Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 103,660
Positions
17,890 4,248 3,154 24,720 17,795 1,098 12,561 31,284 9,786 8,974 4,316 853 24,624 31,125
Changes from: June 23, 2015 Total Change is: 11,256
4,027 -276 501 2,333 5,591 411 4,686 3,778 273 -1,416 430 81 359 467
Percent of Open Interest Represented by Each Category of Trader
17.3 4.1 3.0 23.8 17.2 1.1 12.1 30.2 9.4 8.7 4.2 0.8 23.8 30.0
Number of Traders in Each Category Total Traders: 80
6 4 9 8 9 4 15 21 13 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 23,643
Positions
2,447 4,797 179 1,587 1,575 5 7,890 1,996 2,206 0 0 0 9,329 12,885
Changes from: June 23, 2015 Total Change is: -455
84 427 15 443 75 0 -517 -53 -127 0 0 0 -353 -791
Percent of Open Interest Represented by Each Category of Trader
10.3 20.3 0.8 6.7 6.7 0.0 33.4 8.4 9.3 0.0 0.0 0.0 39.5 54.5
Number of Traders in Each Category Total Traders: 24
. 4 . . . . 8 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 214,718
Positions
45,223 39,702 6,674 17,561 61,849 5,708 79,602 32,982 24,621 3,595 16,546 4,559 27,175 22,078
Changes from: June 23, 2015 Total Change is: 3,866
-38 12,489 218 -689 855 536 5,964 -8,956 941 -506 -647 259 -2,820 -1,829
Percent of Open Interest Represented by Each Category of Trader
21.1 18.5 3.1 8.2 28.8 2.7 37.1 15.4 11.5 1.7 7.7 2.1 12.7 10.3
Number of Traders in Each Category Total Traders: 118
6 10 12 9 18 9 30 24 20 8 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 290,022
Positions
137,782 19,041 10,097 20,635 28,271 7,677 21,838 129,429 21,874 47,050 11,019 3,711 19,359 58,904
Changes from: June 23, 2015 Total Change is: 7,298
-191 13,980 -1,340 446 -1,925 777 3,194 314 1,658 -288 162 383 2,659 -6,710
Percent of Open Interest Represented by Each Category of Trader
47.5 6.6 3.5 7.1 9.7 2.6 7.5 44.6 7.5 16.2 3.8 1.3 6.7 20.3
Number of Traders in Each Category Total Traders: 132
10 . 8 11 22 11 14 52 20 6 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 441,287
Positions
130,233 10,522 25,277 58,948 108,401 19,753 37,124 86,951 57,904 55,717 38,720 12,984 43,348 80,774
Changes from: June 23, 2015 Total Change is: 2,830
5,014 2,242 594 1,537 -3,568 1,097 -6,065 -2,976 3,047 -1,218 786 422 -1,598 1,185
Percent of Open Interest Represented by Each Category of Trader
29.5 2.4 5.7 13.4 24.6 4.5 8.4 19.7 13.1 12.6 8.8 2.9 9.8 18.3
Number of Traders in Each Category Total Traders: 247
18 12 12 24 34 26 31 53 40 29 45 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 133,285
Positions
80,196 3,637 4,004 596 23,073 513 14,786 38,799 6,926 7,622 21,066 2,224 16,418 33,042
Changes from: June 23, 2015 Total Change is: 3,060
5,347 -80 358 -183 3,093 -291 -1,425 -1,231 623 -501 32 -136 -731 693
Percent of Open Interest Represented by Each Category of Trader
60.2 2.7 3.0 0.4 17.3 0.4 11.1 29.1 5.2 5.7 15.8 1.7 12.3 24.8
Number of Traders in Each Category Total Traders: 75
11 . 8 . 11 . 16 20 10 11 4 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 41,744
Positions
32,944 34,840 1,260 1,135 0 0 4,664 2,346 737 399 1,680 235 370 646
Changes from: June 23, 2015 Total Change is: -510
125 -122 0 29 0 0 -760 -252 0 133 -332 0 -37 196
Percent of Open Interest Represented by Each Category of Trader
78.9 83.5 3.0 2.7 0.0 0.0 11.2 5.6 1.8 1.0 4.0 0.6 0.9 1.5
Number of Traders in Each Category Total Traders: 28
8 7 4 . 0 0 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 111,759
Positions
61,103 42,723 228 9,038 3,841 0 33,954 47,466 791 3,460 9,682 13 3,173 7,016
