Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 195,202
Positions
88,569 3,880 4,977 27,074 37,843 1,526 17,524 68,214 17,829 11,848 12,912 2,180 23,675 45,842
Changes from: July 28, 2015 Total Change is: 11,890
10,898 890 853 -46 2,831 507 -3,218 3,670 1,492 24 1,951 89 1,292 -394
Percent of Open Interest Represented by Each Category of Trader
45.4 2.0 2.5 13.9 19.4 0.8 9.0 34.9 9.1 6.1 6.6 1.1 12.1 23.5
Number of Traders in Each Category Total Traders: 102
11 . 10 7 10 . 18 32 17 10 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 40,672
Positions
16,655 2,552 675 1,787 2,624 0 9,683 11,879 2,514 2,169 0 0 7,190 20,428
Changes from: July 28, 2015 Total Change is: 5,840
5,019 792 108 4 440 0 1,556 3,056 103 -320 0 0 -630 1,341
Percent of Open Interest Represented by Each Category of Trader
40.9 6.3 1.7 4.4 6.5 0.0 23.8 29.2 6.2 5.3 0.0 0.0 17.7 50.2
Number of Traders in Each Category Total Traders: 36
5 4 . . 4 0 7 13 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 191,344
Positions
46,034 37,638 6,316 16,100 62,471 1,597 71,360 26,827 15,068 7,239 13,920 3,012 24,618 24,495
Changes from: July 28, 2015 Total Change is: -5,096
518 -2,816 -505 1,196 -311 -1,512 -2,056 -1,577 -725 -653 -529 262 -1,620 2,618
Percent of Open Interest Represented by Each Category of Trader
24.1 19.7 3.3 8.4 32.6 0.8 37.3 14.0 7.9 3.8 7.3 1.6 12.9 12.8
Number of Traders in Each Category Total Traders: 113
5 10 10 9 18 8 30 23 23 8 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 286,318
Positions
134,679 16,730 10,668 19,752 54,897 5,067 27,016 106,942 18,848 49,381 11,098 4,948 15,960 57,120
Changes from: July 28, 2015 Total Change is: 9,686
2,992 -17,844 1,696 -87 5,534 -45 3,106 14,796 2,219 1,148 7 763 -2,107 2,559
Percent of Open Interest Represented by Each Category of Trader
47.0 5.8 3.7 6.9 19.2 1.8 9.4 37.4 6.6 17.2 3.9 1.7 5.6 19.9
Number of Traders in Each Category Total Traders: 144
10 5 7 13 21 13 21 52 24 7 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 458,477
Positions
133,912 17,000 24,903 71,542 99,547 21,360 38,640 112,136 48,507 62,476 37,661 14,451 42,686 82,911
Changes from: July 28, 2015 Total Change is: 19,246
10,232 4,155 3,986 107 643 116 3,957 10,397 1,223 -1,152 -2,262 992 -215 -5
Percent of Open Interest Represented by Each Category of Trader
29.2 3.7 5.4 15.6 21.7 4.7 8.4 24.5 10.6 13.6 8.2 3.2 9.3 18.1
Number of Traders in Each Category Total Traders: 258
17 13 11 28 36 28 33 54 41 29 47 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 188,977
Positions
135,854 1,008 7,302 3,221 26,533 1,825 11,154 62,639 10,332 930 28,340 2,293 16,067 48,704
Changes from: July 28, 2015 Total Change is: 1,663
-1,787 274 476 535 -8,277 -616 3,465 3,977 677 -110 5,014 -67 -909 204
Percent of Open Interest Represented by Each Category of Trader
71.9 0.5 3.9 1.7 14.0 1.0 5.9 33.1 5.5 0.5 15.0 1.2 8.5 25.8
Number of Traders in Each Category Total Traders: 100
12 4 9 . 12 5 15 37 14 4 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 48,879
Positions
36,900 39,737 1,263 2,455 0 0 3,713 4,434 737 1,517 255 1,802 492 651
Changes from: July 28, 2015 Total Change is: 23
-96 0 -11 -281 0 0 272 24 -1 7 142 0 133 -131
Percent of Open Interest Represented by Each Category of Trader
75.5 81.3 2.6 5.0 0.0 0.0 7.6 9.1 1.5 3.1 0.5 3.7 1.0 1.3
Number of Traders in Each Category Total Traders: 29
8 7 5 . 0 0 . . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 191,609
Positions
82,225 46,974 5,238 38,282 4,798 302 21,012 74,931 39,126 2,319 11,142 61 3,043 9,036
Changes from: July 28, 2015 Total Change is: -5,197
