Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 136,121
Positions
40,723 18,561 3,867 28,201 35,391 2,744 11,229 28,528 8,954 16,393 1,037 660 23,351 36,379
Changes from: October 20, 2015 Total Change is: 2,765
-1,611 2,931 534 160 1,529 1,516 -1,234 -7,785 1,995 4,767 -97 20 -3,382 2,122
Percent of Open Interest Represented by Each Category of Trader
29.9 13.6 2.8 20.7 26.0 2.0 8.2 21.0 6.6 12.0 0.8 0.5 17.2 26.7
Number of Traders in Each Category Total Traders: 80
4 7 9 7 7 4 14 25 14 13 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 41,742
Positions
18,080 1,570 261 816 2,212 420 10,523 12,450 2,608 645 0 0 8,390 22,222
Changes from: October 20, 2015 Total Change is: 4,174
1,604 -3,411 -27 0 522 0 2,110 877 638 645 0 0 -795 5,576
Percent of Open Interest Represented by Each Category of Trader
43.3 3.8 0.6 2.0 5.3 1.0 25.2 29.8 6.2 1.5 0.0 0.0 20.1 53.2
Number of Traders in Each Category Total Traders: 38
5 . . . 4 . 13 12 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 174,246
Positions
55,947 19,268 3,880 20,557 66,107 2,948 49,977 21,530 14,727 3,375 11,266 2,932 19,903 31,588
Changes from: October 20, 2015 Total Change is: -5,388
955 -1,824 -470 -1,876 -1,776 -420 509 -2,551 -121 -1,990 -618 -496 -1,480 2,886
Percent of Open Interest Represented by Each Category of Trader
32.1 11.1 2.2 11.8 37.9 1.7 28.7 12.4 8.5 1.9 6.5 1.7 11.4 18.1
Number of Traders in Each Category Total Traders: 98
8 5 8 6 17 8 27 22 22 6 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 221,528
Positions
89,066 1,888 12,335 20,613 63,439 7,427 23,336 68,629 18,580 26,545 4,010 3,591 20,035 41,629
Changes from: October 20, 2015 Total Change is: 8,631
17,361 -23,458 4,702 -5,613 7,394 1,989 -8,206 8,709 1,640 981 67 230 -4,453 7,358
Percent of Open Interest Represented by Each Category of Trader
40.2 0.9 5.6 9.3 28.6 3.4 10.5 31.0 8.4 12.0 1.8 1.6 9.0 18.8
Number of Traders in Each Category Total Traders: 140
10 4 9 12 25 13 26 44 23 4 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 467,662
Positions
112,789 55,245 19,312 81,499 84,203 22,000 46,747 122,408 44,709 80,065 28,866 12,926 47,615 77,994
Changes from: October 20, 2015 Total Change is: 52,621
23,891 -14,574 7,012 -6,602 -2,802 4,247 4,451 37,067 10,166 7,078 -2,826 3,055 -677 11,275
Percent of Open Interest Represented by Each Category of Trader
24.1 11.8 4.1 17.4 18.0 4.7 10.0 26.2 9.6 17.1 6.2 2.8 10.2 16.7
Number of Traders in Each Category Total Traders: 246
17 14 12 26 31 27 27 59 41 29 42 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 157,241
Positions
103,223 19,348 3,336 3,887 25,670 1,676 17,106 39,178 7,779 1,222 28,274 1,144 17,869 30,836
Changes from: October 20, 2015 Total Change is: -819
849 0 -428 223 1,285 -8 2,054 -635 -791 -2,755 -643 -441 477 842
Percent of Open Interest Represented by Each Category of Trader
65.6 12.3 2.1 2.5 16.3 1.1 10.9 24.9 4.9 0.8 18.0 0.7 11.4 19.6
Number of Traders in Each Category Total Traders: 89
8 6 5 4 12 5 17 24 11 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 33,440
Positions
26,266 29,081 225 1,363 0 0 3,156 2,562 592 1,142 298 0 696 682
Changes from: October 20, 2015 Total Change is: -155
-3 0 0 0 0 0 -369 -326 0 130 -98 0 87 269
Percent of Open Interest Represented by Each Category of Trader
78.5 87.0 0.7 4.1 0.0 0.0 9.4 7.7 1.8 3.4 0.9 0.0 2.1 2.0
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 27, 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 136,899
Positions