Changes from: June 23, 2015 Total Change is: -421
10,476 -4,986 72 -11,635 788 0 -84 -760 254 181 3,419 -24 339 817
Percent of Open Interest Represented by Each Category of Trader
54.7 38.2 0.2 8.1 3.4 0.0 30.4 42.5 0.7 3.1 8.7 0.0 2.8 6.3
Number of Traders in Each Category Total Traders: 116
7 5 . 4 6 0 24 44 10 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 19,096
Positions
4,975 8,413 3,719 748 0 0 5,085 2,519 510 357 224 2,746 956 965
Changes from: June 23, 2015 Total Change is: 3,552
-511 4,604 744 14 0 0 3,004 -1,891 23 157 0 0 121 72
Percent of Open Interest Represented by Each Category of Trader
26.1 44.1 19.5 3.9 0.0 0.0 26.6 13.2 2.7 1.9 1.2 14.4 5.0 5.1
Number of Traders in Each Category Total Traders: 23
. 4 . . 0 0 5 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 43,256
Positions
25,886 343 1 1,805 5,365 1 11,754 25,405 696 268 4,503 0 2,845 6,942
Changes from: June 23, 2015 Total Change is: 345
2,632 80 1 -51 251 0 -1,782 260 -12 -575 -521 0 132 286
Percent of Open Interest Represented by Each Category of Trader
59.8 0.8 0.0 4.2 12.4 0.0 27.2 58.7 1.6 0.6 10.4 0.0 6.6 16.0
Number of Traders in Each Category Total Traders: 82
10 . . 4 8 . 14 30 4 . 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 45,997
Positions
18,855 30,374 190 5,025 2,297 266 11,065 5,209 1,355 2,244 481 361 6,635 5,463
Changes from: June 23, 2015 Total Change is: -8,189
735 -9,518 -71 -873 132 3 -8,286 2,508 83 342 -1,301 187 -309 -211
Percent of Open Interest Represented by Each Category of Trader
41.0 66.0 0.4 10.9 5.0 0.6 24.1 11.3 2.9 4.9 1.0 0.8 14.4 11.9
Number of Traders in Each Category Total Traders: 93
15 15 . 10 4 5 17 15 5 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 91,993
Positions
37,710 60,748 380 10,049 4,594 532 22,131 10,418 2,711 4,487 962 722 13,271 10,926
Changes from: June 23, 2015 Total Change is: -16,377
1,469 -19,036 -142 -1,745 263 6 -16,572 5,016 167 683 -2,603 375 -617 -423
Percent of Open Interest Represented by Each Category of Trader
41.0 66.0 0.4 10.9 5.0 0.6 24.1 11.3 2.9 4.9 1.0 0.8 14.4 11.9
Number of Traders in Each Category Total Traders: 93
15 15 . 10 4 5 17 15 5 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 799,513
Positions
44,362 102,380 21,964 279,078 118,501 63,603 80,026 170,622 139,032 21,158 44,436 33,816 116,473 105,159
Changes from: June 23, 2015 Total Change is: 54,850
51 -14,124 5,642 -13,030 6,196 -590 4,747 4,537 40,357 411 2,717 7,876 9,387 2,240
Percent of Open Interest Represented by Each Category of Trader
5.5 12.8 2.7 34.9 14.8 8.0 10.0 21.3 17.4 2.6 5.6 4.2 14.6 13.2
Number of Traders in Each Category Total Traders: 632
40 31 35 118 78 90 67 138 105 95 63 86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 157,679
Positions
5,111 15,910 3,972 46,860 18,060 3,413 7,217 14,243 36,859 3,831 2,900 12,761 37,656 49,561
Changes from: June 23, 2015 Total Change is: 12,479
3,419 -8,899 -66 -1,383 -57 -1,692 2,013 9,398 8,864 371 -474 2,422 -1,469 2,982
Percent of Open Interest Represented by Each Category of Trader
3.2 10.1 2.5 29.7 11.5 2.2 4.6 9.0 23.4 2.4 1.8 8.1 23.9 31.4
Number of Traders in Each Category Total Traders: 89
4 8 6 16 6 8 9 24 31 14 6 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 3,209,171
Positions
240,500 476,594 45,716 1,178,974 520,085 283,068 410,927 828,777 463,984 88,915 209,957 103,001 394,086 277,989
Changes from: June 23, 2015 Total Change is: 211,856
3,602 -5,685 8,097 -55,993 33,504 3,262 53,159 15,184 117,976 88 15,842 27,384 54,280 -3,707
