Traders in Financial Futures - Futures Only Positions as of October 27, 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 122,885
Positions
40,363 18,326 733 28,395 37,037 774 13,189 28,672 1,989 16,225 1,063 111 21,106 34,180
Changes from: October 20, 2015 Total Change is: 1,737
-759 3,195 -84 113 3,297 467 210 -7,974 846 4,584 -6 10 -3,650 1,986
Percent of Open Interest Represented by Each Category of Trader
32.8 14.9 0.6 23.1 30.1 0.6 10.7 23.3 1.6 13.2 0.9 0.1 17.2 27.8
Number of Traders in Each Category Total Traders: 77
5 6 4 6 8 . 17 21 7 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 38,453
Positions
18,080 1,725 0 816 2,212 420 10,757 12,450 184 645 0 0 7,551 21,462
Changes from: October 20, 2015 Total Change is: 2,825
1,774 -3,161 -177 0 522 0 1,974 481 21 645 0 0 -1,412 5,139
Percent of Open Interest Represented by Each Category of Trader
47.0 4.5 0.0 2.1 5.8 1.1 28.0 32.4 0.5 1.7 0.0 0.0 19.6 55.8
Number of Traders in Each Category Total Traders: 37
5 . 0 . 4 . 13 11 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 153,453
Positions
56,443 18,169 248 20,112 66,598 1,372 50,409 21,949 2,346 3,506 11,925 227 18,790 30,619
Changes from: October 20, 2015 Total Change is: -4,590
1,688 -3,188 53 -3,568 -1,048 330 466 -4,092 1,027 -2,845 -568 -51 -1,690 2,947
Percent of Open Interest Represented by Each Category of Trader
36.8 11.8 0.2 13.1 43.4 0.9 32.8 14.3 1.5 2.3 7.8 0.1 12.2 20.0
Number of Traders in Each Category Total Traders: 95
7 6 . 4 19 6 27 22 14 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 189,472
Positions
89,796 2,171 3,601 19,621 63,843 5,306 23,695 69,742 3,004 26,311 2,374 0 18,138 39,431
Changes from: October 20, 2015 Total Change is: 5,191
18,201 -22,697 3,316 -5,329 7,718 1,459 -8,475 9,049 71 1,038 -500 -210 -4,880 6,985
Percent of Open Interest Represented by Each Category of Trader
47.4 1.1 1.9 10.4 33.7 2.8 12.5 36.8 1.6 13.9 1.3 0.0 9.6 20.8
Number of Traders in Each Category Total Traders: 126
10 4 4 11 24 9 23 43 10 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 380,564
Positions
114,510 43,905 627 80,918 90,371 12,775 43,343 126,389 2,236 80,980 30,570 2,994 42,181 70,697
Changes from: October 20, 2015 Total Change is: 23,431
25,400 -19,821 328 -6,600 2,022 -2,321 2,121 36,551 -2,018 7,443 -2,141 1,027 -1,949 9,804
Percent of Open Interest Represented by Each Category of Trader
30.1 11.5 0.2 21.3 23.7 3.4 11.4 33.2 0.6 21.3 8.0 0.8 11.1 18.6
Number of Traders in Each Category Total Traders: 234
19 11 4 25 31 22 21 63 14 29 34 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 141,008
Positions
100,706 18,310 444 4,320 26,022 493 17,924 39,171 565 1,102 27,756 0 15,454 28,247
Changes from: October 20, 2015 Total Change is: 641
944 377 -80 191 1,732 -139 2,630 -548 -53 -2,751 -1,116 0 -101 468
Percent of Open Interest Represented by Each Category of Trader
71.4 13.0 0.3 3.1 18.5 0.3 12.7 27.8 0.4 0.8 19.7 0.0 11.0 20.0
Number of Traders in Each Category Total Traders: 85
8 6 . 4 11 . 15 25 6 4 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 33,440
Positions
26,266 29,081 225 1,363 0 0 3,156 2,562 592 1,142 298 0 696 682
Changes from: October 20, 2015 Total Change is: -155
-3 0 0 0 0 0 -369 -326 0 130 -98 0 87 269
Percent of Open Interest Represented by Each Category of Trader
78.5 87.0 0.7 4.1 0.0 0.0 9.4 7.7 1.8 3.4 0.9 0.0 2.1 2.0
Number of Traders in Each Category Total Traders: 24
5 6 . . 0 0 . . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 136,629
Positions
54,418 59,961 1,691 11,400 4,249 224 44,234 33,343 18,092 2,516 12,856 208 3,846 6,005
Changes from: October 20, 2015 Total Change is: 16,674
-453 195 1,620 663 97 -32 1,233 1,153 13,307 86 434 115 135 -215