7,701 4,317 81 -12,116 -334 53 1,055 -8,966 -908 -747 375 -398 82 583
Percent of Open Interest Represented by Each Category of Trader
42.9 24.5 2.7 20.0 2.5 0.2 11.0 39.1 20.4 1.2 5.8 0.0 1.6 4.7
Number of Traders in Each Category Total Traders: 136
9 5 . 5 8 . 19 63 13 8 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 22,359
Positions
6,668 3,766 2,975 1,248 607 0 7,500 8,581 6 350 1,979 2,746 866 1,699
Changes from: July 28, 2015 Total Change is: 2,056
697 -2,478 -58 22 495 0 3,114 5,115 -1,960 0 1,279 0 241 -337
Percent of Open Interest Represented by Each Category of Trader
29.8 16.8 13.3 5.6 2.7 0.0 33.5 38.4 0.0 1.6 8.9 12.3 3.9 7.6
Number of Traders in Each Category Total Traders: 25
4 . . . . 0 4 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 38,530
Positions
25,433 2,628 9 2,060 3,129 1 7,902 22,841 367 201 2,956 0 2,557 6,599
Changes from: July 28, 2015 Total Change is: 1,043
-212 941 0 210 -143 0 776 342 120 66 -66 0 83 -151
Percent of Open Interest Represented by Each Category of Trader
66.0 6.8 0.0 5.3 8.1 0.0 20.5 59.3 1.0 0.5 7.7 0.0 6.6 17.1
Number of Traders in Each Category Total Traders: 82
9 . . 4 6 . 14 36 6 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 8,919
Positions
5,714 0 0 472 3,053 174 2,056 2,340 0 0 1,796 0 503 1,556
Changes from: July 28, 2015 Total Change is: 557
276 0 0 -65 140 -12 242 95 0 0 160 0 116 174
Percent of Open Interest Represented by Each Category of Trader
64.1 0.0 0.0 5.3 34.2 2.0 23.1 26.2 0.0 0.0 20.1 0.0 5.6 17.4
Number of Traders in Each Category Total Traders: 22
. 0 0 . . . . 6 0 0 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 49,622
Positions
18,636 30,222 302 6,570 2,064 407 11,481 8,393 849 4,156 716 483 6,739 6,188
Changes from: July 28, 2015 Total Change is: 2,044
32 2,615 -10 -61 -3 56 933 -612 -275 1,290 133 48 30 90
Percent of Open Interest Represented by Each Category of Trader
37.6 60.9 0.6 13.2 4.2 0.8 23.1 16.9 1.7 8.4 1.4 1.0 13.6 12.5
Number of Traders in Each Category Total Traders: 91
15 16 . 11 . 4 14 13 6 15 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 99,244
Positions
37,272 60,444 603 13,139 4,128 814 22,962 16,785 1,697 8,312 1,431 967 13,478 12,375
Changes from: July 28, 2015 Total Change is: 4,087
63 5,230 -20 -121 -5 112 1,865 -1,223 -550 2,581 266 97 60 180
Percent of Open Interest Represented by Each Category of Trader
37.6 60.9 0.6 13.2 4.2 0.8 23.1 16.9 1.7 8.4 1.4 1.0 13.6 12.5
Number of Traders in Each Category Total Traders: 91
15 16 . 11 . 4 14 13 6 15 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 808,096
Positions
53,938 105,628 33,523 265,117 125,998 62,841 88,210 159,696 121,994 21,645 46,027 33,504 127,324 118,884
Changes from: July 28, 2015 Total Change is: 3,692
4,635 -9,996 3,666 -5,753 2,185 -1,600 -5,541 467 452 140 1,413 546 7,146 6,557
Percent of Open Interest Represented by Each Category of Trader
6.7 13.1 4.1 32.8 15.6 7.8 10.9 19.8 15.1 2.7 5.7 4.1 15.8 14.7
Number of Traders in Each Category Total Traders: 637
37 36 39 118 73 91 79 128 105 92 72 85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 164,117
Positions
18,034 17,831 5,260 40,606 19,645 4,465 4,719 10,306 32,061 4,800 3,181 12,170 42,003 59,197
Changes from: July 28, 2015 Total Change is: 4,153
2,124 -2,399 367 -959 234 543 271 713 316 728 -154 -515 1,279 5,050
Percent of Open Interest Represented by Each Category of Trader
11.0 10.9 3.2 24.7 12.0 2.7 2.9 6.3 19.5 2.9 1.9 7.4 25.6 36.1
Number of Traders in Each Category Total Traders: 89
6 8 7 14 6 7 13 20 32 14 6 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 3,219,894
Positions