Percent of Open Interest Represented by Each Category of Trader
7.5 14.9 1.4 36.7 16.2 8.8 12.8 25.8 14.5 2.8 6.5 3.2 12.3 8.7
Number of Traders in Each Category Total Traders: 604
39 32 34 111 76 84 70 129 99 87 60 76
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 90,362
Positions
2,104 30,991 1,110 48,822 43,058 1,474 24,010 8,779 1,403 0 263 0 11,439 3,284
Changes from: June 23, 2015 Total Change is: -1,374
536 -3,777 256 1,639 1,517 -69 -3,846 307 394 0 0 0 -284 -2
Percent of Open Interest Represented by Each Category of Trader
2.3 34.3 1.2 54.0 47.7 1.6 26.6 9.7 1.6 0.0 0.3 0.0 12.7 3.6
Number of Traders in Each Category Total Traders: 92
4 12 . 37 12 16 19 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 64,155
Positions
4,070 41,659 188 31,593 5,678 1,121 15,459 7,930 1,916 3,820 1,606 582 5,406 3,476
Changes from: June 23, 2015 Total Change is: -6,463
789 -7,207 20 -2,106 539 349 -5,146 352 -86 227 -342 253 -762 -340
Percent of Open Interest Represented by Each Category of Trader
6.3 64.9 0.3 49.2 8.9 1.7 24.1 12.4 3.0 6.0 2.5 0.9 8.4 5.4
Number of Traders in Each Category Total Traders: 224
17 20 5 41 17 8 50 40 21 26 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 320,774
Positions
20,350 208,294 940 157,966 28,390 5,607 77,293 39,649 9,580 19,099 8,029 2,908 27,032 17,378
Changes from: June 23, 2015 Total Change is: -32,316
3,943 -36,035 99 -10,528 2,695 1,743 -25,731 1,759 -428 1,133 -1,709 1,263 -3,810 -1,702
Percent of Open Interest Represented by Each Category of Trader
6.3 64.9 0.3 49.2 8.9 1.7 24.1 12.4 3.0 6.0 2.5 0.9 8.4 5.4
Number of Traders in Each Category Total Traders: 224
17 20 5 41 17 8 50 40 21 26 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 355,931
Positions
108,652 61,548 110 120,450 156,258 14,934 76,344 92,750 5,241 7,979 11,797 139 22,083 13,155
Changes from: June 23, 2015 Total Change is: 7,981
5,318 5,486 -24 1,284 3,535 -1,195 5,535 2,531 847 -4,001 -859 -56 272 -2,284
Percent of Open Interest Represented by Each Category of Trader
30.5 17.3 0.0 33.8 43.9 4.2 21.4 26.1 1.5 2.2 3.3 0.0 6.2 3.7
Number of Traders in Each Category Total Traders: 268
19 11 . 58 45 28 49 52 14 14 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 54,863
Positions
2,415 12,013 2 30,399 0 62 7,213 12,019 1 3,407 25,434 0 11,364 5,332
Changes from: June 23, 2015 Total Change is: -1,373
240 129 0 175 0 -67 -1,736 -3,424 1 -848 3,549 0 862 -1,561
Percent of Open Interest Represented by Each Category of Trader
4.4 21.9 0.0 55.4 0.0 0.1 13.1 21.9 0.0 6.2 46.4 0.0 20.7 9.7
Number of Traders in Each Category Total Traders: 61
4 7 . 20 0 . 11 11 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 118,273
Positions
18,322 6,177 1,617 29,817 2,010 1,099 38,021 7,286 890 17,191 204 40 11,276 98,950
Changes from: June 23, 2015 Total Change is: 4,355
-683 2,032 274 4,282 -78 181 -4,560 -3,051 206 2,545 -228 0 2,110 5,019
Percent of Open Interest Represented by Each Category of Trader
15.5 5.2 1.4 25.2 1.7 0.9 32.1 6.2 0.8 14.5 0.2 0.0 9.5 83.7
Number of Traders in Each Category Total Traders: 83
15 7 . 13 . 4 30 7 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 148,332
Positions
6,692 90,394 260 85,775 37,000 5,402 34,404 5,994 4,562 4,519 1,108 0 6,718 3,612
Changes from: June 23, 2015 Total Change is: 1,921
2,494 3,923 -248 -4,720 3,557 -157 3,947 -4,809 1,360 -1,091 -1,528 0 336 -177
Percent of Open Interest Represented by Each Category of Trader
4.5 60.9 0.2 57.8 24.9 3.6 23.2 4.0 3.1 3.0 0.7 0.0 4.5 2.4
