Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 133,456
Positions
36,247 2,333 3,166 24,518 24,508 1,738 22,999 49,534 10,054 11,385 4,679 1,139 22,211 36,304
Changes from: June 30, 2015 Total Change is: 29,796
18,357 -1,914 12 -202 6,713 639 10,438 18,250 268 2,412 363 285 -2,413 5,179
Percent of Open Interest Represented by Each Category of Trader
27.2 1.7 2.4 18.4 18.4 1.3 17.2 37.1 7.5 8.5 3.5 0.9 16.6 27.2
Number of Traders in Each Category Total Traders: 88
9 . 9 6 12 4 16 25 11 9 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 25,706
Positions
4,806 3,223 168 1,778 1,959 5 7,929 2,543 1,354 0 0 0 9,667 16,455
Changes from: June 30, 2015 Total Change is: 2,063
2,359 -1,574 -11 191 384 0 39 547 -852 0 0 0 338 3,570
Percent of Open Interest Represented by Each Category of Trader
18.7 12.5 0.7 6.9 7.6 0.0 30.8 9.9 5.3 0.0 0.0 0.0 37.6 64.0
Number of Traders in Each Category Total Traders: 24
5 . . . . . 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 192,810
Positions
45,577 27,132 6,243 8,369 60,676 3,494 79,614 37,028 15,980 4,530 15,123 2,861 26,141 24,273
Changes from: June 30, 2015 Total Change is: -21,908
354 -12,570 -431 -9,192 -1,173 -2,214 12 4,046 -8,641 935 -1,423 -1,698 -1,034 2,195
Percent of Open Interest Represented by Each Category of Trader
23.6 14.1 3.2 4.3 31.5 1.8 41.3 19.2 8.3 2.3 7.8 1.5 13.6 12.6
Number of Traders in Each Category Total Traders: 114
6 10 10 8 17 9 31 24 19 7 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 278,503
Positions
135,404 33,846 7,513 18,957 29,031 7,584 24,349 114,382 15,806 45,356 9,114 4,218 19,317 57,009
Changes from: June 30, 2015 Total Change is: -11,519
-2,379 14,805 -2,584 -1,678 760 -93 2,511 -15,047 -6,068 -1,694 -1,905 507 -42 -1,895
Percent of Open Interest Represented by Each Category of Trader
48.6 12.2 2.7 6.8 10.4 2.7 8.7 41.1 5.7 16.3 3.3 1.5 6.9 20.5
Number of Traders in Each Category Total Traders: 134
9 6 9 10 22 13 16 55 19 6 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 437,552
Positions
135,274 11,393 20,970 66,583 106,974 20,643 34,708 95,126 46,998 57,326 35,908 11,805 43,245 87,735
Changes from: June 30, 2015 Total Change is: -3,735
5,041 871 -4,306 7,635 -1,428 890 -2,416 8,174 -10,906 1,609 -2,813 -1,179 -103 6,961
Percent of Open Interest Represented by Each Category of Trader
30.9 2.6 4.8 15.2 24.4 4.7 7.9 21.7 10.7 13.1 8.2 2.7 9.9 20.1
Number of Traders in Each Category Total Traders: 238
17 11 11 23 35 25 23 56 36 33 39 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 152,423
Positions
94,492 414 5,346 2,258 22,796 1,495 14,395 47,064 7,456 7,126 22,582 1,570 18,285 43,700
Changes from: June 30, 2015 Total Change is: 19,138
14,295 -3,223 1,342 1,662 -277 982 -391 8,265 530 -496 1,516 -654 1,867 10,657
Percent of Open Interest Represented by Each Category of Trader
62.0 0.3 3.5 1.5 15.0 1.0 9.4 30.9 4.9 4.7 14.8 1.0 12.0 28.7
Number of Traders in Each Category Total Traders: 88
14 . 9 . 11 5 15 29 10 8 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 48,251
Positions
35,250 37,125 5,802 1,904 0 0 3,591 2,089 739 388 1,680 235 342 581
Changes from: June 30, 2015 Total Change is: 6,507
2,306 2,285 4,542 769 0 0 -1,073 -257 2 -11 0 0 -28 -65
Percent of Open Interest Represented by Each Category of Trader
73.1 76.9 12.0 3.9 0.0 0.0 7.4 4.3 1.5 0.8 3.5 0.5 0.7 1.2
Number of Traders in Each Category Total Traders: 28
8 7 5 . 0 0 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 140,638
