Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 183,312
Positions
77,672 2,989 4,124 27,121 35,012 1,019 20,742 64,543 16,337 11,824 10,961 2,091 22,383 46,236
Changes from: July 21, 2015 Total Change is: 10,749
14,409 -120 407 2,371 1,736 -57 -6,862 5,455 1,844 535 2,058 286 -2,184 -860
Percent of Open Interest Represented by Each Category of Trader
42.4 1.6 2.2 14.8 19.1 0.6 11.3 35.2 8.9 6.5 6.0 1.1 12.2 25.2
Number of Traders in Each Category Total Traders: 104
11 . 10 6 11 . 18 34 16 13 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 34,832
Positions
11,636 1,760 567 1,783 2,184 0 8,126 8,823 2,411 2,489 0 0 7,820 19,087
Changes from: July 21, 2015 Total Change is: 4,060
3,916 -290 -10 0 282 0 -438 2,976 697 824 0 0 -929 405
Percent of Open Interest Represented by Each Category of Trader
33.4 5.1 1.6 5.1 6.3 0.0 23.3 25.3 6.9 7.1 0.0 0.0 22.5 54.8
Number of Traders in Each Category Total Traders: 30
5 . . . . 0 7 9 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 196,440
Positions
45,516 40,454 6,820 14,904 62,782 3,110 73,415 28,405 15,793 7,892 14,449 2,751 26,239 21,877
Changes from: July 21, 2015 Total Change is: 7,964
22 8,883 444 4,182 1,523 591 -601 -3,602 502 994 447 -127 1,956 -697
Percent of Open Interest Represented by Each Category of Trader
23.2 20.6 3.5 7.6 32.0 1.6 37.4 14.5 8.0 4.0 7.4 1.4 13.4 11.1
Number of Traders in Each Category Total Traders: 116
6 9 10 7 21 9 27 27 20 7 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 276,632
Positions
131,686 34,574 8,972 19,839 49,363 5,112 23,910 92,146 16,628 48,233 11,091 4,185 18,067 54,561
Changes from: July 21, 2015 Total Change is: -2,967
-832 -2,103 2,006 1,311 4,505 -615 -5,208 -5,240 -158 -129 -93 -242 899 -1,026
Percent of Open Interest Represented by Each Category of Trader
47.6 12.5 3.2 7.2 17.8 1.8 8.6 33.3 6.0 17.4 4.0 1.5 6.5 19.7
Number of Traders in Each Category Total Traders: 135
9 6 7 12 21 13 22 45 21 5 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 439,231
Positions
123,681 12,845 20,917 71,435 98,905 21,244 34,683 101,739 47,284 63,628 39,923 13,459 42,901 82,916
Changes from: July 21, 2015 Total Change is: -10,808
-13,586 1,566 -615 361 -4,246 128 -441 -6,846 -836 4,517 3,453 740 -1,075 -4,153
Percent of Open Interest Represented by Each Category of Trader
28.2 2.9 4.8 16.3 22.5 4.8 7.9 23.2 10.8 14.5 9.1 3.1 9.8 18.9
Number of Traders in Each Category Total Traders: 253
17 11 11 26 38 27 24 60 39 24 52 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 187,314
Positions
137,641 734 6,826 2,686 34,811 2,441 7,689 58,662 9,654 1,040 23,326 2,360 16,976 48,500
Changes from: July 21, 2015 Total Change is: 10,127
11,413 466 1,405 355 3,873 832 -4,421 143 1,066 -1,945 -394 173 1,249 2,563
Percent of Open Interest Represented by Each Category of Trader
73.5 0.4 3.6 1.4 18.6 1.3 4.1 31.3 5.2 0.6 12.5 1.3 9.1 25.9
Number of Traders in Each Category Total Traders: 96
13 . 8 . 13 5 15 37 13 5 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 48,856
Positions
36,996 39,737 1,274 2,736 0 0 3,441 4,410 738 1,510 113 1,802 359 782
Changes from: July 21, 2015 Total Change is: -208
-145 0 -23 -143 0 0 98 -401 0 -23 0 0 28 216
Percent of Open Interest Represented by Each Category of Trader
75.7 81.3 2.6 5.6 0.0 0.0 7.0 9.0 1.5 3.1 0.2 3.7 0.7 1.6
Number of Traders in Each Category Total Traders: 28
8 7 5 . 0 0 . . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 196,806
Positions
74,524 42,657 5,157 50,398 5,132 249 19,957 83,898 40,034 3,066 10,767 459 2,961 8,453
Changes from: July 21, 2015 Total Change is: 6,848