Number of Traders in Each Category Total Traders: 111
6 11 . 39 22 19 18 . 5 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 377,381
Positions
20,232 168,010 1,267 187,300 89,538 52,840 65,301 33,398 13,169 16,826 9,361 1,555 18,891 8,243
Changes from: June 23, 2015 Total Change is: 3,914
-6,462 8,404 -89 12,276 4,518 2,919 -5,294 -7,975 1,877 -1,344 -5,673 29 2 -96
Percent of Open Interest Represented by Each Category of Trader
5.4 44.5 0.3 49.6 23.7 14.0 17.3 8.8 3.5 4.5 2.5 0.4 5.0 2.2
Number of Traders in Each Category Total Traders: 234
13 25 4 65 35 32 34 24 12 22 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 606,516
Positions
301 72,210 25,164 232,141 95,611 74,958 55,354 82,185 73,319 6,751 15,944 11,765 126,764 155,360
Changes from: June 23, 2015 Total Change is: -19,658
-694 -1,370 -6,476 -1,352 -1,172 18,905 -3,558 1,859 -7,911 902 27 -12,207 -7,267 -11,313
Percent of Open Interest Represented by Each Category of Trader
0.0 11.9 4.1 38.3 15.8 12.4 9.1 13.6 12.1 1.1 2.6 1.9 20.9 25.6
Number of Traders in Each Category Total Traders: 149
. 16 13 32 24 32 27 29 38 8 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 587,944
Positions
23,225 73,969 799 357,912 60,813 69,835 12,491 272,295 12,220 9,088 4,459 554 101,819 93,000
Changes from: June 23, 2015 Total Change is: -10,687
-649 -14,881 -1,130 1,647 5,409 619 -4,976 1,961 -2,494 750 0 554 -5,008 -725
Percent of Open Interest Represented by Each Category of Trader
4.0 12.6 0.1 60.9 10.3 11.9 2.1 46.3 2.1 1.5 0.8 0.1 17.3 15.8
Number of Traders in Each Category Total Traders: 105
4 9 . 45 14 33 4 23 11 5 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,278,567
Positions
32,570 95,403 9,145 213,415 433,990 141,985 486,189 169,772 112,352 151,622 157,796 15,957 115,332 142,168
Changes from: June 23, 2015 Total Change is: -5
-2,182 -16,048 1,173 745 871 7,038 -30,175 867 -3,851 30,696 10,143 -538 -2,911 339
Percent of Open Interest Represented by Each Category of Trader
2.5 7.5 0.7 16.7 33.9 11.1 38.0 13.3 8.8 11.9 12.3 1.2 9.0 11.1
Number of Traders in Each Category Total Traders: 272
10 30 9 40 46 41 50 31 37 22 43 12
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Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,320,540
Positions
98,491 161,296 170,896 1,135,609 851,555 352,806 401,906 675,922 389,126 357,940 165,329 107,856 305,909 445,753
Changes from: June 23, 2015 Total Change is: -136,330
-16,921 36,370 -59,813 4,092 -37,375 -1,687 -18,365 24,556 -99,085 22,382 9,245 18,770 14,297 -27,311
Percent of Open Interest Represented by Each Category of Trader
3.0 4.9 5.1 34.2 25.6 10.6 12.1 20.4 11.7 10.8 5.0 3.2 9.2 13.4
Number of Traders in Each Category Total Traders: 394
15 35 37 49 80 80 58 73 83 36 48 38
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Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,280,066
Positions
105,934 182,626 69,421 787,354 531,976 272,937 430,731 375,980 199,880 104,509 221,657 59,999 249,302 365,590
Changes from: June 23, 2015 Total Change is: -17,587
-9,468 -13,484 7,920 13,590 -19,701 -716 -6,666 27,300 -13,320 -9,107 6,535 3,819 -3,640 -15,940
Percent of Open Interest Represented by Each Category of Trader
4.6 8.0 3.0 34.5 23.3 12.0 18.9 16.5 8.8 4.6 9.7 2.6 10.9 16.0
Number of Traders in Each Category Total Traders: 279
17 25 22 36 49 48 50 44 54 16 42 14
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Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 922,763
Positions
