Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 189,647
Positions
84,768 4,179 7,811 26,847 27,358 1,045 13,261 73,938 14,445 14,878 13,831 1,831 24,762 45,210
Changes from: August 18, 2015 Total Change is: 10,319
-3,548 734 3,203 917 -5,090 -6 5,843 8,898 -233 3,534 238 244 365 2,332
Percent of Open Interest Represented by Each Category of Trader
44.7 2.2 4.1 14.2 14.4 0.6 7.0 39.0 7.6 7.8 7.3 1.0 13.1 23.8
Number of Traders in Each Category Total Traders: 96
10 . 10 6 11 4 16 31 12 9 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 40,801
Positions
21,144 1,353 725 1,685 2,029 0 3,786 16,720 2,657 1,922 0 0 8,883 17,318
Changes from: August 18, 2015 Total Change is: -5,685
-4,375 219 169 0 448 0 -2,725 -325 316 -514 0 0 1,444 -6,513
Percent of Open Interest Represented by Each Category of Trader
51.8 3.3 1.8 4.1 5.0 0.0 9.3 41.0 6.5 4.7 0.0 0.0 21.8 42.4
Number of Traders in Each Category Total Traders: 35
8 . . . 4 0 6 12 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 202,229
Positions
47,558 32,958 7,018 10,784 71,488 4,007 78,403 27,326 18,428 2,855 14,542 4,420 28,755 22,043
Changes from: August 18, 2015 Total Change is: 4,834
663 -1,793 -226 -4,987 8,499 736 11,836 -1,015 546 -4,369 -1,629 912 -277 -1,197
Percent of Open Interest Represented by Each Category of Trader
23.5 16.3 3.5 5.3 35.4 2.0 38.8 13.5 9.1 1.4 7.2 2.2 14.2 10.9
Number of Traders in Each Category Total Traders: 117
5 11 11 8 22 9 36 18 20 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 304,410
Positions
127,449 65,200 8,384 25,263 34,560 8,752 27,668 107,658 25,336 48,735 5,937 6,414 26,409 42,168
Changes from: August 18, 2015 Total Change is: 22,320
-7,519 56,833 -2,921 4,225 -11,805 2,949 4,186 -20,639 8,742 2,162 -867 2,002 8,493 -11,975
Percent of Open Interest Represented by Each Category of Trader
41.9 21.4 2.8 8.3 11.4 2.9 9.1 35.4 8.3 16.0 2.0 2.1 8.7 13.9
Number of Traders in Each Category Total Traders: 134
11 7 10 13 22 12 21 38 18 7 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 476,186
Positions
122,407 59,047 24,071 77,690 95,366 21,827 52,649 90,350 59,300 53,975 34,407 14,547 49,721 77,271
Changes from: August 18, 2015 Total Change is: 44,593
4,928 19,173 3,092 2,613 8,168 2,954 12,636 -7,914 18,585 -6,315 -1,959 2,293 3,807 200
Percent of Open Interest Represented by Each Category of Trader
25.7 12.4 5.1 16.3 20.0 4.6 11.1 19.0 12.5 11.3 7.2 3.1 10.4 16.2
Number of Traders in Each Category Total Traders: 253
20 12 14 26 38 30 33 52 42 23 48 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 193,756
Positions
144,305 1,282 5,606 4,405 32,296 1,776 10,081 66,171 10,150 963 34,205 1,694 14,775 40,575
Changes from: August 18, 2015 Total Change is: 16,529
11,566 353 549 955 5,648 521 1,390 2,612 1,920 511 7,595 -70 -814 -2,600
Percent of Open Interest Represented by Each Category of Trader
74.5 0.7 2.9 2.3 16.7 0.9 5.2 34.2 5.2 0.5 17.7 0.9 7.6 20.9
Number of Traders in Each Category Total Traders: 102
13 . 8 . 10 4 15 39 16 4 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 51,961
Positions
40,035 42,755 1,645 1,751 0 0 3,779 4,271 737 1,522 113 1,802 690 638
Changes from: August 18, 2015 Total Change is: 323
306 176 385 196 0 0 -418 -348 0 -287 0 0 141 110
Percent of Open Interest Represented by Each Category of Trader
77.0 82.3 3.2 3.4 0.0 0.0 7.3 8.2 1.4 2.9 0.2 3.5 1.3 1.2
Number of Traders in Each Category Total Traders: 30
9 7 5 . 0 0 4 . . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 196,622
Positions
78,795 57,616 5,131 53,785 4,886 198 18,401 73,685 33,756 2,109 12,675 75 4,371 8,600
Changes from: August 18, 2015 Total Change is: 24,839
-5,786 10,428 5 46,787 131 -356 -9,459 19,856 -5,841 -661 186 -431 582 861
