Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 169,663 Positions 70,762 4,509 6,023 26,065 25,209 657 14,982 63,903 11,213 14,496 13,032 1,137 24,327 43,979 Changes from: September 1, 2015 Total Change is: -13,012 -6,370 466 -1,785 -994 2,745 -178 1,483 -8,321 -3,329 62 153 -533 -1,368 -2,230 Percent of Open Interest Represented by Each Category of Trader 41.7 2.7 3.6 15.4 14.9 0.4 8.8 37.7 6.6 8.5 7.7 0.7 14.3 25.9 Number of Traders in Each Category Total Traders: 90 10 . 9 6 10 4 14 30 14 9 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 43,037 Positions 19,727 2,292 860 1,265 1,485 420 5,328 12,817 5,395 1,968 0 0 8,074 19,768 Changes from: September 1, 2015 Total Change is: 3,918 1,245 116 -31 0 -7 0 480 -777 2,081 146 0 0 -3 2,535 Percent of Open Interest Represented by Each Category of Trader 45.8 5.3 2.0 2.9 3.5 1.0 12.4 29.8 12.5 4.6 0.0 0.0 18.8 45.9 Number of Traders in Each Category Total Traders: 35 6 . 4 . . . 8 11 11 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 207,307 Positions 84,919 8,447 8,664 11,815 75,082 2,101 52,720 38,825 21,582 1,909 16,099 2,445 21,152 34,062 Changes from: September 1, 2015 Total Change is: 7,802 23,955 -3,069 365 2,761 1,276 -2,017 -15,498 5,597 2,688 -717 -1,770 -1,978 -1,757 6,711 Percent of Open Interest Represented by Each Category of Trader 41.0 4.1 4.2 5.7 36.2 1.0 25.4 18.7 10.4 0.9 7.8 1.2 10.2 16.4 Number of Traders in Each Category Total Traders: 113 10 7 9 6 22 9 24 27 27 . 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 307,142 Positions 125,652 101,275 7,213 24,796 51,295 4,609 39,934 66,408 25,678 51,993 8,579 2,672 24,596 39,414 Changes from: September 1, 2015 Total Change is: -10,207 337 10,366 -1,873 463 5,809 -5,216 4,790 -17,614 -2,573 -2,989 2,353 -3,208 61 1,747 Percent of Open Interest Represented by Each Category of Trader 40.9 33.0 2.3 8.1 16.7 1.5 13.0 21.6 8.4 16.9 2.8 0.9 8.0 12.8 Number of Traders in Each Category Total Traders: 138 10 7 8 12 25 11 28 32 22 4 19 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 448,984 Positions 134,813 55,664 22,874 72,383 94,321 19,045 47,192 94,738 42,136 53,719 34,435 12,856 43,965 72,914 Changes from: September 1, 2015 Total Change is: -22,326 9,916 -8,800 -4,250 -4,793 1,035 -1,018 3,473 13,870 -20,651 4,802 712 -4,902 -4,902 1,679 Percent of Open Interest Represented by Each Category of Trader 30.0 12.4 5.1 16.1 21.0 4.2 10.5 21.1 9.4 12.0 7.7 2.9 9.8 16.2 Number of Traders in Each Category Total Traders: 245 17 14 17 28 34 29 28 55 39 24 43 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 204,446 Positions 140,944 1,706 5,711 4,676 27,303 1,002 12,149 62,550 18,323 932 35,701 4,933 15,779 47,218 Changes from: September 1, 2015 Total Change is: 6,860 1,243 184 -718 -141 2,148 -1,441 926 -4,111 5,779 14 -1,074 3,012 -1,814 3,080 Percent of Open Interest Represented by Each Category of Trader 68.9 0.8 2.8 2.3 13.4 0.5 5.9 30.6 9.0 0.5 17.5 2.4 7.7 23.1 Number of Traders in Each Category Total Traders: 97 14 . 11 . 9 4 15 36 18 4 12 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 54,401 Positions 42,252 42,718 3,905 1,501 0 0 4,157 4,425 992 691 1,680 235 668 446 Changes from: September 1, 2015 Total Change is: -439 -190 54 1,913 -50 0 0 166 -2,423 89 -841 1,567 -1,567 41 -72 Percent of Open Interest Represented by Each Category of Trader 77.7 78.5 7.2 2.8 0.0 0.0 7.6 8.1 1.8 1.3 3.1 0.4 1.2 0.8 Number of Traders in Each Category Total Traders: 28 9 8 6 . 0 0 . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 188,528 Positions 68,479 57,971 5,445 54,193 5,030 198 20,679 64,707 32,934 2,038 12,895 1,718 2,844 7,631 Changes from: September 1, 2015 Total Change is: -3,077 -5,263 322 304 -1,691 -16 0 1,613 -5,063 129 274 674 1,449 107 -876 Percent of Open Interest Represented by Each Category of Trader 36.3 30.7 2.9 28.7 2.7 0.1 11.0 34.3 17.5 1.1 6.8 0.9 1.5 4.0 Number of Traders in Each Category Total Traders: 133 8 6 4 4 8 . 19 58 16 9 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 19,217 Positions 11,023 3,529 5 2,195 165 0 3,341 11,969 1,182 350 494 0 1,121 1,873 Changes from: September 1, 2015 Total Change is: -14,716 -2,562 -275 -7,645 464 -630 0 -1,857 -1,500 -213 0 -1,504 -2,745 -158 -204 Percent of Open Interest Represented by Each Category of Trader 57.4 18.4 0.0 11.4 0.9 0.0 17.4 62.3 6.2 1.8 2.6 0.0 5.8 9.7 Number of Traders in Each Category Total Traders: 25 5 . . . . 0 4 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 38,325 Positions 25,153 1,722 989 993 5,114 1 5,449 19,049 2,930 699 2,549 0 2,111 5,971 Changes from: September 1, 2015 Total Change is: 3,986 2,909 -1,053 907 -675 2,088 0 -1,773 -387 2,351 324 263 0 -57 -183 Percent of Open Interest Represented by Each Category of Trader 65.6 4.5 2.6 2.6 13.3 0.0 14.2 49.7 7.6 1.8 6.7 0.0 5.5 15.6 Number of Traders in Each Category Total Traders: 77 10 . . . 7 . 12 31 9 4 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 46,373 Positions 20,352 18,588 3,084 4,234 2,109 244 5,799 7,940 2,367 3,170 1,825 1,698 5,425 8,520 Changes from: September 1, 2015 Total Change is: 1,130 -2,711 477 1,976 53 -449 -200 663 -1,911 758 186 3 415 -10 60 Percent of Open Interest Represented by Each Category of Trader 43.9 40.1 6.7 9.1 4.5 0.5 12.5 17.1 5.1 6.8 3.9 3.7 11.7 18.4 Number of Traders in Each Category Total Traders: 98 22 12 8 9 . . 18 15 8 9 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 92,746 Positions 40,705 37,176 6,168 8,467 4,217 487 11,598 15,879 4,734 6,341 3,649 3,397 10,850 17,040 Changes from: September 1, 2015 Total Change is: 2,259 -5,421 954 3,952 106 -897 -399 1,325 -3,821 1,515 372 5 829 -21 121 Percent of Open Interest Represented by Each Category of Trader 43.9 40.1 6.7 9.1 4.5 0.5 12.5 17.1 5.1 6.8 3.9 3.7 11.7 18.4 Number of Traders in Each Category Total Traders: 98 22 12 8 9 . . 18 15 8 9 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 1,097,084 Positions 144,857 67,574 86,823 229,088 168,771 80,579 82,226 174,426 195,805 25,197 60,747 60,517 191,992 201,842 Changes from: September 1, 2015 Total Change is: -12,221 16,837 -19,538 5,049 -1,653 6,676 2,247 -7,852 2,044 -33,924 745 9,111 996 5,334 15,118 Percent of Open Interest Represented by Each Category of Trader 13.2 6.2 7.9 20.9 15.4 7.3 7.5 15.9 17.8 2.3 5.5 5.5 17.5 18.4 Number of Traders in Each Category Total Traders: 633 36 38 43 112 93 93 76 140 115 64 73 72 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 271,046 Positions 80,275 25,281 12,829 43,616 17,219 3,396 14,880 12,720 49,698 14,277 2,717 14,087 37,987 133,099 Changes from: September 1, 2015 Total Change is: 3,952 11,839 3,311 78 22 -1,291 -336 222 -3,405 -9,134 6,822 -180 -1,633 -3,928 16,543 Percent of Open Interest Represented by Each Category of Trader 29.6 9.3 4.7 16.1 6.4 1.3 5.5 4.7 18.3 5.3 1.0 5.2 14.0 49.1 Number of Traders in Each Category Total Traders: 89 14 6 9 16 6 9 16 13 27 11 6 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 4,130,190 Positions 596,935 485,491 95,940 999,010 829,409 314,264 400,968 872,769 666,297 102,990 338,543 