8,829 -1,108 6 -3,480 718 -33 908 6,614 750 -296 -256 396 -232 -240
Percent of Open Interest Represented by Each Category of Trader
37.9 21.7 2.6 25.6 2.6 0.1 10.1 42.6 20.3 1.6 5.5 0.2 1.5 4.3
Number of Traders in Each Category Total Traders: 136
9 6 . 5 8 . 19 60 15 9 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 20,303
Positions
5,971 6,244 3,033 1,226 112 0 4,386 3,466 1,966 350 700 2,746 625 2,036
Changes from: July 21, 2015 Total Change is: -2,249
2,626 -2,259 0 105 112 0 -6,196 -2,536 1,273 150 476 0 -207 685
Percent of Open Interest Represented by Each Category of Trader
29.4 30.8 14.9 6.0 0.6 0.0 21.6 17.1 9.7 1.7 3.4 13.5 3.1 10.0
Number of Traders in Each Category Total Traders: 23
. . . . . 0 4 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 37,487
Positions
25,645 1,687 9 1,850 3,272 1 7,126 22,499 247 135 3,022 0 2,474 6,750
Changes from: July 21, 2015 Total Change is: -1,057
-1,497 1,553 0 264 93 0 -165 -1,918 -37 135 -684 0 243 -64
Percent of Open Interest Represented by Each Category of Trader
68.4 4.5 0.0 4.9 8.7 0.0 19.0 60.0 0.7 0.4 8.1 0.0 6.6 18.0
Number of Traders in Each Category Total Traders: 78
9 . . 4 8 . 12 32 4 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 8,362
Positions
5,438 0 0 537 2,913 186 1,814 2,245 0 0 1,636 0 387 1,382
Changes from: July 21, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
65.0 0.0 0.0 6.4 34.8 2.2 21.7 26.8 0.0 0.0 19.6 0.0 4.6 16.5
Number of Traders in Each Category Total Traders: 22
. 0 0 . . . . 6 0 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 47,579
Positions
18,604 27,607 311 6,630 2,067 351 10,548 9,004 1,124 2,866 583 435 6,709 6,098
Changes from: July 21, 2015 Total Change is: -1,089
578 -3,665 66 -18 -10 -13 -3,093 3,490 184 1,171 -959 106 -71 -287
Percent of Open Interest Represented by Each Category of Trader
39.1 58.0 0.7 13.9 4.3 0.7 22.2 18.9 2.4 6.0 1.2 0.9 14.1 12.8
Number of Traders in Each Category Total Traders: 96
16 15 . 12 . 5 19 16 7 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 95,157
Positions
37,208 55,213 623 13,260 4,133 702 21,097 18,008 2,248 5,731 1,165 870 13,418 12,195
Changes from: July 21, 2015 Total Change is: -2,178
1,156 -7,331 131 -35 -20 -25 -6,187 6,979 369 2,342 -1,918 212 -141 -575
Percent of Open Interest Represented by Each Category of Trader
39.1 58.0 0.7 13.9 4.3 0.7 22.2 18.9 2.4 6.0 1.2 0.9 14.1 12.8
Number of Traders in Each Category Total Traders: 96
16 15 . 12 . 5 19 16 7 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 804,404
Positions
49,303 115,625 29,857 270,870 123,813 64,440 93,751 159,229 121,542 21,505 44,613 32,958 120,178 112,327
Changes from: July 21, 2015 Total Change is: 12,008
4,773 2,643 433 -11,201 4,881 5,627 7,608 -2,055 2,510 605 1,467 -403 2,054 -3,097
Percent of Open Interest Represented by Each Category of Trader
6.1 14.4 3.7 33.7 15.4 8.0 11.7 19.8 15.1 2.7 5.5 4.1 14.9 14.0
Number of Traders in Each Category Total Traders: 630
35 37 36 116 73 85 78 127 108 93 70 85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 159,964
Positions
15,910 20,230 4,893 41,565 19,411 3,922 4,448 9,594 31,746 4,072 3,335 12,685 40,724 54,148
Changes from: July 21, 2015 Total Change is: -3,652
1,393 619 -676 -2,148 -179 -1,048 79 1,915 -2,083 -164 -484 -712 1,708 -1,004
Percent of Open Interest Represented by Each Category of Trader
9.9 12.6 3.1 26.0 12.1 2.5 2.8 6.0 19.8 2.5 2.1 7.9 25.5 33.8
Number of Traders in Each Category Total Traders: 87
6 8 7 14 6 7 13 19 31 11 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 3,222,201
Positions
