Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 152,932
Positions
52,406 2,469 3,340 24,433 28,953 583 23,897 56,962 10,743 11,831 5,563 1,210 24,489 43,110
Changes from: July 7, 2015 Total Change is: 19,476
16,159 136 174 -85 4,445 -1,155 898 7,428 689 446 883 71 2,278 6,805
Percent of Open Interest Represented by Each Category of Trader
34.3 1.6 2.2 16.0 18.9 0.4 15.6 37.2 7.0 7.7 3.6 0.8 16.0 28.2
Number of Traders in Each Category Total Traders: 88
10 . 10 7 10 4 16 24 13 10 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 24,344
Positions
4,735 2,749 530 1,783 1,902 0 5,218 2,882 1,398 591 0 0 10,089 14,884
Changes from: July 7, 2015 Total Change is: -1,362
-71 -474 362 5 -57 -5 -2,711 339 44 591 0 0 422 -1,571
Percent of Open Interest Represented by Each Category of Trader
19.5 11.3 2.2 7.3 7.8 0.0 21.4 11.8 5.7 2.4 0.0 0.0 41.4 61.1
Number of Traders in Each Category Total Traders: 23
5 . . . . 0 4 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 181,832
Positions
45,315 22,948 6,475 6,751 63,788 3,071 72,273 27,803 16,732 4,369 14,819 2,598 24,247 23,597
Changes from: July 7, 2015 Total Change is: -10,978
-262 -4,184 233 -1,618 3,112 -423 -7,341 -9,226 752 -162 -304 -263 -1,894 -676
Percent of Open Interest Represented by Each Category of Trader
24.9 12.6 3.6 3.7 35.1 1.7 39.7 15.3 9.2 2.4 8.1 1.4 13.3 13.0
Number of Traders in Each Category Total Traders: 105
6 9 10 4 21 9 29 18 19 7 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 275,027
Positions
131,474 48,814 6,660 21,450 42,198 5,523 25,363 86,655 16,156 46,124 9,942 4,173 18,102 54,905
Changes from: July 7, 2015 Total Change is: -3,476
-3,930 14,968 -853 2,493 13,168 -2,061 1,014 -27,727 351 769 827 -44 -1,215 -2,104
Percent of Open Interest Represented by Each Category of Trader
47.8 17.7 2.4 7.8 15.3 2.0 9.2 31.5 5.9 16.8 3.6 1.5 6.6 20.0
Number of Traders in Each Category Total Traders: 123
8 7 9 11 19 11 20 41 21 5 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 436,035
Positions
131,781 10,179 21,733 67,142 108,482 20,338 31,366 97,603 45,885 61,451 37,199 12,349 43,990 82,266
Changes from: July 7, 2015 Total Change is: -1,517
-3,492 -1,214 763 559 1,508 -305 -3,343 2,477 -1,113 4,125 1,291 544 745 -5,469
Percent of Open Interest Represented by Each Category of Trader
30.2 2.3 5.0 15.4 24.9 4.7 7.2 22.4 10.5 14.1 8.5 2.8 10.1 18.9
Number of Traders in Each Category Total Traders: 244
19 9 11 25 33 25 28 56 36 30 43 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 164,373
Positions
110,857 262 4,726 2,323 27,159 1,403 12,971 55,653 6,788 6,342 23,096 2,195 16,768 43,091
Changes from: July 7, 2015 Total Change is: 11,950
16,366 -152 -621 64 4,363 -91 -1,424 8,589 -668 -785 514 625 -1,517 -609
Percent of Open Interest Represented by Each Category of Trader
67.4 0.2 2.9 1.4 16.5 0.9 7.9 33.9 4.1 3.9 14.1 1.3 10.2 26.2
Number of Traders in Each Category Total Traders: 92
14 . 8 . 11 4 14 32 12 8 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 51,570
Positions
35,045 37,420 5,823 3,110 0 0 3,247 4,843 738 1,497 320 1,802 308 624
Changes from: July 7, 2015 Total Change is: 3,319
-205 295 21 1,206 0 0 -344 2,754 -1 1,109 -1,360 1,567 -34 43
Percent of Open Interest Represented by Each Category of Trader
68.0 72.6 11.3 6.0 0.0 0.0 6.3 9.4 1.4 2.9 0.6 3.5 0.6 1.2
Number of Traders in Each Category Total Traders: 30
8 7 6 . 0 0 4 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 153,870
Positions