Percent of Open Interest Represented by Each Category of Trader
39.8 43.9 1.2 8.3 3.1 0.2 32.4 24.4 13.2 1.8 9.4 0.2 2.8 4.4
Number of Traders in Each Category Total Traders: 111
4 10 4 5 7 . 19 41 13 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 23,282
Positions
14,207 8,238 64 2,683 177 0 4,848 9,508 613 0 3,296 0 867 1,386
Changes from: October 20, 2015 Total Change is: -352
0 912 5 267 0 0 -336 -1,120 -286 0 291 0 -2 -154
Percent of Open Interest Represented by Each Category of Trader
61.0 35.4 0.3 11.5 0.8 0.0 20.8 40.8 2.6 0.0 14.2 0.0 3.7 6.0
Number of Traders in Each Category Total Traders: 27
. 4 . . . 0 . 12 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 31,743
Positions
18,460 10,598 2 2,309 5,702 1 7,706 9,492 132 954 1,077 0 2,179 4,739
Changes from: October 20, 2015 Total Change is: 1,601
-686 2,937 2 570 605 0 1,738 -1,625 46 164 -350 0 -233 -14
Percent of Open Interest Represented by Each Category of Trader
58.2 33.4 0.0 7.3 18.0 0.0 24.3 29.9 0.4 3.0 3.4 0.0 6.9 14.9
Number of Traders in Each Category Total Traders: 68
. 7 . 4 5 . 15 26 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 38,703
Positions
11,868 13,323 1,501 5,847 1,855 546 10,771 8,625 281 2,152 3,494 0 5,738 9,080
Changes from: October 20, 2015 Total Change is: 977
-786 4,307 167 556 -27 3 967 -2,850 274 -474 -215 0 271 -681
Percent of Open Interest Represented by Each Category of Trader
30.7 34.4 3.9 15.1 4.8 1.4 27.8 22.3 0.7 5.6 9.0 0.0 14.8 23.5
Number of Traders in Each Category Total Traders: 94
18 11 . 10 . 4 18 20 . . 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 77,406
Positions
23,736 26,646 3,002 11,693 3,709 1,092 21,542 17,249 562 4,303 6,987 0 11,476 18,159
Changes from: October 20, 2015 Total Change is: 1,953
-1,572 8,613 333 1,112 -54 5 1,934 -5,699 547 -948 -430 0 542 -1,362
Percent of Open Interest Represented by Each Category of Trader
30.7 34.4 3.9 15.1 4.8 1.4 27.8 22.3 0.7 5.6 9.0 0.0 14.8 23.5
Number of Traders in Each Category Total Traders: 94
18 11 . 10 . 4 18 20 . . 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 668,152
Positions
89,895 79,561 35,201 277,785 151,734 56,399 62,346 168,513 32,470 24,387 43,925 2,752 86,917 97,597
Changes from: October 20, 2015 Total Change is: -31,873
-22,232 5,944 7,464 5,859 -8,701 -4,398 -563 -14,671 1,973 201 -1,748 -177 -20,000 -17,560
Percent of Open Interest Represented by Each Category of Trader
13.5 11.9 5.3 41.6 22.7 8.4 9.3 25.2 4.9 3.6 6.6 0.4 13.0 14.6
Number of Traders in Each Category Total Traders: 582
35 40 31 121 74 82 78 122 71 45 66 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 98,974
Positions
9,609 18,529 4,839 36,928 22,348 3,813 11,836 8,056 90 2,734 5,788 108 29,017 35,403
Changes from: October 20, 2015 Total Change is: -5,320
-2,575 9,966 1,022 -1,060 255 209 -1,083 1,130 -136 -118 552 8 -1,587 -18,326
Percent of Open Interest Represented by Each Category of Trader
9.7 18.7 4.9 37.3 22.6 3.9 12.0 8.1 0.1 2.8 5.8 0.1 29.3 35.8
Number of Traders in Each Category Total Traders: 68
6 6 4 17 5 8 16 11 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 2,845,888
Positions
476,714 380,443 76,526 1,229,222 671,867 237,992 326,542 876,277 87,908 112,105 194,529 9,378 289,501 310,968
Changes from: October 20, 2015 Total Change is: -132,765
-76,023 2,156 9,945 34,358 -45,015 -22,799 10,618 -70,988 2,529 1,491 -11,603 -821 -92,063 3,831
Percent of Open Interest Represented by Each Category of Trader
16.8 13.4 2.7 43.2 23.6 8.4 11.5 30.8 3.1 3.9 6.8 0.3 10.2 10.9
Number of Traders in Each Category Total Traders: 571
34 41 26 115 73 78 77 122 61 43 65 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 84,016
Positions
19,927 10,299 829 36,708 56,086 1,912 12,402 9,856 748 245 483 0 11,245 3,803
