Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 198,958
Positions
70,052 4,558 32,351 26,025 28,858 1,119 16,518 57,661 16,037 12,488 12,225 1,600 22,770 44,550
Changes from: September 8, 2015 Total Change is: 29,295
-711 48 26,328 -40 3,649 462 1,536 -6,242 4,823 -2,008 -808 463 -1,558 571
Percent of Open Interest Represented by Each Category of Trader
35.2 2.3 16.3 13.1 14.5 0.6 8.3 29.0 8.1 6.3 6.1 0.8 11.4 22.4
Number of Traders in Each Category Total Traders: 85
11 . 10 6 9 4 17 25 14 8 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 39,493
Positions
14,113 1,598 423 1,147 1,457 420 14,957 15,673 1,253 0 0 0 7,180 18,669
Changes from: September 8, 2015 Total Change is: -3,544
-5,614 -694 -437 -118 -28 0 9,629 2,856 -4,142 -1,968 0 0 -894 -1,099
Percent of Open Interest Represented by Each Category of Trader
35.7 4.0 1.1 2.9 3.7 1.1 37.9 39.7 3.2 0.0 0.0 0.0 18.2 47.3
Number of Traders in Each Category Total Traders: 34
4 . . . . . 12 10 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 167,585
Positions
57,556 3,679 4,976 11,658 73,505 2,721 51,770 24,266 13,570 2,565 12,412 2,753 20,016 29,702
Changes from: September 8, 2015 Total Change is: -39,722
-27,363 -4,768 -3,688 -157 -1,577 620 -950 -14,559 -8,012 656 -3,687 308 -1,136 -4,360
Percent of Open Interest Represented by Each Category of Trader
34.3 2.2 3.0 7.0 43.9 1.6 30.9 14.5 8.1 1.5 7.4 1.6 11.9 17.7
Number of Traders in Each Category Total Traders: 101
5 5 5 6 20 8 28 24 17 6 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 195,063
Positions
70,448 5,734 6,884 23,458 47,929 4,982 26,507 65,865 18,599 20,658 8,028 2,594 20,934 34,448
Changes from: September 8, 2015 Total Change is: -112,079
-55,204 -95,540 -329 -1,338 -3,366 373 -13,427 -543 -7,079 -31,335 -550 -78 -3,662 -4,966
Percent of Open Interest Represented by Each Category of Trader
36.1 2.9 3.5 12.0 24.6 2.6 13.6 33.8 9.5 10.6 4.1 1.3 10.7 17.7
Number of Traders in Each Category Total Traders: 131
9 . 8 10 23 10 25 36 20 6 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 376,033
Positions
94,809 12,281 16,891 67,490 90,771 21,345 33,167 89,851 33,960 51,596 34,634 12,084 44,690 64,215
Changes from: September 8, 2015 Total Change is: -72,951
-40,005 -43,383 -5,982 -4,894 -3,550 2,300 -14,025 -4,887 -8,176 -2,123 199 -772 725 -8,699
Percent of Open Interest Represented by Each Category of Trader
25.2 3.3 4.5 17.9 24.1 5.7 8.8 23.9 9.0 13.7 9.2 3.2 11.9 17.1
Number of Traders in Each Category Total Traders: 231
14 13 10 27 34 30 20 54 31 23 45 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 173,944
Positions
99,481 698 4,251 4,571 31,330 1,294 31,906 59,493 8,391 7,632 26,198 1,862 14,556 40,427
Changes from: September 8, 2015 Total Change is: -30,502
-41,463 -1,009 -1,460 -105 4,027 292 19,758 -3,057 -9,932 6,701 -9,503 -3,071 -1,223 -6,790
Percent of Open Interest Represented by Each Category of Trader
57.2 0.4 2.4 2.6 18.0 0.7 18.3 34.2 4.8 4.4 15.1 1.1 8.4 23.2
Number of Traders in Each Category Total Traders: 90
10 . 7 . 12 4 17 30 14 7 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 54,238
Positions
41,903 42,412 3,897 1,501 0 0 4,205 4,319 1,152 672 1,680 235 673 543
Changes from: September 8, 2015 Total Change is: -163
-349 -306 -8 0 0 0 48 -106 160 -19 0 0 5 97
Percent of Open Interest Represented by Each Category of Trader
77.3 78.2 7.2 2.8 0.0 0.0 7.8 8.0 2.1 1.2 3.1 0.4 1.2 1.0
Number of Traders in Each Category Total Traders: 26
9 6 7 . 0 0 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 130,871
Positions
53,944 38,720 24 53,924 4,779 198 16,517 64,862 1,745 1,732 12,791 213 2,575 7,539