247,470 557,475 44,316 1,165,316 540,797 283,801 471,121 772,782 424,376 91,319 210,547 97,210 397,272 290,896
Changes from: July 21, 2015 Total Change is: 78,299
23,644 16,861 -1,197 -37,527 33,042 25,639 39,843 -17,656 20,770 3,081 8,988 2,316 1,731 -10,464
Percent of Open Interest Represented by Each Category of Trader
7.7 17.3 1.4 36.2 16.8 8.8 14.6 24.0 13.2 2.8 6.5 3.0 12.3 9.0
Number of Traders in Each Category Total Traders: 602
35 36 34 110 71 80 79 120 103 87 64 75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 80,738
Positions
5,132 19,997 1,189 43,771 43,804 1,958 16,385 8,546 1,070 423 263 0 10,810 3,911
Changes from: July 21, 2015 Total Change is: -104
1,171 -2,594 -10 -649 1,550 695 -1,396 367 -506 423 0 0 168 394
Percent of Open Interest Represented by Each Category of Trader
6.4 24.8 1.5 54.2 54.3 2.4 20.3 10.6 1.3 0.5 0.3 0.0 13.4 4.8
Number of Traders in Each Category Total Traders: 85
7 8 . 35 12 14 12 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 73,727
Positions
3,514 50,867 296 33,559 5,944 734 23,308 7,597 1,803 3,698 2,441 361 6,453 3,683
Changes from: July 21, 2015 Total Change is: 3,219
129 5,694 -25 1,431 486 -117 1,217 -1,657 -105 243 70 66 380 -1,193
Percent of Open Interest Represented by Each Category of Trader
4.8 69.0 0.4 45.5 8.1 1.0 31.6 10.3 2.4 5.0 3.3 0.5 8.8 5.0
Number of Traders in Each Category Total Traders: 240
15 23 5 38 17 6 61 36 25 27 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 368,633
Positions
17,572 254,334 1,479 167,796 29,721 3,672 116,539 37,984 9,017 18,490 12,207 1,804 32,264 18,416
Changes from: July 21, 2015 Total Change is: 16,096
647 28,468 -126 7,154 2,430 -585 6,085 -8,285 -527 1,213 352 332 1,902 -5,964
Percent of Open Interest Represented by Each Category of Trader
4.8 69.0 0.4 45.5 8.1 1.0 31.6 10.3 2.4 5.0 3.3 0.5 8.8 5.0
Number of Traders in Each Category Total Traders: 240
15 23 5 38 17 6 61 36 25 27 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 350,464
Positions
114,668 51,227 612 126,041 159,195 14,087 60,805 91,767 5,554 7,994 11,010 461 20,242 16,550
Changes from: July 21, 2015 Total Change is: 4,758
5,369 -14,263 -2 104 8,799 143 -1,879 5,543 895 876 784 38 -785 2,822
Percent of Open Interest Represented by Each Category of Trader
32.7 14.6 0.2 36.0 45.4 4.0 17.3 26.2 1.6 2.3 3.1 0.1 5.8 4.7
Number of Traders in Each Category Total Traders: 259
21 12 . 57 43 28 42 52 14 12 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 54,091
Positions
2,030 13,033 87 30,364 0 73 6,488 11,297 243 4,590 25,394 0 10,216 3,964
Changes from: July 21, 2015 Total Change is: -1,666
-344 -125 0 692 0 -96 -2,332 -106 -157 898 -385 0 -327 -797
Percent of Open Interest Represented by Each Category of Trader
3.8 24.1 0.2 56.1 0.0 0.1 12.0 20.9 0.4 8.5 46.9 0.0 18.9 7.3
Number of Traders in Each Category Total Traders: 60
. 7 . 20 0 . 11 8 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 116,331
Positions
23,209 5,549 647 27,152 947 864 36,660 10,837 913 18,554 921 3 8,329 95,650
Changes from: July 21, 2015 Total Change is: 972
529 474 -209 -851 58 118 2,790 117 69 -602 496 3 -875 -154
Percent of Open Interest Represented by Each Category of Trader
20.0 4.8 0.6 23.3 0.8 0.7 31.5 9.3 0.8 15.9 0.8 0.0 7.2 82.2
Number of Traders in Each Category Total Traders: 95
20 10 4 13 . . 28 14 7 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 152,605
Positions
9,210 94,230 407 89,910 37,893 5,381 30,266 3,721 6,099 4,021 1,289 0 7,311 3,585
Changes from: July 21, 2015 Total Change is: 3,676
1,437 4,067 -4 611 2,404 -265 1,846 -2,627 -179 289 194 0 -59 86