59,362 43,980 244 52,546 4,121 189 17,464 68,109 16,857 2,396 10,702 1,708 3,104 7,961
Changes from: July 7, 2015 Total Change is: 13,232
81 -223 123 -2,582 27 189 -2,366 -4,798 16,395 136 211 1,645 -388 -336
Percent of Open Interest Represented by Each Category of Trader
38.6 28.6 0.2 34.1 2.7 0.1 11.3 44.3 11.0 1.6 7.0 1.1 2.0 5.2
Number of Traders in Each Category Total Traders: 128
5 6 . 4 7 . 22 55 14 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 18,124
Positions
3,345 6,530 3,033 871 0 0 6,379 4,326 7 723 224 2,746 1,020 1,258
Changes from: July 7, 2015 Total Change is: 1,141
-116 -543 -31 63 0 0 1,388 2,183 -436 222 0 0 51 -32
Percent of Open Interest Represented by Each Category of Trader
18.5 36.0 16.7 4.8 0.0 0.0 35.2 23.9 0.0 4.0 1.2 15.2 5.6 6.9
Number of Traders in Each Category Total Traders: 21
. 4 . . 0 0 4 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 42,311
Positions
30,207 0 1 1,483 4,529 1 7,514 24,265 379 191 6,718 0 2,535 6,418
Changes from: July 7, 2015 Total Change is: -562
1,563 0 -6 -39 -193 0 -1,277 -348 -343 -49 672 0 -411 -344
Percent of Open Interest Represented by Each Category of Trader
71.4 0.0 0.0 3.5 10.7 0.0 17.8 57.3 0.9 0.5 15.9 0.0 6.0 15.2
Number of Traders in Each Category Total Traders: 83
10 0 . 4 8 . 13 31 5 . 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 48,720
Positions
19,115 27,823 245 5,428 2,068 424 14,576 7,654 942 1,804 2,157 334 5,853 7,074
Changes from: July 7, 2015 Total Change is: 3,929
967 -838 77 598 -8 46 2,952 1,789 341 -423 1,707 -40 -588 855
Percent of Open Interest Represented by Each Category of Trader
39.2 57.1 0.5 11.1 4.2 0.9 29.9 15.7 1.9 3.7 4.4 0.7 12.0 14.5
Number of Traders in Each Category Total Traders: 94
16 16 . 12 . 5 22 11 7 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 97,440
Positions
38,230 55,646 490 10,856 4,135 848 29,151 15,308 1,884 3,608 4,314 667 11,705 14,147
Changes from: July 7, 2015 Total Change is: 7,858
1,934 -1,676 155 1,196 -15 91 5,904 3,577 681 -847 3,414 -80 -1,176 1,711
Percent of Open Interest Represented by Each Category of Trader
39.2 57.1 0.5 11.1 4.2 0.9 29.9 15.7 1.9 3.7 4.4 0.7 12.0 14.5
Number of Traders in Each Category Total Traders: 94
16 16 . 12 . 5 22 11 7 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 806,402
Positions
45,829 106,342 27,361 280,578 120,320 62,697 79,975 159,554 128,546 22,850 44,577 37,637 120,929 119,367
Changes from: July 7, 2015 Total Change is: -4,265
-927 11,828 -3,601 187 -735 305 2,619 -8,774 -803 3,289 -429 5,170 -10,504 -7,226
Percent of Open Interest Represented by Each Category of Trader
5.7 13.2 3.4 34.8 14.9 7.8 9.9 19.8 15.9 2.8 5.5 4.7 15.0 14.8
Number of Traders in Each Category Total Traders: 636
33 40 36 116 76 86 73 129 109 84 84 88
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 165,563
Positions
12,698 17,206 4,753 45,185 18,303 4,098 7,446 8,237 35,291 4,962 4,064 13,012 38,118 60,598
Changes from: July 7, 2015 Total Change is: 1,866
-812 7,841 -93 120 274 592 1,362 -809 -272 1,150 933 566 -746 -7,166
Percent of Open Interest Represented by Each Category of Trader
7.7 10.4 2.9 27.3 11.1 2.5 4.5 5.0 21.3 3.0 2.5 7.9 23.0 36.6
Number of Traders in Each Category Total Traders: 92
5 8 6 15 6 8 17 17 34 12 10 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 3,204,193
Positions
229,393 509,420 49,302 1,190,567 523,680 279,392 381,585 775,527 447,336 93,080 206,207 119,485 414,053 293,845
Changes from: July 7, 2015 Total Change is: -30,655
