Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 179,328
Positions
88,315 3,444 4,608 25,930 32,448 1,051 7,418 65,040 14,678 11,344 13,593 1,587 24,397 42,878
Changes from: August 11, 2015 Total Change is: -11,152
-3,653 -380 28 -597 -3,100 -55 -6,706 -5,058 -94 -560 9 -71 555 -2,432
Percent of Open Interest Represented by Each Category of Trader
49.2 1.9 2.6 14.5 18.1 0.6 4.1 36.3 8.2 6.3 7.6 0.9 13.6 23.9
Number of Traders in Each Category Total Traders: 98
10 . 9 6 12 4 17 29 17 8 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 46,486
Positions
25,518 1,134 556 1,685 1,581 0 6,511 17,045 2,340 2,436 0 0 7,439 23,830
Changes from: August 11, 2015 Total Change is: -426
1,846 37 -68 0 -651 0 -1,444 1,334 -189 -78 0 0 -493 -889
Percent of Open Interest Represented by Each Category of Trader
54.9 2.4 1.2 3.6 3.4 0.0 14.0 36.7 5.0 5.2 0.0 0.0 16.0 51.3
Number of Traders in Each Category Total Traders: 33
7 . . . . 0 7 11 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 197,395
Positions
46,895 34,751 7,244 15,771 62,989 3,270 66,567 28,340 17,883 7,225 16,171 3,508 29,032 23,239
Changes from: August 11, 2015 Total Change is: 15,918
-403 6,809 300 5,111 569 1,405 888 1,852 2,530 1,807 1,818 425 3,855 210
Percent of Open Interest Represented by Each Category of Trader
23.8 17.6 3.7 8.0 31.9 1.7 33.7 14.4 9.1 3.7 8.2 1.8 14.7 11.8
Number of Traders in Each Category Total Traders: 117
6 11 12 7 21 9 36 17 20 5 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 282,090
Positions
134,968 8,367 11,305 21,038 46,365 5,803 23,481 128,297 16,594 46,572 6,804 4,412 17,916 54,143
Changes from: August 11, 2015 Total Change is: -14,346
-17,499 5,032 2,963 91 -9,305 2,210 -65 -103 -1,371 -708 -5,762 -110 144 -7,898
Percent of Open Interest Represented by Each Category of Trader
47.8 3.0 4.0 7.5 16.4 2.1 8.3 45.5 5.9 16.5 2.4 1.6 6.4 19.2
Number of Traders in Each Category Total Traders: 135
13 . 9 12 22 12 16 53 19 5 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 431,593
Positions
117,479 39,874 20,979 75,077 87,198 18,872 40,013 98,264 40,715 60,290 36,366 12,254 45,914 77,071
Changes from: August 11, 2015 Total Change is: -1,894
-9,345 17,932 2,891 963 -6,179 760 1,493 -9,604 951 -2,872 -3,916 1,167 2,098 -5,897
Percent of Open Interest Represented by Each Category of Trader
27.2 9.2 4.9 17.4 20.2 4.4 9.3 22.8 9.4 14.0 8.4 2.8 10.6 17.9
Number of Traders in Each Category Total Traders: 253
17 15 12 29 36 30 29 55 39 26 45 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 177,227
Positions
132,739 929 5,057 3,450 26,648 1,255 8,691 63,558 8,230 452 26,610 1,764 15,589 43,175
Changes from: August 11, 2015 Total Change is: -3,922
-1,022 -25 -60 511 -3,660 -197 -1,122 -484 318 -619 2,292 -55 -1,675 -2,050
Percent of Open Interest Represented by Each Category of Trader
74.9 0.5 2.9 1.9 15.0 0.7 4.9 35.9 4.6 0.3 15.0 1.0 8.8 24.4
Number of Traders in Each Category Total Traders: 91
13 . 8 . 10 4 14 34 15 . 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 51,638
Positions
39,729 42,579 1,260 1,555 0 0 4,197 4,619 737 1,809 113 1,802 549 528
Changes from: August 11, 2015 Total Change is: 930
2,859 2,842 -2,001 -500 0 0 342 228 0 286 0 0 -56 -139
Percent of Open Interest Represented by Each Category of Trader
76.9 82.5 2.4 3.0 0.0 0.0 8.1 8.9 1.4 3.5 0.2 3.5 1.1 1.0
Number of Traders in Each Category Total Traders: 29
8 8 4 . 0 0 . . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 171,783
Positions
84,581 47,188 5,126 6,998 4,755 554 27,861 53,829 39,597 2,770 12,489 506 3,790 7,739