Percent of Open Interest Represented by Each Category of Trader
40.1 29.3 2.6 27.4 2.5 0.1 9.4 37.5 17.2 1.1 6.4 0.0 2.2 4.4
Number of Traders in Each Category Total Traders: 134
7 6 . 4 8 . 19 57 14 8 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 26,390
Positions
11,972 6,410 3,438 1,681 471 0 4,957 9,377 23 455 2,426 2,745 1,119 1,500
Changes from: August 18, 2015 Total Change is: -5,908
-1,584 3,044 63 150 0 0 -4,402 -8,325 -315 105 -123 -1 76 -251
Percent of Open Interest Represented by Each Category of Trader
45.4 24.3 13.0 6.4 1.8 0.0 18.8 35.5 0.1 1.7 9.2 10.4 4.2 5.7
Number of Traders in Each Category Total Traders: 29
4 . . . . 0 . 13 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 33,400
Positions
19,838 3,108 83 1,999 2,903 1 8,389 18,883 320 728 2,437 0 2,042 5,665
Changes from: August 18, 2015 Total Change is: -3,123
-4,500 -196 32 -244 -162 0 1,152 -2,121 -179 728 -284 0 -112 -213
Percent of Open Interest Represented by Each Category of Trader
59.4 9.3 0.2 6.0 8.7 0.0 25.1 56.5 1.0 2.2 7.3 0.0 6.1 17.0
Number of Traders in Each Category Total Traders: 67
9 . . . 5 . 12 27 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 9,627
Positions
6,334 0 0 281 3,208 88 2,473 2,703 4 0 1,866 0 447 1,758
Changes from: August 18, 2015 Total Change is: 186
148 0 0 -29 -32 -85 215 104 4 0 134 0 -67 61
Percent of Open Interest Represented by Each Category of Trader
65.8 0.0 0.0 2.9 33.3 0.9 25.7 28.1 0.0 0.0 19.4 0.0 4.6 18.3
Number of Traders in Each Category Total Traders: 23
. 0 0 . . . 4 6 . 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 48,900
Positions
23,452 19,879 1,202 4,422 2,918 317 6,193 13,473 1,174 3,793 1,584 1,177 7,170 7,177
Changes from: August 18, 2015 Total Change is: 489
456 -1,412 900 -1,271 890 -91 -859 706 -647 -42 318 596 1,447 -771
Percent of Open Interest Represented by Each Category of Trader
48.0 40.7 2.5 9.0 6.0 0.6 12.7 27.6 2.4 7.8 3.2 2.4 14.7 14.7
Number of Traders in Each Category Total Traders: 91
20 10 4 10 4 5 10 20 8 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 97,800
Positions
46,904 39,758 2,404 8,844 5,836 634 12,385 26,945 2,348 7,587 3,167 2,355 14,340 14,354
Changes from: August 18, 2015 Total Change is: 977
912 -2,824 1,799 -2,542 1,780 -182 -1,718 1,411 -1,294 -83 636 1,192 2,893 -1,542
Percent of Open Interest Represented by Each Category of Trader
48.0 40.7 2.5 9.0 6.0 0.6 12.7 27.6 2.4 7.8 3.2 2.4 14.7 14.7
Number of Traders in Each Category Total Traders: 91
20 10 4 10 4 5 10 20 8 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 1,157,715
Positions
89,363 111,566 77,051 247,909 156,447 75,236 97,254 158,243 294,704 25,855 45,727 68,750 181,591 169,989
Changes from: August 18, 2015 Total Change is: 303,351
30,603 6,210 34,287 -20,914 26,215 8,227 2,934 -3,822 160,423 4,503 272 32,122 51,167 39,418
Percent of Open Interest Represented by Each Category of Trader
7.7 9.6 6.7 21.4 13.5 6.5 8.4 13.7 25.5 2.2 3.9 5.9 15.7 14.7
Number of Traders in Each Category Total Traders: 631
36 35 40 120 81 95 99 129 127 62 69 71
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 278,649
Positions
53,612 22,396 11,140 43,800 20,356 3,419 17,940 19,903 79,312 7,227 4,849 18,176 44,022 99,098
Changes from: August 18, 2015 Total Change is: 100,825
30,847 8,349 4,392 -1,982 -952 -2,105 9,547 10,528 45,516 1,992 88 6,425 6,192 28,582
Percent of Open Interest Represented by Each Category of Trader
19.2 8.0 4.0 15.7 7.3 1.2 6.4 7.1 28.5 2.6 1.7 6.5 15.8 35.6
Number of Traders in Each Category Total Traders: 86
12 7 9 15 6 10 20 12 31 8 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 4,395,328
Positions
