Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 133,356
Positions
42,335 15,630 3,333 28,041 33,862 1,228 12,462 36,313 6,959 11,626 1,134 640 26,733 34,257
Changes from: October 13, 2015 Total Change is: 5,526
-2,044 11,408 437 -58 -5 218 4,612 -4,631 226 1,090 65 -45 1,090 -2,147
Percent of Open Interest Represented by Each Category of Trader
31.7 11.7 2.5 21.0 25.4 0.9 9.3 27.2 5.2 8.7 0.9 0.5 20.0 25.7
Number of Traders in Each Category Total Traders: 80
6 6 9 6 7 4 16 25 12 9 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 37,568
Positions
16,476 4,981 288 816 1,690 420 8,413 11,573 1,970 0 0 0 9,185 16,647
Changes from: October 13, 2015 Total Change is: 1,081
-1,659 4,013 163 0 19 0 1,515 -1,789 380 0 0 0 682 -1,704
Percent of Open Interest Represented by Each Category of Trader
43.9 13.3 0.8 2.2 4.5 1.1 22.4 30.8 5.2 0.0 0.0 0.0 24.4 44.3
Number of Traders in Each Category Total Traders: 33
5 . . . . . 10 12 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 179,634
Positions
54,992 21,092 4,350 22,433 67,883 3,368 49,468 24,081 14,849 5,365 11,884 3,428 21,382 28,701
Changes from: October 13, 2015 Total Change is: 8,331
-9,060 18,282 463 3,324 -298 1,398 8,363 -6,433 1,278 1,533 -22 659 374 -6,995
Percent of Open Interest Represented by Each Category of Trader
30.6 11.7 2.4 12.5 37.8 1.9 27.5 13.4 8.3 3.0 6.6 1.9 11.9 16.0
Number of Traders in Each Category Total Traders: 100
6 8 8 5 18 7 26 23 20 6 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 212,897
Positions
71,705 25,346 7,633 26,226 56,045 5,438 31,542 59,920 16,940 25,564 3,943 3,361 24,488 34,271
Changes from: October 13, 2015 Total Change is: 17,438
2,572 8,257 1,313 2,760 4,015 988 5,716 1,259 537 3,196 -745 93 265 1,724
Percent of Open Interest Represented by Each Category of Trader
33.7 11.9 3.6 12.3 26.3 2.6 14.8 28.1 8.0 12.0 1.9 1.6 11.5 16.1
Number of Traders in Each Category Total Traders: 138
8 7 8 17 22 13 27 36 24 8 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 415,041
Positions
88,899 69,818 12,300 88,101 87,005 17,753 42,296 85,341 34,543 72,987 31,692 9,871 48,291 66,719
Changes from: October 13, 2015 Total Change is: 10,291
-3,744 22,978 588 8,535 -899 898 728 -9,679 1,187 3,212 -3,713 332 -1,444 -1,400
Percent of Open Interest Represented by Each Category of Trader
21.4 16.8 3.0 21.2 21.0 4.3 10.2 20.6 8.3 17.6 7.6 2.4 11.6 16.1
Number of Traders in Each Category Total Traders: 242
14 14 11 29 31 27 32 49 34 26 46 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 158,060
Positions
102,374 19,348 3,764 3,664 24,385 1,685 15,052 39,813 8,570 3,977 28,917 1,584 17,392 29,994
Changes from: October 13, 2015 Total Change is: -2,238
331 -4,850 -419 7 2,091 148 1,367 2,682 -1,576 -1,487 1,913 -23 -586 -2,203
Percent of Open Interest Represented by Each Category of Trader
64.8 12.2 2.4 2.3 15.4 1.1 9.5 25.2 5.4 2.5 18.3 1.0 11.0 19.0
Number of Traders in Each Category Total Traders: 95
9 4 6 . 11 6 17 28 11 7 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 33,595
Positions
26,269 29,081 225 1,363 0 0 3,525 2,888 592 1,012 396 0 609 413
Changes from: October 13, 2015 Total Change is: -6,438
-2,356 -1,300 -4,350 0 0 0 96 -732 0 105 -48 0 67 -8
Percent of Open Interest Represented by Each Category of Trader
78.2 86.6 0.7 4.1 0.0 0.0 10.5 8.6 1.8 3.0 1.2 0.0 1.8 1.2
Number of Traders in Each Category Total Traders: 24
5 6 . . 0 0 . . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 120,159
Positions
54,871 59,766 71 10,737 4,152 256 43,001 32,095 4,973 2,389 12,422 134 3,727 6,290