Changes from: September 8, 2015 Total Change is: -57,657
-14,535 -19,251 -5,421 -269 -251 0 -4,162 155 -31,189 -306 -104 -1,505 -270 -91
Percent of Open Interest Represented by Each Category of Trader
41.2 29.6 0.0 41.2 3.7 0.2 12.6 49.6 1.3 1.3 9.8 0.2 2.0 5.8
Number of Traders in Each Category Total Traders: 123
. 9 . 4 8 . 14 60 11 6 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 22,115
Positions
13,244 3,529 5 2,245 0 0 3,241 13,571 1,904 452 1,019 0 1,024 2,087
Changes from: September 8, 2015 Total Change is: 2,898
2,221 0 0 50 -165 0 -100 1,602 722 102 525 0 -97 214
Percent of Open Interest Represented by Each Category of Trader
59.9 16.0 0.0 10.2 0.0 0.0 14.7 61.4 8.6 2.0 4.6 0.0 4.6 9.4
Number of Traders in Each Category Total Traders: 27
5 . . . 0 0 4 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 33,352
Positions
17,807 118 0 1,010 5,672 1 11,852 19,565 237 821 2,468 0 1,624 5,291
Changes from: September 8, 2015 Total Change is: -4,973
-7,346 -1,604 -989 17 558 0 6,403 516 -2,693 122 -81 0 -487 -680
Percent of Open Interest Represented by Each Category of Trader
53.4 0.4 0.0 3.0 17.0 0.0 35.5 58.7 0.7 2.5 7.4 0.0 4.9 15.9
Number of Traders in Each Category Total Traders: 69
5 . 0 . 7 . 14 30 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 7,274
Positions
2,228 0 0 322 3,168 47 4,199 2,485 1 151 300 0 326 1,273
Changes from: September 8, 2015 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
30.6 0.0 0.0 4.4 43.6 0.6 57.7 34.2 0.0 2.1 4.1 0.0 4.5 17.5
Number of Traders in Each Category Total Traders: 20
. 0 0 . 4 . 4 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 51,548
Positions
21,235 18,328 6,064 4,226 1,933 816 6,969 8,599 1,834 3,040 2,249 1,960 5,404 9,765
Changes from: September 8, 2015 Total Change is: 5,175
882 -260 2,980 -8 -176 573 1,170 660 -533 -130 424 262 -22 1,245
Percent of Open Interest Represented by Each Category of Trader
41.2 35.6 11.8 8.2 3.7 1.6 13.5 16.7 3.6 5.9 4.4 3.8 10.5 18.9
Number of Traders in Each Category Total Traders: 96
22 11 11 9 . 4 14 19 9 8 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 103,095
Positions
42,469 36,655 12,127 8,451 3,866 1,632 13,939 17,198 3,669 6,080 4,497 3,921 10,807 19,530
Changes from: September 8, 2015 Total Change is: 10,349
1,764 -521 5,960 -16 -351 1,145 2,341 1,319 -1,065 -261 848 524 -43 2,490
Percent of Open Interest Represented by Each Category of Trader
41.2 35.6 11.8 8.2 3.7 1.6 13.5 16.7 3.6 5.9 4.4 3.8 10.5 18.9
Number of Traders in Each Category Total Traders: 96
22 11 11 9 . 4 14 19 9 8 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 1,163,566
Positions
153,704 76,692 111,105 228,351 168,901 111,451 78,130 175,145 210,357 23,512 58,609 57,001 189,957 194,305
Changes from: September 8, 2015 Total Change is: 66,482
8,847 9,118 24,283 -738 130 30,872 -4,096 719 14,551 -1,685 -2,138 -3,516 -2,036 -7,537
Percent of Open Interest Represented by Each Category of Trader
13.2 6.6 9.5 19.6 14.5 9.6 6.7 15.1 18.1 2.0 5.0 4.9 16.3 16.7
Number of Traders in Each Category Total Traders: 642
37 35 52 109 93 96 74 143 130 62 86 78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 290,659
Positions
83,568 34,945 12,329 40,457 17,980 18,813 18,962 11,958 52,209 10,445 2,732 14,019 39,856 125,674
Changes from: September 8, 2015 Total Change is: 19,613
3,293 9,664 -500 -3,159 761 15,417 4,082 -762 2,511 -3,832 16 -68 1,868 -7,425
Percent of Open Interest Represented by Each Category of Trader
28.8 12.0 4.2 13.9 6.2 6.5 6.5 4.1 18.0 3.6 0.9 4.8 13.7 43.2
Number of Traders in Each Category Total Traders: 94
