Traders in Financial Futures - Futures Only Positions as of September 22, 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 136,213
Positions
51,601 444 555 28,147 30,757 329 22,924 61,167 1,382 10,631 1,716 156 20,488 39,707
Changes from: September 15, 2015 Total Change is: -51,830
-17,465 -4,144 -30,298 1,955 1,912 179 5,383 3,405 -8,723 -2,083 -10,353 -597 -181 -3,211
Percent of Open Interest Represented by Each Category of Trader
37.9 0.3 0.4 20.7 22.6 0.2 16.8 44.9 1.0 7.8 1.3 0.1 15.0 29.2
Number of Traders in Each Category Total Traders: 82
10 . . 6 10 . 19 24 7 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 36,981
Positions
18,549 1,481 107 729 1,457 420 9,790 16,106 126 0 0 0 7,260 17,284
Changes from: September 15, 2015 Total Change is: -865
4,650 -77 63 -418 0 0 -5,334 341 -22 0 0 0 196 -1,170
Percent of Open Interest Represented by Each Category of Trader
50.2 4.0 0.3 2.0 3.9 1.1 26.5 43.6 0.3 0.0 0.0 0.0 19.6 46.7
Number of Traders in Each Category Total Traders: 32
5 . . . . . 10 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 146,573
Positions
56,086 8,555 80 16,204 73,813 1,007 49,230 24,230 1,368 2,938 11,587 24 19,636 25,909
Changes from: September 15, 2015 Total Change is: 869
-1,621 5,455 80 4,966 -258 5 -3,515 -727 -10 -153 -986 0 1,117 -2,690
Percent of Open Interest Represented by Each Category of Trader
38.3 5.8 0.1 11.1 50.4 0.7 33.6 16.5 0.9 2.0 7.9 0.0 13.4 17.7
Number of Traders in Each Category Total Traders: 94
4 6 . 5 21 5 26 24 7 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 177,439
Positions
70,991 6,593 273 22,870 59,448 3,596 37,244 69,128 3,548 17,073 5,100 39 21,805 29,714
Changes from: September 15, 2015 Total Change is: 11,358
951 957 273 -121 11,257 66 10,170 1,784 -38 -3,101 -1,263 0 3,158 -1,678
Percent of Open Interest Represented by Each Category of Trader
40.0 3.7 0.2 12.9 33.5 2.0 21.0 39.0 2.0 9.6 2.9 0.0 12.3 16.7
Number of Traders in Each Category Total Traders: 129
10 4 . 10 23 9 34 30 12 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 315,450
Positions
94,736 12,694 532 66,072 92,310 17,010 34,018 90,489 2,913 57,004 35,256 1,813 41,352 62,433
Changes from: September 15, 2015 Total Change is: 4,084
-1,002 4,297 -268 -844 105 -215 353 -2,817 -269 4,656 -1,295 51 1,622 4,495
Percent of Open Interest Represented by Each Category of Trader
30.0 4.0 0.2 20.9 29.3 5.4 10.8 28.7 0.9 18.1 11.2 0.6 13.1 19.8
Number of Traders in Each Category Total Traders: 219
17 10 5 27 32 26 21 50 12 26 35 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 147,279
Positions
101,773 485 213 4,812 25,014 1,047 18,028 55,327 432 7,186 27,834 0 13,788 36,927
Changes from: September 15, 2015 Total Change is: -9,600
2,591 -79 -116 -12 -5,880 297 -13,507 -4,116 57 -111 1,636 0 1,201 -1,399
Percent of Open Interest Represented by Each Category of Trader
69.1 0.3 0.1 3.3 17.0 0.7 12.2 37.6 0.3 4.9 18.9 0.0 9.4 25.1
Number of Traders in Each Category Total Traders: 86
11 . . . 11 . 17 27 . 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 34,353
Positions
29,435 29,086 391 1,501 0 0 880 3,508 592 907 324 0 647 452
Changes from: September 15, 2015 Total Change is: -19,885
-12,468 -13,326 -3,506 0 0 0 -3,325 -811 -560 235 -1,356 -235 -26 -91
Percent of Open Interest Represented by Each Category of Trader
85.7 84.7 1.1 4.4 0.0 0.0 2.6 10.2 1.7 2.6 0.9 0.0 1.9 1.3
Number of Traders in Each Category Total Traders: 24
5 7 . . 0 0 . 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 126,544
Positions
