Traders in Financial Futures - Futures Only Positions as of October 6, 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 121,676 Positions 48,574 2,469 587 31,008 26,618 376 8,389 51,159 1,079 10,298 1,487 123 21,242 37,778 Changes from: September 29, 2015 Total Change is: -17,755 -7,999 718 9 393 -4,612 215 -7,705 -8,630 -293 -1,491 -158 -8 -876 -4,996 Percent of Open Interest Represented by Each Category of Trader 39.9 2.0 0.5 25.5 21.9 0.3 6.9 42.0 0.9 8.5 1.2 0.1 17.5 31.0 Number of Traders in Each Category Total Traders: 75 8 . 5 7 7 . 13 27 7 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 38,826 Positions 20,863 919 98 816 1,365 420 8,678 16,884 129 0 0 0 7,822 19,011 Changes from: September 29, 2015 Total Change is: 597 774 -71 -4 0 -84 0 -805 395 1 0 0 0 631 360 Percent of Open Interest Represented by Each Category of Trader 53.7 2.4 0.3 2.1 3.5 1.1 22.4 43.5 0.3 0.0 0.0 0.0 20.1 49.0 Number of Traders in Each Category Total Traders: 32 7 . . . . . 10 10 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 160,373 Positions 71,364 1,652 0 13,652 76,559 894 49,809 32,762 2,863 2,157 11,654 65 19,569 33,924 Changes from: September 29, 2015 Total Change is: 4,552 11,939 -102 -4 -3,168 -3,152 5 -2,254 5,379 669 -565 -1,161 65 -2,135 2,853 Percent of Open Interest Represented by Each Category of Trader 44.5 1.0 0.0 8.5 47.7 0.6 31.1 20.4 1.8 1.3 7.3 0.0 12.2 21.2 Number of Traders in Each Category Total Traders: 100 10 . 0 5 21 5 27 25 9 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 170,780 Positions 70,954 7,423 527 23,022 52,058 3,760 28,235 64,945 3,508 19,952 4,578 39 20,783 33,942 Changes from: September 29, 2015 Total Change is: -3,917 -1,485 11 355 -2,075 -6,556 324 -1,675 116 86 1,654 175 0 -1,101 1,572 Percent of Open Interest Represented by Each Category of Trader 41.5 4.3 0.3 13.5 30.5 2.2 16.5 38.0 2.1 11.7 2.7 0.0 12.2 19.9 Number of Traders in Each Category Total Traders: 127 12 . . 15 21 10 25 38 11 . 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 337,606 Positions 93,918 20,727 378 74,185 93,002 15,910 39,560 101,991 4,143 65,690 37,936 1,785 42,037 61,734 Changes from: September 29, 2015 Total Change is: 14,885 -4,036 11,198 158 7,086 -2,200 -916 3,742 8,216 731 5,319 -394 20 2,781 -1,928 Percent of Open Interest Represented by Each Category of Trader 27.8 6.1 0.1 22.0 27.5 4.7 11.7 30.2 1.2 19.5 11.2 0.5 12.5 18.3 Number of Traders in Each Category Total Traders: 225 17 11 4 26 32 23 24 51 17 25 38 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 139,935 Positions 99,230 9,304 460 4,575 21,591 978 16,187 43,145 476 4,167 28,173 0 13,862 35,808 Changes from: September 29, 2015 Total Change is: -2,934 -367 6,815 3 -334 -2,498 485 -813 -9,435 46 -1,506 866 0 -448 784 Percent of Open Interest Represented by Each Category of Trader 70.9 6.6 0.3 3.3 15.4 0.7 11.6 30.8 0.3 3.0 20.1 0.0 9.9 25.6 Number of Traders in Each Category Total Traders: 83 9 4 . . 10 . 16 24 7 . 14 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 38,859 Positions 29,160 30,381 4,575 1,401 0 0 1,210 2,350 592 907 435 0 1,014 526 Changes from: September 29, 2015 Total Change is: 4,430 -147 1,500 4,184 -100 0 0 330 -1,271 0 0 4 0 163 13 Percent of Open Interest Represented by Each Category of Trader 75.0 78.2 11.8 3.6 0.0 0.0 3.1 6.0 1.5 2.3 1.1 0.0 2.6 1.4 Number of Traders in Each Category Total Traders: 23 5 6 5 . 0 0 . . . