Traders in Financial Futures - Futures Only Positions as of September 29, 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 139,431
Positions
56,573 1,751 578 30,615 31,230 161 16,094 59,789 1,372 11,789 1,645 131 22,118 42,774
Changes from: September 22, 2015 Total Change is: 3,218
4,972 1,307 23 2,468 473 -168 -6,830 -1,378 -10 1,158 -71 -25 1,630 3,067
Percent of Open Interest Represented by Each Category of Trader
40.6 1.3 0.4 22.0 22.4 0.1 11.5 42.9 1.0 8.5 1.2 0.1 15.9 30.7
Number of Traders in Each Category Total Traders: 86
9 . 5 6 11 . 17 29 9 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 38,229
Positions
20,089 990 102 816 1,449 420 9,483 16,489 128 0 0 0 7,191 18,651
Changes from: September 22, 2015 Total Change is: 1,248
1,540 -491 -5 87 -8 0 -307 383 2 0 0 0 -69 1,367
Percent of Open Interest Represented by Each Category of Trader
52.5 2.6 0.3 2.1 3.8 1.1 24.8 43.1 0.3 0.0 0.0 0.0 18.8 48.8
Number of Traders in Each Category Total Traders: 32
7 . . . . . 10 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 155,821
Positions
59,425 1,754 4 16,820 79,711 889 52,063 27,383 2,194 2,722 12,815 0 21,704 31,071
Changes from: September 22, 2015 Total Change is: 9,248
3,339 -6,801 -76 616 5,898 -118 2,833 3,153 826 -216 1,228 -24 2,068 5,162
Percent of Open Interest Represented by Each Category of Trader
38.1 1.1 0.0 10.8 51.2 0.6 33.4 17.6 1.4 1.7 8.2 0.0 13.9 19.9
Number of Traders in Each Category Total Traders: 99
9 . . 4 22 5 27 24 8 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 174,697
Positions
72,439 7,412 172 25,097 58,614 3,436 29,910 64,829 3,422 18,298 4,403 39 21,884 32,370
Changes from: September 22, 2015 Total Change is: -2,742
1,448 819 -101 2,227 -834 -160 -7,334 -4,299 -126 1,225 -697 0 79 2,656
Percent of Open Interest Represented by Each Category of Trader
41.5 4.2 0.1 14.4 33.6 2.0 17.1 37.1 2.0 10.5 2.5 0.0 12.5 18.5
Number of Traders in Each Category Total Traders: 124
12 4 4 12 23 9 29 32 13 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 322,721
Positions
97,954 9,529 220 67,099 95,202 16,826 35,818 93,775 3,412 60,371 38,330 1,765 39,256 63,662
Changes from: September 22, 2015 Total Change is: 7,271
3,218 -3,165 -312 1,027 2,892 -184 1,800 3,286 499 3,367 3,074 -48 -2,096 1,229
Percent of Open Interest Represented by Each Category of Trader
30.4 3.0 0.1 20.8 29.5 5.2 11.1 29.1 1.1 18.7 11.9 0.5 12.2 19.7
Number of Traders in Each Category Total Traders: 228
18 10 4 25 35 25 24 52 15 23 40 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 142,869
Positions
99,597 2,489 457 4,909 24,089 493 17,000 52,580 430 5,673 27,307 0 14,310 35,024
Changes from: September 22, 2015 Total Change is: -4,410
-2,176 2,004 244 97 -925 -554 -1,028 -2,747 -2 -1,513 -527 0 522 -1,903
Percent of Open Interest Represented by Each Category of Trader
69.7 1.7 0.3 3.4 16.9 0.3 11.9 36.8 0.3 4.0 19.1 0.0 10.0 24.5
Number of Traders in Each Category Total Traders: 87
9 4 . . 10 . 18 26 . 6 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 34,429
Positions
29,307 28,881 391 1,501 0 0 880 3,621 592 907 431 0 851 513
Changes from: September 22, 2015 Total Change is: 76
-128 -205 0 0 0 0 0 113 0 0 107 0 204 61
Percent of Open Interest Represented by Each Category of Trader
85.1 83.9 1.1 4.4 0.0 0.0 2.6 10.5 1.7 2.6 1.3 0.0 2.5 1.5
Number of Traders in Each Category Total Traders: 21
5 5 . . 0 0 . . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 142,517
Positions
53,651 52,564 1 51,924 5,356 126 25,912 58,617 5,349 1,979 13,684 0 3,575 6,820