Positions
59,281 44,202 121 55,128 4,094 0 19,830 72,906 463 2,260 10,491 63 3,492 8,297
Changes from: June 30, 2015 Total Change is: 28,879
-1,822 1,480 -107 46,090 253 0 -14,124 25,440 -328 -1,200 809 50 319 1,281
Percent of Open Interest Represented by Each Category of Trader
42.2 31.4 0.1 39.2 2.9 0.0 14.1 51.8 0.3 1.6 7.5 0.0 2.5 5.9
Number of Traders in Each Category Total Traders: 129
6 7 . 5 7 0 21 58 8 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 16,983
Positions
3,461 7,073 3,064 808 0 0 4,991 2,143 443 501 224 2,746 969 1,290
Changes from: June 30, 2015 Total Change is: -2,113
-1,514 -1,340 -655 60 0 0 -94 -376 -67 144 0 0 13 325
Percent of Open Interest Represented by Each Category of Trader
20.4 41.6 18.0 4.8 0.0 0.0 29.4 12.6 2.6 3.0 1.3 16.2 5.7 7.6
Number of Traders in Each Category Total Traders: 20
. 4 . . 0 0 4 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 42,873
Positions
28,644 0 7 1,522 4,722 1 8,791 24,613 722 240 6,046 0 2,946 6,762
Changes from: June 30, 2015 Total Change is: -383
2,758 -343 6 -283 -643 0 -2,963 -792 26 -28 1,543 0 101 -180
Percent of Open Interest Represented by Each Category of Trader
66.8 0.0 0.0 3.6 11.0 0.0 20.5 57.4 1.7 0.6 14.1 0.0 6.9 15.8
Number of Traders in Each Category Total Traders: 79
10 0 . 4 9 . 13 28 4 . 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 44,791
Positions
18,148 28,661 167 4,830 2,075 379 11,624 5,866 601 2,227 450 374 6,441 6,218
Changes from: June 30, 2015 Total Change is: -1,206
-707 -1,713 -23 -195 -222 113 558 657 -754 -16 -31 13 -195 755
Percent of Open Interest Represented by Each Category of Trader
40.5 64.0 0.4 10.8 4.6 0.8 26.0 13.1 1.3 5.0 1.0 0.8 14.4 13.9
Number of Traders in Each Category Total Traders: 88
14 14 . 11 . 6 19 11 6 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 89,582
Positions
36,296 57,322 335 9,660 4,150 757 23,248 11,731 1,203 4,455 900 748 12,881 12,437
Changes from: June 30, 2015 Total Change is: -2,411
-1,414 -3,426 -45 -389 -444 225 1,117 1,313 -1,508 -32 -62 25 -390 1,510
Percent of Open Interest Represented by Each Category of Trader
40.5 64.0 0.4 10.8 4.6 0.8 26.0 13.1 1.3 5.0 1.0 0.8 14.4 13.9
Number of Traders in Each Category Total Traders: 88
14 14 . 11 . 6 19 11 6 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 810,667
Positions
46,756 94,514 30,962 280,391 121,054 62,391 77,356 168,328 129,349 19,561 45,006 32,467 131,433 126,594
Changes from: June 30, 2015 Total Change is: 11,153
2,394 -7,865 8,998 1,312 2,554 -1,212 -2,670 -2,294 -9,682 -1,597 570 -1,349 14,960 21,434
Percent of Open Interest Represented by Each Category of Trader
5.8 11.7 3.8 34.6 14.9 7.7 9.5 20.8 16.0 2.4 5.6 4.0 16.2 15.6
Number of Traders in Each Category Total Traders: 651
39 34 37 119 81 86 67 142 111 90 77 89
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 163,697
Positions
13,510 9,365 4,847 45,065 18,029 3,506 6,084 9,046 35,562 3,812 3,131 12,446 38,864 67,764
Changes from: June 30, 2015 Total Change is: 6,018
8,399 -6,545 874 -1,795 -31 93 -1,132 -5,197 -1,296 -18 231 -314 1,209 18,203
Percent of Open Interest Represented by Each Category of Trader
8.3 5.7 3.0 27.5 11.0 2.1 3.7 5.5 21.7 2.3 1.9 7.6 23.7 41.4
Number of Traders in Each Category Total Traders: 90
6 5 6 15 6 8 11 23 33 11 11 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 3,234,848
Positions
246,871 506,387 49,939 1,191,244 529,739 279,811 377,641 817,693 447,651 81,448 212,080 97,402 462,841 294,146