279,365 538,830 41,474 1,135,772 544,983 278,660 454,910 784,402 412,211 91,167 221,172 99,730 426,607 298,433
Changes from: July 28, 2015 Total Change is: -2,307
31,895 -18,646 -2,843 -29,544 4,186 -5,141 -16,211 11,619 -12,165 -152 10,625 2,520 29,334 7,538
Percent of Open Interest Represented by Each Category of Trader
8.7 16.7 1.3 35.3 16.9 8.7 14.1 24.4 12.8 2.8 6.9 3.1 13.2 9.3
Number of Traders in Each Category Total Traders: 608
37 36 36 112 71 87 80 121 99 83 68 75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 80,367
Positions
3,915 20,780 1,029 43,442 44,550 1,358 19,019 7,222 1,443 446 263 0 9,715 3,722
Changes from: July 28, 2015 Total Change is: -371
-1,217 783 -160 -329 746 -600 2,634 -1,324 373 23 0 0 -1,095 -189
Percent of Open Interest Represented by Each Category of Trader
4.9 25.9 1.3 54.1 55.4 1.7 23.7 9.0 1.8 0.6 0.3 0.0 12.1 4.6
Number of Traders in Each Category Total Traders: 88
6 9 . 37 12 13 14 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 72,157
Positions
3,748 47,660 416 33,764 5,880 709 21,141 8,695 1,860 3,848 2,621 411 6,259 3,903
Changes from: July 28, 2015 Total Change is: -1,570
233 -3,207 121 205 -64 -25 -2,167 1,098 57 150 180 51 -193 220
Percent of Open Interest Represented by Each Category of Trader
5.2 66.1 0.6 46.8 8.1 1.0 29.3 12.1 2.6 5.3 3.6 0.6 8.7 5.4
Number of Traders in Each Category Total Traders: 240
17 20 6 39 18 7 60 34 20 27 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 360,784
Positions
18,738 238,301 2,082 168,822 29,400 3,545 105,703 43,475 9,301 19,239 13,107 2,056 31,297 19,517
Changes from: July 28, 2015 Total Change is: -7,849
1,166 -16,034 603 1,026 -321 -127 -10,837 5,492 284 750 900 253 -967 1,101
Percent of Open Interest Represented by Each Category of Trader
5.2 66.1 0.6 46.8 8.1 1.0 29.3 12.1 2.6 5.3 3.6 0.6 8.7 5.4
Number of Traders in Each Category Total Traders: 240
17 20 6 39 18 7 60 34 20 27 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 346,016
Positions
116,555 42,667 656 128,528 158,487 13,617 55,405 101,421 3,984 8,586 10,459 216 18,469 14,510
Changes from: July 28, 2015 Total Change is: -4,448
1,887 -8,560 44 2,487 -708 -470 -5,400 9,654 -1,570 592 -551 -246 -1,772 -2,040
Percent of Open Interest Represented by Each Category of Trader
33.7 12.3 0.2 37.1 45.8 3.9 16.0 29.3 1.2 2.5 3.0 0.1 5.3 4.2
Number of Traders in Each Category Total Traders: 267
22 13 . 59 44 30 41 54 14 12 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 55,194
Positions
2,504 13,053 87 29,696 0 137 7,112 11,483 710 3,913 25,233 0 11,035 4,491
Changes from: July 28, 2015 Total Change is: 1,103
474 20 0 -668 0 64 624 186 467 -677 -161 0 819 527
Percent of Open Interest Represented by Each Category of Trader
4.5 23.6 0.2 53.8 0.0 0.2 12.9 20.8 1.3 7.1 45.7 0.0 20.0 8.1
Number of Traders in Each Category Total Traders: 58
4 7 . 18 0 . 13 7 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 122,778
Positions
23,951 4,209 585 30,335 982 982 38,985 12,692 410 19,218 712 3 8,309 102,203
Changes from: July 28, 2015 Total Change is: 6,447
742 -1,340 -62 3,183 35 118 2,325 1,855 -503 664 -209 0 -20 6,553
Percent of Open Interest Represented by Each Category of Trader
19.5 3.4 0.5 24.7 0.8 0.8 31.8 10.3 0.3 15.7 0.6 0.0 6.8 83.2
Number of Traders in Each Category Total Traders: 94
20 7 4 13 . . 31 14 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 155,176
Positions
9,049 94,947 442 91,998 36,189 6,098 30,386 5,612 6,774 4,064 1,322 0 6,365 3,792
Changes from: July 28, 2015 Total Change is: 2,571
-161 717 35 2,088 -1,704 717 120 1,891 675 43 33 0 -946 207