Changes from: September 22, 2015 Total Change is: 15,973
-20 1,191 1 34,204 536 -17 -16,119 16,344 -1,190 -1,331 181 0 445 -1,073
Percent of Open Interest Represented by Each Category of Trader
37.6 36.9 0.0 36.4 3.8 0.1 18.2 41.1 3.8 1.4 9.6 0.0 2.5 4.8
Number of Traders in Each Category Total Traders: 122
. 10 . 4 9 . 17 52 11 7 19 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 24,643
Positions
14,008 3,529 5 2,445 0 0 1,888 13,597 2,644 200 671 2,445 1,008 1,752
Changes from: September 22, 2015 Total Change is: 2,834
273 0 0 200 0 0 -6 595 59 -107 0 2,445 -30 -265
Percent of Open Interest Represented by Each Category of Trader
56.8 14.3 0.0 9.9 0.0 0.0 7.7 55.2 10.7 0.8 2.7 9.9 4.1 7.1
Number of Traders in Each Category Total Traders: 29
5 . . . 0 0 4 13 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 34,105
Positions
22,231 1,025 1 1,369 5,577 1 8,028 19,291 227 678 2,528 0 1,570 5,455
Changes from: September 22, 2015 Total Change is: -1,815
646 1,025 0 359 -69 0 -2,697 -2,360 -15 -98 40 0 -10 -436
Percent of Open Interest Represented by Each Category of Trader
65.2 3.0 0.0 4.0 16.4 0.0 23.5 56.6 0.7 2.0 7.4 0.0 4.6 16.0
Number of Traders in Each Category Total Traders: 73
9 . . . 6 . 12 32 4 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 7,149
Positions
2,929 0 0 1,150 3,249 23 2,333 2,207 54 275 200 0 385 1,416
Changes from: September 22, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
41.0 0.0 0.0 16.1 45.4 0.3 32.6 30.9 0.8 3.8 2.8 0.0 5.4 19.8
Number of Traders in Each Category Total Traders: 20
. 0 0 . 4 . . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 31,990
Positions
10,077 10,718 1,114 3,917 2,048 348 9,138 8,468 208 2,102 1,824 11 5,077 7,253
Changes from: September 22, 2015 Total Change is: 2,602
-593 2,469 42 67 229 55 3,114 1,311 156 -217 -228 0 -22 -1,432
Percent of Open Interest Represented by Each Category of Trader
31.5 33.5 3.5 12.2 6.4 1.1 28.6 26.5 0.6 6.6 5.7 0.0 15.9 22.7
Number of Traders in Each Category Total Traders: 75
20 8 . 9 . . 11 14 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 63,979
Positions
20,153 21,435 2,227 7,834 4,096 696 18,276 16,936 415 4,203 3,647 21 10,154 14,506
Changes from: September 22, 2015 Total Change is: 5,203
-1,185 4,938 83 134 458 110 6,227 2,621 311 -434 -455 0 -43 -2,863
Percent of Open Interest Represented by Each Category of Trader
31.5 33.5 3.5 12.2 6.4 1.1 28.6 26.5 0.6 6.6 5.7 0.0 15.9 22.7
Number of Traders in Each Category Total Traders: 75
20 8 . 9 . . 11 14 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 686,659
Positions
120,305 65,651 17,068 230,109 176,659 63,517 90,654 181,065 20,970 24,589 42,153 5,545 113,901 114,030
Changes from: September 22, 2015 Total Change is: 6,694
-5,199 3,678 5,395 -4,487 -2,345 -3,286 9,626 4,690 4,359 1,414 -1,884 1,286 -2,414 -5,200
Percent of Open Interest Represented by Each Category of Trader
17.5 9.6 2.5 33.5 25.7 9.3 13.2 26.4 3.1 3.6 6.1 0.8 16.6 16.6
Number of Traders in Each Category Total Traders: 606
35 37 24 112 91 77 85 129 68 38 77 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 103,295
Positions
13,471 4,921 2,499 42,018 20,879 2,778 9,369 7,963 388 3,945 2,622 8 28,819 61,237
Changes from: September 22, 2015 Total Change is: 461
2,317 2,822 0 -2,661 203 -359 1,208 753 298 208 -176 -92 -458 -2,988
Percent of Open Interest Represented by Each Category of Trader
13.0 4.8 2.4 40.7 20.2 2.7 9.1 7.7 0.4 3.8 2.5 0.0 27.9 59.3
Number of Traders in Each Category Total Traders: 71
