Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 134,977 Positions 49,370 1,019 4,164 29,640 26,977 1,764 7,822 50,746 7,820 10,032 1,602 954 23,411 39,930 Changes from: September 29, 2015 Total Change is: -16,827 -6,220 435 -111 -1,205 -3,389 494 -6,815 -9,268 2 -1,514 -180 -57 -1,400 -4,752 Percent of Open Interest Represented by Each Category of Trader 36.6 0.8 3.1 22.0 20.0 1.3 5.8 37.6 5.8 7.4 1.2 0.7 17.3 29.6 Number of Traders in Each Category Total Traders: 78 8 . 8 6 8 4 11 30 12 8 5 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 40,737 Positions 21,011 919 555 816 1,365 420 8,392 16,724 1,570 0 0 0 7,973 19,184 Changes from: September 29, 2015 Total Change is: 575 761 -72 -74 0 -84 0 -692 443 4 0 0 0 576 358 Percent of Open Interest Represented by Each Category of Trader 51.6 2.3 1.4 2.0 3.4 1.0 20.6 41.1 3.9 0.0 0.0 0.0 19.6 47.1 Number of Traders in Each Category Total Traders: 32 7 . . . . . 10 10 8 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 184,779 Positions 69,751 3,348 5,260 13,652 74,392 3,204 48,777 31,113 18,160 2,002 11,608 2,573 21,400 35,121 Changes from: September 29, 2015 Total Change is: 1,853 12,147 -1,441 -339 -3,325 -2,138 -1,021 -2,395 4,625 282 -771 -523 -129 -2,596 2,537 Percent of Open Interest Represented by Each Category of Trader 37.7 1.8 2.8 7.4 40.3 1.7 26.4 16.8 9.8 1.1 6.3 1.4 11.6 19.0 Number of Traders in Each Category Total Traders: 102 9 4 8 5 21 8 29 23 20 4 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 200,918 Positions 71,252 8,684 8,560 25,184 51,887 4,486 25,863 62,422 20,261 20,594 5,728 2,179 22,538 36,711 Changes from: September 29, 2015 Total Change is: -5,416 -2,429 -560 1,051 -2,353 -6,968 -147 -1,932 -574 -13 1,745 201 64 -1,402 1,530 Percent of Open Interest Represented by Each Category of Trader 35.5 4.3 4.3 12.5 25.8 2.2 12.9 31.1 10.1 10.3 2.9 1.1 11.2 18.3 Number of Traders in Each Category Total Traders: 140 12 . 10 17 21 13 24 41 24 7 15 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 401,381 Positions 92,620 24,435 16,447 75,410 91,488 18,400 38,761 97,297 39,092 65,102 36,705 9,776 45,775 67,742 Changes from: September 29, 2015 Total Change is: 12,315 -3,233 11,746 -1,666 6,737 -1,811 -2,298 4,099 7,669 1,627 5,467 25 -595 2,176 -2,382 Percent of Open Interest Represented by Each Category of Trader 23.1 6.1 4.1 18.8 22.8 4.6 9.7 24.2 9.7 16.2 9.1 2.4 11.4 16.9 Number of Traders in Each Category Total Traders: 239 16 13 13 28 31 25 28 50 38 25 47 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 156,256 Positions 100,544 10,650 3,893 4,125 22,195 1,439 16,464 43,104 7,605 5,133 28,097 1,365 15,688 37,909 Changes from: September 29, 2015 Total Change is: -3,721 182 7,726 -1,053 -705 -1,706 468 -578 -9,876 -494 -199 788 -428 -915 854 Percent of Open Interest Represented by Each Category of Trader 64.3 6.8 2.5 2.6 14.2 0.9 10.5 27.6 4.9 3.3 18.0 0.9 10.0 24.3 Number of Traders in Each Category Total Traders: 87 9 5 8 4 10 4 16 25 14 5 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 38,859 Positions 29,160 30,381 4,575 1,401 0 0 1,210 2,350 592 907 435 0 1,014 526 Changes from: September 29, 2015 Total Change is: 4,430 -147 1,500 4,184 -100 0 0 330 -1,271 0 0 4 0 163 13 Percent of Open Interest Represented by Each Category of Trader 75.0 78.2 11.8 3.6 0.0 0.0 3.1 6.0 1.5 2.3 1.1 0.0 2.6 1.4 Number of Traders in Each Category Total Traders: 23 5 6 5 . 0 0 . . . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 119,747 Positions 54,237 54,144 159 10,499 4,273 158 44,311 36,024 4,986 2,423 13,143 8 2,966 6,852 Changes from: September 29, 2015 Total Change is: -23,152 586 1,609 129 -41,425 -1,083 32 18,406 -22,578 -693 459 -541 -8 -639 -20 Percent of Open Interest Represented by Each Category of Trader 45.3 45.2 0.1 8.8 3.6 0.1 37.0 30.1 4.2 2.0 11.0 0.0 2.5 5.7 Number of Traders in Each Category Total Traders: 119 5 9 . . 7 . 23 45 16 11 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 27,787 Positions 16,378 7,164 5 2,395 0 0 6,344 14,788 1,294 200 2,716 168 1,003 1,652 Changes from: September 29, 2015 Total Change is: 3,144 2,370 3,635 0 -50 0 0 4,456 1,191 -1,350 0 2,045 -2,277 -5 -100 Percent of Open Interest Represented by Each Category of Trader 58.9 25.8 0.0 8.6 0.0 0.0 22.8 53.2 4.7 0.7 9.8 0.6 3.6 5.9 Number of Traders in Each Category Total Traders: 27 4 . . . 0 0 5 12 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 31,930 Positions 22,227 3,620 0 1,626 5,608 1 5,195 14,176 254 1,114 2,295 0 1,513 5,976 Changes from: September 29, 2015 Total Change is: -2,175 -4 2,595 -1 257 31 0 -2,833 -5,115 27 436 -233 0 -57 521 Percent of Open Interest Represented by Each Category of Trader 69.6 11.3 0.0 5.1 17.6 0.0 16.3 44.4 0.8 3.5 7.2 0.0 4.7 18.7 Number of Traders in Each Category Total Traders: 64 8 . 0 4 6 . 12 23 5 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 37,168 Positions 10,897 8,797 1,467 4,054 1,796 516 11,003 11,011 1,146 2,555 2,684 698 4,831 9,053 Changes from: September 29, 2015 Total Change is: 2,574 821 -2,233 109 137 -253 168 1,943 2,543 -97 -9 860 -117 -380 1,594 Percent of Open Interest Represented by Each Category of Trader 29.3 23.7 3.9 10.9 4.8 1.4 29.6 29.6 3.1 6.9 7.2 1.9 13.0 24.4 Number of Traders in Each Category Total Traders: 85 20 10 . 9 . 4 15 17 4 7 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 74,336 Positions 21,794 17,594 2,934 8,107 3,591 1,032 22,007 22,022 2,292 5,111 5,367 1,397 9,662 18,107 Changes from: September 29, 2015 Total Change is: 5,147 1,641 -4,466 218 273 -505 336 3,886 5,086 -195 -18 1,720 -235 -760 3,188 Percent of Open Interest Represented by Each Category of Trader 29.3 23.7 3.9 10.9 4.8 1.4 29.6 29.6 3.1 6.9 7.2 1.9 13.0 24.4 Number of Traders in Each Category Total Traders: 85 20 10 . 9 . 4 15 17 4 7 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 884,181 Positions 120,996 65,497 37,050 250,350 163,890 64,041 70,551 182,968 144,134 25,832 41,462 41,850 129,377 143,289 Changes from: September 29, 2015 Total Change is: -38,640 3,244 -1,943 3,293 20,967 -12,518 -5,471 -18,157 5,332 -32,398 -32 -117 -8,181 -1,905 13,362 Percent of Open Interest Represented by Each Category of Trader 13.7 7.4 4.2 28.3 18.5 7.2 8.0 20.7 16.3 2.9 4.7 4.7 14.6 16.2 Number of Traders in Each Category Total Traders: 648 36 41 41 116 88 87 74 148 114 58 86 78 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 169,704 Positions 16,381 6,731 7,364 40,479 20,951 4,176 12,593 6,251 34,978 3,884 2,849 11,989 37,859 74,415 Changes from: September 29, 2015 Total Change is: -6,227 3,363 322 -1,361 -1,396 -171 12 2,086 -1,176 -8,318 -516 107 -1,471 1,374 5,827 Percent of Open Interest Represented by Each Category of Trader 9.7 4.0 4.3 23.9 12.3 2.5 7.4 3.7 20.6 2.3 1.7 7.1 22.3 43.8 Number of Traders in Each Category Total Traders: 86 8 5 7 17 6 10 15 18 31 8 9 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 2015 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,572,385 Positions 586,886 357,638 84,618 1,076,494 741,832 272,188 