Changes from: October 13, 2015 Total Change is: 3,533
724 4,196 -130 22 -389 30 2,882 476 29 -293 -299 84 185 -464
Percent of Open Interest Represented by Each Category of Trader
45.7 49.7 0.1 8.9 3.5 0.2 35.8 26.7 4.1 2.0 10.3 0.1 3.1 5.2
Number of Traders in Each Category Total Traders: 112
5 10 . 4 8 . 17 44 12 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 23,634
Positions
14,207 7,326 59 2,416 177 0 5,184 10,628 899 0 3,005 0 869 1,540
Changes from: October 13, 2015 Total Change is: -753
-437 162 54 22 0 0 -6 -1,005 -194 -200 157 0 8 73
Percent of Open Interest Represented by Each Category of Trader
60.1 31.0 0.2 10.2 0.7 0.0 21.9 45.0 3.8 0.0 12.7 0.0 3.7 6.5
Number of Traders in Each Category Total Traders: 27
. . . . . 0 . 13 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 30,142
Positions
19,146 7,661 0 1,739 5,097 1 5,968 11,117 86 790 1,427 0 2,412 4,753
Changes from: October 13, 2015 Total Change is: 1,104
-524 4,015 0 240 -410 0 856 -1,855 -23 -32 -23 0 587 -600
Percent of Open Interest Represented by Each Category of Trader
63.5 25.4 0.0 5.8 16.9 0.0 19.8 36.9 0.3 2.6 4.7 0.0 8.0 15.8
Number of Traders in Each Category Total Traders: 64
5 4 0 4 4 . 11 27 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 39,856
Positions
12,188 9,030 1,920 5,291 1,882 544 10,082 11,458 835 2,859 3,681 569 5,569 9,938
Changes from: October 13, 2015 Total Change is: -273
551 -930 125 748 86 -34 -2,163 559 -197 241 30 -93 549 182
Percent of Open Interest Represented by Each Category of Trader
30.6 22.7 4.8 13.3 4.7 1.4 25.3 28.7 2.1 7.2 9.2 1.4 14.0 24.9
Number of Traders in Each Category Total Traders: 89
19 9 5 9 . 4 15 19 4 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 79,712
Positions
24,376 18,060 3,841 10,581 3,763 1,087 20,164 22,915 1,669 5,719 7,362 1,139 11,137 19,876
Changes from: October 13, 2015 Total Change is: -546
1,102 -1,861 250 1,496 171 -68 -4,327 1,118 -394 482 59 -185 1,097 363
Percent of Open Interest Represented by Each Category of Trader
30.6 22.7 4.8 13.3 4.7 1.4 25.3 28.7 2.1 7.2 9.2 1.4 14.0 24.9
Number of Traders in Each Category Total Traders: 89
19 9 5 9 . 4 15 19 4 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 863,268
Positions
111,366 72,469 38,543 271,748 160,722 66,111 65,474 182,803 130,388 24,647 46,949 34,926 120,066 130,358
Changes from: October 13, 2015 Total Change is: -19,492
3,476 5,471 -1,202 8,063 844 57 -3,876 -753 -18,551 2,501 4,473 -5,522 -4,440 -4,310
Percent of Open Interest Represented by Each Category of Trader
12.9 8.4 4.5 31.5 18.6 7.7 7.6 21.2 15.1 2.9 5.4 4.0 13.9 15.1
Number of Traders in Each Category Total Traders: 641
34 43 40 119 84 91 70 143 106 65 83 69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 155,735
Positions
13,160 8,669 6,949 37,869 22,252 4,381 14,022 7,943 27,675 2,791 5,745 10,549 38,339 61,571
Changes from: October 13, 2015 Total Change is: -8,946
-1,903 -250 14 -612 462 91 1,722 1,288 -6,745 -105 980 -1,177 -231 -3,609
Percent of Open Interest Represented by Each Category of Trader
8.5 5.6 4.5 24.3 14.3 2.8 9.0 5.1 17.8 1.8 3.7 6.8 24.6 39.5
Number of Traders in Each Category Total Traders: 83
6 6 6 17 6 10 17 18 32 7 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 3,537,665
Positions
550,707 378,675 98,295 1,194,570 717,526 283,474 340,333 957,370 430,493 112,636 209,380 118,522 408,634 343,931
Changes from: October 13, 2015 Total Change is: -52,730
13,902 15,609 6,914 42,574 1,110 634 -4,307 13,475 -82,710 12,575 17,010 -21,269 -21,044 -3,503