54,418 59,961 1,691 11,400 4,249 224 44,234 33,265 18,343 2,488 12,856 236 3,865 6,073
Changes from: October 20, 2015 Total Change is: 16,740
-453 195 1,620 663 97 -32 1,233 1,171 13,370 98 434 103 138 -217
Percent of Open Interest Represented by Each Category of Trader
39.8 43.8 1.2 8.3 3.1 0.2 32.3 24.3 13.4 1.8 9.4 0.2 2.8 4.4
Number of Traders in Each Category Total Traders: 111
4 10 4 5 7 . 19 41 14 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 23,282
Positions
14,207 8,238 64 2,683 177 0 4,848 9,508 613 0 3,296 0 867 1,386
Changes from: October 20, 2015 Total Change is: -352
0 912 5 267 0 0 -336 -1,120 -286 0 291 0 -2 -154
Percent of Open Interest Represented by Each Category of Trader
61.0 35.4 0.3 11.5 0.8 0.0 20.8 40.8 2.6 0.0 14.2 0.0 3.7 6.0
Number of Traders in Each Category Total Traders: 27
. 4 . . . 0 . 12 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 31,743
Positions
18,460 10,598 2 2,309 5,702 1 7,706 9,492 132 954 1,077 0 2,179 4,739
Changes from: October 20, 2015 Total Change is: 1,601
-686 2,937 2 570 605 0 1,738 -1,625 46 164 -350 0 -233 -14
Percent of Open Interest Represented by Each Category of Trader
58.2 33.4 0.0 7.3 18.0 0.0 24.3 29.9 0.4 3.0 3.4 0.0 6.9 14.9
Number of Traders in Each Category Total Traders: 68
. 7 . 4 5 . 15 26 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 41,743
Positions
11,106 13,324 2,412 5,847 1,855 546 11,274 8,562 1,602 2,379 3,464 706 5,871 9,273
Changes from: October 20, 2015 Total Change is: 1,887
-1,082 4,294 491 556 -27 3 1,192 -2,895 768 -480 -218 136 303 -665
Percent of Open Interest Represented by Each Category of Trader
26.6 31.9 5.8 14.0 4.4 1.3 27.0 20.5 3.8 5.7 8.3 1.7 14.1 22.2
Number of Traders in Each Category Total Traders: 97
18 11 5 10 . 4 18 20 5 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 83,485
Positions
22,212 26,648 4,823 11,693 3,709 1,092 22,548 17,125 3,204 4,758 6,927 1,412 11,743 18,546
Changes from: October 20, 2015 Total Change is: 3,773
-2,164 8,588 982 1,112 -54 5 2,384 -5,791 1,535 -960 -435 273 606 -1,330
Percent of Open Interest Represented by Each Category of Trader
26.6 31.9 5.8 14.0 4.4 1.3 27.0 20.5 3.8 5.7 8.3 1.7 14.1 22.2
Number of Traders in Each Category Total Traders: 97
18 11 5 10 . 4 18 20 5 7 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 856,854
Positions
89,417 78,340 48,580 277,388 152,811 63,260 64,660 167,322 148,067 24,842 44,238 38,414 102,225 115,821
Changes from: October 20, 2015 Total Change is: -6,414
-21,950 5,871 10,037 5,641 -7,911 -2,851 -815 -15,481 17,680 196 -2,712 3,488 -17,841 -14,536
Percent of Open Interest Represented by Each Category of Trader
10.4 9.1 5.7 32.4 17.8 7.4 7.5 19.5 17.3 2.9 5.2 4.5 11.9 13.5
Number of Traders in Each Category Total Traders: 640
34 41 40 121 77 95 83 131 105 69 83 77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 164,047
Positions
11,078 18,329 9,087 36,854 22,783 5,335 13,751 10,366 35,757 2,735 6,235 11,895 37,555 44,259
Changes from: October 20, 2015 Total Change is: 8,312
-2,082 9,660 2,138 -1,015 531 954 -271 2,423 8,082 -56 490 1,346 -784 -17,312
Percent of Open Interest Represented by Each Category of Trader
6.8 11.2 5.5 22.5 13.9 3.3 8.4 6.3 21.8 1.7 3.8 7.3 22.9 27.0
Number of Traders in Each Category Total Traders: 85
6 8 8 17 6 10 15 20 32 7 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 3,464,035
Positions
473,735 382,096 115,423 1,227,611 675,076 264,688 347,124 877,362 468,970 114,084 193,559 129,049 323,350 357,812
Changes from: October 20, 2015 Total Change is: -73,630