Changes from: October 20, 2015 Total Change is: 689
-2,622 3,549 27 729 -4,637 252 -181 1,012 433 245 16 0 1,806 37
Percent of Open Interest Represented by Each Category of Trader
23.7 12.3 1.0 43.7 66.8 2.3 14.8 11.7 0.9 0.3 0.6 0.0 13.4 4.5
Number of Traders in Each Category Total Traders: 83
7 7 . 27 16 13 9 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 64,871
Positions
5,306 37,203 274 31,600 9,277 784 17,697 8,965 791 3,190 2,364 6 5,223 5,208
Changes from: October 20, 2015 Total Change is: 7,198
89 8,046 -32 1,652 -881 -22 4,783 -921 482 -53 92 -1 300 437
Percent of Open Interest Represented by Each Category of Trader
8.2 57.3 0.4 48.7 14.3 1.2 27.3 13.8 1.2 4.9 3.6 0.0 8.1 8.0
Number of Traders in Each Category Total Traders: 221
16 21 7 37 19 8 49 38 12 18 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 324,354
Positions
26,530 186,014 1,369 158,000 46,384 3,920 88,483 44,826 3,953 15,951 11,818 31 26,117 26,039
Changes from: October 20, 2015 Total Change is: 35,989
445 40,228 -161 8,258 -4,406 -109 23,914 -4,607 2,408 -263 458 -5 1,502 2,183
Percent of Open Interest Represented by Each Category of Trader
8.2 57.3 0.4 48.7 14.3 1.2 27.3 13.8 1.2 4.9 3.6 0.0 8.1 8.0
Number of Traders in Each Category Total Traders: 221
16 21 7 37 19 8 49 38 12 18 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 378,849
Positions
136,791 35,997 548 112,070 185,806 17,963 78,935 109,281 5,568 11,703 9,878 21 15,250 13,787
Changes from: October 20, 2015 Total Change is: 6,674
979 2,576 220 1,991 1,407 1,111 2,862 3,405 -285 2,586 584 3 -2,793 -2,347
Percent of Open Interest Represented by Each Category of Trader
36.1 9.5 0.1 29.6 49.0 4.7 20.8 28.8 1.5 3.1 2.6 0.0 4.0 3.6
Number of Traders in Each Category Total Traders: 270
18 13 . 55 51 27 38 60 18 14 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 52,546
Positions
3,241 5,893 0 26,353 0 288 8,154 23,084 226 6,385 14,794 8 7,891 8,253
Changes from: October 20, 2015 Total Change is: 3,060
559 1,948 0 844 0 -22 1,207 1,624 -100 244 -17 0 328 -373
Percent of Open Interest Represented by Each Category of Trader
6.2 11.2 0.0 50.2 0.0 0.5 15.5 43.9 0.4 12.2 28.2 0.0 15.0 15.7
Number of Traders in Each Category Total Traders: 65
4 6 0 18 0 5 11 15 . 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 93,269
Positions
12,634 20,892 1,519 12,874 833 1,067 45,691 14,041 822 7,731 1,125 75 10,856 52,895
Changes from: October 20, 2015 Total Change is: 5,471
2,995 4,620 -423 33 -1,833 -282 3,561 2,268 -289 -175 417 75 -24 918
Percent of Open Interest Represented by Each Category of Trader
13.5 22.4 1.6 13.8 0.9 1.1 49.0 15.1 0.9 8.3 1.2 0.1 11.6 56.7
Number of Traders in Each Category Total Traders: 90
16 7 4 14 . 4 36 8 6 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 156,113
Positions
5,078 90,841 301 93,375 41,459 8,505 35,183 6,663 2,961 3,452 1,847 0 7,258 3,536
Changes from: October 20, 2015 Total Change is: -3,984
1,095 -1,773 -31 -3,123 -1,273 40 -1,056 -428 160 0 -43 0 -1,069 -636
Percent of Open Interest Represented by Each Category of Trader
3.3 58.2 0.2 59.8 26.6 5.4 22.5 4.3 1.9 2.2 1.2 0.0 4.6 2.3
Number of Traders in Each Category Total Traders: 111
5 14 . 38 22 19 13 6 4 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 502,765
Positions
67,516 193,360 1,860 203,150 131,685 74,201 110,670 61,512 6,950 20,264 19,714 2,039 16,115 11,444
Changes from: October 20, 2015 Total Change is: -4,842
7,195 22,250 -63 1,274 -12,644 -12,246 -1,982 1,435 -636 1,366 -3,309 -98 348 469
Percent of Open Interest Represented by Each Category of Trader
13.4 38.5 0.4 40.4 26.2 14.8 22.0 12.2 1.4 4.0 3.9 0.4 3.2 2.3
Number of Traders in Each Category Total Traders: 253