Percent of Open Interest Represented by Each Category of Trader
15.6 10.7 2.8 33.8 20.3 8.0 9.6 27.1 12.2 3.2 5.9 3.4 11.6 9.7
Number of Traders in Each Category Total Traders: 620
36 41 39 114 81 86 68 140 98 61 79 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 83,327
Positions
22,549 6,750 802 35,979 60,723 1,660 12,583 8,844 315 0 467 0 9,439 3,766
Changes from: October 13, 2015 Total Change is: -2,567
-1,376 -946 17 -2,105 -718 -175 168 175 -106 0 0 0 1,010 -814
Percent of Open Interest Represented by Each Category of Trader
27.1 8.1 1.0 43.2 72.9 2.0 15.1 10.6 0.4 0.0 0.6 0.0 11.3 4.5
Number of Traders in Each Category Total Traders: 82
7 7 . 28 16 13 11 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 59,419
Positions
5,217 29,194 414 29,948 10,171 806 12,913 9,825 1,369 3,315 2,308 372 5,065 4,962
Changes from: October 13, 2015 Total Change is: 3,846
135 4,423 -189 170 -526 -130 3,599 415 55 -162 -98 -156 524 52
Percent of Open Interest Represented by Each Category of Trader
8.8 49.1 0.7 50.4 17.1 1.4 21.7 16.5 2.3 5.6 3.9 0.6 8.5 8.4
Number of Traders in Each Category Total Traders: 225
15 21 10 35 22 9 39 47 19 17 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 297,093
Positions
26,085 145,968 2,069 149,742 50,853 4,029 64,565 49,123 6,843 16,574 11,538 1,862 25,324 24,809
Changes from: October 13, 2015 Total Change is: 19,229
677 22,117 -946 848 -2,631 -651 17,997 2,074 275 -812 -491 -781 2,622 262
Percent of Open Interest Represented by Each Category of Trader
8.8 49.1 0.7 50.4 17.1 1.4 21.7 16.5 2.3 5.6 3.9 0.6 8.5 8.4
Number of Traders in Each Category Total Traders: 225
15 21 10 35 22 9 39 47 19 17 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 372,522
Positions
135,812 33,421 328 110,079 184,399 16,852 76,074 105,796 6,067 9,024 9,294 155 18,130 16,210
Changes from: October 13, 2015 Total Change is: -380
-2,375 631 -49 -1,099 3,815 -138 1,858 -3,155 424 85 -586 -20 933 -1,302
Percent of Open Interest Represented by Each Category of Trader
36.5 9.0 0.1 29.5 49.5 4.5 20.4 28.4 1.6 2.4 2.5 0.0 4.9 4.4
Number of Traders in Each Category Total Traders: 256
20 13 . 53 52 27 34 52 18 13 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 49,486
Positions
2,682 3,945 0 25,509 0 310 6,947 21,460 326 6,141 14,811 8 7,563 8,626
Changes from: October 13, 2015 Total Change is: 1,581
25 674 0 456 0 215 875 559 211 13 -320 -8 -206 250
Percent of Open Interest Represented by Each Category of Trader
5.4 8.0 0.0 51.5 0.0 0.6 14.0 43.4 0.7 12.4 29.9 0.0 15.3 17.4
Number of Traders in Each Category Total Traders: 62
5 5 0 18 0 4 9 15 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 87,798
Positions
9,639 16,272 1,942 12,841 2,666 1,349 42,130 11,773 1,111 7,906 708 0 10,880 51,977
Changes from: October 13, 2015 Total Change is: -2,637
-1,309 8,231 351 -512 2,056 369 -1,196 -1,161 300 -218 -304 0 -422 -12,479
Percent of Open Interest Represented by Each Category of Trader
11.0 18.5 2.2 14.6 3.0 1.5 48.0 13.4 1.3 9.0 0.8 0.0 12.4 59.2
Number of Traders in Each Category Total Traders: 83
13 7 4 12 . . 34 8 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 160,097
Positions
3,983 92,614 332 96,498 42,732 8,465 36,239 7,091 2,801 3,452 1,890 0 8,327 4,172
Changes from: October 13, 2015 Total Change is: -2,738
-152 103 -10 -1,770 -679 -24 -195 -2,138 108 -1,484 38 0 789 -136
Percent of Open Interest Represented by Each Category of Trader
2.5 57.8 0.2 60.3 26.7 5.3 22.6 4.4 1.7 2.2 1.2 0.0 5.2 2.6
Number of Traders in Each Category Total Traders: 111
4 14 . 36 25 18 13 6 4 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 507,607
