Traders in Financial Futures - Futures Only Positions as of October 13, 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 116,800 Positions 43,352 3,863 628 28,335 33,681 359 8,354 41,282 1,337 10,591 1,033 123 23,721 34,494 Changes from: October 6, 2015 Total Change is: -4,876 -5,222 1,394 41 -2,673 7,063 -17 -35 -9,877 258 293 -454 0 2,479 -3,284 Percent of Open Interest Represented by Each Category of Trader 37.1 3.3 0.5 24.3 28.8 0.3 7.2 35.3 1.1 9.1 0.9 0.1 20.3 29.5 Number of Traders in Each Category Total Traders: 72 6 4 5 6 7 . 14 25 9 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 34,934 Positions 17,993 968 112 816 1,671 420 7,220 13,791 159 0 0 0 8,214 17,813 Changes from: October 6, 2015 Total Change is: -3,892 -2,870 49 14 0 306 0 -1,458 -3,093 30 0 0 0 392 -1,198 Percent of Open Interest Represented by Each Category of Trader 51.5 2.8 0.3 2.3 4.8 1.2 20.7 39.5 0.5 0.0 0.0 0.0 23.5 51.0 Number of Traders in Each Category Total Traders: 32 6 . . . . . 9 12 5 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 152,164 Positions 64,563 2,184 404 18,879 68,286 1,046 41,766 31,295 1,660 3,966 12,417 227 19,653 34,645 Changes from: October 6, 2015 Total Change is: -8,209 -6,801 532 404 5,227 -8,273 152 -8,043 -1,467 -1,203 1,809 763 162 84 721 Percent of Open Interest Represented by Each Category of Trader 42.4 1.4 0.3 12.4 44.9 0.7 27.4 20.6 1.1 2.6 8.2 0.1 12.9 22.8 Number of Traders in Each Category Total Traders: 99 10 4 . 4 20 5 24 26 9 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 169,873 Positions 68,675 16,608 240 21,851 52,088 3,915 27,558 59,660 2,926 22,076 3,880 157 22,475 30,399 Changes from: October 6, 2015 Total Change is: -907 -2,279 9,185 -287 -1,171 30 155 -677 -5,285 -582 2,124 -698 118 1,692 -3,543 Percent of Open Interest Represented by Each Category of Trader 40.4 9.8 0.1 12.9 30.7 2.3 16.2 35.1 1.7 13.0 2.3 0.1 13.2 17.9 Number of Traders in Each Category Total Traders: 120 8 6 . 12 23 10 29 30 13 . 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 349,720 Positions 92,589 40,516 186 79,278 88,492 15,129 41,637 101,741 3,093 70,328 36,644 1,816 45,664 62,103 Changes from: October 6, 2015 Total Change is: 12,114 -1,329 19,789 -192 5,093 -4,510 -781 2,077 -250 -1,050 4,638 -1,292 31 3,627 369 Percent of Open Interest Represented by Each Category of Trader 26.5 11.6 0.1 22.7 25.3 4.3 11.9 29.1 0.9 20.1 10.5 0.5 13.1 17.8 Number of Traders in Each Category Total Traders: 220 15 13 . 26 30 23 22 51 12 25 37 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 142,024 Positions 99,449 22,673 626 4,144 22,358 635 14,338 37,319 1,324 5,378 26,937 0 16,130 30,152 Changes from: October 6, 2015 Total Change is: 2,089 219 13,369 166 -431 767 -343 -1,849 -5,826 848 1,211 -1,236 0 2,268 -5,656 Percent of Open Interest Represented by Each Category of Trader 70.0 16.0 0.4 2.9 15.7 0.4 10.1 26.3 0.9 3.8 19.0 0.0 11.4 21.2 Number of Traders in Each Category Total Traders: 82 11 4 . . 10 4 14 25 6 . 12 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 40,033 Positions 28,625 30,381 4,575 1,363 0 0 3,429 3,620 592 907 444 0 542 421 Changes from: October 6, 2015 Total Change is: 1,174 -535 0 0 -38 0 0 2,219 1,270 0 0 9 0 -472 -105 Percent of Open Interest Represented by Each Category of Trader 71.5 75.9 11.4 3.4 0.0 0.0 8.6 9.0 1.5 2.3 1.1 0.0 1.4 1.1 Number of Traders in Each Category Total Traders: 24 5 6 5 . 0 0 . . . