Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 182,675
Positions
77,132 4,043 7,809 27,059 22,464 835 13,499 72,224 14,542 14,434 12,880 1,670 25,696 46,208
Changes from: August 25, 2015 Total Change is: -6,972
-7,636 -136 -2 211 -4,894 -210 238 -1,714 97 -443 -951 -160 934 998
Percent of Open Interest Represented by Each Category of Trader
42.2 2.2 4.3 14.8 12.3 0.5 7.4 39.5 8.0 7.9 7.1 0.9 14.1 25.3
Number of Traders in Each Category Total Traders: 87
10 . 10 6 9 4 16 28 12 9 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 39,119
Positions
18,482 2,176 891 1,265 1,492 420 4,848 13,594 3,313 1,822 0 0 8,078 17,233
Changes from: August 25, 2015 Total Change is: -1,682
-2,661 823 166 -420 -537 420 1,062 -3,126 657 -100 0 0 -806 -84
Percent of Open Interest Represented by Each Category of Trader
47.2 5.6 2.3 3.2 3.8 1.1 12.4 34.7 8.5 4.7 0.0 0.0 20.6 44.1
Number of Traders in Each Category Total Traders: 35
7 . 4 . . . 7 13 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 199,505
Positions
60,964 11,516 8,299 9,054 73,806 4,118 68,218 33,228 18,894 2,626 17,870 4,423 22,909 27,351
Changes from: August 25, 2015 Total Change is: -2,724
13,406 -21,442 1,282 -1,730 2,318 111 -10,186 5,903 466 -230 3,328 3 -5,846 5,308
Percent of Open Interest Represented by Each Category of Trader
30.6 5.8 4.2 4.5 37.0 2.1 34.2 16.7 9.5 1.3 9.0 2.2 11.5 13.7
Number of Traders in Each Category Total Traders: 113
8 7 11 8 22 8 29 21 21 6 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 317,349
Positions
125,314 90,908 9,086 24,333 45,486 9,824 35,144 84,021 28,251 54,982 6,225 5,880 24,535 37,667
Changes from: August 25, 2015 Total Change is: 12,939
-2,134 25,708 701 -931 10,926 1,072 7,476 -23,636 2,915 6,247 288 -534 -1,874 -4,501
Percent of Open Interest Represented by Each Category of Trader
39.5 28.6 2.9 7.7 14.3 3.1 11.1 26.5 8.9 17.3 2.0 1.9 7.7 11.9
Number of Traders in Each Category Total Traders: 141
11 8 11 12 23 11 28 36 23 9 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 471,310
Positions
124,898 64,464 27,124 77,177 93,286 20,063 43,718 80,869 62,787 48,917 33,724 17,758 48,867 71,235
Changes from: August 25, 2015 Total Change is: -4,876
2,491 5,417 3,053 -513 -2,080 -1,763 -8,931 -9,481 3,487 -5,057 -684 3,211 -854 -6,036
Percent of Open Interest Represented by Each Category of Trader
26.5 13.7 5.8 16.4 19.8 4.3 9.3 17.2 13.3 10.4 7.2 3.8 10.4 15.1
Number of Traders in Each Category Total Traders: 246
18 13 16 28 34 30 35 48 42 20 49 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 197,586
Positions
139,701 1,522 6,429 4,817 25,155 2,443 11,222 66,661 12,544 917 36,775 1,921 17,592 44,137
Changes from: August 25, 2015 Total Change is: 3,830
-4,604 240 822 412 -7,141 667 1,141 490 2,394 -46 2,569 227 2,818 3,562
Percent of Open Interest Represented by Each Category of Trader
70.7 0.8 3.3 2.4 12.7 1.2 5.7 33.7 6.3 0.5 18.6 1.0 8.9 22.3
Number of Traders in Each Category Total Traders: 93
13 . 8 . 8 4 16 32 13 4 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 54,840
Positions
42,442 42,664 1,992 1,551 0 0 3,991 6,848 903 1,532 113 1,802 627 518
Changes from: August 25, 2015 Total Change is: 2,879
2,407 -91 347 -200 0 0 212 2,577 166 10 0 0 -63 -120
Percent of Open Interest Represented by Each Category of Trader
77.4 77.8 3.6 2.8 0.0 0.0 7.3 12.5 1.6 2.8 0.2 3.3 1.1 0.9
Number of Traders in Each Category Total Traders: 29
9 8 5 . 0 0 . . . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 191,605
Positions
73,742 57,649 5,141 55,884 5,046 198 19,065 69,770 32,804 1,764 12,220 269 2,737 8,507
Changes from: August 25, 2015 Total Change is: -5,017