Positions
60,321 171,110 1,923 201,876 144,329 86,447 112,652 60,077 7,586 18,898 23,023 2,137 15,767 10,975
Changes from: October 13, 2015 Total Change is: 1,943
-1,544 8,819 890 1,704 -2,078 -2,542 7,389 -1,411 -302 635 506 -37 -4,250 -1,902
Percent of Open Interest Represented by Each Category of Trader
11.9 33.7 0.4 39.8 28.4 17.0 22.2 11.8 1.5 3.7 4.5 0.4 3.1 2.2
Number of Traders in Each Category Total Traders: 257
21 25 5 60 43 37 33 31 14 26 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 633,273
Positions
829 53,295 25,651 208,038 142,663 69,078 43,649 50,061 74,823 23,794 27,258 33,658 153,753 156,787
Changes from: October 13, 2015 Total Change is: -17,209
207 -10,122 -1,463 -2,439 -9,934 -2,747 -3,017 -2,288 3,204 -16,378 -1,241 6,062 -638 1,320
Percent of Open Interest Represented by Each Category of Trader
0.1 8.4 4.1 32.9 22.5 10.9 6.9 7.9 11.8 3.8 4.3 5.3 24.3 24.8
Number of Traders in Each Category Total Traders: 150
. 13 12 40 17 34 21 31 38 9 16 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 635,930
Positions
12,194 90,398 281 382,242 102,610 74,142 16,664 253,438 15,471 15,235 10,293 602 119,099 88,695
Changes from: October 13, 2015 Total Change is: -10,560
568 -7,843 -39 -11,365 590 1,242 -2,433 -9,207 550 -57 3,299 -3 976 850
Percent of Open Interest Represented by Each Category of Trader
1.9 14.2 0.0 60.1 16.1 11.7 2.6 39.9 2.4 2.4 1.6 0.1 18.7 13.9
Number of Traders in Each Category Total Traders: 99
. 10 . 44 13 32 7 15 12 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 1,135,112
Positions
48,146 77,766 9,282 253,407 407,547 108,322 373,820 195,135 67,081 136,753 121,939 10,620 127,681 137,420
Changes from: October 13, 2015 Total Change is: -4,963
16,344 -25,136 -1,523 -6,172 43,686 -8,715 -11,975 -13,894 5,984 -543 -5,079 177 1,460 -463
Percent of Open Interest Represented by Each Category of Trader
4.2 6.9 0.8 22.3 35.9 9.5 32.9 17.2 5.9 12.0 10.7 0.9 11.2 12.1
Number of Traders in Each Category Total Traders: 271
13 33 11 43 47 39 45 32 34 21 37 10
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Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 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 3,271,815
Positions
87,966 217,401 171,922 1,170,090 795,726 355,383 422,804 686,489 329,205 270,684 187,958 102,449 361,312 425,283
Changes from: October 13, 2015 Total Change is: -15,522
-19,975 1,548 13,718 -20,984 50,966 -7,461 -28,325 -101,310 14,249 20,841 4,569 7,944 4,471 254
Percent of Open Interest Represented by Each Category of Trader
2.7 6.6 5.3 35.8 24.3 10.9 12.9 21.0 10.1 8.3 5.7 3.1 11.0 13.0
Number of Traders in Each Category Total Traders: 386
19 33 40 59 72 75 60 64 81 32 47 35
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Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,560,446
Positions
47,423 245,641 50,886 1,177,427 473,307 299,396 380,018 736,215 164,505 98,695 210,740 39,764 302,332 339,991
Changes from: October 13, 2015 Total Change is: 946
9,231 -35,542 771 -10,322 2,220 4,639 19,158 44,647 -13,559 1,607 -7,230 1,062 -11,641 3,938
Percent of Open Interest Represented by Each Category of Trader
1.9 9.6 2.0 46.0 18.5 11.7 14.8 28.8 6.4 3.9 8.2 1.6 11.8 13.3
Number of Traders in Each Category Total Traders: 291
13 29 23 45 45 55 50 49 61 10 50 15
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Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 921,086
Positions
250,860 278,211 258,214 56,873 8,417 22,173 173,685 108,523 101,535 4,085 53,803 32,376 21,285 57,833