Percent of Open Interest Represented by Each Category of Trader
5.8 61.2 0.3 59.3 23.3 3.9 19.6 3.6 4.4 2.6 0.9 0.0 4.1 2.4
Number of Traders in Each Category Total Traders: 112
6 13 . 40 22 16 15 6 5 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 424,021
Positions
21,144 174,021 1,677 243,158 96,092 50,238 61,354 65,015 10,122 16,686 11,670 3,290 16,352 11,896
Changes from: July 28, 2015 Total Change is: 30,176
1,120 9,992 454 35,899 -4,970 -6,657 6,645 31,185 -6,230 26 3,869 -347 -734 2,880
Percent of Open Interest Represented by Each Category of Trader
5.0 41.0 0.4 57.3 22.7 11.8 14.5 15.3 2.4 3.9 2.8 0.8 3.9 2.8
Number of Traders in Each Category Total Traders: 243
17 25 5 65 36 29 29 31 11 22 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 647,422
Positions
2,173 74,894 21,612 213,422 144,701 81,544 52,896 49,076 73,233 39,696 14,884 19,001 143,846 168,478
Changes from: July 28, 2015 Total Change is: 33,899
1,195 -7,063 4,836 -5,136 25,180 -766 -2,383 -12,582 15,906 11,725 -1,989 2,120 6,402 8,258
Percent of Open Interest Represented by Each Category of Trader
0.3 11.6 3.3 33.0 22.4 12.6 8.2 7.6 11.3 6.1 2.3 2.9 22.2 26.0
Number of Traders in Each Category Total Traders: 149
. 16 10 37 27 38 27 23 35 7 10 12
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Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 605,875
Positions
22,492 95,176 486 364,321 56,538 67,681 16,167 265,937 13,953 2,587 4,459 0 118,188 101,645
Changes from: July 28, 2015 Total Change is: -7,063
-6,182 -723 -143 -5,165 -2,301 -6,135 -999 -9,083 1,952 -846 0 -666 11,121 10,036
Percent of Open Interest Represented by Each Category of Trader
3.7 15.7 0.1 60.1 9.3 11.2 2.7 43.9 2.3 0.4 0.7 0.0 19.5 16.8
Number of Traders in Each Category Total Traders: 93
. 8 . 45 11 31 5 19 10 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 1,457,975
Positions
22,404 130,072 17,900 266,887 473,332 167,455 501,586 221,047 96,230 247,234 181,083 22,895 115,385 147,962
Changes from: July 28, 2015 Total Change is: 44,132
-768 10,584 3,673 19,933 24,884 -1,636 1,144 5,719 5,860 9,306 -10,858 6,071 549 -165
Percent of Open Interest Represented by Each Category of Trader
1.5 8.9 1.2 18.3 32.5 11.5 34.4 15.2 6.6 17.0 12.4 1.6 7.9 10.1
Number of Traders in Each Category Total Traders: 296
9 35 13 40 52 45 55 34 38 21 49 16
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Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 3,448,672
Positions
83,252 195,312 176,719 1,260,428 712,290 383,164 436,614 828,670 354,895 293,834 173,254 132,330 327,436 492,038
Changes from: July 28, 2015 Total Change is: 214,850
19,589 45,211 19,046 109,822 -86,908 23,782 -32,539 91,304 62,820 -37,719 4,027 37,444 12,605 18,124
Percent of Open Interest Represented by Each Category of Trader
2.4 5.7 5.1 36.5 20.7 11.1 12.7 24.0 10.3 8.5 5.0 3.8 9.5 14.3
Number of Traders in Each Category Total Traders: 398
15 41 43 48 79 80 67 63 86 36 49 41
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Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 2,520,831
Positions
56,576 281,471 66,804 970,428 539,745 303,984 468,399 460,288 192,883 122,345 227,039 55,113 284,299 393,505
Changes from: July 28, 2015 Total Change is: 74,492
-9,143 25,334 7,687 33,878 -10,269 3,844 2,074 17,792 13,160 6,384 -18,993 -5,846 22,454 41,783
Percent of Open Interest Represented by Each Category of Trader
2.2 11.2 2.7 38.5 21.4 12.1 18.6 18.3 7.7 4.9 9.0 2.2 11.3 15.6
Number of Traders in Each Category Total Traders: 287
11 33 24 40 45 53 46 53 59 15 44 14
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Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 805,860