-17,477 3,033 -638 -677 -6,059 -419 3,944 -42,166 -315 11,633 -5,873 22,083 -48,788 -301
Percent of Open Interest Represented by Each Category of Trader
7.2 15.9 1.5 37.2 16.3 8.7 11.9 24.2 14.0 2.9 6.4 3.7 12.9 9.2
Number of Traders in Each Category Total Traders: 608
35 38 34 110 73 81 71 125 103 80 76 79
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 79,945
Positions
4,653 21,998 1,088 43,950 42,337 2,303 15,693 7,672 1,300 277 263 0 10,681 2,984
Changes from: July 7, 2015 Total Change is: -4,340
650 -1,669 -60 -386 -724 -10 -4,398 -1,687 13 47 0 0 -196 -203
Percent of Open Interest Represented by Each Category of Trader
5.8 27.5 1.4 55.0 53.0 2.9 19.6 9.6 1.6 0.3 0.3 0.0 13.4 3.7
Number of Traders in Each Category Total Traders: 83
6 8 . 34 13 14 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 62,377
Positions
3,663 40,845 267 30,981 5,379 753 15,549 6,011 2,025 3,062 2,218 484 5,593 4,395
Changes from: July 7, 2015 Total Change is: 1,296
-470 2,017 -21 781 -177 -258 1,718 -1,221 -25 -433 378 -115 119 719
Percent of Open Interest Represented by Each Category of Trader
5.9 65.5 0.4 49.7 8.6 1.2 24.9 9.6 3.2 4.9 3.6 0.8 9.0 7.0
Number of Traders in Each Category Total Traders: 222
17 21 7 37 18 8 51 37 21 20 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 311,887
Positions
18,316 204,225 1,333 154,903 26,895 3,765 77,745 30,055 10,127 15,312 11,091 2,419 27,967 21,977
Changes from: July 7, 2015 Total Change is: 6,482
-2,349 10,087 -107 3,907 -885 -1,291 8,591 -6,106 -125 -2,163 1,890 -575 594 3,594
Percent of Open Interest Represented by Each Category of Trader
5.9 65.5 0.4 49.7 8.6 1.2 24.9 9.6 3.2 4.9 3.6 0.8 9.0 7.0
Number of Traders in Each Category Total Traders: 222
17 21 7 37 18 8 51 37 21 20 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 349,475
Positions
111,895 58,207 245 120,030 152,283 14,897 67,237 95,244 3,974 10,294 10,647 206 20,697 13,772
Changes from: July 7, 2015 Total Change is: 1,285
1,980 -908 11 1,356 -1,262 -1,115 -1,959 5,756 -383 1,873 -1,108 10 -487 284
Percent of Open Interest Represented by Each Category of Trader
32.0 16.7 0.1 34.3 43.6 4.3 19.2 27.3 1.1 2.9 3.0 0.1 5.9 3.9
Number of Traders in Each Category Total Traders: 260
21 10 . 56 45 27 45 55 14 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 56,125
Positions
2,149 13,133 87 29,679 486 106 9,365 10,798 0 4,608 25,182 0 10,131 6,333
Changes from: July 7, 2015 Total Change is: 1,095
-174 1,095 70 -402 486 47 49 -2,095 0 1,221 772 0 284 720
Percent of Open Interest Represented by Each Category of Trader
3.8 23.4 0.2 52.9 0.9 0.2 16.7 19.2 0.0 8.2 44.9 0.0 18.1 11.3
Number of Traders in Each Category Total Traders: 58
4 7 . 19 . . 10 7 0 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 110,296
Positions
20,611 3,618 541 26,149 904 907 33,463 9,160 1,422 18,907 412 4 8,292 93,328
Changes from: July 7, 2015 Total Change is: -2,988
1,552 -3,624 -307 -397 -1,636 -129 -3,922 840 49 2,050 -80 -36 -1,848 1,935
Percent of Open Interest Represented by Each Category of Trader
18.7 3.3 0.5 23.7 0.8 0.8 30.3 8.3 1.3 17.1 0.4 0.0 7.5 84.6
Number of Traders in Each Category Total Traders: 87
16 7 4 13 . . 25 15 5 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 147,721
Positions
6,703 86,820 411 91,101 36,727 5,337 28,547 7,553 5,947 4,015 1,114 0 5,660 3,812
Changes from: July 7, 2015 Total Change is: 751
1,128 -1,921 158 634 -1,127 110 -2,935 1,139 2,093 162 229 0 -599 70
Percent of Open Interest Represented by Each Category of Trader