Changes from: October 13, 2015 Total Change is: 13,999
-26,289 19,719 14,552 -7,134 3 6,727 21,128 -6,121 -2,599 1,585 -5,358 1,819 4,210 -14,742
Percent of Open Interest Represented by Each Category of Trader
27.2 30.2 28.0 6.2 0.9 2.4 18.9 11.8 11.0 0.4 5.8 3.5 2.3 6.3
Number of Traders in Each Category Total Traders: 138
19 38 43 . 4 4 19 30 30 6 17 11
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Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,025,240
Positions
2,054,258 1,403,230 4,254,896 488,716 1,777,728 500,336 1,475,743 584,345 6,615,233 478,778 425,985 1,279,782 877,497 1,183,705
Changes from: October 13, 2015 Total Change is: -291,417
-91,294 32,797 -111,520 -37,019 10,661 -8,752 -1,878 -69,214 -156,993 58,023 12,519 45,443 12,574 -46,358
Percent of Open Interest Represented by Each Category of Trader
11.4 7.8 23.6 2.7 9.9 2.8 8.2 3.2 36.7 2.7 2.4 7.1 4.9 6.6
Number of Traders in Each Category Total Traders: 321
30 60 87 12 28 29 53 77 107 21 35 37
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Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 43,205
Positions
12,848 878 0 560 17,500 30 27,177 17,517 3 2,337 7,048 157 93 72
Changes from: October 13, 2015 Total Change is: -426
-382 35 0 0 -244 0 -1,137 313 -277 1,337 -322 53 -20 16
Percent of Open Interest Represented by Each Category of Trader
29.7 2.0 0.0 1.3 40.5 0.1 62.9 40.5 0.0 5.4 16.3 0.4 0.2 0.2
Number of Traders in Each Category Total Traders: 49
4 . 0 . 8 . 4 13 . . 13 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 41,296
Positions
18,578 1,683 20 0 17,990 1 21,695 10,831 0 900 10,687 0 102 84
Changes from: October 13, 2015 Total Change is: 288
-1,464 35 20 0 89 0 1,557 269 0 200 -82 0 -25 -43
Percent of Open Interest Represented by Each Category of Trader
45.0 4.1 0.0 0.0 43.6 0.0 52.5 26.2 0.0 2.2 25.9 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 39
. 4 . 0 10 . 8 5 0 . 8 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 81,735
Positions
2,392 55,909 128 16,026 2,869 885 32,108 15,649 2,257 18,888 1,565 176 8,875 2,297
Changes from: October 13, 2015 Total Change is: 8,770
71 13 5 -175 242 147 9,370 9,910 309 -487 -896 3 -473 -964
Percent of Open Interest Represented by Each Category of Trader
2.9 68.4 0.2 19.6 3.5 1.1 39.3 19.1 2.8 23.1 1.9 0.2 10.9 2.8
Number of Traders in Each Category Total Traders: 146
6 4 . 8 . . 26 21 11 63 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 333,525
Positions
36,252 90,496 33,364 37,218 31,617 43,445 81,426 36,183 56,777 9,351 4,253 9,772 25,920 27,618
Changes from: October 13, 2015 Total Change is: 1,112
-822 -5,313 8,887 10,245 3,040 3,814 -17,004 -2,901 -7,604 -417 1,557 -1,961 5,974 1,593
Percent of Open Interest Represented by Each Category of Trader
10.9 27.1 10.0 11.2 9.5 13.0 24.4 10.8 17.0 2.8 1.3 2.9 7.8 8.3
Number of Traders in Each Category Total Traders: 173
18 12 24 12 15 7 41 39 60 14 12 16
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Traders in Financial Futures - Options and Futures Combined Positions as of October 20, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 18,209
Positions
199 3,058 0 3,708 1,274 1,277 11,628 11,593 386 664 580 0 347 41
Changes from: October 13, 2015 Total Change is: 1,530
61 0 0 441 896 564 548 56 0 -83 13 0 -1 1
Percent of Open Interest Represented by Each Category of Trader
1.1 16.8 0.0 20.4 7.0 7.0 63.9 63.7 2.1 3.6 3.2 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 34
4 . 0 5 . . 11 6 . 4 . 0
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Updated October 23, 2015