7 5 . 17 5 8 15 12 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 2,916,818
Positions
573,435 342,915 33,581 970,069 808,514 274,084 442,754 901,838 66,580 106,424 200,859 24,482 425,409 263,965
Changes from: September 22, 2015 Total Change is: 31,163
-13,531 28,329 2,926 -7,330 -10,937 -16,437 50,967 28,560 11,429 6,576 -7,993 6,345 -9,782 -11,059
Percent of Open Interest Represented by Each Category of Trader
19.7 11.8 1.2 33.3 27.7 9.4 15.2 30.9 2.3 3.6 6.9 0.8 14.6 9.0
Number of Traders in Each Category Total Traders: 595
35 38 18 107 88 73 85 128 63 37 76 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 88,674
Positions
22,343 4,635 256 40,858 70,687 1,724 14,130 6,715 301 0 263 0 9,062 4,093
Changes from: September 22, 2015 Total Change is: 6,656
4,270 248 0 417 5,954 111 1,122 1,198 -42 0 0 0 778 -813
Percent of Open Interest Represented by Each Category of Trader
25.2 5.2 0.3 46.1 79.7 1.9 15.9 7.6 0.3 0.0 0.3 0.0 10.2 4.6
Number of Traders in Each Category Total Traders: 82
9 4 . 28 16 10 15 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 52,099
Positions
5,072 23,488 189 27,903 10,967 890 9,337 8,890 528 3,597 2,674 17 4,567 4,456
Changes from: September 22, 2015 Total Change is: -1,201
82 -291 24 -588 1,455 119 -895 -1,842 -400 -173 -203 8 622 -70
Percent of Open Interest Represented by Each Category of Trader
9.7 45.1 0.4 53.6 21.1 1.7 17.9 17.1 1.0 6.9 5.1 0.0 8.8 8.6
Number of Traders in Each Category Total Traders: 209
16 17 6 35 21 8 34 43 9 16 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 260,494
Positions
25,362 117,440 946 139,513 54,834 4,448 46,684 44,448 2,638 17,983 13,372 86 22,834 22,282
Changes from: September 22, 2015 Total Change is: -6,006
411 -1,454 119 -2,941 7,273 593 -4,476 -9,212 -1,998 -863 -1,017 38 3,111 -348
Percent of Open Interest Represented by Each Category of Trader
9.7 45.1 0.4 53.6 21.1 1.7 17.9 17.1 1.0 6.9 5.1 0.0 8.8 8.6
Number of Traders in Each Category Total Traders: 209
16 17 6 35 21 8 34 43 9 16 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 384,709
Positions
146,573 29,312 160 111,054 193,870 17,631 73,075 108,999 8,472 10,835 11,913 15 16,894 14,337
Changes from: September 22, 2015 Total Change is: 12,090
4,625 3,835 -308 758 6,885 544 6,567 5,834 -2,518 720 494 3 1,699 -2,679
Percent of Open Interest Represented by Each Category of Trader
38.1 7.6 0.0 28.9 50.4 4.6 19.0 28.3 2.2 2.8 3.1 0.0 4.4 3.7
Number of Traders in Each Category Total Traders: 262
18 12 . 53 52 24 30 60 15 14 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 46,703
Positions
889 3,111 0 25,999 474 53 5,253 20,223 20 5,943 15,335 0 8,546 7,487
Changes from: September 22, 2015 Total Change is: -1,476
0 -240 0 -1,429 219 -7 -122 -1,441 20 -270 105 0 332 -132
Percent of Open Interest Represented by Each Category of Trader
1.9 6.7 0.0 55.7 1.0 0.1 11.2 43.3 0.0 12.7 32.8 0.0 18.3 16.0
Number of Traders in Each Category Total Traders: 59
. 5 0 16 . . 10 15 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 85,230
Positions
8,771 14,654 1,599 14,034 1,229 1,008 41,031 9,220 732 8,908 228 0 9,147 56,560
Changes from: September 22, 2015 Total Change is: 1,486
608 594 484 -1,432 -7,965 -98 2,104 -842 -538 -114 -332 0 472 10,183
Percent of Open Interest Represented by Each Category of Trader
10.3 17.2 1.9 16.5 1.4 1.2 48.1 10.8 0.9 10.5 0.3 0.0 10.7 66.4
Number of Traders in Each Category Total Traders: 83
9 12 4 11 . . 33 9 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 157,198
