Traders in Financial Futures - Futures Only Positions as of September 15, 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 188,043
Positions
69,066 4,588 30,853 26,192 28,845 150 17,541 57,762 10,105 12,714 12,069 753 20,669 42,918
Changes from: September 8, 2015 Total Change is: 28,551
-1,001 70 26,535 -64 3,673 -7 1,969 -6,224 4,356 -1,897 -821 357 -1,697 612
Percent of Open Interest Represented by Each Category of Trader
36.7 2.4 16.4 13.9 15.3 0.1 9.3 30.7 5.4 6.8 6.4 0.4 11.0 22.8
Number of Traders in Each Category Total Traders: 83
11 . 7 6 9 . 17 24 8 8 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 37,846
Positions
13,899 1,558 44 1,147 1,457 420 15,124 15,765 148 0 0 0 7,064 18,454
Changes from: September 8, 2015 Total Change is: -3,091
-5,209 -611 -521 -118 -28 0 9,658 3,116 -4,173 -1,968 0 0 -760 -874
Percent of Open Interest Represented by Each Category of Trader
36.7 4.1 0.1 3.0 3.8 1.1 40.0 41.7 0.4 0.0 0.0 0.0 18.7 48.8
Number of Traders in Each Category Total Traders: 34
4 . . . . . 11 11 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 145,704
Positions
57,707 3,100 0 11,238 74,071 1,002 52,745 24,957 1,378 3,091 12,573 24 18,519 28,599
Changes from: September 8, 2015 Total Change is: -41,290
-26,600 -5,396 -4,736 -577 -1,167 -185 -977 -14,489 -8,431 931 -2,981 0 -715 -3,905
Percent of Open Interest Represented by Each Category of Trader
39.6 2.1 0.0 7.7 50.8 0.7 36.2 17.1 0.9 2.1 8.6 0.0 12.7 19.6
Number of Traders in Each Category Total Traders: 99
6 4 0 5 21 6 28 24 6 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 166,081
Positions
70,040 5,636 0 22,991 48,191 3,530 27,074 67,344 3,586 20,174 6,363 39 18,647 31,392
Changes from: September 8, 2015 Total Change is: -113,631
-54,590 -94,688 -1,155 -1,480 -3,197 -359 -13,234 -841 -7,117 -31,527 -500 -68 -4,101 -5,706
Percent of Open Interest Represented by Each Category of Trader
42.2 3.4 0.0 13.8 29.0 2.1 16.3 40.5 2.2 12.1 3.8 0.0 11.2 18.9
Number of Traders in Each Category Total Traders: 117
8 . 0 9 23 8 25 32 10 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 311,366
Positions
95,738 8,397 800 66,916 92,205 17,225 33,665 93,306 3,182 52,348 36,551 1,762 39,730 57,938
Changes from: September 8, 2015 Total Change is: -71,821
-41,517 -45,782 -3,520 -4,748 -3,177 1,045 -14,713 -5,036 -6,220 -2,136 -123 -307 295 -8,701
Percent of Open Interest Represented by Each Category of Trader
30.7 2.7 0.3 21.5 29.6 5.5 10.8 30.0 1.0 16.8 11.7 0.6 12.8 18.6
Number of Traders in Each Category Total Traders: 218
14 12 . 26 34 28 21 51 14 23 36 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 156,879
Positions
99,182 564 329 4,824 30,894 750 31,535 59,443 375 7,297 26,198 0 12,587 38,326
Changes from: September 8, 2015 Total Change is: -33,882
-42,317 -988 -2,193 6 3,594 149 19,108 -3,976 -10,669 6,736 -9,468 -3,435 -1,267 -6,896
Percent of Open Interest Represented by Each Category of Trader
63.2 0.4 0.2 3.1 19.7 0.5 20.1 37.9 0.2 4.7 16.7 0.0 8.0 24.4
Number of Traders in Each Category Total Traders: 88
10 . . . 12 . 18 28 5 7 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 54,238
Positions
41,903 42,412 3,897 1,501 0 0 4,205 4,319 1,152 672 1,680 235 673 543
