -2,997 -82 -7,707 -8,918
Percent of Open Interest Represented by Each Category of Trader
15.0 26.6 6.8 7.5 9.0 9.7 31.6 18.6 15.6 2.2 2.0 4.5 7.0 7.2
Number of Traders in Each Category Total Traders: 184
13 20 20 14 12 9 49 35 51 19 10 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 21,266
Positions
126 2,934 0 5,596 1,816 1,145 13,652 14,124 0 387 1,196 0 360 51
Changes from: September 1, 2015 Total Change is: 425
8 0 0 1,128 0 12 -695 25 0 0 388 0 -28 0
Percent of Open Interest Represented by Each Category of Trader
0.6 13.8 0.0 26.3 8.5 5.4 64.2 66.4 0.0 1.8 5.6 0.0 1.7 0.2
Number of Traders in Each Category Total Traders: 39
. . 0 8 . . 11 7 0 . 4 0
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Updated September 11, 2015