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 119,424 Positions 54,237 54,173 130 10,499 4,273 158 44,318 36,031 4,704 2,431 13,143 0 2,947 6,812 Changes from: September 29, 2015 Total Change is: -23,093 586 1,609 129 -41,425 -1,083 32 18,406 -22,586 -645 452 -541 0 -628 -8 Percent of Open Interest Represented by Each Category of Trader 45.4 45.4 0.1 8.8 3.6 0.1 37.1 30.2 3.9 2.0 11.0 0.0 2.5 5.7 Number of Traders in Each Category Total Traders: 119 5 9 . . 7 . 24 44 15 11 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 27,787 Positions 16,378 7,164 5 2,395 0 0 6,344 14,788 1,294 200 2,716 168 1,003 1,652 Changes from: September 29, 2015 Total Change is: 3,144 2,370 3,635 0 -50 0 0 4,456 1,191 -1,350 0 2,045 -2,277 -5 -100 Percent of Open Interest Represented by Each Category of Trader 58.9 25.8 0.0 8.6 0.0 0.0 22.8 53.2 4.7 0.7 9.8 0.6 3.6 5.9 Number of Traders in Each Category Total Traders: 27 4 . . . 0 0 5 12 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 31,930 Positions 22,227 3,620 0 1,626 5,608 1 5,195 14,176 254 1,114 2,295 0 1,513 5,976 Changes from: September 29, 2015 Total Change is: -2,175 -4 2,595 -1 257 31 0 -2,833 -5,115 27 436 -233 0 -57 521 Percent of Open Interest Represented by Each Category of Trader 69.6 11.3 0.0 5.1 17.6 0.0 16.3 44.4 0.8 3.5 7.2 0.0 4.7 18.7 Number of Traders in Each Category Total Traders: 64 8 . 0 4 6 . 12 23 5 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 34,668 Positions 10,929 8,471 1,188 4,054 1,796 516 10,897 11,009 133 2,216 2,684 0 4,738 8,874 Changes from: September 29, 2015 Total Change is: 2,679 852 -2,247 74 137 -253 168 1,759 2,541 -75 114 860 -11 -340 1,621 Percent of Open Interest Represented by Each Category of Trader 31.5 24.4 3.4 11.7 5.2 1.5 31.4 31.8 0.4 6.4 7.7 0.0 13.7 25.6 Number of Traders in Each Category Total Traders: 81 21 9 . 9 . 4 15 16 . 4 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 69,336 Positions 21,857 16,941 2,375 8,107 3,591 1,032 21,794 22,017 265 4,431 5,367 0 9,475 17,748 Changes from: September 29, 2015 Total Change is: 5,357 1,704 -4,494 148 273 -505 336 3,518 5,081 -150 228 1,720 -21 -679 3,242 Percent of Open Interest Represented by Each Category of Trader 31.5 24.4 3.4 11.7 5.2 1.5 31.4 31.8 0.4 6.4 7.7 0.0 13.7 25.6 Number of Traders in Each Category Total Traders: 81 21 9 . 9 . 4 15 16 . 4 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 696,897 Positions 122,350 65,369 23,872 250,273 164,074 59,837 75,780 190,476 19,402 25,532 41,723 3,743 116,108 128,401 Changes from: September 29, 2015 Total Change is: 10,238 2,045 -282 6,804 20,164 -12,586 -3,680 -14,874 9,412 -1,568 943 -430 -1,802 2,207 14,371 Percent of Open Interest Represented by Each Category of Trader 17.6 9.4 3.4 35.9 23.5 8.6 10.9 27.3 2.8 3.7 6.0 0.5 16.7 18.4 Number of Traders in Each Category Total Traders: 594 36 41 28 116 86 77 71 137 69 42 64 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 110,589 Positions 16,410 6,863 2,537 40,628 20,778 3,269 12,455 6,224 525 3,988 3,037 102 30,675 67,254 Changes from: September 29, 2015 Total Change is: 7,294 2,939 1,942 38 -1,390 -101 491 3,086 -1,739 137 43 415 94 1,856 6,017 Percent of Open Interest Represented by Each Category of Trader 14.8 6.2 2.3 36.7 18.8 3.0 11.3 5.6 0.5 3.6 2.7 0.1 27.7 60.8 Number of Traders in Each Category Total Traders: 70 7 5 . 17 5 8 14 11 . 