Changes from: June 30, 2015 Total Change is: 25,677
6,370 29,793 4,224 12,270 9,654 -3,257 -33,287 -11,085 -16,333 -7,467 2,123 -5,599 68,756 16,157
Percent of Open Interest Represented by Each Category of Trader
7.6 15.7 1.5 36.8 16.4 8.6 11.7 25.3 13.8 2.5 6.6 3.0 14.3 9.1
Number of Traders in Each Category Total Traders: 621
37 36 35 113 78 81 70 133 104 84 70 78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 84,285
Positions
4,003 23,667 1,148 44,336 43,061 2,313 20,091 9,359 1,287 230 263 0 10,877 3,187
Changes from: June 30, 2015 Total Change is: -6,077
1,899 -7,324 38 -4,486 3 839 -3,919 580 -116 230 0 0 -562 -97
Percent of Open Interest Represented by Each Category of Trader
4.7 28.1 1.4 52.6 51.1 2.7 23.8 11.1 1.5 0.3 0.3 0.0 12.9 3.8
Number of Traders in Each Category Total Traders: 87
6 9 . 35 12 14 15 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 61,081
Positions
4,133 38,828 288 30,199 5,556 1,011 13,831 7,232 2,050 3,495 1,840 599 5,475 3,676
Changes from: June 30, 2015 Total Change is: -3,074
63 -2,831 100 -1,394 -122 -110 -1,628 -698 134 -325 235 17 68 201
Percent of Open Interest Represented by Each Category of Trader
6.8 63.6 0.5 49.4 9.1 1.7 22.6 11.8 3.4 5.7 3.0 1.0 9.0 6.0
Number of Traders in Each Category Total Traders: 216
17 22 6 38 18 8 47 37 24 21 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 305,405
Positions
20,665 194,138 1,440 150,996 27,780 5,056 69,154 36,161 10,252 17,475 9,202 2,995 27,373 18,382
Changes from: June 30, 2015 Total Change is: -15,369
315 -14,156 500 -6,970 -610 -551 -8,140 -3,488 672 -1,624 1,173 87 342 1,004
Percent of Open Interest Represented by Each Category of Trader
6.8 63.6 0.5 49.4 9.1 1.7 22.6 11.8 3.4 5.7 3.0 1.0 9.0 6.0
Number of Traders in Each Category Total Traders: 216
17 22 6 38 18 8 47 37 24 21 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 348,190
Positions
109,915 59,115 234 118,674 153,545 16,012 69,195 89,488 4,357 8,421 11,755 196 21,185 13,487
Changes from: June 30, 2015 Total Change is: -7,741
1,263 -2,433 124 -1,776 -2,713 1,078 -7,149 -3,261 -884 442 -42 58 -898 332
Percent of Open Interest Represented by Each Category of Trader
31.6 17.0 0.1 34.1 44.1 4.6 19.9 25.7 1.3 2.4 3.4 0.1 6.1 3.9
Number of Traders in Each Category Total Traders: 258
22 10 . 58 44 27 44 47 12 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 55,030
Positions
2,323 12,038 17 30,081 0 59 9,316 12,893 0 3,387 24,410 0 9,847 5,613
Changes from: June 30, 2015 Total Change is: 167
-92 25 15 -318 0 -3 2,103 874 -1 -20 -1,024 0 -1,517 281
Percent of Open Interest Represented by Each Category of Trader
4.2 21.9 0.0 54.7 0.0 0.1 16.9 23.4 0.0 6.2 44.4 0.0 17.9 10.2
Number of Traders in Each Category Total Traders: 61
4 7 . 20 0 . 12 10 0 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 113,284
Positions
19,059 7,242 848 26,546 2,540 1,036 37,385 8,320 1,373 16,857 492 40 10,140 91,393
Changes from: June 30, 2015 Total Change is: -4,989
737 1,065 -769 -3,271 530 -63 -636 1,034 483 -334 288 0 -1,136 -7,557
Percent of Open Interest Represented by Each Category of Trader
16.8 6.4 0.7 23.4 2.2 0.9 33.0 7.3 1.2 14.9 0.4 0.0 9.0 80.7
Number of Traders in Each Category Total Traders: 90
17 8 5 12 4 . 30 11 5 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 146,970
Positions
5,575 88,741 253 90,467 37,854 5,227 31,482 6,414 3,854 3,853 885 0 6,259 3,742
Changes from: June 30, 2015 Total Change is: -1,362
-1,117 -1,653 -7 4,692 854 -175 -2,922 420 -708 -666 -223 0 -459 130