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 116,418 Positions 54,147 55,570 201 10,715 4,541 226 40,119 31,710 4,762 2,732 12,721 0 3,516 6,687 Changes from: October 6, 2015 Total Change is: -3,006 -90 1,397 71 216 268 68 -4,199 -4,321 58 301 -422 0 569 -125 Percent of Open Interest Represented by Each Category of Trader 46.5 47.7 0.2 9.2 3.9 0.2 34.5 27.2 4.1 2.3 10.9 0.0 3.0 5.7 Number of Traders in Each Category Total Traders: 110 5 9 . 4 8 . 20 38 11 13 12 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 24,387 Positions 14,644 7,164 5 2,394 177 0 5,190 11,633 1,093 200 2,848 0 861 1,467 Changes from: October 6, 2015 Total Change is: -3,400 -1,734 0 0 -1 177 0 -1,154 -3,155 -201 0 132 -168 -142 -185 Percent of Open Interest Represented by Each Category of Trader 60.0 29.4 0.0 9.8 0.7 0.0 21.3 47.7 4.5 0.8 11.7 0.0 3.5 6.0 Number of Traders in Each Category Total Traders: 27 . . . . . 0 . 14 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 29,038 Positions 19,670 3,646 0 1,499 5,507 1 5,112 12,972 109 822 1,450 0 1,825 5,353 Changes from: October 6, 2015 Total Change is: -2,892 -2,557 26 0 -127 -101 0 -83 -1,204 -145 -292 -845 0 312 -623 Percent of Open Interest Represented by Each Category of Trader 67.7 12.6 0.0 5.2 19.0 0.0 17.6 44.7 0.4 2.8 5.0 0.0 6.3 18.4 Number of Traders in Each Category Total Traders: 60 8 . 0 4 5 . 10 22 . . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 7,241 Positions 2,929 0 0 1,470 3,092 23 1,998 2,434 41 365 341 0 415 1,310 Changes from: October 6, 2015 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 40.5 0.0 0.0 20.3 42.7 0.3 27.6 33.6 0.6 5.0 4.7 0.0 5.7 18.1 Number of Traders in Each Category Total Traders: 20 . 0 0 . . . . 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 37,572 Positions 11,983 9,931 1,191 4,543 1,796 578 12,020 10,829 30 2,306 3,652 0 4,924 9,568 Changes from: October 6, 2015 Total Change is: 2,904 1,055 1,460 3 489 1 62 1,123 -180 -103 91 968 0 186 694 Percent of Open Interest Represented by Each Category of Trader 31.9 26.4 3.2 12.1 4.8 1.5 32.0 28.8 0.1 6.1 9.7 0.0 13.1 25.5 Number of Traders in Each Category Total Traders: 91 20 11 . 10 . 4 17 19 . . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 75,144 Positions 23,966 19,861 2,381 9,085 3,592 1,155 24,039 21,658 59 4,612 7,303 0 9,847 19,135 Changes from: October 6, 2015 Total Change is: 5,808 2,109 2,920 6 978 1 123 2,245 -359 -206 181 1,936 0 372 1,387 Percent of Open Interest Represented by Each Category of Trader 31.9 26.4 3.2 12.1 4.8 1.5 32.0 28.8 0.1 6.1 9.7 0.0 13.1 25.5 Number of Traders in Each Category Total Traders: 91 20 11 . 10 . 4 17 19 . . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 692,719 Positions 108,854 66,752 26,621 263,616 159,680 61,317 73,699 192,998 21,570 21,951 41,023 3,701 111,390 119,057 Changes from: October 6, 2015 Total Change is: -4,177 -13,496 1,383 2,749 13,343 -4,394 1,480 -2,081 2,521 2,168 -3,581 -700 -42 -4,718 -9,344 Percent of Open Interest Represented by Each Category of Trader 15.7 9.6 3.8 38.1 23.1 8.9 10.6 27.9 3.1 3.2 5.9 0.5 16.1 17.2 Number of Traders in Each Category Total Traders: 603 35 44 30 118 84 78 71 140 69 43 67 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 105,550 Positions 14,587 9,034 2,587 38,676 21,695 3,380 11,973 6,105 90 2,890 4,569 100 31,267 57,990 Changes from: October 6, 2015 Total Change is: -5,039 -1,823 2,171 50 -1,952 917 111 -482 -119 -435 -1,098 1,532 -2 592 -9,264 Percent of Open Interest Represented by Each Category of Trader 13.8 8.6 2.5 36.6 20.6 3.2 11.3 5.8 0.1 2.7 4.3 0.1 29.6 54.9 Number of Traders in Each Category Total Traders: 68 5 7 . 