7 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 2,931,539 Positions 591,508 354,339 44,865 1,075,361 743,614 255,704 355,250 959,888 55,761 110,800 196,508 15,126 427,164 305,734 Changes from: September 29, 2015 Total Change is: 14,721 18,073 11,424 11,284 105,292 -64,900 -18,380 -87,504 58,050 -10,819 4,376 -4,351 -9,356 1,755 41,769 Percent of Open Interest Represented by Each Category of Trader 20.2 12.1 1.5 36.7 25.4 8.7 12.1 32.7 1.9 3.8 6.7 0.5 14.6 10.4 Number of Traders in Each Category Total Traders: 582 36 41 22 111 83 73 73 135 62 39 64 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 88,580 Positions 27,591 4,278 256 35,568 68,198 1,791 13,520 7,811 1,198 0 467 0 8,656 4,581 Changes from: September 29, 2015 Total Change is: -94 5,248 -357 0 -5,290 -2,489 67 -610 1,096 897 0 204 0 -406 488 Percent of Open Interest Represented by Each Category of Trader 31.1 4.8 0.3 40.2 77.0 2.0 15.3 8.8 1.4 0.0 0.5 0.0 9.8 5.2 Number of Traders in Each Category Total Traders: 81 11 4 . 26 17 11 12 9 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 52,137 Positions 5,137 22,723 163 29,043 10,638 1,011 9,124 9,756 398 3,500 2,466 13 3,748 4,969 Changes from: September 29, 2015 Total Change is: 38 64 -765 -26 1,140 -329 122 -213 866 -129 -97 -209 -5 -818 512 Percent of Open Interest Represented by Each Category of Trader 9.9 43.6 0.3 55.7 20.4 1.9 17.5 18.7 0.8 6.7 4.7 0.0 7.2 9.5 Number of Traders in Each Category Total Traders: 216 17 17 6 36 22 8 36 44 9 17 27 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 260,686 Positions 25,684 113,617 816 145,215 53,191 5,057 45,619 48,778 1,992 17,498 12,328 63 18,742 24,844 Changes from: September 29, 2015 Total Change is: 192 322 -3,823 -130 5,702 -1,643 609 -1,065 4,330 -646 -485 -1,044 -23 -4,092 2,562 Percent of Open Interest Represented by Each Category of Trader 9.9 43.6 0.3 55.7 20.4 1.9 17.5 18.7 0.8 6.7 4.7 0.0 7.2 9.5 Number of Traders in Each Category Total Traders: 216 17 17 6 36 22 8 36 44 9 17 27 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 388,749 Positions 155,356 25,469 126 110,288 195,906 16,461 76,143 116,972 4,991 8,656 10,751 18 16,710 18,055 Changes from: September 29, 2015 Total Change is: 4,040 8,783 -3,843 -34 -766 2,036 -1,170 3,068 7,973 -3,481 -2,179 -1,162 3 -184 3,718 Percent of Open Interest Represented by Each Category of Trader 40.0 6.6 0.0 28.4 50.4 4.2 19.6 30.1 1.3 2.2 2.8 0.0 4.3 4.6 Number of Traders in Each Category Total Traders: 263 19 12 . 55 53 25 33 57 16 13 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 46,636 Positions 936 3,133 0 26,420 0 49 5,460 20,314 0 5,642 15,349 0 8,129 7,791 Changes from: September 29, 2015 Total Change is: -67 47 22 0 421 -474 -4 207 91 -20 -301 14 0 -417 304 Percent of Open Interest Represented by Each Category of Trader 2.0 6.7 0.0 56.7 0.0 0.1 11.7 43.6 0.0 12.1 32.9 0.0 17.4 16.7 Number of Traders in Each Category Total Traders: 58 4 5 0 16 0 . 9 16 0 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 90,851 Positions 9,786 8,380 2,178 13,704 1,179 982 45,074 10,812 672 8,867 890 0 9,588 65,758 Changes from: September 29, 2015 Total Change is: 5,621 1,015 -6,274 579 -330 -50 -26 4,043 1,592 -60 -41 662 0 441 9,198 Percent of Open Interest Represented by Each Category of Trader 10.8 9.2 2.4 15.1 1.3 1.1 49.6 11.9 0.7 9.8 1.0 0.0 10.6 72.4 Number of Traders in Each Category Total Traders: 92 13 8 5 13 . . 37 11 7 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 159,913 Positions 3,822 85,834 297 97,550 46,611 7,949 35,165 9,596 2,764 4,910 1,909 0 7,456 4,953 Changes from: September 29, 2015 Total Change is: 2,715 572 3,946 40 2,906 -4,640 -83 -2,310 2,846 10 1,575 427 0 5 169 Percent of Open Interest Represented by Each Category of Trader 2.4 53.7 0.2 61.0 29.1 5.0 22.0 6.0 1.7 3.1 1.2 0.0 4.7 3.1 Number of Traders in Each Category Total Traders: 117 4 15 . 