Percent of Open Interest Represented by Each Category of Trader
6.0 61.7 0.3 58.9 24.8 3.5 19.8 2.4 4.0 2.6 0.8 0.0 4.8 2.3
Number of Traders in Each Category Total Traders: 110
6 14 . 40 22 17 14 4 5 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 393,845
Positions
20,024 164,029 1,223 207,259 101,062 56,895 54,709 33,830 16,352 16,660 7,801 3,637 17,086 9,016
Changes from: July 21, 2015 Total Change is: -14,382
-2,389 -13,987 -690 -8,443 10,371 863 -4,119 -14,619 398 -2,069 1,821 2,117 -50 -656
Percent of Open Interest Represented by Each Category of Trader
5.1 41.6 0.3 52.6 25.7 14.4 13.9 8.6 4.2 4.2 2.0 0.9 4.3 2.3
Number of Traders in Each Category Total Traders: 237
14 25 6 60 39 28 34 27 11 22 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 613,523
Positions
978 81,956 16,776 218,559 119,521 82,309 55,279 61,658 57,327 27,971 16,873 16,880 137,444 160,220
Changes from: July 21, 2015 Total Change is: -8,842
-1,062 1,943 -9,149 -18,540 1,658 9,387 3,590 -17,626 -1,189 4,794 754 56 3,272 5,325
Percent of Open Interest Represented by Each Category of Trader
0.2 13.4 2.7 35.6 19.5 13.4 9.0 10.0 9.3 4.6 2.8 2.8 22.4 26.1
Number of Traders in Each Category Total Traders: 146
. 14 9 36 24 36 22 27 34 8 12 13
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Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 612,938
Positions
28,674 95,899 629 369,485 58,839 73,816 17,166 275,020 12,001 3,433 4,459 666 107,068 91,609
Changes from: July 21, 2015 Total Change is: 4,049
3,931 7,328 137 4,610 3,078 -1,877 3,304 -2,081 -1,632 -2,782 0 32 -1,673 -935
Percent of Open Interest Represented by Each Category of Trader
4.7 15.6 0.1 60.3 9.6 12.0 2.8 44.9 2.0 0.6 0.7 0.1 17.5 14.9
Number of Traders in Each Category Total Traders: 101
4 8 . 48 12 32 5 21 10 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,413,843
Positions
23,172 119,489 14,227 246,954 448,448 169,091 500,442 215,328 90,370 237,928 191,940 16,824 114,836 148,127
Changes from: July 21, 2015 Total Change is: 7,094
-5,261 -4,898 -778 6,688 -5,496 17,073 -15,328 13,051 -10,797 12,489 -2,028 -156 3,165 1,123
Percent of Open Interest Represented by Each Category of Trader
1.6 8.5 1.0 17.5 31.7 12.0 35.4 15.2 6.4 16.8 13.6 1.2 8.1 10.5
Number of Traders in Each Category Total Traders: 288
6 33 11 41 50 45 48 39 37 23 48 12
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Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 3,233,822
Positions
63,663 150,101 157,673 1,150,606 799,197 359,382 469,153 737,367 292,074 331,553 169,227 94,887 314,831 473,913
Changes from: July 21, 2015 Total Change is: -6,066
-30,928 343 -22,151 38,914 11,554 5,857 74,036 42,555 -53,266 -29,164 3,214 -5,890 16,525 11,718
Percent of Open Interest Represented by Each Category of Trader
2.0 4.6 4.9 35.6 24.7 11.1 14.5 22.8 9.0 10.3 5.2 2.9 9.7 14.7
Number of Traders in Each Category Total Traders: 390
15 33 36 45 85 77 61 69 84 32 50 38
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Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 2,446,339
Positions
65,719 256,137 59,117 936,550 550,014 300,140 466,325 442,496 179,723 115,960 246,031 60,959 261,845 351,722
Changes from: July 21, 2015 Total Change is: 53,157
-4,566 30,442 -2,933 36,689 -22,093 23,942 17,443 16,349 -10,176 -27,914 15,647 12,750 7,922 -10,771
Percent of Open Interest Represented by Each Category of Trader
2.7 10.5 2.4 38.3 22.5 12.3 19.1 18.1 7.3 4.7 10.1 2.5 10.7 14.4
Number of Traders in Each Category Total Traders: 296
17 32 24 40 46 53 52 49 55 13 47 10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 920,919