Positions
3,250 81,888 257 94,644 51,251 8,032 37,475 6,750 2,754 3,335 1,482 0 7,451 4,784
Changes from: September 22, 2015 Total Change is: 7,662
255 4,340 -156 8,123 2,909 -83 808 481 -383 -1,532 -188 0 630 742
Percent of Open Interest Represented by Each Category of Trader
2.1 52.1 0.2 60.2 32.6 5.1 23.8 4.3 1.8 2.1 0.9 0.0 4.7 3.0
Number of Traders in Each Category Total Traders: 113
4 14 . 37 27 16 13 8 4 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 470,532
Positions
50,350 121,863 2,614 201,240 178,071 79,918 100,305 40,445 6,449 13,775 27,907 2,141 13,740 11,124
Changes from: September 22, 2015 Total Change is: -4,883
-456 -5,156 490 -7,575 13,862 -1,222 2,771 -6,202 505 -230 -4,742 1 833 -2,419
Percent of Open Interest Represented by Each Category of Trader
10.7 25.9 0.6 42.8 37.8 17.0 21.3 8.6 1.4 2.9 5.9 0.5 2.9 2.4
Number of Traders in Each Category Total Traders: 250
21 22 6 52 49 26 33 30 13 23 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 495,917
Positions
5,330 55,123 1,015 188,098 151,866 57,689 43,368 49,925 9,357 41,211 34,259 1,258 148,591 135,425
Changes from: September 22, 2015 Total Change is: -604
2,835 -4,177 -1,529 -1,880 -5,731 2,567 -6,847 519 -1,060 -6,485 -1,292 -27 11,822 10,126
Percent of Open Interest Represented by Each Category of Trader
1.1 11.1 0.2 37.9 30.6 11.6 8.7 10.1 1.9 8.3 6.9 0.3 30.0 27.3
Number of Traders in Each Category Total Traders: 134
. 13 . 36 20 30 22 21 10 7 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 632,244
Positions
5,898 104,781 178 388,874 99,591 74,052 20,373 245,249 11,836 15,665 8,244 556 114,812 87,757
Changes from: September 22, 2015 Total Change is: -3,430
-5,696 -7,784 39 14,427 13,102 -12,093 81 10,603 -314 1,527 1,750 0 -1,401 -8,733
Percent of Open Interest Represented by Each Category of Trader
0.9 16.6 0.0 61.5 15.8 11.7 3.2 38.8 1.9 2.5 1.3 0.1 18.2 13.9
Number of Traders in Each Category Total Traders: 102
. 9 . 46 14 35 7 17 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 1,129,092
Positions
44,532 108,003 17,590 259,695 381,838 104,652 390,541 203,346 39,832 141,851 127,513 9,317 121,082 137,001
Changes from: September 22, 2015 Total Change is: 19,325
22,327 871 5,035 2,540 -9,454 -1,226 -26,702 41,752 10,753 -1,096 -46,193 -1,177 8,871 18,964
Percent of Open Interest Represented by Each Category of Trader
3.9 9.6 1.6 23.0 33.8 9.3 34.6 18.0 3.5 12.6 11.3 0.8 10.7 12.1
Number of Traders in Each Category Total Traders: 266
10 28 4 41 50 39 47 33 26 18 39 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 2,753,639
Positions
111,794 245,088 15,072 1,187,726 645,555 319,580 454,399 816,000 53,568 234,906 211,778 26,885 349,709 420,113
Changes from: September 22, 2015 Total Change is: 109,071
16,854 36,833 -1,810 73,391 -18,402 23,880 42,105 77,369 -25,809 -36,682 14,280 452 16,690 2,278
Percent of Open Interest Represented by Each Category of Trader
4.1 8.9 0.5 43.1 23.4 11.6 16.5 29.6 1.9 8.5 7.7 1.0 12.7 15.3
Number of Traders in Each Category Total Traders: 367
18 35 10 60 72 72 55 60 38 29 38 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 2,432,541
Positions
36,504 254,877 17,683 1,180,114 477,629 282,488 370,927 719,671 101,881 110,516 213,640 29,333 303,095 335,339
Changes from: September 22, 2015 Total Change is: 46,747
-39,343 19,861 5,913 35,519 -3,732 6,837 9,010 25,065 -3,966 16,230 5,202 -913 17,460 -7,520
Percent of Open Interest Represented by Each Category of Trader
1.5 10.5 0.7 48.5 19.6 11.6 15.2 29.6 4.2 4.5 8.8 1.2 12.5 13.8