-5,053 33 10 2,099 160 0 664 -3,915 -952 -345 -455 194 -1,634 -93
Percent of Open Interest Represented by Each Category of Trader
38.5 30.1 2.7 29.2 2.6 0.1 10.0 36.4 17.1 0.9 6.4 0.1 1.4 4.4
Number of Traders in Each Category Total Traders: 129
8 6 . 4 8 . 17 58 12 6 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 33,933
Positions
13,585 3,804 7,650 1,731 795 0 5,198 13,469 1,395 350 1,998 2,745 1,279 2,077
Changes from: August 25, 2015 Total Change is: 7,543
1,613 -2,606 4,212 50 324 0 241 4,092 1,372 -105 -428 0 160 577
Percent of Open Interest Represented by Each Category of Trader
40.0 11.2 22.5 5.1 2.3 0.0 15.3 39.7 4.1 1.0 5.9 8.1 3.8 6.1
Number of Traders in Each Category Total Traders: 27
4 . . . . 0 . 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 34,339
Positions
22,244 2,775 82 1,668 3,026 1 7,222 19,436 579 375 2,286 0 2,168 6,154
Changes from: August 25, 2015 Total Change is: 939
2,406 -333 -1 -331 123 0 -1,167 553 259 -353 -151 0 126 489
Percent of Open Interest Represented by Each Category of Trader
64.8 8.1 0.2 4.9 8.8 0.0 21.0 56.6 1.7 1.1 6.7 0.0 6.3 17.9
Number of Traders in Each Category Total Traders: 72
9 . . . 7 . 13 30 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 9,063
Positions
6,361 0 0 285 3,075 84 1,935 2,895 6 0 1,472 0 392 1,531
Changes from: August 25, 2015 Total Change is: -564
27 0 0 4 -133 -4 -538 192 2 0 -394 0 -55 -227
Percent of Open Interest Represented by Each Category of Trader
70.2 0.0 0.0 3.1 33.9 0.9 21.4 31.9 0.1 0.0 16.2 0.0 4.3 16.9
Number of Traders in Each Category Total Traders: 22
. 0 0 . . . . 8 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 45,244
Positions
23,063 18,111 1,108 4,181 2,557 443 5,136 9,850 1,609 2,985 1,822 1,284 5,435 8,460
Changes from: August 25, 2015 Total Change is: -3,657
-389 -1,768 -94 -242 -361 126 -1,056 -3,623 435 -809 239 106 -1,735 1,283
Percent of Open Interest Represented by Each Category of Trader
51.0 40.0 2.4 9.2 5.7 1.0 11.4 21.8 3.6 6.6 4.0 2.8 12.0 18.7
Number of Traders in Each Category Total Traders: 85
20 10 . 10 4 5 13 12 7 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 90,487
Positions
46,126 36,222 2,216 8,361 5,114 886 10,273 19,700 3,219 5,969 3,644 2,567 10,871 16,919
Changes from: August 25, 2015 Total Change is: -7,313
-778 -3,536 -189 -483 -722 252 -2,113 -7,245 871 -1,618 477 213 -3,469 2,565
Percent of Open Interest Represented by Each Category of Trader
51.0 40.0 2.4 9.2 5.7 1.0 11.4 21.8 3.6 6.6 4.0 2.8 12.0 18.7
Number of Traders in Each Category Total Traders: 85
20 10 . 10 4 5 13 12 7 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 1,109,305
Positions
128,020 87,111 81,774 230,741 162,095 78,332 90,077 172,382 229,729 24,452 51,635 59,521 186,658 186,725
Changes from: August 25, 2015 Total Change is: -48,410
38,657 -24,455 4,722 -17,168 5,647 3,096 -7,177 14,140 -64,975 -1,403 5,908 -9,229 5,067 16,735
Percent of Open Interest Represented by Each Category of Trader
11.5 7.9 7.4 20.8 14.6 7.1 8.1 15.5 20.7 2.2 4.7 5.4 16.8 16.8
Number of Traders in Each Category Total Traders: 629
41 32 43 112 90 90 88 131 115 66 68 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 267,094
Positions
68,436 21,970 12,752 43,594 18,510 3,732 14,658 16,125 58,832 7,455 2,896 15,720 41,915 116,557
Changes from: August 25, 2015 Total Change is: -11,555
14,824 -426 1,612 -206 -1,846 313 -3,282 -3,778 -20,481 228 -1,953 -2,456 -2,107 17,459
Percent of Open Interest Represented by Each Category of Trader
25.6 8.2 4.8 16.3 6.9 1.4 5.5 6.0 22.0 2.8 1.1 5.9 15.7 43.6
Number of Traders in Each Category Total Traders: 85