37 25 16 13 9 4 8 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 499,518 Positions 54,825 130,064 2,451 210,227 171,622 85,410 99,335 59,796 8,957 18,634 25,395 2,314 17,365 13,509 Changes from: September 29, 2015 Total Change is: 28,986 4,475 8,201 -163 8,987 -6,449 5,492 -970 19,351 2,508 4,859 -2,512 173 3,625 2,385 Percent of Open Interest Represented by Each Category of Trader 11.0 26.0 0.5 42.1 34.4 17.1 19.9 12.0 1.8 3.7 5.1 0.5 3.5 2.7 Number of Traders in Each Category Total Traders: 258 22 24 5 56 48 30 28 35 14 25 20 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 504,542 Positions 7,063 53,499 958 193,807 160,406 59,718 44,967 49,984 11,652 42,644 33,825 1,492 142,241 133,008 Changes from: September 29, 2015 Total Change is: 8,625 1,733 -1,624 -57 5,709 8,540 2,029 1,599 59 2,295 1,433 -434 234 -6,350 -2,417 Percent of Open Interest Represented by Each Category of Trader 1.4 10.6 0.2 38.4 31.8 11.8 8.9 9.9 2.3 8.5 6.7 0.3 28.2 26.4 Number of Traders in Each Category Total Traders: 141 . 15 . 34 23 32 24 21 13 9 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 636,157 Positions 12,116 99,985 220 385,125 100,483 73,275 21,842 250,349 14,986 15,265 6,994 605 112,723 89,260 Changes from: September 29, 2015 Total Change is: 3,913 6,218 -4,796 42 -3,749 892 -777 1,469 5,100 3,150 -400 -1,250 49 -2,089 1,503 Percent of Open Interest Represented by Each Category of Trader 1.9 15.7 0.0 60.5 15.8 11.5 3.4 39.4 2.4 2.4 1.1 0.1 17.7 14.0 Number of Traders in Each Category Total Traders: 100 . 9 . 44 13 32 9 16 7 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 1,080,510 Positions 29,884 100,611 8,993 245,436 367,643 107,362 387,486 194,770 36,357 139,609 124,105 5,547 119,836 135,122 Changes from: September 29, 2015 Total Change is: -48,582 -14,648 -7,392 -8,597 -14,259 -14,195 2,710 -3,055 -8,576 -3,475 -2,242 -3,408 -3,770 -1,246 -1,879 Percent of Open Interest Represented by Each Category of Trader 2.8 9.3 0.8 22.7 34.0 9.9 35.9 18.0 3.4 12.9 11.5 0.5 11.1 12.5 Number of Traders in Each Category Total Traders: 263 13 32 . 41 46 43 46 33 26 16 36 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 2,769,936 Positions 109,520 239,932 18,130 1,195,259 649,711 325,993 443,507 828,186 69,263 237,221 202,172 27,290 343,753 409,259 Changes from: September 29, 2015 Total Change is: 16,297 -2,274 -5,156 3,058 7,533 4,156 6,413 -10,892 12,186 15,695 2,315 -9,606 405 -5,956 -10,854 Percent of Open Interest Represented by Each Category of Trader 4.0 8.7 0.7 43.2 23.5 11.8 16.0 29.9 2.5 8.6 7.3 1.0 12.4 14.8 Number of Traders in Each Category Total Traders: 377 22 33 15 63 71 70 57 63 46 27 41 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 2,414,214 Positions 39,121 254,347 18,438 1,199,124 479,649 292,877 367,771 710,154 78,997 93,157 232,272 26,372 298,357 321,108 Changes from: September 29, 2015 Total Change is: -18,327 2,617 -530 755 19,010 2,020 10,389 -3,156 -9,517 -22,884 -17,359 18,632 -2,961 -4,738 -14,231 Percent of Open Interest Represented by Each Category of Trader 1.6 10.5 0.8 49.7 19.9 12.1 15.2 29.4 3.3 3.9 9.6 1.1 12.4 13.3 Number of Traders in Each Category Total Traders: 287 10 31 6 47 49 49 40 56 31 11 42 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 860,543 Positions 277,998 221,731 275,576 0 14,355 3,765 162,409 103,113 93,259 1,615 57,132 27,205 18,716 64,407 Changes from: September 29, 2015 Total Change is: -53,890 -51,460 -30,149 17,177 0 -7,443 895 12,866 -10,928 -12,917 -9,373 1,503 -11,096 18 -932 Percent of Open Interest Represented by Each Category of Trader 32.3 25.8 32.0 0.0 1.7 0.4 18.9 12.0 10.8 0.2 6.6 3.2 2.2 7.5 Number of Traders in Each Category Total Traders: 123 16 41 43 0 5 . 