53,671 51,373 0 17,720 4,820 143 42,031 42,273 6,539 3,310 13,503 0 3,130 7,893
Changes from: September 15, 2015 Total Change is: -4,011
-273 12,629 0 -36,204 41 -55 25,507 -22,678 5,078 1,495 712 -124 565 386
Percent of Open Interest Represented by Each Category of Trader
42.4 40.6 0.0 14.0 3.8 0.1 33.2 33.4 5.2 2.6 10.7 0.0 2.5 6.2
Number of Traders in Each Category Total Traders: 113
. 10 0 4 7 . 21 44 12 7 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 21,809
Positions
13,735 3,529 5 2,245 0 0 1,894 13,002 2,585 307 671 0 1,038 2,017
Changes from: September 15, 2015 Total Change is: -306
491 0 0 0 0 0 -1,347 -569 681 -145 -348 0 14 -70
Percent of Open Interest Represented by Each Category of Trader
63.0 16.2 0.0 10.3 0.0 0.0 8.7 59.6 11.9 1.4 3.1 0.0 4.8 9.2
Number of Traders in Each Category Total Traders: 26
5 . . . 0 0 4 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 35,920
Positions
21,585 0 1 1,010 5,646 1 10,725 21,651 242 776 2,488 0 1,580 5,891
Changes from: September 15, 2015 Total Change is: 2,568
3,778 -118 1 0 -26 0 -1,127 2,086 5 -45 20 0 -44 600
Percent of Open Interest Represented by Each Category of Trader
60.1 0.0 0.0 2.8 15.7 0.0 29.9 60.3 0.7 2.2 6.9 0.0 4.4 16.4
Number of Traders in Each Category Total Traders: 73
9 0 . . 7 . 12 32 4 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 29,388
Positions
10,669 8,249 1,072 3,850 1,819 293 6,025 7,158 52 2,319 2,051 11 5,099 8,685
Changes from: September 15, 2015 Total Change is: -19,201
-10,566 -9,672 -4,706 -376 -114 -523 -621 -1,442 -743 -592 -223 -937 -140 -843
Percent of Open Interest Represented by Each Category of Trader
36.3 28.1 3.6 13.1 6.2 1.0 20.5 24.4 0.2 7.9 7.0 0.0 17.3 29.6
Number of Traders in Each Category Total Traders: 73
20 8 . 9 . . 6 16 . 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 58,776
Positions
21,338 16,497 2,144 7,700 3,638 586 12,049 14,315 104 4,637 4,102 21 10,197 17,369
Changes from: September 15, 2015 Total Change is: -38,402
-21,131 -19,344 -9,411 -751 -228 -1,046 -1,241 -2,883 -1,486 -1,183 -445 -1,873 -280 -1,686
Percent of Open Interest Represented by Each Category of Trader
36.3 28.1 3.6 13.1 6.2 1.0 20.5 24.4 0.2 7.9 7.0 0.0 17.3 29.6
Number of Traders in Each Category Total Traders: 73
20 8 . 9 . . 6 16 . 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 679,965
Positions
125,504 61,973 11,673 234,596 179,004 66,804 81,027 176,375 16,611 23,175 44,037 4,259 116,315 119,230
Changes from: September 15, 2015 Total Change is: -241,278
-28,508 -15,952 -81,930 6,181 10,788 -38,450 2,505 -642 -33,500 394 -12,589 -8,992 -58,978 -60,012
Percent of Open Interest Represented by Each Category of Trader
18.5 9.1 1.7 34.5 26.3 9.8 11.9 25.9 2.4 3.4 6.5 0.6 17.1 17.5
Number of Traders in Each Category Total Traders: 588
41 34 19 109 92 80 77 123 68 37 74 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 102,834
Positions
11,154 2,099 2,499 44,679 20,676 3,137 8,161 7,210 90 3,737 2,798 100 29,277 64,225
Changes from: September 15, 2015 Total Change is: -110,783
-72,299 -32,974 -3,366 4,044 2,855 -14,433 -11,332 -5,622 -1,754 -6,794 29 -79 -4,770 -55,439
Percent of Open Interest Represented by Each Category of Trader
10.8 2.0 2.4 43.4 20.1 3.1 7.9 7.0 0.1 3.6 2.7 0.1 28.5 62.5
Number of Traders in Each Category Total Traders: 66
6 . . 17 6 8 10 16 . 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,885,655
Positions
586,966 314,586 30,655 977,399 819,451 290,521 391,787 873,278 55,151 99,848 208,852 18,137 435,191 275,024