402,542 669,638 105,771 1,086,754 746,667 292,875 499,775 794,904 973,753 115,048 226,298 230,966 687,845 354,457
Changes from: August 18, 2015 Total Change is: 1,012,629
92,928 83,447 55,326 -55,268 175,225 12,264 26,254 -12,429 515,210 26,118 14,484 114,920 224,876 54,181
Percent of Open Interest Represented by Each Category of Trader
9.2 15.2 2.4 24.7 17.0 6.7 11.4 18.1 22.2 2.6 5.1 5.3 15.6 8.1
Number of Traders in Each Category Total Traders: 611
33 38 33 113 79 88 96 127 122 60 65 66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 86,183
Positions
15,739 9,484 933 40,628 58,519 3,512 15,241 7,568 1,522 205 676 0 8,403 3,969
Changes from: August 18, 2015 Total Change is: 5,956
12,729 -7,799 -142 -5,563 11,447 1,977 -2,324 -1,114 972 -259 413 0 -1,434 202
Percent of Open Interest Represented by Each Category of Trader
18.3 11.0 1.1 47.1 67.9 4.1 17.7 8.8 1.8 0.2 0.8 0.0 9.8 4.6
Number of Traders in Each Category Total Traders: 90
8 7 . 33 17 13 13 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 66,927
Positions
8,691 27,750 571 29,145 9,643 986 14,209 15,970 3,862 3,360 2,800 895 5,208 4,450
Changes from: August 18, 2015 Total Change is: -4,979
3,708 -18,020 150 -3,607 3,207 234 -5,725 6,900 1,206 -828 327 492 -609 525
Percent of Open Interest Represented by Each Category of Trader
13.0 41.5 0.9 43.5 14.4 1.5 21.2 23.9 5.8 5.0 4.2 1.3 7.8 6.6
Number of Traders in Each Category Total Traders: 231
17 17 5 37 22 8 53 42 24 14 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 334,637
Positions
43,455 138,751 2,855 145,725 48,215 4,932 71,044 79,849 19,311 16,800 13,998 4,473 26,041 22,252
Changes from: August 18, 2015 Total Change is: -24,894
18,541 -90,100 750 -18,033 16,036 1,169 -28,624 34,502 6,032 -4,141 1,635 2,459 -3,047 2,623
Percent of Open Interest Represented by Each Category of Trader
13.0 41.5 0.9 43.5 14.4 1.5 21.2 23.9 5.8 5.0 4.2 1.3 7.8 6.6
Number of Traders in Each Category Total Traders: 231
17 17 5 37 22 8 53 42 24 14 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 384,509
Positions
158,288 33,514 745 110,649 183,363 16,645 66,065 113,427 5,832 8,122 11,957 412 17,752 18,614
Changes from: August 18, 2015 Total Change is: 12,914
15,714 -2,361 507 -13,498 17,569 1,018 10,423 -7,245 -76 -238 1,025 191 -1,127 2,286
Percent of Open Interest Represented by Each Category of Trader
41.2 8.7 0.2 28.8 47.7 4.3 17.2 29.5 1.5 2.1 3.1 0.1 4.6 4.8
Number of Traders in Each Category Total Traders: 274
22 11 5 51 51 30 38 65 20 11 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 52,113
Positions
939 13,488 147 30,218 318 205 3,476 7,314 750 4,916 25,204 0 11,462 4,687
Changes from: August 18, 2015 Total Change is: -2,493
-1,445 360 70 -488 318 72 -4,111 -3,135 295 1,120 -684 0 1,994 211
Percent of Open Interest Represented by Each Category of Trader
1.8 25.9 0.3 58.0 0.6 0.4 6.7 14.0 1.4 9.4 48.4 0.0 22.0 9.0
Number of Traders in Each Category Total Traders: 54
. 8 . 20 . 4 6 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 130,367
Positions
24,578 5,669 1,641 25,209 8,325 1,566 44,787 10,511 5,499 16,639 0 40 10,408 97,116
Changes from: August 18, 2015 Total Change is: 14,252
425 -369 874 -1,388 6,851 289 7,782 1,496 4,359 -1,269 -204 40 3,140 916
Percent of Open Interest Represented by Each Category of Trader
18.9 4.3 1.3 19.3 6.4 1.2 34.4 8.1 4.2 12.8 0.0 0.0 8.0 74.5
Number of Traders in Each Category Total Traders: 94
21 9 4 11 5 4 25 16 12 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 157,842
Positions
10,569 90,180 273 90,570 47,571 6,207 35,062 3,259 5,043 3,662 1,720 0 6,456 3,589
Changes from: August 18, 2015 Total Change is: 1,323
1,033 -5,783 -123 870 11,302 -351 4,459 -2,115 -1,920 -2,368 577 0 -277 -264