17 5 8 10 14 . 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 2,935,847 Positions 540,244 357,502 51,260 1,150,677 715,902 263,710 342,571 968,404 73,459 98,806 185,770 14,504 400,616 305,336 Changes from: October 6, 2015 Total Change is: 4,308 -51,264 3,163 6,395 75,316 -27,712 8,006 -12,679 8,516 17,698 -11,994 -10,738 -622 -26,548 -398 Percent of Open Interest Represented by Each Category of Trader 18.4 12.2 1.7 39.2 24.4 9.0 11.7 33.0 2.5 3.4 6.3 0.5 13.6 10.4 Number of Traders in Each Category Total Traders: 593 37 43 25 113 82 74 73 138 64 39 68 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 85,894 Positions 23,925 7,696 785 38,084 61,441 1,835 12,415 8,669 421 0 467 0 8,429 4,580 Changes from: October 6, 2015 Total Change is: -2,686 -3,666 3,418 529 2,516 -6,757 44 -1,105 858 -777 0 0 0 -227 -1 Percent of Open Interest Represented by Each Category of Trader 27.9 9.0 0.9 44.3 71.5 2.1 14.5 10.1 0.5 0.0 0.5 0.0 9.8 5.3 Number of Traders in Each Category Total Traders: 84 7 7 . 29 17 12 13 9 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 53,639 Positions 5,082 24,685 414 29,779 10,697 936 9,294 9,547 318 3,384 2,341 7 4,425 4,693 Changes from: October 6, 2015 Total Change is: 1,501 -55 1,962 251 736 59 -75 171 -209 -80 -116 -125 -6 676 -276 Percent of Open Interest Represented by Each Category of Trader 9.5 46.0 0.8 55.5 19.9 1.7 17.3 17.8 0.6 6.3 4.4 0.0 8.2 8.7 Number of Traders in Each Category Total Traders: 208 15 18 9 36 21 9 34 42 8 17 25 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 268,193 Positions 25,408 123,427 2,072 148,894 53,484 4,680 46,472 47,733 1,592 16,918 11,705 34 22,123 23,466 Changes from: October 6, 2015 Total Change is: 7,507 -276 9,810 1,256 3,679 293 -377 853 -1,045 -400 -580 -623 -29 3,381 -1,378 Percent of Open Interest Represented by Each Category of Trader 9.5 46.0 0.8 55.5 19.9 1.7 17.3 17.8 0.6 6.3 4.4 0.0 8.2 8.7 Number of Traders in Each Category Total Traders: 208 15 18 9 36 21 9 34 42 8 17 25 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00) CFTC Code #23977A Open Interest is 372,469 Positions 138,187 32,790 377 111,178 180,584 16,990 74,165 109,027 5,405 9,046 9,880 18 17,103 17,398 Changes from: October 6, 2015 Total Change is: -16,280 -17,169 7,321 251 890 -15,322 529 -1,978 -7,945 414 390 -871 0 393 -657 Percent of Open Interest Represented by Each Category of Trader 37.1 8.8 0.1 29.8 48.5 4.6 19.9 29.3 1.5 2.4 2.7 0.0 4.6 4.7 Number of Traders in Each Category Total Traders: 252 17 14 . 53 51 25 31 53 14 14 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 47,905 Positions 2,657 3,271 0 25,053 0 95 6,072 20,901 115 6,128 15,131 16 7,769 8,376 Changes from: October 6, 2015 Total Change is: 1,269 1,721 138 0 -1,367 0 46 612 587 115 486 -218 16 -360 585 Percent of Open Interest Represented by Each Category of Trader 5.5 6.8 0.0 52.3 0.0 0.2 12.7 43.6 0.2 12.8 31.6 0.0 16.2 17.5 Number of Traders in Each Category Total Traders: 62 5 5 0 16 0 . 9 16 . 6 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 90,435 Positions 10,948 8,041 1,591 13,353 610 980 43,326 12,934 811 8,124 1,012 0 11,302 64,456 Changes from: October 6, 2015 Total Change is: -416 1,162 -339 -587 -351 -569 -2 -1,748 2,122 139 -743 122 0 1,714 -1,302 Percent of Open Interest Represented by Each Category of Trader 12.1 8.9 1.8 14.8 0.7 1.1 47.9 14.3 0.9 9.0 1.1 0.0 12.5 71.3 Number of Traders in Each Category Total Traders: 89 15 6 4 13 . . 