351,805 945,607 483,761 113,016 196,341 146,028 457,589 344,372 Changes from: September 29, 2015 Total Change is: -162,066 20,610 9,884 2,063 108,125 -65,426 -23,731 -80,104 53,646 -141,509 894 -2,647 -32,022 -16,393 37,676 Percent of Open Interest Represented by Each Category of Trader 16.4 10.0 2.4 30.1 20.8 7.6 9.8 26.5 13.5 3.2 5.5 4.1 12.8 9.6 Number of Traders in Each Category Total Traders: 625 35 42 39 111 84 82 73 144 109 54 82 71 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 88,580 Positions 27,591 4,278 256 35,568 68,198 1,791 13,520 7,811 1,198 0 467 0 8,656 4,581 Changes from: September 29, 2015 Total Change is: -94 5,248 -357 0 -5,290 -2,489 67 -610 1,096 897 0 204 0 -406 488 Percent of Open Interest Represented by Each Category of Trader 31.1 4.8 0.3 40.2 77.0 2.0 15.3 8.8 1.4 0.0 0.5 0.0 9.8 5.2 Number of Traders in Each Category Total Traders: 81 11 4 . 26 17 11 12 9 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 54,024 Positions 5,087 22,787 377 29,043 10,638 1,011 9,173 9,654 1,312 3,622 2,615 525 3,874 5,104 Changes from: September 29, 2015 Total Change is: -150 82 -777 -85 1,140 -362 69 -193 786 -135 -100 -62 56 -984 360 Percent of Open Interest Represented by Each Category of Trader 9.4 42.2 0.7 53.8 19.7 1.9 17.0 17.9 2.4 6.7 4.8 1.0 7.2 9.4 Number of Traders in Each Category Total Traders: 222 16 18 8 36 22 8 36 46 20 20 28 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 270,122 Positions 25,435 113,935 1,885 145,215 53,191 5,057 45,863 48,270 6,559 18,110 13,075 2,627 19,370 25,522 Changes from: September 29, 2015 Total Change is: -752 409 -3,885 -425 5,702 -1,809 344 -967 3,928 -677 -501 -312 281 -4,919 1,802 Percent of Open Interest Represented by Each Category of Trader 9.4 42.2 0.7 53.8 19.7 1.9 17.0 17.9 2.4 6.7 4.8 1.0 7.2 9.4 Number of Traders in Each Category Total Traders: 222 16 18 8 36 22 8 36 46 20 20 28 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 389,157 Positions 155,356 25,469 126 110,288 195,906 16,461 76,228 116,948 5,159 8,540 10,751 194 16,805 18,143 Changes from: September 29, 2015 Total Change is: 3,963 8,783 -3,843 -34 -766 2,036 -1,170 2,921 7,842 -3,387 -2,164 -1,162 -49 -171 3,730 Percent of Open Interest Represented by Each Category of Trader 39.9 6.5 0.0 28.3 50.3 4.2 19.6 30.1 1.3 2.2 2.8 0.0 4.3 4.7 Number of Traders in Each Category Total Traders: 263 19 12 . 55 53 25 34 56 18 13 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 46,636 Positions 936 3,133 0 26,420 0 49 5,460 20,314 0 5,642 15,349 0 8,129 7,791 Changes from: September 29, 2015 Total Change is: -67 47 22 0 421 -474 -4 207 91 -20 -301 14 0 -417 304 Percent of Open Interest Represented by Each Category of Trader 2.0 6.7 0.0 56.7 0.0 0.1 11.7 43.6 0.0 12.1 32.9 0.0 17.4 16.7 Number of Traders in Each Category Total Traders: 58 4 5 0 16 0 . 9 16 0 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 90,851 Positions 9,786 8,380 2,178 13,704 1,179 982 45,074 10,812 672 8,867 890 0 9,588 65,758 Changes from: September 29, 2015 Total Change is: 5,621 1,015 -6,274 579 -330 -50 -26 4,043 1,592 -60 -41 662 0 441 9,198 Percent of Open Interest Represented by Each Category of Trader 10.8 9.2 2.4 15.1 1.3 1.1 49.6 11.9 0.7 9.8 1.0 0.0 10.6 72.4 Number of Traders in Each Category Total Traders: 92 13 8 5 13 . . 