4.5 58.8 0.3 61.7 24.9 3.6 19.3 5.1 4.0 2.7 0.8 0.0 3.8 2.6
Number of Traders in Each Category Total Traders: 112
6 14 . 40 22 17 14 5 5 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 393,878
Positions
22,995 168,176 1,711 201,489 91,811 58,527 58,088 36,434 14,904 16,792 9,003 2,113 17,259 11,199
Changes from: July 7, 2015 Total Change is: 13,182
3,017 3,527 -145 15,887 -2,524 1,732 -3,965 12,953 843 101 -690 511 -4,799 -3,025
Percent of Open Interest Represented by Each Category of Trader
5.8 42.7 0.4 51.2 23.3 14.9 14.7 9.3 3.8 4.3 2.3 0.5 4.4 2.8
Number of Traders in Each Category Total Traders: 237
15 24 6 61 40 27 29 31 12 23 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 610,463
Positions
2,193 81,456 23,177 229,100 98,882 67,902 53,852 74,986 72,753 4,966 14,947 18,006 138,514 158,356
Changes from: July 7, 2015 Total Change is: -37,448
527 406 -6,980 -4,553 12,656 -19,301 -4,199 -6,329 -9,076 -372 -340 201 6,306 -8,684
Percent of Open Interest Represented by Each Category of Trader
0.4 13.3 3.8 37.5 16.2 11.1 8.8 12.3 11.9 0.8 2.4 2.9 22.7 25.9
Number of Traders in Each Category Total Traders: 151
7 15 14 34 21 34 29 26 40 9 10 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 606,204
Positions
25,383 89,795 437 363,646 55,122 73,718 13,368 271,478 13,432 6,460 4,459 634 109,126 97,129
Changes from: July 7, 2015 Total Change is: 10,568
-11 8,804 -1,111 6,923 -1,572 1,099 -457 1,869 722 -372 -1,629 80 3,695 2,306
Percent of Open Interest Represented by Each Category of Trader
4.2 14.8 0.1 60.0 9.1 12.2 2.2 44.8 2.2 1.1 0.7 0.1 18.0 16.0
Number of Traders in Each Category Total Traders: 101
4 7 . 45 13 33 5 22 8 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 1,389,579
Positions
27,612 125,085 12,008 248,732 434,328 155,002 520,326 197,573 97,419 186,688 199,290 17,167 124,625 151,706
Changes from: July 7, 2015 Total Change is: 74,637
-2,148 13,811 3,213 8,682 13,078 12,878 6,738 34,327 6,792 32,408 -15,954 858 5,216 5,634
Percent of Open Interest Represented by Each Category of Trader
2.0 9.0 0.9 17.9 31.3 11.2 37.4 14.2 7.0 13.4 14.3 1.2 9.0 10.9
Number of Traders in Each Category Total Traders: 286
9 33 11 41 48 47 52 33 38 25 45 13
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Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 3,279,940
Positions
91,564 154,873 169,024 1,112,719 782,970 363,198 363,204 681,896 391,686 356,759 162,081 110,464 321,322 463,748
Changes from: July 7, 2015 Total Change is: -109,801
-11,708 -3,867 -23,203 8,275 -25,205 -19,985 -15,863 -1,858 -28,577 9,030 1,386 -24,723 -3,046 16,231
Percent of Open Interest Represented by Each Category of Trader
2.8 4.7 5.2 33.9 23.9 11.1 11.1 20.8 11.9 10.9 4.9 3.4 9.8 14.1
Number of Traders in Each Category Total Traders: 397
16 37 40 48 79 79 60 70 90 34 53 43
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Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 2,321,963
Positions
75,761 203,494 57,189 807,751 532,188 302,485 409,142 395,246 200,085 131,640 222,577 53,712 284,197 354,985
Changes from: July 7, 2015 Total Change is: -10,429
-13,401 -5,137 -20,875 4,357 4,917 11,503 -31,350 21,187 -3,389 35,222 -13,334 -594 8,097 -4,708
Percent of Open Interest Represented by Each Category of Trader
3.3 8.8 2.5 34.8 22.9 13.0 17.6 17.0 8.6 5.7 9.6 2.3 12.2 15.3
Number of Traders in Each Category Total Traders: 281
16 25 24 37 47 54 45 51 56 15 45 14