13 5 9 16 6 9 16 14 28 10 4 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 4,211,053
Positions
545,186 572,971 97,843 1,003,944 786,132 304,792 455,570 859,760 776,015 104,988 263,699 199,003 723,712 350,839
Changes from: August 25, 2015 Total Change is: -184,275
142,644 -96,668 -7,928 -82,811 39,465 11,917 -44,205 64,855 -197,737 -10,060 37,401 -31,963 35,867 -3,617
Percent of Open Interest Represented by Each Category of Trader
12.9 13.6 2.3 23.8 18.7 7.2 10.8 20.4 18.4 2.5 6.3 4.7 17.2 8.3
Number of Traders in Each Category Total Traders: 608
35 38 38 105 88 84 84 131 110 61 66 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 87,960
Positions
21,104 9,128 874 39,205 65,541 2,093 14,877 5,501 331 0 676 0 9,476 3,816
Changes from: August 25, 2015 Total Change is: 1,777
5,365 -356 -59 -1,423 7,022 -1,419 -364 -2,067 -1,191 -205 0 0 1,073 -153
Percent of Open Interest Represented by Each Category of Trader
24.0 10.4 1.0 44.6 74.5 2.4 16.9 6.3 0.4 0.0 0.8 0.0 10.8 4.3
Number of Traders in Each Category Total Traders: 87
8 7 . 31 17 10 14 8 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 62,281
Positions
10,519 22,520 1,052 26,943 9,197 1,277 10,537 16,622 3,489 3,190 2,983 560 4,714 4,581
Changes from: August 25, 2015 Total Change is: -4,646
1,828 -5,230 481 -2,202 -446 291 -3,672 652 -373 -170 184 -334 -494 130
Percent of Open Interest Represented by Each Category of Trader
16.9 36.2 1.7 43.3 14.8 2.1 16.9 26.7 5.6 5.1 4.8 0.9 7.6 7.4
Number of Traders in Each Category Total Traders: 223
20 17 10 37 20 11 39 49 23 13 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 311,407
Positions
52,596 112,599 5,260 134,713 45,985 6,387 52,687 83,109 17,444 15,949 14,917 2,802 23,570 22,904
Changes from: August 25, 2015 Total Change is: -23,230
9,141 -26,152 2,404 -11,012 -2,230 1,455 -18,358 3,261 -1,867 -851 919 -1,671 -2,471 651
Percent of Open Interest Represented by Each Category of Trader
16.9 36.2 1.7 43.3 14.8 2.1 16.9 26.7 5.6 5.1 4.8 0.9 7.6 7.4
Number of Traders in Each Category Total Traders: 223
20 17 10 37 20 11 39 49 23 13 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 385,833
Positions
163,156 29,332 520 112,797 182,866 16,602 65,264 120,076 5,258 7,270 11,813 356 14,610 19,010
Changes from: August 25, 2015 Total Change is: 1,324
4,868 -4,182 -225 2,148 -497 -43 -801 6,648 -573 -852 -144 -56 -3,142 396
Percent of Open Interest Represented by Each Category of Trader
42.3 7.6 0.1 29.2 47.4 4.3 16.9 31.1 1.4 1.9 3.1 0.1 3.8 4.9
Number of Traders in Each Category Total Traders: 269
24 12 4 52 51 28 33 63 18 10 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 51,836
Positions
1,328 13,325 82 29,379 241 131 5,079 7,384 458 5,256 24,888 0 10,123 5,327
Changes from: August 25, 2015 Total Change is: -277
389 -163 -65 -839 -77 -74 1,603 70 -292 340 -316 0 -1,339 640
Percent of Open Interest Represented by Each Category of Trader
2.6 25.7 0.2 56.7 0.5 0.3 9.8 14.2 0.9 10.1 48.0 0.0 19.5 10.3
Number of Traders in Each Category Total Traders: 54
4 7 . 19 . . 8 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 123,406
Positions
30,680 5,038 2,963 22,042 6,319 1,239 34,486 10,206 4,597 15,891 226 95 11,413 92,723
Changes from: August 25, 2015 Total Change is: -6,961
6,102 -631 1,322 -3,167 -2,006 -327 -10,301 -305 -902 -748 226 55 1,005 -4,393
Percent of Open Interest Represented by Each Category of Trader
24.9 4.1 2.4 17.9 5.1 1.0 27.9 8.3 3.7 12.9 0.2 0.1 9.2 75.1
Number of Traders in Each Category Total Traders: 94
23 9 5 10 4 4 29 12 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 158,765
Positions
9,334 88,126 228 90,147 46,045 7,408 33,901 4,109 7,139 3,398 1,762 0 7,210 3,948