Changes from: September 15, 2015 Total Change is: -652,476
-50,930 -184,775 -122,934 -48,854 -19,875 -60,543 26,694 -17,587 -116,242 6,679 -92,351 -15,304 -271,042 -22,865
Percent of Open Interest Represented by Each Category of Trader
20.3 10.9 1.1 33.9 28.4 10.1 13.6 30.3 1.9 3.5 7.2 0.6 15.1 9.5
Number of Traders in Each Category Total Traders: 576
41 35 15 104 88 76 75 123 55 37 73 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 82,018
Positions
18,073 4,387 256 40,441 64,733 1,613 13,008 5,517 343 0 263 0 8,284 4,906
Changes from: September 15, 2015 Total Change is: -6,701
-2,457 -4,042 -2,002 -185 1,305 -117 -419 -973 -948 0 -217 0 -573 293
Percent of Open Interest Represented by Each Category of Trader
22.0 5.3 0.3 49.3 78.9 2.0 15.9 6.7 0.4 0.0 0.3 0.0 10.1 6.0
Number of Traders in Each Category Total Traders: 80
8 4 . 29 16 11 14 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 53,300
Positions
4,990 23,779 165 28,491 9,512 771 10,232 10,732 927 3,769 2,878 10 3,945 4,526
Changes from: September 15, 2015 Total Change is: -11,403
-6,046 -480 -4,555 2,451 591 -1,750 -534 -2,431 -954 667 -1,111 -424 -259 -289
Percent of Open Interest Represented by Each Category of Trader
9.4 44.6 0.3 53.5 17.8 1.4 19.2 20.1 1.7 7.1 5.4 0.0 7.4 8.5
Number of Traders in Each Category Total Traders: 220
15 19 5 35 21 8 35 48 12 17 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 266,500
Positions
24,951 118,894 827 142,454 47,561 3,855 51,160 53,660 4,636 18,846 14,389 48 19,723 22,630
Changes from: September 15, 2015 Total Change is: -57,015
-30,232 -2,401 -22,773 12,256 2,955 -8,751 -2,669 -12,157 -4,769 3,335 -5,555 -2,118 -1,294 -1,446
Percent of Open Interest Represented by Each Category of Trader
9.4 44.6 0.3 53.5 17.8 1.4 19.2 20.1 1.7 7.1 5.4 0.0 7.4 8.5
Number of Traders in Each Category Total Traders: 220
15 19 5 35 21 8 35 48 12 17 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 372,619
Positions
141,948 25,477 468 110,296 186,985 17,087 66,508 103,165 10,990 10,115 11,419 12 15,195 17,016
Changes from: September 15, 2015 Total Change is: -43,678
-14,836 -4,758 -17,418 2,805 1,273 863 3,685 -11,338 -1,010 -4,233 -374 -102 -13,432 -10,814
Percent of Open Interest Represented by Each Category of Trader
38.1 6.8 0.1 29.6 50.2 4.6 17.8 27.7 2.9 2.7 3.1 0.0 4.1 4.6
Number of Traders in Each Category Total Traders: 269
17 12 . 56 51 24 29 68 14 13 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 48,179
Positions
889 3,351 0 27,428 255 60 5,375 21,664 0 6,213 15,230 0 8,214 7,619
Changes from: September 15, 2015 Total Change is: 2,093
-659 455 0 1,511 17 18 948 2,205 -520 512 5 0 283 -87
Percent of Open Interest Represented by Each Category of Trader
1.8 7.0 0.0 56.9 0.5 0.1 11.2 45.0 0.0 12.9 31.6 0.0 17.0 15.8
Number of Traders in Each Category Total Traders: 63
. 6 0 18 . . 11 17 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 83,744
Positions
8,163 14,060 1,115 15,466 9,194 1,106 38,927 10,062 1,270 9,022 560 0 8,675 46,377
Changes from: September 15, 2015 Total Change is: -9,370
-3,980 4,858 -2,067 -5,965 315 293 2,259 1,393 176 275 560 0 -361 -14,898
Percent of Open Interest Represented by Each Category of Trader
9.7 16.8 1.3 18.5 11.0 1.3 46.5 12.0 1.5 10.8 0.7 0.0 10.4 55.4
Number of Traders in Each Category Total Traders: 91
9 11 . 11 4 4 35 13 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 149,536
Positions
2,995 77,548 413 86,521 48,342 8,115 36,667 6,269 3,137 4,867 1,670 0 6,821 4,042