Changes from: August 11, 2015 Total Change is: -2,286
6,900 126 29 -22,281 147 -26 10,314 -3,881 2,236 -424 94 112 854 -1,123
Percent of Open Interest Represented by Each Category of Trader
49.2 27.5 3.0 4.1 2.8 0.3 16.2 31.3 23.1 1.6 7.3 0.3 2.2 4.5
Number of Traders in Each Category Total Traders: 140
7 5 . 5 8 . 22 59 15 10 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 32,298
Positions
13,556 3,366 3,375 1,531 471 0 9,359 17,702 338 350 2,549 2,746 1,043 1,751
Changes from: August 11, 2015 Total Change is: 8,295
5,839 -400 400 288 165 0 1,763 8,085 39 0 24 0 -34 -18
Percent of Open Interest Represented by Each Category of Trader
42.0 10.4 10.4 4.7 1.5 0.0 29.0 54.8 1.0 1.1 7.9 8.5 3.2 5.4
Number of Traders in Each Category Total Traders: 28
4 . . . . 0 5 9 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 36,523
Positions
24,338 3,304 51 2,243 3,065 1 7,237 21,004 499 0 2,721 0 2,154 5,878
Changes from: August 11, 2015 Total Change is: -338
-523 271 -3 117 22 0 389 -408 137 -153 25 0 -302 -382
Percent of Open Interest Represented by Each Category of Trader
66.6 9.0 0.1 6.1 8.4 0.0 19.8 57.5 1.4 0.0 7.5 0.0 5.9 16.1
Number of Traders in Each Category Total Traders: 70
9 . . 4 6 . 11 28 6 0 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 9,441
Positions
6,186 0 0 310 3,240 173 2,258 2,599 0 0 1,732 0 514 1,697
Changes from: August 11, 2015 Total Change is: 313
308 0 0 -160 34 -3 236 128 0 0 -34 0 -68 188
Percent of Open Interest Represented by Each Category of Trader
65.5 0.0 0.0 3.3 34.3 1.8 23.9 27.5 0.0 0.0 18.3 0.0 5.4 18.0
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 August 18, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 48,412
Positions
22,996 21,291 302 5,693 2,028 408 7,052 12,767 1,821 3,835 1,266 582 5,723 7,948
Changes from: August 11, 2015 Total Change is: -740
1,524 -3,749 -98 -290 -8 -25 -1,837 91 1,192 -476 522 62 -792 1,274
Percent of Open Interest Represented by Each Category of Trader
47.5 44.0 0.6 11.8 4.2 0.8 14.6 26.4 3.8 7.9 2.6 1.2 11.8 16.4
Number of Traders in Each Category Total Traders: 102
18 12 . 11 . 4 18 18 6 16 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 96,823
Positions
45,992 42,582 605 11,386 4,056 816 14,103 25,534 3,641 7,670 2,531 1,163 11,447 15,895
Changes from: August 11, 2015 Total Change is: -1,480
3,048 -7,497 -195 -579 -16 -49 -3,674 182 2,383 -953 1,043 123 -1,584 2,547
Percent of Open Interest Represented by Each Category of Trader
47.5 44.0 0.6 11.8 4.2 0.8 14.6 26.4 3.8 7.9 2.6 1.2 11.8 16.4
Number of Traders in Each Category Total Traders: 102
18 12 . 11 . 4 18 18 6 16 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 854,364
Positions
58,760 105,357 42,765 268,824 130,233 67,009 94,320 162,064 134,282 21,353 45,455 36,628 130,424 130,571
Changes from: August 11, 2015 Total Change is: 16,206
477 -691 6,998 195 2,666 2,559 5,874 -3,098 1,693 -663 -1,292 828 -1,755 6,544
Percent of Open Interest Represented by Each Category of Trader
6.9 12.3 5.0 31.5 15.2 7.8 11.0 19.0 15.7 2.5 5.3 4.3 15.3 15.3
Number of Traders in Each Category Total Traders: 669
35 39 38 120 75 89 87 140 122 85 86 90
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 177,824
Positions
22,765 14,047 6,748 45,782 21,307 5,524 8,393 9,375 33,796 5,235 4,761 11,751 37,830 70,516
Changes from: August 11, 2015 Total Change is: 5,248
2,106 -2,517 1,162 3,253 732 1,054 2,090 -1,660 -264 107 -94 -466 -3,794 7,301
Percent of Open Interest Represented by Each Category of Trader
12.8 7.9 3.8 25.7 12.0 3.1 4.7 5.3 19.0 2.9 2.7 6.6 21.3 39.7
Number of Traders in Each Category Total Traders: 94