37 11 7 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 159,913 Positions 3,822 85,834 297 97,550 46,611 7,949 35,165 9,596 2,764 4,910 1,909 0 7,456 4,953 Changes from: September 29, 2015 Total Change is: 2,715 572 3,946 40 2,906 -4,640 -83 -2,310 2,846 10 1,575 427 0 5 169 Percent of Open Interest Represented by Each Category of Trader 2.4 53.7 0.2 61.0 29.1 5.0 22.0 6.0 1.7 3.1 1.2 0.0 4.7 3.1 Number of Traders in Each Category Total Traders: 117 4 15 . 37 25 16 13 9 4 8 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 499,518 Positions 54,825 130,064 2,451 210,227 171,622 85,410 99,335 59,796 8,957 18,634 25,395 2,314 17,365 13,509 Changes from: September 29, 2015 Total Change is: 28,986 4,475 8,201 -163 8,987 -6,449 5,492 -970 19,351 2,508 4,859 -2,512 173 3,625 2,385 Percent of Open Interest Represented by Each Category of Trader 11.0 26.0 0.5 42.1 34.4 17.1 19.9 12.0 1.8 3.7 5.1 0.5 3.5 2.7 Number of Traders in Each Category Total Traders: 258 22 24 5 56 48 30 28 35 14 25 20 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 636,051 Positions 1,159 51,446 27,256 199,567 161,060 75,730 37,123 47,846 72,620 39,843 26,908 27,670 155,082 145,516 Changes from: September 29, 2015 Total Change is: 36,241 223 -1,371 3,797 9,314 8,861 -2,335 1,726 -295 18,949 -1,016 -1,612 12,671 -7,087 -2,425 Percent of Open Interest Represented by Each Category of Trader 0.2 8.1 4.3 31.4 25.3 11.9 5.8 7.5 11.4 6.3 4.2 4.4 24.4 22.9 Number of Traders in Each Category Total Traders: 148 5 13 13 34 24 34 26 22 34 12 12 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 636,765 Positions 12,116 99,993 234 385,125 100,483 73,275 21,762 250,349 15,107 15,265 6,994 605 113,276 89,725 Changes from: September 29, 2015 Total Change is: 3,898 6,218 -4,832 56 -3,749 892 -777 1,477 5,100 3,149 -400 -1,250 49 -2,125 1,511 Percent of Open Interest Represented by Each Category of Trader 1.9 15.7 0.0 60.5 15.8 11.5 3.4 39.3 2.4 2.4 1.1 0.1 17.8 14.1 Number of Traders in Each Category Total Traders: 101 . 10 . 44 13 32 9 16 8 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 1,114,541 Positions 30,216 100,901 12,128 245,426 371,240 108,551 381,646 186,709 65,526 138,912 121,962 10,121 122,015 137,402 Changes from: September 29, 2015 Total Change is: -43,814 -14,316 -5,992 -7,883 -14,255 -15,171 3,884 -3,914 -9,083 -3 -2,045 -3,630 -3,597 -1,685 -2,339 Percent of Open Interest Represented by Each Category of Trader 2.7 9.1 1.1 22.0 33.3 9.7 34.2 16.8 5.9 12.5 10.9 0.9 10.9 12.3 Number of Traders in Each Category Total Traders: 264 13 32 10 41 46 43 48 32 35 17 35 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 3,280,459 Positions 93,459 231,029 167,174 1,183,165 697,660 381,511 432,136 772,324 320,668 240,597 181,169 97,020 364,729 431,904 Changes from: September 29, 2015 Total Change is: 64,373 -12,996 -11,007 31,998 4,757 24,147 21 -14,518 -10,896 50,685 8,115 -16,949 6,154 -9,843 -9,780 Percent of Open Interest Represented by Each Category of Trader 2.8 7.0 5.1 36.1 21.3 11.6 13.2 23.5 9.8 7.3 5.5 3.0 11.1 13.2 Number of Traders in Each Category Total Traders: 386 21 34 47 62 72 77 65 58 78 32 42 35 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 2,582,210 Positions 40,687 251,527 48,408 1,194,284 480,381 306,085 360,912 694,877 188,013 91,380 237,186 43,031 309,411 332,702 Changes from: September 29, 2015 Total Change is: 17,164 2,999 1,741 6,514 18,614 2,630 13,477 -5,256 -16,687 3,088 -17,176 17,627 -1,769 -3,327 -9,458 Percent of Open Interest Represented by Each Category of Trader 1.6 9.7 1.9 46.3 18.6 11.9 14.0 26.9 7.3 3.5 9.2 1.7 12.0 12.9 Number of Traders in Each Category Total Traders: 291 10 32 21 47 49 57 48 50 57 10 45 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 863,809 Positions 277,997 221,600 276,234 0 14,402 3,765 162,290 103,218 95,742 1,615 56,955 27,438 18,728 64,455 Changes from: September 29, 2015 Total Change is: -53,903 -51,461 -30,216 17,221 0 -7,470 895 12,649 -10,999 -12,649 -9,373 1,498 -11,131 -54 -1,052 Percent of Open Interest Represented by Each Category of Trader 32.2 25.7 32.0 0.0 1.7 0.4 18.8 11.9 11.1 0.2 6.6 3.2 2.2 7.5 Number of Traders in Each Category Total Traders: 128 16 41 44 0 6 . 