183,761 770,025 343,715 Changes from: September 1, 2015 Total Change is: -80,863 51,748 -87,480 -1,903 -4,934 43,277 9,472 -54,603 13,010 -109,718 -1,998 74,845 -15,242 46,313 -7,124 Percent of Open Interest Represented by Each Category of Trader 14.5 11.8 2.3 24.2 20.1 7.6 9.7 21.1 16.1 2.5 8.2 4.4 18.6 8.3 Number of Traders in Each Category Total Traders: 613 33 41 39 106 90 87 75 138 111 60 70 68 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 87,709 Positions 23,095 8,971 964 39,085 64,875 2,020 13,481 5,654 340 0 478 0 8,724 4,407 Changes from: September 1, 2015 Total Change is: -251 1,991 -157 90 -120 -666 -73 -1,396 153 9 0 -198 0 -752 591 Percent of Open Interest Represented by Each Category of Trader 26.3 10.2 1.1 44.6 74.0 2.3 15.4 6.4 0.4 0.0 0.5 0.0 9.9 5.0 Number of Traders in Each Category Total Traders: 83 8 7 . 29 17 10 11 9 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 61,870 Positions 11,497 20,961 1,730 26,765 8,949 768 10,011 16,548 2,871 3,139 4,056 782 4,307 5,206 Changes from: September 1, 2015 Total Change is: -411 978 -1,559 678 -177 -248 -509 -527 -74 -618 -51 1,072 221 -407 625 Percent of Open Interest Represented by Each Category of Trader 18.6 33.9 2.8 43.3 14.5 1.2 16.2 26.7 4.6 5.1 6.6 1.3 7.0 8.4 Number of Traders in Each Category Total Traders: 219 20 14 14 35 19 10 39 50 23 14 25 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 309,350 Positions 57,487 104,804 8,651 133,827 44,743 3,842 50,053 82,740 14,353 15,696 20,279 3,909 21,533 26,029 Changes from: September 1, 2015 Total Change is: -2,057 4,891 -7,795 3,391 -886 -1,242 -2,545 -2,633 -369 -3,091 -253 5,361 1,107 -2,037 3,126 Percent of Open Interest Represented by Each Category of Trader 18.6 33.9 2.8 43.3 14.5 1.2 16.2 26.7 4.6 5.1 6.6 1.3 7.0 8.4 Number of Traders in Each Category Total Traders: 219 20 14 14 35 19 10 39 50 23 14 25 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 381,215 Positions 159,373 28,373 1,015 110,050 184,465 16,156 59,562 116,451 5,448 14,116 10,903 344 15,151 18,059 Changes from: September 1, 2015 Total Change is: -4,618 -3,783 -959 495 -2,747 1,599 -446 -5,702 -3,624 190 6,846 -910 -11 541 -952 Percent of Open Interest Represented by Each Category of Trader 41.8 7.4 0.3 28.9 48.4 4.2 15.6 30.5 1.4 3.7 2.9 0.1 4.0 4.7 Number of Traders in Each Category Total Traders: 269 24 10 5 54 52 28 29 65 18 13 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 56,966 Positions 2,173 11,164 309 28,433 0 58 5,700 8,094 4,227 6,377 27,969 306 9,383 4,839 Changes from: September 1, 2015 Total Change is: 5,130 845 -2,161 227 -946 -241 -73 621 710 3,769 1,121 3,081 306 -740 -488 Percent of Open Interest Represented by Each Category of Trader 3.8 19.6 0.5 49.9 0.0 0.1 10.0 14.2 7.4 11.2 49.1 0.5 16.5 8.5 Number of Traders in Each Category Total Traders: 61 5 6 . 18 0 . 10 11 10 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 125,037 Positions 26,499 10,150 4,693 22,609 6,525 3,834 35,180 11,859 4,892 16,955 674 588 9,787 81,822 Changes from: September 1, 2015 Total Change is: 1,631 -4,181 5,112 1,730 567 206 2,595 694 1,653 295 1,064 448 493 -1,626 -10,901 Percent of Open Interest Represented by Each Category of Trader 21.2 8.1 3.8 18.1 5.2 3.1 28.1 9.5 3.9 13.6 0.5 0.5 7.8 65.4 Number of Traders in Each Category Total Traders: 96 19 9 10 11 4 5 29 15 13 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 159,931 Positions 6,662 88,346 292 91,285 46,645 8,027 32,625 4,573 5,942 7,884 1,812 0 7,214 4,294 Changes from: September 1, 