18 26 29 . 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 is10,982,190 Positions 1,890,446 1,601,450 3,085,565 519,256 1,597,455 331,546 1,761,870 627,246 1,706,251 373,570 460,722 518,660 795,026 1,053,295 Changes from: September 29, 2015 Total Change is: -82,986 -66,614 35,112 -53,802 -24,511 23,417 10,243 67,565 -13,248 -26,375 24,377 14,347 -3,327 -10,542 -69,353 Percent of Open Interest Represented by Each Category of Trader 17.2 14.6 28.1 4.7 14.5 3.0 16.0 5.7 15.5 3.4 4.2 4.7 7.2 9.6 Number of Traders in Each Category Total Traders: 294 30 60 83 13 26 26 46 58 84 16 28 32 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 43,507 Positions 12,699 843 0 560 17,901 0 29,036 17,216 0 1,000 7,384 104 108 59 Changes from: September 29, 2015 Total Change is: 582 1,478 46 0 0 663 0 -920 -180 0 -13 44 40 -3 -31 Percent of Open Interest Represented by Each Category of Trader 29.2 1.9 0.0 1.3 41.1 0.0 66.7 39.6 0.0 2.3 17.0 0.2 0.2 0.1 Number of Traders in Each Category Total Traders: 46 4 . 0 . 8 0 5 11 0 . 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 41,789 Positions 20,847 1,831 0 0 17,837 1 20,066 11,227 0 800 10,770 0 75 123 Changes from: September 29, 2015 Total Change is: 1,908 3,385 1,463 0 0 18 0 -1,407 911 0 0 -530 0 -70 46 Percent of Open Interest Represented by Each Category of Trader 49.9 4.4 0.0 0.0 42.7 0.0 48.0 26.9 0.0 1.9 25.8 0.0 0.2 0.3 Number of Traders in Each Category Total Traders: 40 . 4 0 0 10 . 4 9 0 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 70,957 Positions 2,014 55,796 139 16,709 348 718 17,383 7,523 633 24,365 4,061 147 8,849 1,592 Changes from: September 29, 2015 Total Change is: -521 11 2,272 139 505 249 -3 -471 -1,400 -366 -34 -578 12 -314 -846 Percent of Open Interest Represented by Each Category of Trader 2.8 78.6 0.2 23.5 0.5 1.0 24.5 10.6 0.9 34.3 5.7 0.2 12.5 2.2 Number of Traders in Each Category Total Traders: 149 6 . . 11 . . 29 17 8 72 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 323,209 Positions 44,311 101,204 17,953 21,267 29,390 37,028 97,885 36,993 58,491 8,520 2,859 16,659 21,095 22,632 Changes from: September 29, 2015 Total Change is: 18,339 3,200 15,859 -2,448 -1,449 -228 9,047 -815 -11,044 5,437 2,600 -848 3,567 -800 -1,003 Percent of Open Interest Represented by Each Category of Trader 13.7 31.3 5.6 6.6 9.1 11.5 30.3 11.4 18.1 2.6 0.9 5.2 6.5 7.0 Number of Traders in Each Category Total Traders: 163 16 14 21 12 11 9 40 31 48 14 13 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 6, 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 20,223 Positions 98 3,058 0 1,983 3,615 1,095 15,730 11,435 386 567 606 0 364 28 Changes from: September 29, 2015 Total Change is: -962 -17 0 0 -2,114 0 -28 1,085 146 0 85 -1,080 0 27 0 Percent of Open Interest Represented by Each Category of Trader 0.5 15.1 0.0 9.8 17.9 5.4 77.8 56.5 1.9 2.8 3.0 0.0 1.8 0.1 Number of Traders in Each Category Total Traders: 36 . . 0 6 . . 11 6 . 5 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 9, 2015