20 26 30 . 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 is18,028,429 Positions 2,084,962 1,445,240 4,349,854 528,389 1,688,326 478,015 1,462,284 657,387 6,597,558 419,864 439,042 1,246,825 860,679 1,126,181 Changes from: September 29, 2015 Total Change is: 107,850 -99,110 -12,062 5,879 -17,212 3,418 2,618 16,319 -11,429 160,006 10,678 -20,948 45,731 -17,058 -65,363 Percent of Open Interest Represented by Each Category of Trader 11.6 8.0 24.1 2.9 9.4 2.7 8.1 3.6 36.6 2.3 2.4 6.9 4.8 6.2 Number of Traders in Each Category Total Traders: 319 30 63 88 13 29 32 55 66 100 17 38 39 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 43,507 Positions 12,699 843 0 560 17,901 0 29,036 17,216 0 1,000 7,384 104 108 59 Changes from: September 29, 2015 Total Change is: 582 1,478 46 0 0 663 0 -920 -180 0 -13 44 40 -3 -31 Percent of Open Interest Represented by Each Category of Trader 29.2 1.9 0.0 1.3 41.1 0.0 66.7 39.6 0.0 2.3 17.0 0.2 0.2 0.1 Number of Traders in Each Category Total Traders: 46 4 . 0 . 8 0 5 11 0 . 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 41,789 Positions 20,847 1,831 0 0 17,837 1 20,066 11,227 0 800 10,770 0 75 123 Changes from: September 29, 2015 Total Change is: 1,908 3,385 1,463 0 0 18 0 -1,407 911 0 0 -530 0 -70 46 Percent of Open Interest Represented by Each Category of Trader 49.9 4.4 0.0 0.0 42.7 0.0 48.0 26.9 0.0 1.9 25.8 0.0 0.2 0.3 Number of Traders in Each Category Total Traders: 40 . 4 0 0 10 . 4 9 0 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 71,216 Positions 2,014 55,859 159 16,709 348 718 17,383 7,472 772 24,372 4,071 194 8,895 1,624 Changes from: September 29, 2015 Total Change is: -532 11 2,261 141 505 249 -3 -471 -1,390 -378 -34 -578 12 -315 -846 Percent of Open Interest Represented by Each Category of Trader 2.8 78.4 0.2 23.5 0.5 1.0 24.4 10.5 1.1 34.2 5.7 0.3 12.5 2.3 Number of Traders in Each Category Total Traders: 150 6 . . 11 . . 29 17 9 72 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 323,209 Positions 44,311 101,204 17,953 21,267 29,390 37,028 97,885 36,993 58,491 8,520 2,859 16,659 21,095 22,632 Changes from: September 29, 2015 Total Change is: 18,339 3,200 15,859 -2,448 -1,449 -228 9,047 -815 -11,044 5,437 2,600 -848 3,567 -800 -1,003 Percent of Open Interest Represented by Each Category of Trader 13.7 31.3 5.6 6.6 9.1 11.5 30.3 11.4 18.1 2.6 0.9 5.2 6.5 7.0 Number of Traders in Each Category Total Traders: 163 16 14 21 12 11 9 40 31 48 14 13 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 6, 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 20,223 Positions 98 3,058 0 1,983 3,615 1,095 15,730 11,435 386 567 606 0 364 28 Changes from: September 29, 2015 Total Change is: -962 -17 0 0 -2,114 0 -28 1,085 146 0 85 -1,080 0 27 0 Percent of Open Interest Represented by Each Category of Trader 0.5 15.1 0.0 9.8 17.9 5.4 77.8 56.5 1.9 2.8 3.0 0.0 1.8 0.1 Number of Traders in Each Category Total Traders: 36 . . 0 6 . . 11 6 . 5 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 9, 2015