2015 Total Change is: 1,166 -2,672 220 64 1,138 600 619 -1,276 464 -1,197 4,486 50 0 4 346 Percent of Open Interest Represented by Each Category of Trader 4.2 55.2 0.2 57.1 29.2 5.0 20.4 2.9 3.7 4.9 1.1 0.0 4.5 2.7 Number of Traders in Each Category Total Traders: 111 5 13 4 37 25 15 13 4 6 8 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 491,487 Positions 42,999 145,332 17,480 216,756 160,723 75,166 95,944 40,047 7,115 13,772 23,990 8,789 13,466 12,845 Changes from: September 1, 2015 Total Change is: 29,660 5,199 -10,071 12,881 -5,983 6,601 10,727 4,041 1,100 1,951 -1,587 3,599 5,493 -3,062 -2,621 Percent of Open Interest Represented by Each Category of Trader 8.7 29.6 3.6 44.1 32.7 15.3 19.5 8.1 1.4 2.8 4.9 1.8 2.7 2.6 Number of Traders in Each Category Total Traders: 256 23 24 11 54 47 27 33 31 14 24 20 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 614,898 Positions 1,689 51,249 29,433 185,023 150,761 67,422 47,343 61,287 69,286 41,201 20,780 21,333 152,169 143,347 Changes from: September 1, 2015 Total Change is: -25,888 1,689 -1,466 -61 -1,192 5,459 -10,653 -1,668 51 -18,240 -1,060 -863 91 5,205 -207 Percent of Open Interest Represented by Each Category of Trader 0.3 8.3 4.8 30.1 24.5 11.0 7.7 10.0 11.3 6.7 3.4 3.5 24.7 23.3 Number of Traders in Each Category Total Traders: 148 . 15 13 36 22 36 17 32 33 10 13 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 616,818 Positions 18,939 91,675 125 343,820 80,028 94,537 12,929 222,797 14,303 12,373 8,954 541 119,251 103,858 Changes from: September 1, 2015 Total Change is: -6,298 -1,490 3,169 -281 1,974 6,171 -6,371 -256 -8,416 575 112 -555 0 -561 -590 Percent of Open Interest Represented by Each Category of Trader 3.1 14.9 0.0 55.7 13.0 15.3 2.1 36.1 2.3 2.0 1.5 0.1 19.3 16.8 Number of Traders in Each Category Total Traders: 95 . 7 . 44 13 34 5 17 10 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,187,889 Positions 15,776 124,497 17,145 272,254 400,825 111,711 412,447 155,192 50,133 171,047 172,912 14,112 123,265 141,362 Changes from: September 1, 2015 Total Change is: -70,610 -4,314 2,524 -7,707 -22,721 -16,726 1,910 -3,328 -39,293 -16,419 -15,145 6,467 3,229 -6,117 -4,596 Percent of Open Interest Represented by Each Category of Trader 1.3 10.5 1.4 22.9 33.7 9.4 34.7 13.1 4.2 14.4 14.6 1.2 10.4 11.9 Number of Traders in Each Category Total Traders: 271 9 33 15 40 54 43 48 31 35 14 42 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,291,888 Positions 68,534 177,813 183,557 1,203,520 670,974 372,715 337,597 763,796 348,670 320,008 210,252 98,037 359,250 466,075 Changes from: September 1, 2015 Total Change is: -38,724 -2,899 -14,198 16,781 -1,598 -26,566 -12,057 -26,277 10,635 -12,919 7,657 1,476 -3,148 -4,265 1,273 Percent of Open Interest Represented by Each Category of Trader 2.1 5.4 5.6 36.6 20.4 11.3 10.3 23.2 10.6 9.7 6.4 3.0 10.9 14.2 Number of Traders in Each Category Total Traders: 377 18 36 43 60 72 78 51 63 78 32 45 36 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,497,897 Positions 73,958 210,683 56,661 929,890 539,045 296,373 476,934 579,776 194,869 109,568 200,918 51,772 307,871 367,799 Changes from: September 1, 2015 Total Change is: -41,582 182 2,671 3,906 -25,137 12,009 -17,016 35,201 16,250 -61,075 -9,075 -7,857 3,410 28,022 6,119 Percent of Open Interest Represented by Each Category of Trader 3.0 8.4 2.3 37.2 21.6 11.9 19.1 23.2 7.8 4.4 8.0 2.1 12.3 14.7 Number of Traders in Each Category Total Traders: 284 12 30 26 46 48 54 46 49 61 13 40 