Changes from: August 25, 2015 Total Change is: 923
-1,235 -2,054 -45 -423 -1,526 1,201 -1,161 850 2,096 -264 42 0 754 359
Percent of Open Interest Represented by Each Category of Trader
5.9 55.5 0.1 56.8 29.0 4.7 21.4 2.6 4.5 2.1 1.1 0.0 4.5 2.5
Number of Traders in Each Category Total Traders: 109
5 13 . 38 23 15 14 4 6 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 461,827
Positions
37,800 155,403 4,599 222,739 154,122 64,439 91,903 38,947 5,164 15,359 20,391 3,296 16,528 15,466
Changes from: August 25, 2015 Total Change is: 16,457
4,592 7,041 -924 11,583 5,031 2,391 -4,328 323 -1,061 -1,919 556 -199 6,322 3,299
Percent of Open Interest Represented by Each Category of Trader
8.2 33.6 1.0 48.2 33.4 14.0 19.9 8.4 1.1 3.3 4.4 0.7 3.6 3.3
Number of Traders in Each Category Total Traders: 257
22 24 6 53 46 26 35 32 15 28 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 640,786
Positions
0 52,714 29,494 186,215 145,302 78,075 49,010 61,235 87,526 42,261 21,644 21,242 146,964 143,554
Changes from: August 25, 2015 Total Change is: -7,897
0 7,198 -440 2,333 8,250 -7,599 1,065 -8,952 6,721 -377 1,694 1,257 -10,857 -16,026
Percent of Open Interest Represented by Each Category of Trader
0.0 8.2 4.6 29.1 22.7 12.2 7.6 9.6 13.7 6.6 3.4 3.3 22.9 22.4
Number of Traders in Each Category Total Traders: 147
0 17 11 39 20 36 25 27 34 8 11 10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 623,116
Positions
20,429 88,506 406 341,846 73,857 100,908 13,185 231,213 13,728 12,261 9,509 541 119,812 104,448
Changes from: August 25, 2015 Total Change is: 552
-1,894 -496 -14,810 5,220 3,776 33,691 -2,453 -18,005 -4,230 1,106 5,050 -106 -15,972 -4,318
Percent of Open Interest Represented by Each Category of Trader
3.3 14.2 0.1 54.9 11.9 16.2 2.1 37.1 2.2 2.0 1.5 0.1 19.2 16.8
Number of Traders in Each Category Total Traders: 96
. 8 . 44 12 32 5 18 12 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 1,258,499
Positions
20,090 121,974 24,851 294,974 417,551 109,802 415,774 194,485 66,551 186,192 166,445 10,883 129,383 145,957
Changes from: August 25, 2015 Total Change is: -142,959
-6,011 -13,930 -16,678 20,054 -39,119 -8,839 -45,258 2,312 -31,657 -43,213 -7,578 -4,244 -7,112 -23,226
Percent of Open Interest Represented by Each Category of Trader
1.6 9.7 2.0 23.4 33.2 8.7 33.0 15.5 5.3 14.8 13.2 0.9 10.3 11.6
Number of Traders in Each Category Total Traders: 273
9 32 14 42 52 41 54 29 38 17 38 10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 3,330,612
Positions
71,432 192,011 166,776 1,205,118 697,540 384,772 363,874 753,161 361,589 312,351 208,776 101,185 363,515 464,802
Changes from: August 25, 2015 Total Change is: -138,196
-6,028 38,469 -18,052 -2,751 -89,550 13,472 -5,971 -9,238 -44,414 23,169 55,905 2,087 -99,707 -86,875
Percent of Open Interest Represented by Each Category of Trader
2.1 5.8 5.0 36.2 20.9 11.6 10.9 22.6 10.9 9.4 6.3 3.0 10.9 14.0
Number of Traders in Each Category Total Traders: 376
16 33 37 57 74 77 62 58 79 32 44 35
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 2,539,479
Positions
73,776 208,012 52,755 955,027 527,036 313,389 441,734 563,526 255,944 118,643 208,774 48,362 279,849 361,680
Changes from: August 25, 2015 Total Change is: -122,454
27,379 -60,150 -8,568 -22,446 25,683 -26,951 -21,813 42,626 -13,157 1,639 -7,217 -12,799 -45,737 -61,921
Percent of Open Interest Represented by Each Category of Trader
2.9 8.2 2.1 37.6 20.8 12.3 17.4 22.2 10.1 4.7 8.2 1.9 11.0 14.2
Number of Traders in Each Category Total Traders: 293
14 29 22 47 46 56 56 44 60 15 42 10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 827,389