36 10 5 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 162,835 Positions 4,135 92,511 342 98,268 43,411 8,489 36,434 9,229 2,693 4,936 1,852 0 7,538 4,308 Changes from: October 6, 2015 Total Change is: 2,922 313 6,677 45 718 -3,200 540 1,269 -367 -71 26 -57 0 82 -645 Percent of Open Interest Represented by Each Category of Trader 2.5 56.8 0.2 60.3 26.7 5.2 22.4 5.7 1.7 3.0 1.1 0.0 4.6 2.6 Number of Traders in Each Category Total Traders: 116 4 14 . 39 24 18 14 7 4 8 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 505,664 Positions 61,865 162,291 1,033 200,172 146,407 88,989 105,263 61,488 7,888 18,263 22,517 2,174 20,017 12,877 Changes from: October 6, 2015 Total Change is: 6,146 7,040 32,227 -1,418 -10,055 -25,215 3,579 5,928 1,692 -1,069 -371 -2,878 -140 2,652 -632 Percent of Open Interest Represented by Each Category of Trader 12.2 32.1 0.2 39.6 29.0 17.6 20.8 12.2 1.6 3.6 4.5 0.4 4.0 2.5 Number of Traders in Each Category Total Traders: 248 18 24 5 57 44 35 30 33 14 24 18 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 521,887 Positions 6,378 65,005 975 203,306 153,188 55,854 57,351 55,026 11,217 43,358 35,015 1,450 141,998 144,157 Changes from: October 6, 2015 Total Change is: 17,345 -685 11,506 17 9,499 -7,218 -3,864 12,384 5,042 -435 714 1,190 -42 -243 11,149 Percent of Open Interest Represented by Each Category of Trader 1.2 12.5 0.2 39.0 29.4 10.7 11.0 10.5 2.1 8.3 6.7 0.3 27.2 27.6 Number of Traders in Each Category Total Traders: 145 . 15 . 36 19 29 31 20 14 10 11 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 645,806 Positions 11,626 98,226 318 393,585 102,020 72,900 19,174 262,645 14,803 15,292 6,994 605 117,503 87,295 Changes from: October 6, 2015 Total Change is: 9,649 -490 -1,759 98 8,460 1,537 -375 -2,668 12,296 -183 27 0 0 4,780 -1,965 Percent of Open Interest Represented by Each Category of Trader 1.8 15.2 0.0 60.9 15.8 11.3 3.0 40.7 2.3 2.4 1.1 0.1 18.2 13.5 Number of Traders in Each Category Total Traders: 102 . 9 . 45 13 32 8 18 11 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 1,107,222 Positions 31,536 102,688 7,635 259,587 361,556 116,372 392,209 217,346 31,943 137,884 129,102 5,972 124,084 134,608 Changes from: October 6, 2015 Total Change is: 26,712 1,652 2,077 -1,358 14,151 -6,087 9,010 4,723 22,576 -4,414 -1,725 4,997 425 4,248 -514 Percent of Open Interest Represented by Each Category of Trader 2.8 9.3 0.7 23.4 32.7 10.5 35.4 19.6 2.9 12.5 11.7 0.5 11.2 12.2 Number of Traders in Each Category Total Traders: 276 15 33 . 43 45 41 45 37 26 20 38 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 2,794,144 Positions 116,741 220,337 14,416 1,201,296 700,716 309,245 459,754 843,020 76,980 249,744 194,522 28,080 337,888 406,828 Changes from: October 6, 2015 Total Change is: 24,208 7,221 -19,595 -3,714 6,037 51,005 -16,748 16,247 14,834 7,717 12,523 -7,650 790 -5,865 -2,431 Percent of Open Interest Represented by Each Category of Trader 4.2 7.9 0.5 43.0 25.1 11.1 16.5 30.2 2.8 8.9 7.0 1.0 12.1 14.6 Number of Traders in Each Category Total Traders: 376 22 32 13 59 72 68 56 64 50 29 42 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 2,404,009 Positions 34,615 284,658 18,228 1,190,369 470,460 283,748 370,392 701,625 78,014 99,591 218,471 23,870 305,182 324,935 Changes from: October 6, 2015 Total Change is: -10,205 -4,506 30,311 -210 -8,755 -9,189 -9,129 2,621 -8,529 -983 6,434 -13,801 -2,502 6,825 3,827 Percent of Open Interest Represented by Each Category of Trader 1.4 11.8 0.8 49.5 19.6 11.8 15.4 29.2 3.2 4.1 9.1 1.0 12.7 13.5 Number of Traders in Each Category Total Traders: 288 9 35 6 48 