8 6 7 16 6 8 18 17 33 13 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 3,382,699
Positions
309,614 586,191 50,445 1,142,022 571,441 280,611 473,521 807,334 458,542 88,930 211,814 116,046 462,969 300,276
Changes from: August 11, 2015 Total Change is: 54,790
12,635 29,912 8,401 -11,241 13,715 3,475 13,009 -13,102 15,700 -3,111 -5,253 5,730 10,193 -3,787
Percent of Open Interest Represented by Each Category of Trader
9.2 17.3 1.5 33.8 16.9 8.3 14.0 23.9 13.6 2.6 6.3 3.4 13.7 8.9
Number of Traders in Each Category Total Traders: 635
34 40 34 112 73 83 82 138 116 77 79 81
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 80,227
Positions
3,010 17,283 1,075 46,191 47,072 1,535 17,565 8,682 550 464 263 0 9,837 3,767
Changes from: August 11, 2015 Total Change is: -557
-997 -2,664 25 768 348 253 -473 1,879 -295 27 0 0 135 -103
Percent of Open Interest Represented by Each Category of Trader
3.8 21.5 1.3 57.6 58.7 1.9 21.9 10.8 0.7 0.6 0.3 0.0 12.3 4.7
Number of Traders in Each Category Total Traders: 91
6 8 . 38 13 15 14 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 71,906
Positions
4,983 45,770 421 32,752 6,436 753 19,934 9,069 2,656 4,188 2,473 403 5,818 3,926
Changes from: August 11, 2015 Total Change is: 886
-201 811 11 764 202 -465 1,773 910 -386 -85 108 -105 -420 -200
Percent of Open Interest Represented by Each Category of Trader
6.9 63.7 0.6 45.5 9.0 1.0 27.7 12.6 3.7 5.8 3.4 0.6 8.1 5.5
Number of Traders in Each Category Total Traders: 242
17 21 6 43 20 9 52 38 22 24 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 359,531
Positions
24,914 228,851 2,105 163,758 32,180 3,763 99,669 45,347 13,279 20,941 12,363 2,014 29,088 19,629
Changes from: August 11, 2015 Total Change is: 4,432
-1,004 4,056 55 3,819 1,009 -2,325 8,867 4,550 -1,928 -427 539 -524 -2,100 -999
Percent of Open Interest Represented by Each Category of Trader
6.9 63.7 0.6 45.5 9.0 1.0 27.7 12.6 3.7 5.8 3.4 0.6 8.1 5.5
Number of Traders in Each Category Total Traders: 242
17 21 6 43 20 9 52 38 22 24 26 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 371,595
Positions
142,574 35,875 238 124,147 165,794 15,627 55,641 120,673 5,908 8,360 10,932 220 18,880 16,328
Changes from: August 11, 2015 Total Change is: 14,926
14,089 -1,053 19 -4,228 5,303 2,377 2,262 8,210 594 -957 -548 -11 782 36
Percent of Open Interest Represented by Each Category of Trader
38.4 9.7 0.1 33.4 44.6 4.2 15.0 32.5 1.6 2.2 2.9 0.1 5.1 4.4
Number of Traders in Each Category Total Traders: 263
24 11 . 58 46 30 37 53 11 12 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 54,606
Positions
2,384 13,128 77 30,706 0 133 7,587 10,449 455 3,796 25,888 0 9,468 4,476
Changes from: August 11, 2015 Total Change is: -1,261
-115 65 0 290 0 -3 334 -606 -241 -470 -559 0 -1,056 83
Percent of Open Interest Represented by Each Category of Trader
4.4 24.0 0.1 56.2 0.0 0.2 13.9 19.1 0.8 7.0 47.4 0.0 17.3 8.2
Number of Traders in Each Category Total Traders: 61
4 7 . 21 0 . 12 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 116,115
Positions
24,153 6,038 767 26,597 1,474 1,277 37,005 9,015 1,140 17,908 204 0 7,268 96,200
Changes from: August 11, 2015 Total Change is: -4,119
444 394 -190 -4,362 401 291 1,207 -649 418 -616 -451 -3 -1,308 -4,330
Percent of Open Interest Represented by Each Category of Trader
20.8 5.2 0.7 22.9 1.3 1.1 31.9 7.8 1.0 15.4 0.2 0.0 6.3 82.8
Number of Traders in Each Category Total Traders: 92
23 11 5 10 4 . 30 10 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 156,519
Positions
9,536 95,963 396 89,700 36,269 6,558 30,603 5,374 6,963 6,030 1,143 0 6,733 3,853