Changes from: September 15, 2015 Total Change is: -15,433
-1,962 -6,929 -8,199 101 2,969 -80 1,869 2,294 -4,187 -1,887 -316 -43 -1,045 -942
Percent of Open Interest Represented by Each Category of Trader
2.0 51.9 0.3 57.9 32.3 5.4 24.5 4.2 2.1 3.3 1.1 0.0 4.6 2.7
Number of Traders in Each Category Total Traders: 112
5 11 . 38 26 16 13 6 5 8 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 475,415
Positions
50,806 127,019 2,124 208,815 164,209 81,140 97,534 46,647 5,944 14,005 32,649 2,140 12,907 13,543
Changes from: September 15, 2015 Total Change is: -48,071
9,132 -5,263 -43,377 3,635 -2,511 1,130 6,499 6,746 -3,793 -760 7,981 -14,522 -6,015 5,538
Percent of Open Interest Represented by Each Category of Trader
10.7 26.7 0.4 43.9 34.5 17.1 20.5 9.8 1.3 2.9 6.9 0.5 2.7 2.8
Number of Traders in Each Category Total Traders: 252
22 22 6 57 47 26 28 32 14 23 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 496,521
Positions
2,495 59,300 2,544 189,978 157,597 55,122 50,215 49,406 10,417 47,696 35,551 1,285 136,769 125,299
Changes from: September 15, 2015 Total Change is: -23,003
-1,147 -3,998 1,081 -3,722 2,786 -3,024 -6,648 -12,830 -4,014 -3,323 4,987 146 -2,352 -8,137
Percent of Open Interest Represented by Each Category of Trader
0.5 11.9 0.5 38.3 31.7 11.1 10.1 10.0 2.1 9.6 7.2 0.3 27.5 25.2
Number of Traders in Each Category Total Traders: 147
5 14 4 36 24 31 22 21 11 9 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 635,674
Positions
11,594 112,565 139 374,447 86,489 86,145 20,292 234,646 12,150 14,138 6,494 556 116,213 96,490
Changes from: September 15, 2015 Total Change is: 10,075
-2,612 7,391 -11 10,861 2,662 -4,830 6,015 9,238 -479 1,765 -3,260 15 -649 -651
Percent of Open Interest Represented by Each Category of Trader
1.8 17.7 0.0 58.9 13.6 13.6 3.2 36.9 1.9 2.2 1.0 0.1 18.3 15.2
Number of Traders in Each Category Total Traders: 99
. 9 . 44 13 35 8 17 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,109,767
Positions
22,205 107,132 12,555 257,155 391,292 105,878 417,243 161,594 29,079 142,947 173,706 10,494 112,211 118,037
Changes from: September 15, 2015 Total Change is: -38,578
-463 -4,791 3,383 -7,161 -23,109 1,447 -26,060 4,535 -3,148 4,156 -4,983 329 -11,061 -12,241
Percent of Open Interest Represented by Each Category of Trader
2.0 9.7 1.1 23.2 35.3 9.5 37.6 14.6 2.6 12.9 15.7 0.9 10.1 10.6
Number of Traders in Each Category Total Traders: 272
9 29 4 39 54 38 49 34 24 19 38 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,644,568
Positions
94,940 208,255 16,882 1,114,335 663,957 295,700 412,294 738,631 79,377 271,588 197,498 26,433 333,019 417,835
Changes from: September 15, 2015 Total Change is: -87,085
15,911 14,205 -1,652 -90,580 25,970 -23,801 52,672 -36,420 -42,433 -1,611 -13,326 260 4,149 -9,888
Percent of Open Interest Represented by Each Category of Trader
3.6 7.9 0.6 42.1 25.1 11.2 15.6 27.9 3.0 10.3 7.5 1.0 12.6 15.8
Number of Traders in Each Category Total Traders: 373
26 34 9 55 76 71 60 58 34 31 33 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,385,794
Positions
75,847 235,016 11,770 1,144,595 481,361 275,651 361,917 694,606 105,847 94,286 208,438 30,246 285,635 342,859
Changes from: September 15, 2015 Total Change is: 134,246
5,680 42,723 -1,048 186,024 -5,742 -10,936 -75,574 94,951 24,915 -7,028 3,412 -1,979 14,192 -12,050
Percent of Open Interest Represented by Each Category of Trader
3.2 9.9 0.5 48.0 20.2 11.6 15.2 29.1 4.4 4.0 8.7 1.3 12.0 14.4
Number of Traders in Each Category Total Traders: 290