20 23 4 61 39 36 35 31 13 28 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 484,358
Positions
6,319 48,875 688 199,569 129,770 56,602 48,756 61,627 12,203 4,744 40,566 4,350 151,127 129,677
Changes from: October 20, 2015 Total Change is: -18,837
-943 -1,830 74 5,711 -13,801 -2,376 -11,030 9,852 114 -23,081 3,244 3,072 9,622 -17,186
Percent of Open Interest Represented by Each Category of Trader
1.3 10.1 0.1 41.2 26.8 11.7 10.1 12.7 2.5 1.0 8.4 0.9 31.2 26.8
Number of Traders in Each Category Total Traders: 135
. 13 . 36 21 31 24 20 15 5 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 27, 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 636,077
Positions
11,885 78,587 231 358,040 100,481 83,897 24,698 253,144 19,159 15,242 10,302 595 122,330 89,681
Changes from: October 20, 2015 Total Change is: 833
-309 -11,805 -50 -24,181 -2,129 9,755 7,948 -309 3,824 7 9 -7 3,846 1,545
Percent of Open Interest Represented by Each Category of Trader
1.9 12.4 0.0 56.3 15.8 13.2 3.9 39.8 3.0 2.4 1.6 0.1 19.2 14.1
Number of Traders in Each Category Total Traders: 94
. 7 . 42 13 31 10 12 9 4 . .
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Traders in Financial Futures - Futures Only Positions as of October 27, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,170,353
Positions
33,877 102,680 6,391 259,182 362,542 114,069 377,605 242,057 75,528 171,100 125,572 6,114 126,487 135,400
Changes from: October 20, 2015 Total Change is: 71,565
-13,919 24,248 1,494 5,767 -40,412 6,201 -3,264 37,535 40,029 33,750 1,354 112 1,395 1,004
Percent of Open Interest Represented by Each Category of Trader
2.9 8.8 0.5 22.1 31.0 9.7 32.3 20.7 6.5 14.6 10.7 0.5 10.8 11.6
Number of Traders in Each Category Total Traders: 268
13 34 7 45 44 39 40 33 29 20 39 9
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Traders in Financial Futures - Futures Only Positions as of October 27, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,756,760
Positions
122,562 203,481 24,059 1,090,116 846,824 301,434 469,953 669,497 71,610 288,923 198,940 30,973 357,130 409,942
Changes from: October 20, 2015 Total Change is: -18,612
14,058 -9,980 -1,019 -89,455 93,278 -2,335 41,233 -89,683 -9,148 11,494 -5,164 1,130 15,430 4,309
Percent of Open Interest Represented by Each Category of Trader
4.4 7.4 0.9 39.5 30.7 10.9 17.0 24.3 2.6 10.5 7.2 1.1 13.0 14.9
Number of Traders in Each Category Total Traders: 353
17 24 16 51 77 69 57 62 47 25 40 14
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Traders in Financial Futures - Futures Only Positions as of October 27, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,463,695
Positions
41,623 245,336 31,426 1,148,839 458,957 285,818 440,553 811,982 64,526 124,515 214,214 23,757 302,638 327,679
Changes from: October 20, 2015 Total Change is: 59,291
-1,416 -3,009 9,680 -29,886 -13,516 -6,059 50,442 62,557 6,910 21,819 5,117 -831 8,632 -1,558
Percent of Open Interest Represented by Each Category of Trader
1.7 10.0 1.3 46.6 18.6 11.6 17.9 33.0 2.6 5.1 8.7 1.0 12.3 13.3
Number of Traders in Each Category Total Traders: 287
11 31 6 44 43 45 47 54 37 14 43 8
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Traders in Financial Futures - Futures Only Positions as of October 27, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 926,679
Positions
235,028 289,490 252,903 56,737 9,562 22,311 206,208 104,408 98,714 2,535 56,606 27,577 24,666 65,108
Changes from: October 20, 2015 Total Change is: 14,056
-15,081 11,425 -5,027 -136 1,190 138 32,852 -3,610 3,977 -1,850 2,943 -4,299 3,482 7,319
Percent of Open Interest Represented by Each Category of Trader
25.4 31.2 27.3 6.1 1.0 2.4 22.3 11.3 10.7 0.3 6.1 3.0 2.7 7.0
Number of Traders in Each Category Total Traders: 131