Changes from: September 8, 2015 Total Change is: -163
-349 -306 -8 0 0 0 48 -106 160 -19 0 0 5 97
Percent of Open Interest Represented by Each Category of Trader
77.3 78.2 7.2 2.8 0.0 0.0 7.8 8.0 2.1 1.2 3.1 0.4 1.2 1.0
Number of Traders in Each Category Total Traders: 26
9 6 7 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 130,555
Positions
53,944 38,744 0 53,924 4,779 198 16,524 64,951 1,461 1,815 12,791 124 2,565 7,507
Changes from: September 8, 2015 Total Change is: -57,682
-14,511 -19,227 -5,445 -269 -251 0 -4,182 131 -31,190 -303 -100 -1,508 -274 -92
Percent of Open Interest Represented by Each Category of Trader
41.3 29.7 0.0 41.3 3.7 0.2 12.7 49.7 1.1 1.4 9.8 0.1 2.0 5.8
Number of Traders in Each Category Total Traders: 123
. 9 0 4 8 . 15 59 10 6 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 22,115
Positions
13,244 3,529 5 2,245 0 0 3,241 13,571 1,904 452 1,019 0 1,024 2,087
Changes from: September 8, 2015 Total Change is: 2,898
2,221 0 0 50 -165 0 -100 1,602 722 102 525 0 -97 214
Percent of Open Interest Represented by Each Category of Trader
59.9 16.0 0.0 10.2 0.0 0.0 14.7 61.4 8.6 2.0 4.6 0.0 4.6 9.4
Number of Traders in Each Category Total Traders: 27
5 . . . 0 0 4 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 33,352
Positions
17,807 118 0 1,010 5,672 1 11,852 19,565 237 821 2,468 0 1,624 5,291
Changes from: September 8, 2015 Total Change is: -4,973
-7,346 -1,604 -989 17 558 0 6,403 516 -2,693 122 -81 0 -487 -680
Percent of Open Interest Represented by Each Category of Trader
53.4 0.4 0.0 3.0 17.0 0.0 35.5 58.7 0.7 2.5 7.4 0.0 4.9 15.9
Number of Traders in Each Category Total Traders: 69
5 . 0 . 7 . 14 30 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 7,274
Positions
2,228 0 0 322 3,168 47 4,199 2,485 1 151 300 0 326 1,273
Changes from: September 8, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
30.6 0.0 0.0 4.4 43.6 0.6 57.7 34.2 0.0 2.1 4.1 0.0 4.5 17.5
Number of Traders in Each Category Total Traders: 20
. 0 0 . 4 . 4 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 48,589
Positions
21,235 17,921 5,778 4,226 1,933 816 6,645 8,599 795 2,910 2,274 947 5,239 9,528
Changes from: September 8, 2015 Total Change is: 4,969
884 -377 2,975 -8 -176 573 1,072 660 -607 -129 449 211 -1 1,262
Percent of Open Interest Represented by Each Category of Trader
43.7 36.9 11.9 8.7 4.0 1.7 13.7 17.7 1.6 6.0 4.7 1.9 10.8 19.6
Number of Traders in Each Category Total Traders: 93
22 11 11 9 . 4 14 19 7 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 97,178
Positions
42,469 35,841 11,555 8,451 3,866 1,632 13,290 17,198 1,590 5,820 4,547 1,894 10,477 19,055
Changes from: September 8, 2015 Total Change is: 9,938
1,768 -753 5,950 -16 -351 1,145 2,143 1,319 -1,214 -258 898 421 -1 2,523
Percent of Open Interest Represented by Each Category of Trader
43.7 36.9 11.9 8.7 4.0 1.7 13.7 17.7 1.6 6.0 4.7 1.9 10.8 19.6
Number of Traders in Each Category Total Traders: 93
22 11 11 9 . 4 14 19 7 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 921,243
Positions
154,012 77,925 93,603 228,415 168,216 105,253 78,523 177,016 50,111 22,781 56,626 13,251 175,294 179,242
Changes from: September 8, 2015 Total Change is: 73,074
8,197 9,767 25,377 -234 -376 30,945 -4,247 1,296 15,251 -2,100 -3,496 -948 833 -4,742