-76,972 3,421 17,129 33,041 -42,450 -18,786 6,791 -80,008 38,478 1,448 -15,821 10,526 -85,284 13,882
Percent of Open Interest Represented by Each Category of Trader
13.7 11.0 3.3 35.4 19.5 7.6 10.0 25.3 13.5 3.3 5.6 3.7 9.3 10.3
Number of Traders in Each Category Total Traders: 618
33 42 39 115 75 90 80 128 97 65 79 72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 84,016
Positions
19,927 10,299 829 36,708 56,086 1,912 12,402 9,856 748 245 483 0 11,245 3,803
Changes from: October 20, 2015 Total Change is: 689
-2,622 3,549 27 729 -4,637 252 -181 1,012 433 245 16 0 1,806 37
Percent of Open Interest Represented by Each Category of Trader
23.7 12.3 1.0 43.7 66.8 2.3 14.8 11.7 0.9 0.3 0.6 0.0 13.4 4.5
Number of Traders in Each Category Total Traders: 83
7 7 . 27 16 13 9 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 67,842
Positions
5,306 37,255 419 31,600 9,287 784 17,688 8,869 2,809 3,246 2,322 597 5,393 5,500
Changes from: October 20, 2015 Total Change is: 8,423
89 8,061 5 1,652 -884 -22 4,775 -956 1,441 -69 15 224 328 538
Percent of Open Interest Represented by Each Category of Trader
7.8 54.9 0.6 46.6 13.7 1.2 26.1 13.1 4.1 4.8 3.4 0.9 7.9 8.1
Number of Traders in Each Category Total Traders: 226
16 21 7 37 20 8 49 38 23 19 26 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 339,209
Positions
26,530 186,273 2,095 158,000 46,435 3,920 88,441 44,345 14,046 16,228 11,612 2,984 26,965 27,500
Changes from: October 20, 2015 Total Change is: 42,116
445 40,306 26 8,258 -4,419 -109 23,876 -4,778 7,204 -347 74 1,122 1,642 2,691
Percent of Open Interest Represented by Each Category of Trader
7.8 54.9 0.6 46.6 13.7 1.2 26.1 13.1 4.1 4.8 3.4 0.9 7.9 8.1
Number of Traders in Each Category Total Traders: 226
16 21 7 37 20 8 49 38 23 19 26 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 379,238
Positions
136,791 35,997 548 112,070 185,806 17,963 78,936 109,181 5,802 11,591 9,878 177 15,360 13,886
Changes from: October 20, 2015 Total Change is: 6,716
979 2,576 220 1,991 1,407 1,111 2,862 3,385 -265 2,566 584 22 -2,770 -2,324
Percent of Open Interest Represented by Each Category of Trader
36.1 9.5 0.1 29.6 49.0 4.7 20.8 28.8 1.5 3.1 2.6 0.0 4.1 3.7
Number of Traders in Each Category Total Traders: 270
18 13 . 55 51 27 38 60 20 14 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 52,546
Positions
3,241 5,893 0 26,353 0 288 8,154 23,084 226 6,385 14,794 8 7,891 8,253
Changes from: October 20, 2015 Total Change is: 3,060
559 1,948 0 844 0 -22 1,207 1,624 -100 244 -17 0 328 -373
Percent of Open Interest Represented by Each Category of Trader
6.2 11.2 0.0 50.2 0.0 0.5 15.5 43.9 0.4 12.2 28.2 0.0 15.0 15.7
Number of Traders in Each Category Total Traders: 65
4 6 0 18 0 5 11 15 . 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 93,269
Positions
12,634 20,892 1,519 12,874 833 1,067 45,691 14,041 822 7,731 1,125 75 10,856 52,895
Changes from: October 20, 2015 Total Change is: 5,471
2,995 4,620 -423 33 -1,833 -282 3,561 2,268 -289 -175 417 75 -24 918
Percent of Open Interest Represented by Each Category of Trader
13.5 22.4 1.6 13.8 0.9 1.1 49.0 15.1 0.9 8.3 1.2 0.1 11.6 56.7
Number of Traders in Each Category Total Traders: 90
16 7 4 14 . 4 36 8 6 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 156,113
Positions
5,078 90,841 301 93,375 41,459 8,505 35,183 6,663 2,961 3,452 1,847 0 7,258 3,536
Changes from: October 20, 2015 Total Change is: -3,984
1,095 -1,773 -31 -3,123 -1,273 40 -1,056 -428 160 0 -43 0 -1,069 -636