14 28 7 48 49 49 38 60 35 11 42 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 890,519
Positions
294,314 236,642 245,631 6,385 19,039 7,205 164,857 112,390 102,939 9,813 60,995 40,930 18,445 64,748
Changes from: September 15, 2015 Total Change is: -54,325
28,935 -8,054 4,543 -55,139 -6,785 -6,807 2,781 -25,988 -7,509 -2,712 5,781 -8,856 -9,561 -650
Percent of Open Interest Represented by Each Category of Trader
33.0 26.6 27.6 0.7 2.1 0.8 18.5 12.6 11.6 1.1 6.8 4.6 2.1 7.3
Number of Traders in Each Category Total Traders: 132
13 42 42 . 6 . 14 33 37 . 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,171,667
Positions
1,993,009 1,500,572 3,164,232 551,713 1,587,994 300,722 1,713,801 767,492 1,739,878 340,024 450,422 564,966 803,322 1,095,389
Changes from: September 15, 2015 Total Change is: 59,444
-81,580 119,352 101,357 14,326 -63,078 -8,378 -70,425 -29,862 49,935 54,539 -97,136 33,932 -34,262 -46,678
Percent of Open Interest Represented by Each Category of Trader
17.8 13.4 28.3 4.9 14.2 2.7 15.3 6.9 15.6 3.0 4.0 5.1 7.2 9.8
Number of Traders in Each Category Total Traders: 291
27 58 77 10 27 24 44 64 87 14 33 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 43,215
Positions
10,198 847 0 560 17,093 0 30,216 17,363 0 1,570 7,697 20 651 195
Changes from: September 15, 2015 Total Change is: -852
-458 0 0 0 311 0 -257 -876 -6 70 -440 0 -201 159
Percent of Open Interest Represented by Each Category of Trader
23.6 2.0 0.0 1.3 39.6 0.0 69.9 40.2 0.0 3.6 17.8 0.0 1.5 0.5
Number of Traders in Each Category Total Traders: 44
4 . 0 . 8 0 5 11 0 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 38,027
Positions
15,258 50 0 0 17,123 1 22,044 9,976 0 510 10,741 0 214 136
Changes from: September 15, 2015 Total Change is: 1,564
1,631 -123 0 0 680 0 82 545 0 -112 426 0 -37 36
Percent of Open Interest Represented by Each Category of Trader
40.1 0.1 0.0 0.0 45.0 0.0 58.0 26.2 0.0 1.3 28.2 0.0 0.6 0.4
Number of Traders in Each Category Total Traders: 37
. . 0 0 10 . 5 9 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 68,333
Positions
1,944 48,253 0 15,870 969 626 12,377 11,832 814 27,152 3,980 135 9,415 1,724
Changes from: September 15, 2015 Total Change is: 3,042
180 2,843 0 -856 -851 17 -2,775 -2,814 37 5,140 3,640 -84 1,383 254
Percent of Open Interest Represented by Each Category of Trader
2.8 70.6 0.0 23.2 1.4 0.9 18.1 17.3 1.2 39.7 5.8 0.2 13.8 2.5
Number of Traders in Each Category Total Traders: 152
5 . 0 11 4 . 29 17 7 73 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 313,001
Positions
47,154 93,017 16,997 22,852 30,006 33,203 97,871 49,436 53,323 6,513 2,586 12,685 22,403 21,748
Changes from: September 15, 2015 Total Change is: -45,429
-1,168 -11,659 -12,472 2,710 -800 -5,343 -9,744 5,574 -13,814 -2,071 -1,810 -2,041 -1,486 -3,064
Percent of Open Interest Represented by Each Category of Trader
15.1 29.7 5.4 7.3 9.6 10.6 31.3 15.8 17.0 2.1 0.8 4.1 7.2 6.9
Number of Traders in Each Category Total Traders: 156
13 15 19 11 11 6 42 30 41 18 8 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 20,838
Positions
115 3,058 0 4,577 4,022 1,118 14,211 11,547 0 482 1,066 0 335 27
Changes from: September 15, 2015 Total Change is: -6,044
14 0 0 -1,141 2,206 -19 -1,838 -2,467 -3,107 95 -1,241 0 -48 -1,416
Percent of Open Interest Represented by Each Category of Trader
0.6 14.7 0.0 22.0 19.3 5.4 68.2 55.4 0.0 2.3 5.1 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 39
. . 0 7 . . 12 6 0 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 25, 2015