Percent of Open Interest Represented by Each Category of Trader
16.7 8.5 10.2 24.8 18.3 11.4 8.5 19.2 5.4 2.5 6.1 1.4 19.0 19.5
Number of Traders in Each Category Total Traders: 595
35 36 44 110 91 84 72 136 98 42 71 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 213,617
Positions
83,453 35,073 5,865 40,635 17,821 17,570 19,493 12,832 1,844 10,531 2,769 179 34,047 119,664
Changes from: September 8, 2015 Total Change is: 21,937
2,436 9,474 1,125 -2,970 891 15,417 4,211 -1,531 1,404 -3,883 86 81 4,116 -5,010
Percent of Open Interest Represented by Each Category of Trader
39.1 16.4 2.7 19.0 8.3 8.2 9.1 6.0 0.9 4.9 1.3 0.1 15.9 56.0
Number of Traders in Each Category Total Traders: 79
14 5 6 17 5 10 15 11 13 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 3,538,131
Positions
637,896 499,361 153,589 1,026,253 839,326 351,064 365,093 890,865 171,393 93,169 301,203 33,441 706,233 297,889
Changes from: September 8, 2015 Total Change is: 255,683
36,298 8,957 113,765 29,386 9,371 61,934 -36,333 20,095 63,275 -6,932 -33,760 10,704 -16,414 1,342
Percent of Open Interest Represented by Each Category of Trader
18.0 14.1 4.3 29.0 23.7 9.9 10.3 25.2 4.8 2.6 8.5 0.9 20.0 8.4
Number of Traders in Each Category Total Traders: 584
32 39 38 105 89 80 71 136 93 41 69 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 88,719
Positions
20,530 8,429 2,258 40,626 63,428 1,730 13,427 6,490 1,291 0 480 0 8,857 4,613
Changes from: September 8, 2015 Total Change is: 1,010
-2,565 -542 1,294 1,541 -1,447 -290 -54 836 951 0 2 0 133 206
Percent of Open Interest Represented by Each Category of Trader
23.1 9.5 2.5 45.8 71.5 1.9 15.1 7.3 1.5 0.0 0.5 0.0 10.0 5.2
Number of Traders in Each Category Total Traders: 86
8 7 6 29 17 11 12 10 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 64,703
Positions
11,037 24,259 4,720 26,040 8,921 2,521 10,766 13,163 1,881 3,102 3,989 433 4,203 4,815
Changes from: September 8, 2015 Total Change is: 5,482
-461 3,283 3,337 -726 -27 1,753 714 -3,331 521 115 -53 88 141 -90
Percent of Open Interest Represented by Each Category of Trader
17.1 37.5 7.3 40.2 13.8 3.9 16.6 20.3 2.9 4.8 6.2 0.7 6.5 7.4
Number of Traders in Each Category Total Traders: 216
19 15 13 34 20 10 35 51 20 14 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 323,515
Positions
55,183 121,295 23,600 130,198 44,606 12,606 53,829 65,817 9,405 15,511 19,944 2,166 21,017 24,076
Changes from: September 8, 2015 Total Change is: 27,408
-2,307 16,413 16,687 -3,629 -137 8,764 3,569 -16,654 2,606 574 -264 441 703 -448
Percent of Open Interest Represented by Each Category of Trader
17.1 37.5 7.3 40.2 13.8 3.9 16.6 20.3 2.9 4.8 6.2 0.7 6.5 7.4
Number of Traders in Each Category Total Traders: 216
19 15 13 34 20 10 35 51 20 14 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 416,297
Positions
156,784 30,235 17,886 107,491 185,712 16,224 62,823 114,503 12,000 14,348 11,793 114 28,627 27,830
Changes from: September 8, 2015 Total Change is: 35,943
-2,589 1,862 16,871 -2,559 1,247 68 3,482 -1,831 6,750 255 905 6 13,659 10,065
Percent of Open Interest Represented by Each Category of Trader
37.7 7.3 4.3 25.8 44.6 3.9 15.1 27.5 2.9 3.4 2.8 0.0 6.9 6.7