Positions
297,413 176,160 234,404 4,776 21,681 9,691 67,482 119,812 124,840 31,341 54,334 34,049 23,392 52,418
Changes from: August 25, 2015 Total Change is: -72,635
-23,801 -20,987 -68,538 3,879 5,385 -4,352 16,602 16,162 6,909 -2,327 -5,988 -2,974 1,967 1,747
Percent of Open Interest Represented by Each Category of Trader
35.9 21.3 28.3 0.6 2.6 1.2 8.2 14.5 15.1 3.8 6.6 4.1 2.8 6.3
Number of Traders in Each Category Total Traders: 130
15 37 41 . 6 4 16 25 32 6 13 8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 is19,824,432
Positions
2,609,087 1,480,811 4,777,187 532,997 1,968,008 581,333 1,610,542 752,350 6,988,912 512,316 594,124 1,361,932 850,126 1,319,774
Changes from: August 25, 2015 Total Change is: -13,300
11,293 3,961 58,093 -17,963 14,726 -76,409 -25,418 54,291 18,193 73,970 -1,710 -9,686 -45,373 -74,760
Percent of Open Interest Represented by Each Category of Trader
13.2 7.5 24.1 2.7 9.9 2.9 8.1 3.8 35.3 2.6 3.0 6.9 4.3 6.7
Number of Traders in Each Category Total Traders: 327
31 62 88 10 32 31 48 83 107 15 38 35
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 54,801
Positions
11,576 1,862 0 560 19,742 0 39,470 24,192 820 1,468 8,107 21 886 57
Changes from: August 25, 2015 Total Change is: 793
-743 -282 0 0 164 0 1,058 -460 820 -388 561 0 46 -10
Percent of Open Interest Represented by Each Category of Trader
21.1 3.4 0.0 1.0 36.0 0.0 72.0 44.1 1.5 2.7 14.8 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 48
4 5 0 . 8 0 5 11 . . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 35,472
Positions
9,958 272 1 0 15,176 1 23,437 7,434 1,382 445 11,085 53 195 68
Changes from: August 25, 2015 Total Change is: -2,442
-1,397 172 1 0 3 0 -412 -1,913 -634 40 -35 1 -41 -37
Percent of Open Interest Represented by Each Category of Trader
28.1 0.8 0.0 0.0 42.8 0.0 66.1 21.0 3.9 1.3 31.3 0.1 0.5 0.2
Number of Traders in Each Category Total Traders: 37
. . . 0 9 . 7 5 . . 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 100,629
Positions
3,113 66,768 939 16,552 1,703 574 28,582 9,068 9,839 24,469 1,485 415 16,145 9,837
Changes from: August 25, 2015 Total Change is: -718
-216 -4,536 -20 -2,406 -621 -26 -3,540 -4,319 659 -1,373 1,407 -225 6,429 6,963
Percent of Open Interest Represented by Each Category of Trader
3.1 66.4 0.9 16.4 1.7 0.6 28.4 9.0 9.8 24.3 1.5 0.4 16.0 9.8
Number of Traders in Each Category Total Traders: 142
6 . . 8 . . 26 17 16 69 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 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 330,119
Positions
54,205 70,064 22,858 26,577 23,726 23,089 103,926 88,193 45,219 8,543 9,644 14,935 30,767 32,391
Changes from: August 25, 2015 Total Change is: 11,520
-11,150 22,612 5,209 -12,848 -2,091 4,119 26,705 -21,288 -1,444 386 2,228 2,341 -1,798 -166
Percent of Open Interest Represented by Each Category of Trader
16.4 21.2 6.9 8.1 7.2 7.0 31.5 26.7 13.7 2.6 2.9 4.5 9.3 9.8
Number of Traders in Each Category Total Traders: 179
14 18 19 12 12 8 44 40 52 15 16 19
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Traders in Financial Futures - Options and Futures Combined Positions as of September 1, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 20,841
Positions
118 2,934 0 4,468 1,816 1,133 14,347 14,099 0 387 808 0 388 51
Changes from: August 25, 2015 Total Change is: -429
4 0 0 -1,088 -979 392 1,306 -69 0 -1,000 230 0 -43 -3
Percent of Open Interest Represented by Each Category of Trader
0.6 14.1 0.0 21.4 8.7 5.4 68.8 67.7 0.0 1.9 3.9 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 7 . . 10 7 0 . . 0
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Updated September 4, 2015