Percent of Open Interest Represented by Each Category of Trader
6.7 57.1 0.2 57.4 30.1 3.9 22.2 2.1 3.2 2.3 1.1 0.0 4.1 2.3
Number of Traders in Each Category Total Traders: 111
7 13 . 35 22 14 18 . 4 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 445,370
Positions
33,208 148,362 5,523 211,156 149,091 62,048 96,231 38,624 6,225 17,278 19,835 3,495 10,206 12,167
Changes from: August 18, 2015 Total Change is: 18,676
10,237 -20,826 3,934 -21,048 38,020 4,773 24,966 -10,545 -3,164 -675 5,020 374 -721 1,090
Percent of Open Interest Represented by Each Category of Trader
7.5 33.3 1.2 47.4 33.5 13.9 21.6 8.7 1.4 3.9 4.5 0.8 2.3 2.7
Number of Traders in Each Category Total Traders: 249
23 24 7 53 45 26 32 26 12 28 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 648,683
Positions
0 45,517 29,934 183,881 137,052 85,674 47,945 70,187 80,805 42,638 19,950 19,985 157,821 159,580
Changes from: August 18, 2015 Total Change is: -29,187
-538 -17,697 4,016 -22,930 862 -13,729 1,428 4,733 -3,917 -1,654 -1,426 -6,131 14,268 4,101
Percent of Open Interest Represented by Each Category of Trader
0.0 7.0 4.6 28.3 21.1 13.2 7.4 10.8 12.5 6.6 3.1 3.1 24.3 24.6
Number of Traders in Each Category Total Traders: 141
0 15 10 35 22 34 27 25 35 6 11 10
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Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 622,564
Positions
22,323 89,002 15,216 336,626 70,081 67,217 15,638 249,218 17,958 11,155 4,459 647 135,784 108,766
Changes from: August 18, 2015 Total Change is: 10,262
-2,057 -793 15,046 -14,313 3,089 -3,071 914 -15,553 -1,886 4,092 0 63 11,474 13,367
Percent of Open Interest Represented by Each Category of Trader
3.6 14.3 2.4 54.1 11.3 10.8 2.5 40.0 2.9 1.8 0.7 0.1 21.8 17.5
Number of Traders in Each Category Total Traders: 96
. 8 . 45 11 31 6 18 12 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 1,401,458
Positions
26,101 135,904 41,529 274,921 456,670 118,641 461,032 192,174 98,208 229,405 174,023 15,127 136,495 169,183
Changes from: August 18, 2015 Total Change is: -101,383
-10,361 -19,876 17,578 3,838 -30,868 -57,258 -52,729 -9,752 -10,761 -11,323 -4,261 -6,694 26,328 20,510
Percent of Open Interest Represented by Each Category of Trader
1.9 9.7 3.0 19.6 32.6 8.5 32.9 13.7 7.0 16.4 12.4 1.1 9.7 12.1
Number of Traders in Each Category Total Traders: 289
9 34 18 38 53 42 57 33 35 25 40 13
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Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 3,468,808
Positions
77,460 153,542 184,828 1,207,869 787,090 371,300 369,845 762,398 406,003 289,182 152,871 99,098 463,223 551,678
Changes from: August 18, 2015 Total Change is: 7,285
9,051 -36,161 -16,871 -37,627 29,830 -12,982 -62,961 -56,588 28,328 -21,975 -4,960 -2,404 124,725 79,092
Percent of Open Interest Represented by Each Category of Trader
2.2 4.4 5.3 34.8 22.7 10.7 10.7 22.0 11.7 8.3 4.4 2.9 13.4 15.9
Number of Traders in Each Category Total Traders: 363
13 30 32 49 78 80 58 61 78 32 41 37
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Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 2,661,933
Positions
46,397 268,163 61,323 977,474 501,353 340,340 463,547 520,901 269,101 117,004 215,991 61,161 325,586 423,601
Changes from: August 18, 2015 Total Change is: 125,060
-11,319 2,416 -4,309 50,486 -16,886 5,204 -37,336 69,137 50,885 19,398 -24,722 3,661 48,389 39,673
Percent of Open Interest Represented by Each Category of Trader
1.7 10.1 2.3 36.7 18.8 12.8 17.4 19.6 10.1 4.4 8.1 2.3 12.2 15.9
Number of Traders in Each Category Total Traders: 282
14 28 20 47 45 53 51 48 55 13 36 9