Number of Traders in Each Category Total Traders: 274
21 14 15 54 51 25 31 65 23 13 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 46,086
Positions
1,548 2,896 0 25,917 238 42 4,427 19,459 520 5,701 15,225 0 7,931 7,706
Changes from: September 8, 2015 Total Change is: -10,880
-625 -8,268 -309 -2,516 238 -16 -1,273 11,365 -3,707 -676 -12,744 -306 -1,452 2,867
Percent of Open Interest Represented by Each Category of Trader
3.4 6.3 0.0 56.2 0.5 0.1 9.6 42.2 1.1 12.4 33.0 0.0 17.2 16.7
Number of Traders in Each Category Total Traders: 54
4 4 0 16 . . 8 14 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 93,114
Positions
12,143 9,202 3,182 21,431 8,879 813 36,668 8,669 1,094 8,747 0 0 9,036 61,275
Changes from: September 8, 2015 Total Change is: -31,923
-14,356 -948 -1,511 -1,178 2,354 -3,021 1,488 -3,190 -3,798 -8,208 -674 -588 -751 -20,547
Percent of Open Interest Represented by Each Category of Trader
13.0 9.9 3.4 23.0 9.5 0.9 39.4 9.3 1.2 9.4 0.0 0.0 9.7 65.8
Number of Traders in Each Category Total Traders: 77
14 7 6 10 4 . 30 8 4 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 164,969
Positions
4,957 84,477 8,612 86,420 45,373 8,195 34,798 3,975 7,324 6,754 1,986 43 7,866 4,984
Changes from: September 8, 2015 Total Change is: 5,038
-1,705 -3,869 8,320 -4,865 -1,272 168 2,173 -598 1,382 -1,130 174 43 652 690
Percent of Open Interest Represented by Each Category of Trader
3.0 51.2 5.2 52.4 27.5 5.0 21.1 2.4 4.4 4.1 1.2 0.0 4.8 3.0
Number of Traders in Each Category Total Traders: 113
5 14 7 36 25 15 14 5 9 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 523,486
Positions
41,674 132,282 45,501 205,180 166,720 80,010 91,035 39,901 9,737 14,765 24,668 16,662 18,922 8,005
Changes from: September 8, 2015 Total Change is: 31,999
-1,325 -13,050 28,021 -11,576 5,997 4,844 -4,909 -146 2,622 993 678 7,873 5,456 -4,840
Percent of Open Interest Represented by Each Category of Trader
8.0 25.3 8.7 39.2 31.8 15.3 17.4 7.6 1.9 2.8 4.7 3.2 3.6 1.5
Number of Traders in Each Category Total Traders: 261
20 24 15 56 50 29 29 34 15 23 22 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 519,524
Positions
3,642 63,298 1,463 193,700 154,811 58,146 56,863 62,236 14,431 51,019 30,564 1,139 139,121 133,436
Changes from: September 8, 2015 Total Change is: 10,146
2,388 12,562 -8,558 17,922 2,140 778 -5,410 3,789 -3,781 7,468 -6 -119 -542 3,341
Percent of Open Interest Represented by Each Category of Trader
0.7 12.2 0.3 37.3 29.8 11.2 10.9 12.0 2.8 9.8 5.9 0.2 26.8 25.7
Number of Traders in Each Category Total Traders: 150
5 13 6 38 22 35 25 21 16 12 14 4
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Traders in Financial Futures - Futures Only Positions as of September 15, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 625,599
Positions
14,206 105,174 150 363,586 83,827 90,975 14,277 225,408 12,629 12,373 9,754 541 116,862 97,141
Changes from: September 8, 2015 Total Change is: 10,291
-4,733 13,499 25 19,766 3,799 -3,562 1,348 2,563 -1,626 0 800 0 -927 -5,207
Percent of Open Interest Represented by Each Category of Trader
2.3 16.8 0.0 58.1 13.4 14.5 2.3 36.0 2.0 2.0 1.6 0.1 18.7 15.5
Number of Traders in Each Category Total Traders: 98
. 8 . 44 13 34 6 17 10 4 . .