Changes from: August 11, 2015 Total Change is: 1,599
119 -390 -12 1,142 -65 307 -936 818 287 774 23 0 -82 631
Percent of Open Interest Represented by Each Category of Trader
6.1 61.3 0.3 57.3 23.2 4.2 19.6 3.4 4.4 3.9 0.7 0.0 4.3 2.5
Number of Traders in Each Category Total Traders: 109
6 13 . 40 20 18 14 4 5 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 426,694
Positions
22,971 169,188 1,589 232,204 111,071 57,275 71,265 49,169 9,389 17,953 14,815 3,121 10,927 11,077
Changes from: August 11, 2015 Total Change is: 1,509
1,218 -6,651 -104 -11,428 15,166 5,081 12,371 -13,236 -99 269 2,489 -66 -5,733 -1,071
Percent of Open Interest Represented by Each Category of Trader
5.4 39.7 0.4 54.4 26.0 13.4 16.7 11.5 2.2 4.2 3.5 0.7 2.6 2.6
Number of Traders in Each Category Total Traders: 246
19 23 6 61 39 28 34 28 13 25 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 677,870
Positions
538 63,214 25,917 206,812 136,190 99,403 46,517 65,454 84,723 44,292 21,375 26,116 143,553 155,478
Changes from: August 11, 2015 Total Change is: -16,465
-3,389 9,235 -3,121 3,105 -11,745 1,004 -8,534 11,393 -5,208 2,018 -1,061 479 -2,819 -17,441
Percent of Open Interest Represented by Each Category of Trader
0.1 9.3 3.8 30.5 20.1 14.7 6.9 9.7 12.5 6.5 3.2 3.9 21.2 22.9
Number of Traders in Each Category Total Traders: 160
. 18 12 41 25 44 28 26 39 6 14 12
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 612,302
Positions
24,380 89,795 170 350,939 66,992 70,288 14,724 264,771 19,844 7,063 4,459 584 124,310 95,399
Changes from: August 11, 2015 Total Change is: 1,623
7,657 -5,818 18 -8,403 8,093 -218 -88 187 3,053 1,863 0 584 -2,843 -4,275
Percent of Open Interest Represented by Each Category of Trader
4.0 14.7 0.0 57.3 10.9 11.5 2.4 43.2 3.2 1.2 0.7 0.1 20.3 15.6
Number of Traders in Each Category Total Traders: 95
. 9 . 47 10 32 5 17 11 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 1,502,841
Positions
36,462 155,780 23,952 271,083 487,538 175,899 513,761 201,926 108,969 240,727 178,284 21,821 110,167 148,673
Changes from: August 11, 2015 Total Change is: -7,798
9,389 -13,710 2,574 8,505 7,000 4,621 -11,604 -7,059 581 -21,278 -1,524 3,300 -3,885 -3,581
Percent of Open Interest Represented by Each Category of Trader
2.4 10.4 1.6 18.0 32.4 11.7 34.2 13.4 7.3 16.0 11.9 1.5 7.3 9.9
Number of Traders in Each Category Total Traders: 311
9 36 15 40 57 46 55 40 43 27 47 19
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 3,461,523
Positions
68,409 189,702 201,699 1,245,495 757,259 384,283 432,805 818,986 377,675 311,157 157,832 101,502 338,497 472,586
Changes from: August 11, 2015 Total Change is: -59,937
538 -31,247 23,373 -46,091 -31,902 17,168 -35,252 31,170 -6,687 5,460 -14,130 -19,911 1,465 -27,772
Percent of Open Interest Represented by Each Category of Trader
2.0 5.5 5.8 36.0 21.9 11.1 12.5 23.7 10.9 9.0 4.6 2.9 9.8 13.7
Number of Traders in Each Category Total Traders: 395
16 38 44 49 84 81 55 68 83 34 50 38
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 2,536,873
Positions
57,716 265,747 65,632 926,988 518,239 335,137 500,883 451,763 218,216 97,606 240,714 57,499 277,197 383,927
Changes from: August 11, 2015 Total Change is: -15,267
22,053 -26,399 1,968 -29,218 -14,635 2,689 4,578 12,369 9,065 -6,970 -2,599 1,361 -20,794 913
Percent of Open Interest Represented by Each Category of Trader
2.3 10.5 2.6 36.5 20.4 13.2 19.7 17.8 8.6 3.8 9.5 2.3 10.9 15.1
Number of Traders in Each Category Total Traders: 290
13 33 22 43 49 55 53 46 56 11 42 12
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 868,620