380,217 223,564 245,457 0 13,678 17,690 26,968 130,975 149,937 41,742 48,519 36,760 23,992 56,184
Changes from: June 23, 2015 Total Change is: 34,037
377 14,263 22,663 0 2,191 -1,891 7,788 -9,130 1,704 1,635 9,899 -2,501 4,262 -3,161
Percent of Open Interest Represented by Each Category of Trader
41.2 24.2 26.6 0.0 1.5 1.9 2.9 14.2 16.2 4.5 5.3 4.0 2.6 6.1
Number of Traders in Each Category Total Traders: 139
18 35 43 0 10 5 17 34 32 4 16 8
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Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is17,520,603
Positions
2,639,289 1,270,862 4,244,794 239,694 1,927,646 553,769 1,654,515 847,338 5,620,832 469,909 499,507 1,251,506 846,295 1,304,350
Changes from: June 23, 2015 Total Change is: 304,679
89,873 6,981 169,967 -65,219 33,057 15,995 -133,473 -9,590 136,793 77,426 -51,365 28,092 -14,775 -25,251
Percent of Open Interest Represented by Each Category of Trader
15.1 7.3 24.2 1.4 11.0 3.2 9.4 4.8 32.1 2.7 2.9 7.1 4.8 7.4
Number of Traders in Each Category Total Traders: 319
31 53 80 9 33 30 51 79 104 17 42 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 45,571
Positions
7,965 1,765 0 475 14,014 0 35,224 20,837 0 1,744 8,872 21 142 62
Changes from: June 23, 2015 Total Change is: 1,576
644 418 0 0 -593 0 759 1,446 0 100 307 0 73 -2
Percent of Open Interest Represented by Each Category of Trader
17.5 3.9 0.0 1.0 30.8 0.0 77.3 45.7 0.0 3.8 19.5 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 42
. 4 0 . 8 0 . 11 0 . 11 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 32,493
Positions
5,365 1,039 0 0 12,823 0 26,425 7,564 196 362 10,742 31 114 98
Changes from: June 23, 2015 Total Change is: 1,218
1,811 411 -97 0 8 0 -907 -258 195 161 978 0 55 -19
Percent of Open Interest Represented by Each Category of Trader
16.5 3.2 0.0 0.0 39.5 0.0 81.3 23.3 0.6 1.1 33.1 0.1 0.4 0.3
Number of Traders in Each Category Total Traders: 34
. . 0 0 8 0 4 7 . . 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 83,543
Positions
2,044 62,873 113 18,687 249 578 13,246 14,649 2,700 32,339 318 227 13,608 1,836
Changes from: June 23, 2015 Total Change is: -2,645
228 3,894 95 -1,173 -53 19 -2,445 -8,213 1,345 -1,241 200 -7 535 76
Percent of Open Interest Represented by Each Category of Trader
2.4 75.3 0.1 22.4 0.3 0.7 15.9 17.5 3.2 38.7 0.4 0.3 16.3 2.2
Number of Traders in Each Category Total Traders: 195
5 . . 11 . . 29 19 11 123 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 336,956
Positions
84,342 13,143 30,209 68,963 38,135 18,051 43,069 137,116 47,543 4,417 6,045 15,841 24,521 30,873
Changes from: June 23, 2015 Total Change is: -29,580
-10,085 -2,647 7,946 -12,897 -2,824 -5,013 -8,661 -23,006 -2,172 9 -716 -1,129 2,422 -19
Percent of Open Interest Represented by Each Category of Trader
25.0 3.9 9.0 20.5 11.3 5.4 12.8 40.7 14.1 1.3 1.8 4.7 7.3 9.2
Number of Traders in Each Category Total Traders: 183
17 12 18 16 13 9 36 46 49 14 13 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 30, 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 22,678
Positions
124 2,934 0 12,013 1,631 1,003 7,905 15,988 549 862 541 0 222 32
Changes from: June 23, 2015 Total Change is: 5,496
44 0 0 5,620 57 133 -555 5,306 0 240 0 0 14 0
Percent of Open Interest Represented by Each Category of Trader
0.5 12.9 0.0 53.0 7.2 4.4 34.9 70.5 2.4 3.8 2.4 0.0 1.0 0.1
Number of Traders in Each Category Total Traders: 32
. . 0 7 . . 6 9 . . . 0
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Updated July 6, 2015