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 840,979 Positions 277,316 192,695 215,212 38,741 23,326 9,239 87,189 125,918 118,546 25,904 56,457 41,969 26,864 57,618 Changes from: September 1, 2015 Total Change is: 13,590 -20,097 16,535 -19,192 33,965 1,644 -452 19,707 6,106 -6,295 -5,437 2,123 7,920 3,472 5,201 Percent of Open Interest Represented by Each Category of Trader 33.0 22.9 25.6 4.6 2.8 1.1 10.4 15.0 14.1 3.1 6.7 5.0 3.2 6.9 Number of Traders in Each Category Total Traders: 133 13 38 41 4 6 5 15 28 33 4 16 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is19,737,189 Positions 2,667,636 1,528,031 4,790,784 546,487 1,875,372 554,617 1,542,625 787,171 6,954,406 499,069 612,672 1,327,571 853,994 1,306,564 Changes from: September 1, 2015 Total Change is: -87,243 58,549 47,220 13,597 13,490 -92,636 -26,716 -67,917 34,821 -34,506 -13,247 18,548 -34,362 3,868 -13,209 Percent of Open Interest Represented by Each Category of Trader 13.5 7.7 24.3 2.8 9.5 2.8 7.8 4.0 35.2 2.5 3.1 6.7 4.3 6.6 Number of Traders in Each Category Total Traders: 327 34 59 89 11 31 29 47 83 105 15 41 37 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 61,123 Positions 10,424 2,252 6,899 560 19,260 0 40,172 23,933 786 1,413 7,910 21 848 62 Changes from: September 1, 2015 Total Change is: 6,322 -1,152 390 6,899 0 -482 0 702 -259 -34 -55 -197 0 -38 5 Percent of Open Interest Represented by Each Category of Trader 17.1 3.7 11.3 0.9 31.5 0.0 65.7 39.2 1.3 2.3 12.9 0.0 1.4 0.1 Number of Traders in Each Category Total Traders: 50 . 6 . . 8 0 6 11 . . 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 36,968 Positions 9,112 257 0 0 15,417 1 24,383 7,363 2,652 510 11,158 53 257 67 Changes from: September 1, 2015 Total Change is: 1,496 -846 -15 -1 0 241 0 946 -71 1,270 65 73 0 62 -1 Percent of Open Interest Represented by Each Category of Trader 24.6 0.7 0.0 0.0 41.7 0.0 66.0 19.9 7.2 1.4 30.2 0.1 0.7 0.2 Number of Traders in Each Category Total Traders: 36 . . 0 0 9 . 7 5 . . 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 94,515 Positions 1,766 68,536 16 16,529 1,810 577 32,548 9,413 9,496 23,968 1,400 204 9,411 3,063 Changes from: September 1, 2015 Total Change is: -6,114 -1,347 1,768 -923 -23 107 3 3,966 344 -343 -501 -85 -211 -6,734 -6,773 Percent of Open Interest Represented by Each Category of Trader 1.9 72.5 0.0 17.5 1.9 0.6 34.4 10.0 10.0 25.4 1.5 0.2 10.0 3.2 Number of Traders in Each Category Total Traders: 141 4 . . 8 4 . 29 19 15 63 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 328,265 Positions 49,308 87,264 22,273 24,544 29,448 31,939 103,819 61,157 51,211 7,258 6,647 14,853 23,060 23,473 Changes from: September 1, 2015 Total Change is: -1,854 -4,897 17,200 -585 -2,033 5,722 8,850 -107 -27,036 5,992 -1,285 -2,997 -82 -7,707 -8,918 Percent of Open Interest Represented by Each Category of Trader 15.0 26.6 6.8 7.5 9.0 9.7 31.6 18.6 15.6 2.2 2.0 4.5 7.0 7.2 Number of Traders in Each Category Total Traders: 184 13 20 20 14 12 9 49 35 51 19 10 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 8, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 21,266 Positions 126 2,934 0 5,596 1,816 1,145 13,652 14,124 0 387 1,196 0 360 51 Changes from: September 1, 2015 Total Change is: 425 8 0 0 1,128 0 12 -695 25 0 0 388 0 -28 0 Percent of Open Interest Represented by Each Category of Trader 0.6 13.8 0.0 26.3 8.5 5.4 64.2 66.4 0.0 1.8 5.6 0.0 1.7 0.2 Number of Traders in Each Category Total Traders: 39 . . 0 8 . . 11 7 0 . 4 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 11, 2015