Positions
283,935 176,926 261,709 0 18,100 9,265 41,712 98,947 128,849 39,097 42,421 21,247 20,045 48,395
Changes from: July 28, 2015 Total Change is: -115,059
-90,246 -42,216 -4,667 0 -1,964 -5,226 2,704 -31,193 -13,500 -1,268 -7,608 -524 -2,332 -8,160
Percent of Open Interest Represented by Each Category of Trader
35.2 22.0 32.5 0.0 2.2 1.1 5.2 12.3 16.0 4.9 5.3 2.6 2.5 6.0
Number of Traders in Each Category Total Traders: 125
16 34 42 0 10 . 19 26 30 5 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 is18,861,741
Positions
2,859,425 1,418,482 4,420,198 473,996 2,072,154 676,763 1,627,395 844,046 6,113,380 483,293 675,703 1,301,454 905,836 1,339,559
Changes from: July 28, 2015 Total Change is: 511,600
48,212 76,756 123,058 66,426 15,932 52,658 -12,957 -17,107 107,034 -17,828 11,525 144,722 274 -2,979
Percent of Open Interest Represented by Each Category of Trader
15.2 7.5 23.4 2.5 11.0 3.6 8.6 4.5 32.4 2.6 3.6 6.9 4.8 7.1
Number of Traders in Each Category Total Traders: 317
37 50 85 10 31 31 51 76 104 16 42 37
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Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 51,242
Positions
10,514 2,259 0 588 18,060 0 38,476 22,151 0 1,558 8,672 21 85 79
Changes from: July 28, 2015 Total Change is: 507
152 -704 0 28 577 0 461 787 0 -125 -169 0 -9 16
Percent of Open Interest Represented by Each Category of Trader
20.5 4.4 0.0 1.1 35.2 0.0 75.1 43.2 0.0 3.0 16.9 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 47
. 5 0 . 8 0 4 11 0 . 12 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 35,660
Positions
6,618 101 0 0 15,005 0 26,825 8,225 1,754 305 10,482 0 158 93
Changes from: July 28, 2015 Total Change is: 493
215 16 -100 0 202 0 -582 -563 957 -26 -46 0 29 27
Percent of Open Interest Represented by Each Category of Trader
18.6 0.3 0.0 0.0 42.1 0.0 75.2 23.1 4.9 0.9 29.4 0.0 0.4 0.3
Number of Traders in Each Category Total Traders: 38
. . 0 0 10 0 5 8 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 100,973
Positions
3,727 81,996 190 23,302 0 487 15,768 14,532 1,841 39,733 124 221 15,705 1,582
Changes from: July 28, 2015 Total Change is: 4,474
197 3,777 -2 1,581 0 -24 -1,115 524 588 2,988 20 -42 303 -367
Percent of Open Interest Represented by Each Category of Trader
3.7 81.2 0.2 23.1 0.0 0.5 15.6 14.4 1.8 39.3 0.1 0.2 15.6 1.6
Number of Traders in Each Category Total Traders: 222
7 . . 14 0 . 42 15 13 137 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 332,508
Positions
74,105 17,688 17,576 58,560 42,595 19,494 71,919 132,475 50,523 6,816 9,257 12,421 21,094 30,479
Changes from: July 28, 2015 Total Change is: 15,137
96 -1,165 2,634 3,525 1,637 -2,107 4,242 5,121 6,564 228 2,783 -181 136 -149
Percent of Open Interest Represented by Each Category of Trader
22.3 5.3 5.3 17.6 12.8 5.9 21.6 39.8 15.2 2.0 2.8 3.7 6.3 9.2
Number of Traders in Each Category Total Traders: 192
19 11 17 9 18 9 40 49 46 16 22 21
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Traders in Financial Futures - Options and Futures Combined Positions as of August 4, 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 20,647
Positions
127 2,934 0 4,857 1,908 729 13,836 14,098 323 390 605 0 385 50
Changes from: July 28, 2015 Total Change is: 553
0 0 0 3 0 -4 540 526 0 1 6 0 13 25
Percent of Open Interest Represented by Each Category of Trader
0.6 14.2 0.0 23.5 9.2 3.5 67.0 68.3 1.6 1.9 2.9 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 33
. . 0 6 . . 9 7 . . . 0
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Updated August 7, 2015