14 6 9 16 7 12 15 16 31 13 5 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 4,364,534
Positions
635,742 493,801 208,814 1,026,951 842,091 375,705 378,814 898,914 707,759 96,038 310,090 184,205 750,505 343,154
Changes from: September 8, 2015 Total Change is: 234,344
38,808 8,310 112,874 27,941 12,683 61,441 -22,153 26,145 41,462 -6,952 -28,453 444 -19,520 -561
Percent of Open Interest Represented by Each Category of Trader
14.6 11.3 4.8 23.5 19.3 8.6 8.7 20.6 16.2 2.2 7.1 4.2 17.2 7.9
Number of Traders in Each Category Total Traders: 619
34 38 49 104 90 91 72 140 122 57 83 71
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 88,719
Positions
20,530 8,429 2,258 40,626 63,428 1,730 13,427 6,490 1,291 0 480 0 8,857 4,613
Changes from: September 8, 2015 Total Change is: 1,010
-2,565 -542 1,294 1,541 -1,447 -290 -54 836 951 0 2 0 133 206
Percent of Open Interest Represented by Each Category of Trader
23.1 9.5 2.5 45.8 71.5 1.9 15.1 7.3 1.5 0.0 0.5 0.0 10.0 5.2
Number of Traders in Each Category Total Traders: 86
8 7 6 29 17 11 12 10 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 67,145
Positions
11,015 24,278 5,045 26,040 8,921 2,521 10,795 13,116 3,240 3,267 4,031 851 4,370 5,141
Changes from: September 8, 2015 Total Change is: 5,275
-482 3,317 3,315 -726 -27 1,753 784 -3,432 370 128 -25 69 64 -65
Percent of Open Interest Represented by Each Category of Trader
16.4 36.2 7.5 38.8 13.3 3.8 16.1 19.5 4.8 4.9 6.0 1.3 6.5 7.7
Number of Traders in Each Category Total Traders: 218
19 15 14 34 20 10 36 50 25 15 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 335,723
Positions
55,075 121,389 25,225 130,198 44,606 12,606 53,975 65,580 16,201 16,337 20,154 4,255 21,850 25,707
Changes from: September 8, 2015 Total Change is: 26,373
-2,411 16,585 16,574 -3,629 -137 8,764 3,921 -17,160 1,848 642 -125 347 318 -323
Percent of Open Interest Represented by Each Category of Trader
16.4 36.2 7.5 38.8 13.3 3.8 16.1 19.5 4.8 4.9 6.0 1.3 6.5 7.7
Number of Traders in Each Category Total Traders: 218
19 15 14 34 20 10 36 50 25 15 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 417,093
Positions
156,784 30,235 17,886 107,491 185,712 16,224 63,012 114,589 12,205 14,378 11,809 322 28,792 28,111
Changes from: September 8, 2015 Total Change is: 35,878
-2,589 1,862 16,871 -2,559 1,247 68 3,450 -1,862 6,757 262 906 -23 13,641 10,053
Percent of Open Interest Represented by Each Category of Trader
37.6 7.2 4.3 25.8 44.5 3.9 15.1 27.5 2.9 3.4 2.8 0.1 6.9 6.7
Number of Traders in Each Category Total Traders: 274
21 14 15 54 51 25 31 65 24 13 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 46,086
Positions
1,548 2,896 0 25,917 238 42 4,427 19,459 520 5,701 15,225 0 7,931 7,706
Changes from: September 8, 2015 Total Change is: -10,880
-625 -8,268 -309 -2,516 238 -16 -1,273 11,365 -3,707 -676 -12,744 -306 -1,452 2,867
Percent of Open Interest Represented by Each Category of Trader
3.4 6.3 0.0 56.2 0.5 0.1 9.6 42.2 1.1 12.4 33.0 0.0 17.2 16.7
Number of Traders in Each Category Total Traders: 54
4 4 0 16 . . 8 14 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 93,114
Positions
12,143 9,202 3,182 21,431 8,879 813 36,668 8,669 1,094 8,747 0 0 9,036 61,275
Changes from: September 8, 2015 Total Change is: -31,923
-14,356 -948 -1,511 -1,178 2,354 -3,021 1,488 -3,190 -3,798 -8,208 -674 -588 -751 -20,547
Percent of Open Interest Represented by Each Category of Trader
13.0 9.9 3.4 23.0 9.5 0.9 39.4 9.3 1.2 9.4 0.0 0.0 9.7 65.8
Number of Traders in Each Category Total Traders: 77
14 7 6 10 4 . 30 8 4 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 164,969
Positions