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Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 900,024
Positions
321,214 197,147 302,942 897 16,296 14,044 50,881 103,649 117,932 33,668 60,321 37,023 21,425 50,671
Changes from: August 18, 2015 Total Change is: 31,404
13,751 3,408 4,199 897 -1,683 5,677 2,848 4,601 618 -5,854 6,073 8,978 290 -468
Percent of Open Interest Represented by Each Category of Trader
35.7 21.9 33.7 0.1 1.8 1.6 5.7 11.5 13.1 3.7 6.7 4.1 2.4 5.6
Number of Traders in Each Category Total Traders: 128
18 34 44 . 7 5 18 25 29 5 13 8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 is19,837,732
Positions
2,597,794 1,476,849 4,719,094 550,959 1,953,282 657,742 1,635,961 698,059 6,970,719 438,346 595,835 1,371,619 895,499 1,394,534
Changes from: August 18, 2015 Total Change is: 818,911
-186,842 -16,595 210,984 -22,607 -97,616 -6,565 16,063 -78,303 666,518 -50,322 -45,906 97,065 94,616 89,328
Percent of Open Interest Represented by Each Category of Trader
13.1 7.4 23.8 2.8 9.8 3.3 8.2 3.5 35.1 2.2 3.0 6.9 4.5 7.0
Number of Traders in Each Category Total Traders: 322
35 53 85 10 31 32 44 83 106 12 47 38
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Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 54,008
Positions
12,319 2,144 0 560 19,578 0 38,412 24,652 0 1,856 7,546 21 840 67
Changes from: August 18, 2015 Total Change is: -372
-262 317 0 0 254 0 -811 95 0 -52 -1,043 0 753 5
Percent of Open Interest Represented by Each Category of Trader
22.8 4.0 0.0 1.0 36.3 0.0 71.1 45.6 0.0 3.4 14.0 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 47
4 5 0 . 8 0 4 12 0 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 37,914
Positions
11,355 100 0 0 15,173 1 23,849 9,347 2,016 405 11,120 52 236 105
Changes from: August 18, 2015 Total Change is: -242
346 -346 0 0 -15 1 -606 -689 -31 0 824 0 48 14
Percent of Open Interest Represented by Each Category of Trader
29.9 0.3 0.0 0.0 40.0 0.0 62.9 24.7 5.3 1.1 29.3 0.1 0.6 0.3
Number of Traders in Each Category Total Traders: 38
4 . 0 0 10 . 5 8 . . 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 101,347
Positions
3,329 71,304 959 18,958 2,324 600 32,121 13,387 9,180 25,842 78 641 9,716 2,874
Changes from: August 18, 2015 Total Change is: -4,041
-491 -11,424 349 -1,034 2,324 91 7,729 1,236 2,285 -8,785 -148 335 -4,520 912
Percent of Open Interest Represented by Each Category of Trader
3.3 70.4 0.9 18.7 2.3 0.6 31.7 13.2 9.1 25.5 0.1 0.6 9.6 2.8
Number of Traders in Each Category Total Traders: 161
8 . . 9 4 . 29 22 14 80 . 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 318,599
Positions
65,355 47,452 17,649 39,425 25,817 18,970 77,221 109,481 46,663 8,157 7,416 12,594 32,565 32,557
Changes from: August 18, 2015 Total Change is: -25,514
-18,559 31,368 -6,996 -9,550 -15,664 743 6,251 -28,580 -6,630 631 -1,883 -824 9,420 2,952
Percent of Open Interest Represented by Each Category of Trader
20.5 14.9 5.5 12.4 8.1 6.0 24.2 34.4 14.6 2.6 2.3 4.0 10.2 10.2
Number of Traders in Each Category Total Traders: 180
18 14 20 14 11 8 45 38 47 17 15 19
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Traders in Financial Futures - Options and Futures Combined Positions as of August 25, 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 21,270
Positions
114 2,934 0 5,556 2,795 741 13,041 14,168 0 1,387 578 0 431 54
Changes from: August 18, 2015 Total Change is: -265
13 0 0 1,003 106 17 -2,311 -103 0 972 -287 0 41 2
Percent of Open Interest Represented by Each Category of Trader
0.5 13.8 0.0 26.1 13.1 3.5 61.3 66.6 0.0 6.5 2.7 0.0 2.0 0.3
Number of Traders in Each Category Total Traders: 34
. . 0 6 . . 9 7 0 4 . 0
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Updated August 28, 2015