Positions
374,181 219,142 266,376 0 20,064 14,491 39,008 130,140 142,350 40,365 50,029 21,771 22,377 56,555
Changes from: July 21, 2015 Total Change is: 15,535
2,698 19,570 2,048 0 -1,466 5,511 3,836 -7,480 7,383 -1,903 -4,517 -5,193 1,157 -320
Percent of Open Interest Represented by Each Category of Trader
40.6 23.8 28.9 0.0 2.2 1.6 4.2 14.1 15.5 4.4 5.4 2.4 2.4 6.1
Number of Traders in Each Category Total Traders: 136
16 37 41 0 12 4 19 33 32 . 14 8
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Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 is18,350,141
Positions
2,811,213 1,341,726 4,297,140 407,570 2,056,222 624,105 1,640,352 861,154 6,006,346 501,121 664,177 1,156,732 905,562 1,342,538
Changes from: July 21, 2015 Total Change is: 516,802
106,318 102,009 68,066 55,508 72,246 5,757 -40,141 -24,265 234,310 38,923 53,742 8,672 39,387 -3,736
Percent of Open Interest Represented by Each Category of Trader
15.3 7.3 23.4 2.2 11.2 3.4 8.9 4.7 32.7 2.7 3.6 6.3 4.9 7.3
Number of Traders in Each Category Total Traders: 313
30 56 85 11 32 31 52 72 101 16 41 37
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Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 50,735
Positions
10,362 2,963 0 560 17,483 0 38,015 21,364 0 1,683 8,841 21 94 63
Changes from: July 21, 2015 Total Change is: 381
455 1,902 0 85 1,125 0 30 -2,612 0 -213 47 0 24 -81
Percent of Open Interest Represented by Each Category of Trader
20.4 5.8 0.0 1.1 34.5 0.0 74.9 42.1 0.0 3.3 17.4 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 46
. 6 0 . 8 0 . 13 0 . 11 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 35,167
Positions
6,403 85 100 0 14,803 0 27,407 8,788 797 331 10,528 0 129 66
Changes from: July 21, 2015 Total Change is: 868
354 85 0 0 353 0 495 807 -39 26 -334 0 32 -4
Percent of Open Interest Represented by Each Category of Trader
18.2 0.2 0.3 0.0 42.1 0.0 77.9 25.0 2.3 0.9 29.9 0.0 0.4 0.2
Number of Traders in Each Category Total Traders: 42
. . . 0 10 0 7 9 . . 9 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 96,499
Positions
3,530 78,219 191 21,721 0 511 16,883 14,008 1,253 36,745 104 263 15,402 1,950
Changes from: July 21, 2015 Total Change is: -2,517
-222 -353 114 -1,177 0 32 936 -852 -184 -543 -511 -71 -1,402 -693
Percent of Open Interest Represented by Each Category of Trader
3.7 81.1 0.2 22.5 0.0 0.5 17.5 14.5 1.3 38.1 0.1 0.3 16.0 2.0
Number of Traders in Each Category Total Traders: 203
6 . . 13 0 . 37 13 10 127 . 6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 317,371
Positions
74,009 18,853 14,942 55,035 40,958 21,601 67,677 127,354 43,959 6,588 6,474 12,602 20,958 30,628
Changes from: July 21, 2015 Total Change is: -51,424
-1,294 -24,928 -6,670 342 -200 -3,210 -23,830 -661 -13,329 -1,499 -1,913 -46 -1,888 -467
Percent of Open Interest Represented by Each Category of Trader
23.3 5.9 4.7 17.3 12.9 6.8 21.3 40.1 13.9 2.1 2.0 4.0 6.6 9.7
Number of Traders in Each Category Total Traders: 185
20 13 19 9 16 8 39 49 47 15 12 22
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Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 20,094
Positions
127 2,934 0 4,854 1,908 733 13,296 13,572 323 389 599 0 372 25
Changes from: July 21, 2015 Total Change is: -86
-39 0 0 -1,919 0 -42 1,933 387 0 27 -433 0 -46 2
Percent of Open Interest Represented by Each Category of Trader
0.6 14.6 0.0 24.2 9.5 3.6 66.2 67.5 1.6 1.9 3.0 0.0 1.9 0.1
Number of Traders in Each Category Total Traders: 33
. . 0 6 . . 9 7 . . . 0
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Updated July 31, 2015