Percent of Open Interest Represented by Each Category of Trader
3.8 60.4 0.2 61.6 25.8 3.6 21.4 4.4 2.6 2.6 0.6 0.0 4.3 2.5
Number of Traders in Each Category Total Traders: 109
6 14 . 38 23 17 15 . 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 380,696
Positions
19,978 164,649 1,856 185,602 94,335 56,795 62,053 23,481 14,061 16,691 9,693 1,602 22,058 14,224
Changes from: June 30, 2015 Total Change is: 3,315
-254 -3,361 589 -1,698 4,797 3,955 -3,248 -9,917 892 -135 332 47 3,167 5,981
Percent of Open Interest Represented by Each Category of Trader
5.2 43.2 0.5 48.8 24.8 14.9 16.3 6.2 3.7 4.4 2.5 0.4 5.8 3.7
Number of Traders in Each Category Total Traders: 237
15 24 6 62 39 30 36 23 12 22 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 647,911
Positions
1,666 81,050 30,158 233,653 86,226 87,203 58,052 81,314 81,828 5,338 15,287 17,805 132,209 167,040
Changes from: June 30, 2015 Total Change is: 41,395
1,365 8,840 4,994 1,512 -9,384 12,245 2,698 -871 8,509 -1,413 -658 6,040 5,444 11,680
Percent of Open Interest Represented by Each Category of Trader
0.3 12.5 4.7 36.1 13.3 13.5 9.0 12.6 12.6 0.8 2.4 2.7 20.4 25.8
Number of Traders in Each Category Total Traders: 153
5 16 15 36 22 33 28 27 39 8 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 595,636
Positions
25,394 80,991 1,548 356,723 56,694 72,619 13,825 269,609 12,710 6,833 6,088 554 105,430 94,823
Changes from: June 30, 2015 Total Change is: 7,692
2,169 7,022 749 -1,189 -4,119 2,784 1,334 -2,686 490 -2,256 1,629 0 3,611 1,823
Percent of Open Interest Represented by Each Category of Trader
4.3 13.6 0.3 59.9 9.5 12.2 2.3 45.3 2.1 1.1 1.0 0.1 17.7 15.9
Number of Traders in Each Category Total Traders: 104
4 10 . 46 12 32 5 21 10 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 1,314,942
Positions
29,760 111,274 8,795 240,050 421,250 142,124 513,588 163,246 90,627 154,280 215,245 16,309 119,409 146,073
Changes from: June 30, 2015 Total Change is: 36,375
-2,810 15,871 -350 26,635 -12,740 139 27,399 -6,526 -21,725 2,658 57,449 353 4,077 3,904
Percent of Open Interest Represented by Each Category of Trader
2.3 8.5 0.7 18.3 32.0 10.8 39.1 12.4 6.9 11.7 16.4 1.2 9.1 11.1
Number of Traders in Each Category Total Traders: 275
9 29 8 43 44 42 51 34 35 22 43 12
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Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 3,389,741
Positions
103,272 158,740 192,227 1,104,444 808,175 383,183 379,067 683,754 420,263 347,728 160,695 135,187 324,368 447,517
Changes from: June 30, 2015 Total Change is: 69,201
4,782 -2,556 21,330 -31,164 -43,380 30,377 -22,839 7,831 31,137 -10,212 -4,634 27,331 18,459 1,764
Percent of Open Interest Represented by Each Category of Trader
3.0 4.7 5.7 32.6 23.8 11.3 11.2 20.2 12.4 10.3 4.7 4.0 9.6 13.2
Number of Traders in Each Category Total Traders: 399
13 42 42 47 84 82 49 74 81 35 55 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 2,332,392
Positions
89,162 208,632 78,064 803,394 527,271 290,981 440,492 374,059 203,475 96,418 235,911 54,307 276,099 359,692
Changes from: June 30, 2015 Total Change is: 52,326
-16,772 26,006 8,643 16,040 -4,705 18,045 9,761 -1,921 3,594 -8,091 14,254 -5,692 26,798 -5,898
Percent of Open Interest Represented by Each Category of Trader
3.8 8.9 3.3 34.4 22.6 12.5 18.9 16.0 8.7 4.1 10.1 2.3 11.8 15.4
Number of Traders in Each Category Total Traders: 277
17 26 22 36 47 49 51 41 52 13 46 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 882,143