4,957 84,477 8,612 86,420 45,373 8,195 34,798 3,975 7,324 6,754 1,986 43 7,866 4,984
Changes from: September 8, 2015 Total Change is: 5,038
-1,705 -3,869 8,320 -4,865 -1,272 168 2,173 -598 1,382 -1,130 174 43 652 690
Percent of Open Interest Represented by Each Category of Trader
3.0 51.2 5.2 52.4 27.5 5.0 21.1 2.4 4.4 4.1 1.2 0.0 4.8 3.0
Number of Traders in Each Category Total Traders: 113
5 14 7 36 25 15 14 5 9 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 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 523,486
Positions
41,674 132,282 45,501 205,180 166,720 80,010 91,035 39,901 9,737 14,765 24,668 16,662 18,922 8,005
Changes from: September 8, 2015 Total Change is: 31,999
-1,325 -13,050 28,021 -11,576 5,997 4,844 -4,909 -146 2,622 993 678 7,873 5,456 -4,840
Percent of Open Interest Represented by Each Category of Trader
8.0 25.3 8.7 39.2 31.8 15.3 17.4 7.6 1.9 2.8 4.7 3.2 3.6 1.5
Number of Traders in Each Category Total Traders: 261
20 24 15 56 50 29 29 34 15 23 22 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 642,228
Positions
1,964 61,956 25,057 208,504 156,786 65,871 40,459 65,891 72,837 50,795 22,288 25,383 151,358 146,159
Changes from: September 8, 2015 Total Change is: 27,330
276 10,707 -4,376 23,482 6,025 -1,551 -6,884 4,604 3,551 9,594 1,508 4,050 -811 2,813
Percent of Open Interest Represented by Each Category of Trader
0.3 9.6 3.9 32.5 24.4 10.3 6.3 10.3 11.3 7.9 3.5 4.0 23.6 22.8
Number of Traders in Each Category Total Traders: 157
. 16 14 39 22 37 22 28 36 14 14 17
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 626,940
Positions
14,074 105,174 282 363,586 83,827 90,975 14,277 225,339 12,698 12,373 9,754 541 118,134 98,350
Changes from: September 8, 2015 Total Change is: 10,122
-4,865 13,499 157 19,766 3,799 -3,562 1,348 2,542 -1,605 0 800 0 -1,117 -5,508
Percent of Open Interest Represented by Each Category of Trader
2.2 16.8 0.0 58.0 13.4 14.5 2.3 35.9 2.0 2.0 1.6 0.1 18.8 15.7
Number of Traders in Each Category Total Traders: 98
. 8 . 44 13 34 6 17 10 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,208,134
Positions
23,419 110,079 15,649 264,276 423,903 110,795 447,581 153,927 63,768 137,267 176,405 19,281 126,098 134,326
Changes from: September 8, 2015 Total Change is: 20,245
7,643 -14,418 -1,495 -7,977 23,078 -917 35,134 -1,265 13,636 -33,780 3,493 5,169 2,832 -7,036
Percent of Open Interest Represented by Each Category of Trader
1.9 9.1 1.3 21.9 35.1 9.2 37.0 12.7 5.3 11.4 14.6 1.6 10.4 11.1
Number of Traders in Each Category Total Traders: 277
8 30 10 39 56 42 58 29 38 18 39 12
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,248,981
Positions
74,649 177,371 175,420 1,219,730 625,010 390,253 322,170 783,379 347,211 273,369 199,322 96,326 349,854 454,689
Changes from: September 8, 2015 Total Change is: -42,907
6,115 -442 -8,137 16,210 -45,963 17,538 -15,427 19,583 -1,459 -46,640 -10,929 -1,710 -9,396 -11,386
Percent of Open Interest Represented by Each Category of Trader
2.3 5.5 5.4 37.5 19.2 12.0 9.9 24.1 10.7 8.4 6.1 3.0 10.8 14.0
Number of Traders in Each Category Total Traders: 382
19 33 42 60 70 81 56 67 83 30 47 36
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,449,139
Positions
74,256 186,812 51,418 966,504 487,484 299,046 430,093 593,574 193,963 98,355 211,894 54,298 281,206 370,651
Changes from: September 8, 2015 Total Change is: -48,758
298 -23,872 -5,243 36,613 -51,561 2,673 -46,841 13,797 -906 -11,213 10,976 2,526 -26,664 2,852
Percent of Open Interest Represented by Each Category of Trader
3.0 7.6 2.1 39.5 19.9 12.2 17.6 24.2 7.9 4.0 8.7 2.2 11.5 15.1
Number of Traders in Each Category Total Traders: 290