13 43 41 . 4 4 17 31 27 . 14 7
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Traders in Financial Futures - Futures Only Positions as of October 27, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,147,352
Positions
2,054,387 1,525,025 2,988,364 411,895 1,694,254 349,929 1,898,852 789,164 1,733,230 419,980 468,807 467,925 822,790 1,130,654
Changes from: October 20, 2015 Total Change is: 164,784
170,435 -48,937 -35,888 -69,408 5,002 6,542 76,893 231,360 17,142 297 -18,233 -2,301 1,072 10,097
Percent of Open Interest Represented by Each Category of Trader
18.4 13.7 26.8 3.7 15.2 3.1 17.0 7.1 15.5 3.8 4.2 4.2 7.4 10.1
Number of Traders in Each Category Total Traders: 299
31 58 84 10 28 25 46 67 87 10 34 29
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Traders in Financial Futures - Futures Only Positions as of October 27, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 42,975
Positions
12,384 878 0 560 17,419 30 27,103 17,318 0 2,584 7,052 210 104 68
Changes from: October 20, 2015 Total Change is: -230
-464 0 0 0 -81 0 -74 -199 -3 247 4 53 11 -4
Percent of Open Interest Represented by Each Category of Trader
28.8 2.0 0.0 1.3 40.5 0.1 63.1 40.3 0.0 6.0 16.4 0.5 0.2 0.2
Number of Traders in Each Category Total Traders: 48
4 . 0 . 8 . 4 13 0 . 12 .
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Traders in Financial Futures - Futures Only Positions as of October 27, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 39,370
Positions
16,074 165 0 0 17,980 1 22,039 10,662 0 1,083 10,520 0 173 42
Changes from: October 20, 2015 Total Change is: -1,926
-2,504 -1,518 -20 0 -10 0 344 -169 0 183 -167 0 71 -42
Percent of Open Interest Represented by Each Category of Trader
40.8 0.4 0.0 0.0 45.7 0.0 56.0 27.1 0.0 2.8 26.7 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 41
. . 0 0 10 . 10 5 0 . 9 0
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Traders in Financial Futures - Futures Only Positions as of October 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 75,389
Positions
3,394 54,683 87 17,405 0 1,185 18,426 13,051 2,056 22,950 2,413 149 9,737 1,765
Changes from: October 20, 2015 Total Change is: -6,106
931 -1,226 43 1,379 -2,869 300 -13,633 -2,600 -118 4,062 859 6 924 -501
Percent of Open Interest Represented by Each Category of Trader
4.5 72.5 0.1 23.1 0.0 1.6 24.4 17.3 2.7 30.4 3.2 0.2 12.9 2.3
Number of Traders in Each Category Total Traders: 149
7 . . 12 0 . 38 14 11 66 7 .
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Traders in Financial Futures - Futures Only Positions as of October 27, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 312,340
Positions
43,784 81,377 17,023 40,621 33,504 44,637 71,101 44,415 46,545 10,793 4,112 11,998 25,838 28,729
Changes from: October 20, 2015 Total Change is: -21,185
7,532 -9,119 -16,341 3,403 1,887 1,192 -10,325 8,232 -10,232 1,442 -141 2,226 -82 1,111
Percent of Open Interest Represented by Each Category of Trader
14.0 26.1 5.5 13.0 10.7 14.3 22.8 14.2 14.9 3.5 1.3 3.8 8.3 9.2
Number of Traders in Each Category Total Traders: 168
13 13 18 12 14 6 41 37 47 17 11 16
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Traders in Financial Futures - Futures Only Positions as of October 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 18,111
Positions
311 3,058 0 4,120 1,121 1,319 10,765 11,596 386 867 588 0 343 43
Changes from: October 20, 2015 Total Change is: -98
112 0 0 412 -153 42 -863 3 0 203 8 0 -4 2
Percent of Open Interest Represented by Each Category of Trader
1.7 16.9 0.0 22.7 6.2 7.3 59.4 64.0 2.1 4.8 3.2 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 33
. . 0 5 . . 11 6 . 4 . 0
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Updated October 30, 2015