Positions
307,464 193,738 298,742 0 17,979 8,367 48,033 99,048 117,313 39,522 54,248 28,044 21,135 51,139
Changes from: August 11, 2015 Total Change is: -17,024
19,216 1,843 4,765 0 2,105 -874 -19,487 -17,379 -12,988 -5,322 6,978 624 -2,957 -2,098
Percent of Open Interest Represented by Each Category of Trader
35.4 22.3 34.4 0.0 2.1 1.0 5.5 11.4 13.5 4.5 6.2 3.2 2.4 5.9
Number of Traders in Each Category Total Traders: 121
19 33 42 0 8 . 16 26 28 4 13 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 is19,018,821
Positions
2,784,636 1,493,444 4,508,111 573,566 2,050,898 664,306 1,619,897 776,362 6,304,201 488,668 641,741 1,274,554 800,883 1,305,206
Changes from: August 11, 2015 Total Change is: -139,464
-103,766 72,791 36,216 42,112 4,743 -23,547 43,454 -70,545 -41,729 -6,184 -28,593 -51,470 -34,549 -37,329
Percent of Open Interest Represented by Each Category of Trader
14.6 7.9 23.7 3.0 10.8 3.5 8.5 4.1 33.1 2.6 3.4 6.7 4.2 6.9
Number of Traders in Each Category Total Traders: 328
38 51 87 10 33 31 52 81 106 14 44 38
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 54,380
Positions
12,581 1,827 0 560 19,324 0 39,223 24,557 0 1,908 8,589 21 87 62
Changes from: August 11, 2015 Total Change is: 876
852 151 0 0 721 0 -280 281 0 319 -265 0 -15 -12
Percent of Open Interest Represented by Each Category of Trader
23.1 3.4 0.0 1.0 35.5 0.0 72.1 45.2 0.0 3.5 15.8 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 50
4 5 0 . 8 0 5 12 0 . 13 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 38,156
Positions
11,009 446 0 0 15,188 0 24,455 10,036 2,047 405 10,296 52 188 91
Changes from: August 11, 2015 Total Change is: 2,015
2,230 147 0 0 115 0 -1,235 889 945 0 -143 52 23 10
Percent of Open Interest Represented by Each Category of Trader
28.9 1.2 0.0 0.0 39.8 0.0 64.1 26.3 5.4 1.1 27.0 0.1 0.5 0.2
Number of Traders in Each Category Total Traders: 41
4 . 0 0 10 0 5 10 . . 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 105,388
Positions
3,820 82,728 610 19,992 0 509 24,392 12,151 6,895 34,627 226 306 14,236 1,962
Changes from: August 11, 2015 Total Change is: 3,357
-209 -1,770 122 -2,895 0 15 5,559 1,999 2,830 -837 108 97 -1,326 -44
Percent of Open Interest Represented by Each Category of Trader
3.6 78.5 0.6 19.0 0.0 0.5 23.1 11.5 6.5 32.9 0.2 0.3 13.5 1.9
Number of Traders in Each Category Total Traders: 209
7 4 . 13 0 . 40 10 15 124 6 7
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 344,113
Positions
83,914 16,084 24,645 48,975 41,481 18,227 70,970 138,061 53,293 7,526 9,299 13,418 23,145 29,605
Changes from: August 11, 2015 Total Change is: -6,527
-1,036 9,472 632 -11,109 503 960 6,049 -16,932 -1,375 -134 420 -238 -276 31
Percent of Open Interest Represented by Each Category of Trader
24.4 4.7 7.2 14.2 12.1 5.3 20.6 40.1 15.5 2.2 2.7 3.9 6.7 8.6
Number of Traders in Each Category Total Traders: 221
21 12 20 14 18 8 46 55 53 18 25 23
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Traders in Financial Futures - Options and Futures Combined Positions as of August 18, 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 21,535
Positions
101 2,934 0 4,553 2,689 724 15,352 14,271 0 415 865 0 390 52
Changes from: August 11, 2015 Total Change is: 513
0 0 0 -117 781 0 1,458 -208 -323 -500 250 0 -5 13
Percent of Open Interest Represented by Each Category of Trader
0.5 13.6 0.0 21.1 12.5 3.4 71.3 66.3 0.0 1.9 4.0 0.0 1.8 0.2
Number of Traders in Each Category Total Traders: 37
. . 0 6 . . 10 8 0 4 . 0
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Updated August 21, 2015