14 25 23 48 48 57 47 53 62 10 45 9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 954,144
Positions
265,892 245,200 244,224 61,561 26,479 14,016 163,001 137,610 114,013 12,525 55,921 50,575 28,336 66,106
Changes from: September 8, 2015 Total Change is: 113,165
-11,424 52,505 29,013 22,820 3,153 4,776 75,812 11,692 -4,533 -13,379 -536 8,606 1,473 8,487
Percent of Open Interest Represented by Each Category of Trader
27.9 25.7 25.6 6.5 2.8 1.5 17.1 14.4 11.9 1.3 5.9 5.3 3.0 6.9
Number of Traders in Each Category Total Traders: 139
12 45 41 . 6 . 16 28 33 . 15 8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is17,129,865
Positions
2,225,976 1,348,557 4,130,297 543,578 1,751,016 572,673 1,597,396 700,899 5,741,236 326,522 582,261 1,082,458 909,729 1,220,468
Changes from: September 8, 2015 Total Change is:-2,607,324
-441,660 -179,474 -660,487 -2,909 -124,356 18,056 54,771 -86,273 -1,213,170 -172,548 -30,411 -245,113 55,735 -86,096
Percent of Open Interest Represented by Each Category of Trader
13.0 7.9 24.1 3.2 10.2 3.3 9.3 4.1 33.5 1.9 3.4 6.3 5.3 7.1
Number of Traders in Each Category Total Traders: 307
31 57 84 12 31 33 50 68 99 15 38 33
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 44,067
Positions
10,656 847 0 560 16,782 0 30,473 18,239 6 1,500 8,137 20 852 36
Changes from: September 8, 2015 Total Change is: -17,056
232 -1,405 -6,899 0 -2,478 0 -9,699 -5,694 -780 87 227 -1 4 -26
Percent of Open Interest Represented by Each Category of Trader
24.2 1.9 0.0 1.3 38.1 0.0 69.2 41.4 0.0 3.4 18.5 0.0 1.9 0.1
Number of Traders in Each Category Total Traders: 48
4 . 0 . 8 0 5 13 . . 12 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 36,463
Positions
13,627 173 0 0 16,443 1 21,962 9,431 0 622 10,315 0 251 100
Changes from: September 8, 2015 Total Change is: -505
4,515 -84 0 0 1,026 0 -2,421 2,068 -2,652 112 -843 -53 -6 33
Percent of Open Interest Represented by Each Category of Trader
37.4 0.5 0.0 0.0 45.1 0.0 60.2 25.9 0.0 1.7 28.3 0.0 0.7 0.3
Number of Traders in Each Category Total Traders: 36
. . 0 0 10 . 5 7 0 . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 65,547
Positions
1,764 45,481 17 16,726 1,820 609 15,152 14,578 920 22,003 357 259 8,097 1,507
Changes from: September 8, 2015 Total Change is: -28,968
-2 -23,056 1 197 10 32 -17,396 5,165 -8,575 -1,965 -1,043 55 -1,314 -1,557
Percent of Open Interest Represented by Each Category of Trader
2.7 69.4 0.0 25.5 2.8 0.9 23.1 22.2 1.4 33.6 0.5 0.4 12.4 2.3
Number of Traders in Each Category Total Traders: 136
4 . . 10 5 . 30 17 9 60 6 4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 358,430
Positions
48,322 104,676 29,469 20,142 30,806 38,546 107,615 43,862 67,137 8,584 4,396 14,726 23,889 24,812
Changes from: September 8, 2015 Total Change is: 30,165
-986 17,412 7,196 -4,402 1,358 6,607 3,796 -17,295 15,926 1,326 -2,251 -127 829 1,339
Percent of Open Interest Represented by Each Category of Trader
13.5 29.2 8.2 5.6 8.6 10.8 30.0 12.2 18.7 2.4 1.2 4.1 6.7 6.9
Number of Traders in Each Category Total Traders: 180
15 16 23 14 12 6 52 30 57 22 10 22
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 26,882
Positions
101 3,058 0 5,718 1,816 1,137 16,049 14,014 3,107 387 2,307 0 383 1,443
Changes from: September 8, 2015 Total Change is: 5,616
-25 124 0 122 0 -8 2,397 -110 3,107 0 1,111 0 23 1,392
Percent of Open Interest Represented by Each Category of Trader
0.4 11.4 0.0 21.3 6.8 4.2 59.7 52.1 11.6 1.4 8.6 0.0 1.4 5.4
Number of Traders in Each Category Total Traders: 37
. . 0 7 . . 10 7 . . 4 0
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Updated September 18, 2015