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Traders in Financial Futures - Futures Only Positions as of September 15, 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 1,148,345
Positions
22,668 111,923 9,172 264,316 414,401 104,431 443,303 157,059 32,227 138,791 178,689 10,165 123,272 130,278
Changes from: September 8, 2015 Total Change is: -617
8,223 -12,662 -4,741 -8,030 17,114 389 31,342 369 -472 -33,043 4,828 2,617 3,098 -8,059
Percent of Open Interest Represented by Each Category of Trader
2.0 9.7 0.8 23.0 36.1 9.1 38.6 13.7 2.8 12.1 15.6 0.9 10.7 11.3
Number of Traders in Each Category Total Traders: 275
6 32 4 39 56 41 54 32 23 17 39 10
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Traders in Financial Futures - Futures Only Positions as of September 15, 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 2,731,653
Positions
79,029 194,050 18,534 1,204,915 637,987 319,501 359,622 775,051 121,810 273,199 210,824 26,173 328,870 427,723
Changes from: September 8, 2015 Total Change is: -44,899
5,516 10,611 -8,888 36,997 -25,190 3,144 -8,913 9,957 -7,553 -56,952 -13,442 1,904 -10,154 -15,442
Percent of Open Interest Represented by Each Category of Trader
2.9 7.1 0.7 44.1 23.4 11.7 13.2 28.4 4.5 10.0 7.7 1.0 12.0 15.7
Number of Traders in Each Category Total Traders: 368
21 30 16 57 73 71 67 51 45 31 38 15
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Traders in Financial Futures - Futures Only Positions as of September 15, 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 2,251,548
Positions
70,167 192,293 12,818 958,571 487,103 286,587 437,491 599,655 80,932 101,314 205,026 32,225 271,443 354,909
Changes from: September 8, 2015 Total Change is: -71,727
1,103 -20,859 -14,882 32,209 -49,861 1,575 -43,936 14,557 -13,714 -7,867 8,872 2,292 -28,507 293
Percent of Open Interest Represented by Each Category of Trader
3.1 8.5 0.6 42.6 21.6 12.7 19.4 26.6 3.6 4.5 9.1 1.4 12.1 15.8
Number of Traders in Each Category Total Traders: 283
12 26 8 47 48 49 44 52 40 11 43 8
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Traders in Financial Futures - Futures Only Positions as of September 15, 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 944,844
Positions
265,379 244,696 241,088 61,524 25,824 14,012 162,076 138,378 110,448 12,525 55,214 49,786 28,006 65,398
Changes from: September 8, 2015 Total Change is: 110,303
-12,126 51,548 28,869 22,337 2,461 5,260 75,640 12,189 -5,973 -13,379 -520 8,295 1,380 8,174
Percent of Open Interest Represented by Each Category of Trader
28.1 25.9 25.5 6.5 2.7 1.5 17.2 14.6 11.7 1.3 5.8 5.3 3.0 6.9
Number of Traders in Each Category Total Traders: 134
12 45 41 . 5 . 14 28 32 . 13 8
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Traders in Financial Futures - Futures Only Positions as of September 15, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,112,223
Positions
2,074,589 1,381,220 3,062,875 537,387 1,651,072 309,100 1,784,226 797,354 1,689,943 285,485 547,558 531,034 837,584 1,142,067