Number of Traders in Each Category Total Traders: 286
8 28 5 50 48 51 46 51 34 16 39 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 914,433
Positions
329,458 251,880 258,399 0 21,798 2,870 149,543 114,041 106,176 10,988 55,629 38,301 18,698 65,339
Changes from: September 22, 2015 Total Change is: 23,914
35,144 15,238 12,768 -6,385 2,759 -4,335 -15,314 1,651 3,237 1,175 -5,366 -2,629 253 591
Percent of Open Interest Represented by Each Category of Trader
36.0 27.5 28.3 0.0 2.4 0.3 16.4 12.5 11.6 1.2 6.1 4.2 2.0 7.1
Number of Traders in Each Category Total Traders: 128
11 46 44 0 7 . 19 27 35 . 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 is11,065,176
Positions
1,957,060 1,566,338 3,139,367 543,767 1,574,038 321,303 1,694,305 640,494 1,732,626 349,193 446,375 521,987 805,568 1,122,648
Changes from: September 22, 2015 Total Change is: -106,491
-35,949 65,766 -24,865 -7,946 -13,956 20,581 -19,496 -126,998 -7,252 9,169 -4,047 -42,979 2,246 27,259
Percent of Open Interest Represented by Each Category of Trader
17.7 14.2 28.4 4.9 14.2 2.9 15.3 5.8 15.7 3.2 4.0 4.7 7.3 10.1
Number of Traders in Each Category Total Traders: 297
29 62 84 10 27 25 45 63 88 15 31 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 42,925
Positions
11,221 797 0 560 17,238 0 29,956 17,396 0 1,013 7,340 64 111 90
Changes from: September 22, 2015 Total Change is: -290
1,023 -50 0 0 145 0 -260 33 0 -557 -357 44 -540 -105
Percent of Open Interest Represented by Each Category of Trader
26.1 1.9 0.0 1.3 40.2 0.0 69.8 40.5 0.0 2.4 17.1 0.1 0.3 0.2
Number of Traders in Each Category Total Traders: 43
4 . 0 . 8 0 4 11 0 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 39,881
Positions
17,462 368 0 0 17,819 1 21,473 10,316 0 800 11,300 0 145 77
Changes from: September 22, 2015 Total Change is: 1,854
2,204 318 0 0 696 0 -571 340 0 290 559 0 -69 -59
Percent of Open Interest Represented by Each Category of Trader
43.8 0.9 0.0 0.0 44.7 0.0 53.8 25.9 0.0 2.0 28.3 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 39
. . 0 0 10 . 5 8 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 71,478
Positions
2,003 53,524 0 16,204 99 721 17,854 8,923 999 24,399 4,639 135 9,163 2,438
Changes from: September 22, 2015 Total Change is: 3,145
59 5,271 0 334 -870 95 5,477 -2,909 185 -2,753 659 0 -252 714
Percent of Open Interest Represented by Each Category of Trader
2.8 74.9 0.0 22.7 0.1 1.0 25.0 12.5 1.4 34.1 6.5 0.2 12.8 3.4
Number of Traders in Each Category Total Traders: 133
6 . 0 11 . . 27 16 7 62 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 304,870
Positions
41,111 85,345 20,401 22,716 29,618 27,981 98,700 48,037 53,054 5,920 3,707 13,092 21,895 23,635
Changes from: September 22, 2015 Total Change is: -8,131
-6,043 -7,672 3,404 -136 -388 -5,222 829 -1,399 -269 -593 1,121 407 -508 1,887
Percent of Open Interest Represented by Each Category of Trader
13.5 28.0 6.7 7.5 9.7 9.2 32.4 15.8 17.4 1.9 1.2 4.3 7.2 7.8
Number of Traders in Each Category Total Traders: 168
12 17 21 13 10 6 52 28 48 15 11 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 21,185
Positions
115 3,058 0 4,097 3,615 1,123 14,645 11,289 386 482 1,686 0 337 28
Changes from: September 22, 2015 Total Change is: 347
0 0 0 -480 -407 5 434 -258 386 0 620 0 2 1
Percent of Open Interest Represented by Each Category of Trader
0.5 14.4 0.0 19.3 17.1 5.3 69.1 53.3 1.8 2.3 8.0 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 37
. . 0 6 . . 11 6 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 2, 2015