Positions
366,946 199,991 248,459 0 18,559 15,202 29,667 126,437 137,110 36,324 51,456 27,624 20,811 57,305
Changes from: June 30, 2015 Total Change is: -40,620
-13,271 -23,573 3,001 0 4,881 -2,488 2,699 -4,538 -12,827 -5,418 2,937 -9,136 -3,181 1,121
Percent of Open Interest Represented by Each Category of Trader
41.6 22.7 28.2 0.0 2.1 1.7 3.4 14.3 15.5 4.1 5.8 3.1 2.4 6.5
Number of Traders in Each Category Total Traders: 132
18 32 42 0 10 4 14 36 31 . 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 is17,995,830
Positions
2,582,034 1,245,787 4,361,310 282,572 1,909,728 590,554 1,727,856 854,816 5,859,579 466,409 609,471 1,250,965 874,550 1,313,619
Changes from: June 30, 2015 Total Change is: 475,227
-57,254 -25,075 116,516 42,878 -17,918 36,785 73,341 7,478 238,748 -3,500 109,964 -541 28,255 9,269
Percent of Open Interest Represented by Each Category of Trader
14.3 6.9 24.2 1.6 10.6 3.3 9.6 4.8 32.6 2.6 3.4 7.0 4.9 7.3
Number of Traders in Each Category Total Traders: 319
32 53 82 8 33 29 50 81 108 15 42 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 47,115
Positions
8,218 1,803 0 475 14,386 0 36,331 22,457 0 1,950 8,354 21 120 94
Changes from: June 30, 2015 Total Change is: 1,544
253 38 0 0 372 0 1,107 1,620 0 206 -518 0 -22 32
Percent of Open Interest Represented by Each Category of Trader
17.4 3.8 0.0 1.0 30.5 0.0 77.1 47.7 0.0 4.1 17.7 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 43
. . 0 . 8 0 4 11 0 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 33,388
Positions
5,618 1,614 0 0 12,838 0 26,448 7,469 698 508 10,582 31 85 156
Changes from: June 30, 2015 Total Change is: 895
253 575 0 0 15 0 23 -95 502 146 -160 0 -29 58
Percent of Open Interest Represented by Each Category of Trader
16.8 4.8 0.0 0.0 38.5 0.0 79.2 22.4 2.1 1.5 31.7 0.1 0.3 0.5
Number of Traders in Each Category Total Traders: 36
. . 0 0 8 0 7 6 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 89,638
Positions
2,922 69,717 101 21,952 0 519 14,002 15,351 1,964 33,360 388 248 14,569 1,348
Changes from: June 30, 2015 Total Change is: 6,095
878 6,844 -11 3,265 -249 -59 756 702 -736 1,020 70 21 961 -488
Percent of Open Interest Represented by Each Category of Trader
3.3 77.8 0.1 24.5 0.0 0.6 15.6 17.1 2.2 37.2 0.4 0.3 16.3 1.5
Number of Traders in Each Category Total Traders: 213
6 5 . 16 0 . 38 15 9 129 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 316,571
Positions
70,959 27,015 25,373 49,853 33,962 25,768 57,892 110,185 46,818 3,939 5,098 13,987 21,982 28,365
Changes from: June 30, 2015 Total Change is: -20,385
-13,383 13,872 -4,836 -19,110 -4,173 7,717 14,823 -26,931 -725 -478 -947 -1,854 -2,539 -2,508
Percent of Open Interest Represented by Each Category of Trader
22.4 8.5 8.0 15.7 10.7 8.1 18.3 34.8 14.8 1.2 1.6 4.4 6.9 9.0
Number of Traders in Each Category Total Traders: 180
15 17 19 15 15 9 38 41 46 13 11 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 7, 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 20,865
Positions
98 2,934 0 11,167 1,908 993 7,490 13,665 549 362 787 0 206 29
Changes from: June 30, 2015 Total Change is: -1,813
-26 0 0 -846 277 -10 -415 -2,323 0 -500 246 0 -16 -3
Percent of Open Interest Represented by Each Category of Trader
0.5 14.1 0.0 53.5 9.1 4.8 35.9 65.5 2.6 1.7 3.8 0.0 1.0 0.1
Number of Traders in Each Category Total Traders: 32
. . 0 7 . . 7 8 . . . 0
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Updated July 6, 2015