Percent of Open Interest Represented by Each Category of Trader
3.3 58.2 0.2 59.8 26.6 5.4 22.5 4.3 1.9 2.2 1.2 0.0 4.6 2.3
Number of Traders in Each Category Total Traders: 111
5 14 . 38 22 19 13 6 4 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 502,765
Positions
67,516 193,360 1,860 203,150 131,685 74,201 110,670 61,512 6,950 20,264 19,714 2,039 16,115 11,444
Changes from: October 20, 2015 Total Change is: -4,842
7,195 22,250 -63 1,274 -12,644 -12,246 -1,982 1,435 -636 1,366 -3,309 -98 348 469
Percent of Open Interest Represented by Each Category of Trader
13.4 38.5 0.4 40.4 26.2 14.8 22.0 12.2 1.4 4.0 3.9 0.4 3.2 2.3
Number of Traders in Each Category Total Traders: 253
20 23 4 61 39 36 35 31 13 28 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 556,865
Positions
3,926 45,088 18,199 199,801 129,868 66,650 43,310 60,035 46,216 3,851 36,508 13,406 161,507 140,895
Changes from: October 20, 2015 Total Change is: -76,408
3,097 -8,206 -7,453 -8,237 -12,795 -2,428 -339 9,974 -28,607 -19,943 9,250 -20,252 7,754 -15,892
Percent of Open Interest Represented by Each Category of Trader
0.7 8.1 3.3 35.9 23.3 12.0 7.8 10.8 8.3 0.7 6.6 2.4 29.0 25.3
Number of Traders in Each Category Total Traders: 140
. 13 8 38 20 33 22 25 29 . 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 637,120
Positions
11,885 78,588 231 358,051 100,481 83,897 24,658 253,144 19,271 15,242 10,302 595 123,291 90,611
Changes from: October 20, 2015 Total Change is: 1,190
-309 -11,810 -50 -24,192 -2,129 9,755 7,994 -294 3,800 7 9 -7 4,192 1,916
Percent of Open Interest Represented by Each Category of Trader
1.9 12.3 0.0 56.2 15.8 13.2 3.9 39.7 3.0 2.4 1.6 0.1 19.4 14.2
Number of Traders in Each Category Total Traders: 95
. 8 . 42 13 31 10 12 10 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 1,192,968
Positions
34,307 101,296 9,855 259,174 368,345 114,421 373,011 235,187 94,073 170,776 123,460 9,121 128,231 137,210
Changes from: October 20, 2015 Total Change is: 57,856
-13,839 23,530 573 5,768 -39,202 6,099 -810 40,052 26,992 34,023 1,521 -1,499 549 -210
Percent of Open Interest Represented by Each Category of Trader
2.9 8.5 0.8 21.7 30.9 9.6 31.3 19.7 7.9 14.3 10.3 0.8 10.7 11.5
Number of Traders in Each Category Total Traders: 269
12 35 14 45 44 39 41 33 37 20 39 10
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2015
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,125,712
Positions
101,592 213,168 133,730 1,080,754 833,753 355,568 460,335 636,116 244,135 282,915 193,378 83,131 383,553 432,734
Changes from: October 20, 2015 Total Change is: -146,103
13,625 -4,233 -38,192 -89,336 38,027 185 37,532 -50,374 -85,070 12,231 5,421 -19,318 22,241 7,451
Percent of Open Interest Represented by Each Category of Trader
3.3 6.8 4.3 34.6 26.7 11.4 14.7 20.4 7.8 9.1 6.2 2.7 12.3 13.8
Number of Traders in Each Category Total Traders: 364
17 26 34 53 75 74 66 56 78 28 43 28
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 2,587,923
Positions
41,671 242,302 59,271 1,147,738 461,893 292,617 435,152 802,748 144,028 126,227 214,633 31,793 309,427 338,638
Changes from: October 20, 2015 Total Change is: 27,477
-5,752 -3,339 8,385 -29,689 -11,415 -6,779 55,134 66,533 -20,477 27,532 3,893 -7,971 7,095 -1,353
Percent of Open Interest Represented by Each Category of Trader
1.6 9.4 2.3 44.3 17.8 11.3 16.8 31.0 5.6 4.9 8.3 1.2 12.0 13.1
Number of Traders in Each Category Total Traders: 291
12 30 21 44 44 52 50 52 58 13 46 14
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 935,808