Changes from: September 8, 2015 Total Change is:-1,094,055
-438,816 -176,264 -241,339 -8,984 -92,245 -52,227 -64,669 -127,930 -159,672 -162,612 -145,157 -8,166 42,430 -91,055
Percent of Open Interest Represented by Each Category of Trader
18.7 12.4 27.6 4.8 14.9 2.8 16.1 7.2 15.2 2.6 4.9 4.8 7.5 10.3
Number of Traders in Each Category Total Traders: 286
30 56 80 8 29 26 47 59 84 14 33 25
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Traders in Financial Futures - Futures Only Positions as of September 15, 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 44,067
Positions
10,656 847 0 560 16,782 0 30,473 18,239 6 1,500 8,137 20 852 36
Changes from: September 8, 2015 Total Change is: -17,056
232 -1,405 -6,899 0 -2,478 0 -9,699 -5,694 -780 87 227 -1 4 -26
Percent of Open Interest Represented by Each Category of Trader
24.2 1.9 0.0 1.3 38.1 0.0 69.2 41.4 0.0 3.4 18.5 0.0 1.9 0.1
Number of Traders in Each Category Total Traders: 48
4 . 0 . 8 0 5 13 . . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 36,463
Positions
13,627 173 0 0 16,443 1 21,962 9,431 0 622 10,315 0 251 100
Changes from: September 8, 2015 Total Change is: -505
4,515 -84 0 0 1,026 0 -2,421 2,068 -2,652 112 -843 -53 -6 33
Percent of Open Interest Represented by Each Category of Trader
37.4 0.5 0.0 0.0 45.1 0.0 60.2 25.9 0.0 1.7 28.3 0.0 0.7 0.3
Number of Traders in Each Category Total Traders: 36
. . 0 0 10 . 5 7 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 65,291
Positions
1,764 45,410 0 16,726 1,820 609 15,152 14,646 777 22,012 340 219 8,032 1,470
Changes from: September 8, 2015 Total Change is: -28,993
-2 -23,049 0 197 10 32 -17,396 5,161 -8,592 -1,963 -1,047 52 -1,321 -1,560
Percent of Open Interest Represented by Each Category of Trader
2.7 69.6 0.0 25.6 2.8 0.9 23.2 22.4 1.2 33.7 0.5 0.3 12.3 2.3
Number of Traders in Each Category Total Traders: 135
4 . 0 10 5 . 30 17 8 61 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 358,430
Positions
48,322 104,676 29,469 20,142 30,806 38,546 107,615 43,862 67,137 8,584 4,396 14,726 23,889 24,812
Changes from: September 8, 2015 Total Change is: 30,165
-986 17,412 7,196 -4,402 1,358 6,607 3,796 -17,295 15,926 1,326 -2,251 -127 829 1,339
Percent of Open Interest Represented by Each Category of Trader
13.5 29.2 8.2 5.6 8.6 10.8 30.0 12.2 18.7 2.4 1.2 4.1 6.7 6.9
Number of Traders in Each Category Total Traders: 180
15 16 23 14 12 6 52 30 57 22 10 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 26,882
Positions
101 3,058 0 5,718 1,816 1,137 16,049 14,014 3,107 387 2,307 0 383 1,443
Changes from: September 8, 2015 Total Change is: 5,616
-25 124 0 122 0 -8 2,397 -110 3,107 0 1,111 0 23 1,392
Percent of Open Interest Represented by Each Category of Trader
0.4 11.4 0.0 21.3 6.8 4.2 59.7 52.1 11.6 1.4 8.6 0.0 1.4 5.4
Number of Traders in Each Category Total Traders: 37
. . 0 7 . . 10 7 . . 4 0
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Updated September 18, 2015