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Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 906,057
Positions
390,203 197,886 255,235 0 21,778 7,827 29,809 146,233 141,935 32,965 50,880 26,629 21,454 57,655
Changes from: July 7, 2015 Total Change is: 23,914
23,257 -2,105 6,776 0 3,219 -7,375 142 19,796 4,825 -3,359 -576 -995 644 350
Percent of Open Interest Represented by Each Category of Trader
43.1 21.8 28.2 0.0 2.4 0.9 3.3 16.1 15.7 3.6 5.6 2.9 2.4 6.4
Number of Traders in Each Category Total Traders: 137
18 32 40 0 11 4 16 38 32 . 16 8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 is17,604,546
Positions
2,650,611 1,237,095 4,192,344 309,359 1,943,017 589,858 1,754,651 877,256 5,621,484 437,263 615,275 1,171,150 877,825 1,357,067
Changes from: July 7, 2015 Total Change is: -391,284
68,576 -8,692 -168,966 26,787 33,289 -696 26,795 22,440 -238,095 -29,145 5,803 -79,814 3,275 43,447
Percent of Open Interest Represented by Each Category of Trader
15.1 7.0 23.8 1.8 11.0 3.4 10.0 5.0 31.9 2.5 3.5 6.7 5.0 7.7
Number of Traders in Each Category Total Traders: 309
31 51 79 9 33 29 49 77 102 18 39 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 48,443
Positions
8,504 691 0 475 16,296 0 37,163 22,540 0 2,192 8,810 21 88 85
Changes from: July 7, 2015 Total Change is: 1,328
286 -1,112 0 0 1,910 0 832 83 0 242 456 0 -32 -9
Percent of Open Interest Represented by Each Category of Trader
17.6 1.4 0.0 1.0 33.6 0.0 76.7 46.5 0.0 4.5 18.2 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 42
. 4 0 . 8 0 5 10 0 . 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 34,283
Positions
5,451 1,745 110 0 13,491 0 27,438 7,498 698 505 10,609 31 50 101
Changes from: July 7, 2015 Total Change is: 895
-167 131 110 0 653 0 990 29 0 -3 27 0 -35 -55
Percent of Open Interest Represented by Each Category of Trader
15.9 5.1 0.3 0.0 39.4 0.0 80.0 21.9 2.0 1.5 30.9 0.1 0.1 0.3
Number of Traders in Each Category Total Traders: 38
4 . . 0 8 0 6 8 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 89,047
Positions
3,574 72,049 117 20,379 0 526 14,556 12,633 1,343 33,569 384 225 14,758 1,771
Changes from: July 7, 2015 Total Change is: -591
652 2,331 16 -1,573 0 7 554 -2,718 -622 210 -4 -24 189 422
Percent of Open Interest Represented by Each Category of Trader
4.0 80.9 0.1 22.9 0.0 0.6 16.3 14.2 1.5 37.7 0.4 0.3 16.6 2.0
Number of Traders in Each Category Total Traders: 200
7 5 . 14 0 . 35 14 8 121 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 329,967
Positions
75,385 43,455 19,758 49,905 33,553 28,872 56,698 96,335 54,887 4,757 6,445 16,454 23,251 30,208
Changes from: July 7, 2015 Total Change is: 13,396
4,426 16,440 -5,615 52 -409 3,104 -1,194 -13,850 8,069 818 1,347 2,467 1,269 1,843
Percent of Open Interest Represented by Each Category of Trader
22.8 13.2 6.0 15.1 10.2 8.7 17.2 29.2 16.6 1.4 2.0 5.0 7.0 9.2
Number of Traders in Each Category Total Traders: 189
16 15 19 10 17 7 34 57 50 11 16 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 14, 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 20,547
Positions
127 2,934 0 7,786 1,958 854 10,862 13,668 323 362 792 0 233 18
Changes from: July 7, 2015 Total Change is: -318
29 0 0 -3,381 50 -139 3,372 3 -226 0 5 0 27 -11
Percent of Open Interest Represented by Each Category of Trader
0.6 14.3 0.0 37.9 9.5 4.2 52.9 66.5 1.6 1.8 3.9 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 34
. . 0 7 . . 8 8 . . . 0
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Updated July 18, 2015