Positions
236,086 289,629 253,283 56,737 9,600 22,311 206,495 105,267 105,766 2,235 56,649 28,073 24,822 65,230
Changes from: October 20, 2015 Total Change is: 14,722
-14,774 11,418 -4,932 -136 1,184 138 32,810 -3,256 4,231 -1,850 2,845 -4,302 3,537 7,397
Percent of Open Interest Represented by Each Category of Trader
25.2 30.9 27.1 6.1 1.0 2.4 22.1 11.2 11.3 0.2 6.1 3.0 2.7 7.0
Number of Traders in Each Category Total Traders: 131
14 42 42 . 4 4 17 32 28 . 15 8
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 is18,770,869
Positions
2,277,169 1,394,058 4,213,896 419,481 1,825,138 513,417 1,550,387 789,886 7,063,141 493,091 417,190 1,359,777 880,508 1,194,366
Changes from: October 20, 2015 Total Change is: 745,629
222,911 -9,172 -41,000 -69,234 47,411 13,081 74,644 205,541 447,908 14,313 -8,795 79,994 3,011 10,660
Percent of Open Interest Represented by Each Category of Trader
12.1 7.4 22.4 2.2 9.7 2.7 8.3 4.2 37.6 2.6 2.2 7.2 4.7 6.4
Number of Traders in Each Category Total Traders: 330
35 57 90 10 31 30 57 75 106 22 36 39
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 42,975
Positions
12,384 878 0 560 17,419 30 27,103 17,318 0 2,584 7,052 210 104 68
Changes from: October 20, 2015 Total Change is: -230
-464 0 0 0 -81 0 -74 -199 -3 247 4 53 11 -4
Percent of Open Interest Represented by Each Category of Trader
28.8 2.0 0.0 1.3 40.5 0.1 63.1 40.3 0.0 6.0 16.4 0.5 0.2 0.2
Number of Traders in Each Category Total Traders: 48
4 . 0 . 8 . 4 13 0 . 12 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 39,370
Positions
16,074 165 0 0 17,980 1 22,039 10,662 0 1,083 10,520 0 173 42
Changes from: October 20, 2015 Total Change is: -1,926
-2,504 -1,518 -20 0 -10 0 344 -169 0 183 -167 0 71 -42
Percent of Open Interest Represented by Each Category of Trader
40.8 0.4 0.0 0.0 45.7 0.0 56.0 27.1 0.0 2.8 26.7 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 41
. . 0 0 10 . 10 5 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 75,704
Positions
3,346 54,683 171 17,405 0 1,185 18,426 13,016 2,207 22,950 2,431 185 9,829 1,825
Changes from: October 20, 2015 Total Change is: -6,031
953 -1,226 42 1,379 -2,869 300 -13,682 -2,633 -50 4,062 867 9 954 -472
Percent of Open Interest Represented by Each Category of Trader
4.4 72.2 0.2 23.0 0.0 1.6 24.3 17.2 2.9 30.3 3.2 0.2 13.0 2.4
Number of Traders in Each Category Total Traders: 150
7 . . 12 0 . 38 14 11 67 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 312,340
Positions
43,784 81,377 17,023 40,621 33,504 44,637 71,101 44,415 46,545 10,793 4,112 11,998 25,838 28,729
Changes from: October 20, 2015 Total Change is: -21,185
7,532 -9,119 -16,341 3,403 1,887 1,192 -10,325 8,232 -10,232 1,442 -141 2,226 -82 1,111
Percent of Open Interest Represented by Each Category of Trader
14.0 26.1 5.5 13.0 10.7 14.3 22.8 14.2 14.9 3.5 1.3 3.8 8.3 9.2
Number of Traders in Each Category Total Traders: 168
13 13 18 12 14 6 41 37 47 17 11 16
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Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 18,111
Positions
311 3,058 0 4,120 1,121 1,319 10,765 11,596 386 867 588 0 343 43
Changes from: October 20, 2015 Total Change is: -98
112 0 0 412 -153 42 -863 3 0 203 8 0 -4 2
Percent of Open Interest Represented by Each Category of Trader
1.7 16.9 0.0 22.7 6.2 7.3 59.4 64.0 2.1 4.8 3.2 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 33
. . 0 5 . . 11 6 . 4 . 0
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Updated October 30, 2015