47 51 42 51 32 13 43 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 902,824 Positions 276,362 258,241 243,372 64,007 8,367 15,446 152,382 114,690 101,367 2,800 58,787 30,024 17,064 72,530 Changes from: October 6, 2015 Total Change is: 42,281 -1,636 36,510 -32,204 64,007 -5,988 11,681 -10,027 11,577 8,108 1,185 1,655 2,819 -1,652 8,123 Percent of Open Interest Represented by Each Category of Trader 30.6 28.6 27.0 7.1 0.9 1.7 16.9 12.7 11.2 0.3 6.5 3.3 1.9 8.0 Number of Traders in Each Category Total Traders: 130 16 40 41 . . . 16 31 30 4 15 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 is11,062,098 Positions 1,919,086 1,501,574 3,117,451 520,611 1,681,297 332,447 1,783,294 625,596 1,707,287 370,374 430,560 500,404 811,144 1,165,482 Changes from: October 6, 2015 Total Change is: 79,908 28,640 -99,876 31,886 1,355 83,842 901 21,424 -1,650 1,036 -3,196 -30,162 -18,256 16,118 112,187 Percent of Open Interest Represented by Each Category of Trader 17.3 13.6 28.2 4.7 15.2 3.0 16.1 5.7 15.4 3.3 3.9 4.5 7.3 10.5 Number of Traders in Each Category Total Traders: 288 32 56 83 10 25 26 46 62 89 14 26 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 43,631 Positions 13,230 843 0 560 17,744 30 28,314 17,204 280 1,000 7,370 104 113 56 Changes from: October 6, 2015 Total Change is: 124 531 0 0 0 -157 30 -722 -12 280 0 -14 0 5 -3 Percent of Open Interest Represented by Each Category of Trader 30.3 1.9 0.0 1.3 40.7 0.1 64.9 39.4 0.6 2.3 16.9 0.2 0.3 0.1 Number of Traders in Each Category Total Traders: 45 4 . 0 . 8 . 5 11 . . 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 41,008 Positions 20,042 1,648 0 0 17,901 1 20,138 10,562 0 700 10,769 0 127 127 Changes from: October 6, 2015 Total Change is: -781 -805 -183 0 0 64 0 72 -665 0 -100 -1 0 52 4 Percent of Open Interest Represented by Each Category of Trader 48.9 4.0 0.0 0.0 43.7 0.0 49.1 25.8 0.0 1.7 26.3 0.0 0.3 0.3 Number of Traders in Each Category Total Traders: 39 . . 0 0 10 . 7 6 0 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 72,734 Positions 2,392 55,896 39 16,201 2,627 738 22,738 5,787 1,820 19,375 2,459 140 9,291 3,228 Changes from: October 6, 2015 Total Change is: 1,777 378 100 -100 -508 2,279 20 5,355 -1,736 1,187 -4,990 -1,602 -7 442 1,636 Percent of Open Interest Represented by Each Category of Trader 3.3 76.8 0.1 22.3 3.6 1.0 31.3 8.0 2.5 26.6 3.4 0.2 12.8 4.4 Number of Traders in Each Category Total Traders: 133 7 4 . 9 . . 26 18 11 56 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 332,413 Positions 37,074 95,809 24,477 26,973 28,577 39,631 98,430 39,084 64,381 9,768 2,696 11,733 19,946 26,025 Changes from: October 6, 2015 Total Change is: 9,204 -7,237 -5,395 6,524 5,706 -813 2,603 545 2,091 5,890 1,248 -163 -4,926 -1,149 3,393 Percent of Open Interest Represented by Each Category of Trader 11.2 28.8 7.4 8.1 8.6 11.9 29.6 11.8 19.4 2.9 0.8 3.5 6.0 7.8 Number of Traders in Each Category Total Traders: 160 15 11 21 12 11 9 41 34 50 17 11 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 13, 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 16,679 Positions 138 3,058 0 3,267 378 713 11,080 11,537 386 747 567 0 348 40 Changes from: October 6, 2015 Total Change is: -3,544 40 0 0 1,284 -3,237 -382 -4,650 102 0 180 -39 0 -16 12 Percent of Open Interest Represented by Each Category of Trader 0.8 18.3 0.0 19.6 2.3 4.3 66.4 69.2 2.3 4.5 3.4 0.0 2.1 0.2 Number of Traders in Each Category Total Traders: 34 . . 0 6 . . 11 6 . 5 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 16, 2015