Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 176,634 Positions 74,063 24,246 5,571 40,044 34,845 2,281 6,638 57,325 13,716 8,200 4,752 460 25,660 33,437 Changes from: February 2, 2016 Total Change is: -5,888 -2,007 14,285 -1,440 791 -4,980 -1,102 270 -437 -2,713 -768 -193 -82 1,163 -9,226 Percent of Open Interest Represented by Each Category of Trader 41.9 13.7 3.2 22.7 19.7 1.3 3.8 32.5 7.8 4.6 2.7 0.3 14.5 18.9 Number of Traders in Each Category Total Traders: 86 7 5 11 6 12 5 12 29 14 9 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 56,398 Positions 30,799 2,469 1,307 1,236 2,237 0 10,623 26,906 3,964 0 400 0 8,469 19,114 Changes from: February 2, 2016 Total Change is: -6,223 -5,274 464 730 0 -10 0 -5,034 -3,485 1,279 0 390 -62 2,138 -5,528 Percent of Open Interest Represented by Each Category of Trader 54.6 4.4 2.3 2.2 4.0 0.0 18.8 47.7 7.0 0.0 0.7 0.0 15.0 33.9 Number of Traders in Each Category Total Traders: 38 5 4 . . 4 0 11 12 13 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 281,903 Positions 183,703 4,203 7,318 3,335 89,068 2,483 39,905 104,146 21,132 2,548 14,293 3,675 17,805 35,585 Changes from: February 2, 2016 Total Change is: -26,413 -10,383 -530 -1,861 -387 6,826 -957 -46 -7,078 -9,955 1,051 -282 -3,449 -426 -9,126 Percent of Open Interest Represented by Each Category of Trader 65.2 1.5 2.6 1.2 31.6 0.9 14.2 36.9 7.5 0.9 5.1 1.3 6.3 12.6 Number of Traders in Each Category Total Traders: 112 13 6 11 . 25 8 19 34 19 5 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 278,398 Positions 72,650 91,833 8,844 32,037 52,121 8,312 61,688 56,265 23,096 39,431 2,054 3,542 28,798 32,331 Changes from: February 2, 2016 Total Change is: 7,205 4,763 19,679 1,527 7,712 -6,991 -2,179 -10,255 -1,354 3,885 -814 -2,590 -2,594 5,160 -2,179 Percent of Open Interest Represented by Each Category of Trader 26.1 33.0 3.2 11.5 18.7 3.0 22.2 20.2 8.3 14.2 0.7 1.3 10.3 11.6 Number of Traders in Each Category Total Traders: 133 7 11 10 15 22 12 39 26 23 9 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 512,710 Positions 129,252 114,740 18,775 100,711 98,648 22,667 55,097 107,526 49,082 75,655 26,878 8,349 53,123 66,045 Changes from: February 2, 2016 Total Change is: 47,411 700 49,949 2,813 1,764 -10,104 2,930 11,636 -10,958 14,912 3,376 3,105 345 8,934 -5,581 Percent of Open Interest Represented by Each Category of Trader 25.2 22.4 3.7 19.6 19.2 4.4 10.7 21.0 9.6 14.8 5.2 1.6 10.4 12.9 Number of Traders in Each Category Total Traders: 239 17 11 14 35 31 30 34 49 35 24 38 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 35,194 Positions 1,993 27,291 257 6,360 1,210 590 4,928 1,358 2 9,394 0 209 11,461 4,277 Changes from: February 2, 2016 Total Change is: 347 307 -12 257 -478 0 -24 768 10 2 182 0 16 -683 98 Percent of Open Interest Represented by Each Category of Trader 5.7 77.5 0.7 18.1 3.4 1.7 14.0 3.9 0.0 26.7 0.0 0.6 32.6 12.2 Number of Traders in Each Category Total Traders: 24 4 . . 6 . 4 4 . . . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 128,918 Positions 53,540 6,902 5,303 20,910 9,528 2,326 17,963 32,980 8,137 500 34,745 1,719 18,519 27,278 Changes from: February 2, 2016 Total Change is: -7,938 -22,183 4,984 969 8,357 -3,202 -481 4,155 -4,604 381 -301 -160 370 794 -6,195 Percent of Open Interest Represented by Each Category of Trader 41.5 5.4 4.1 16.2 7.4 1.8 13.9 25.6 6.3 0.4 27.0 1.3 14.4 21.2 Number of Traders in Each Category Total Traders: 83 10 5 9 7 11 6 15 19 12 . 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 30,948 Positions 18,983 21,987 1,207 4,138 0 0 4,058 3,731 607 776 2,377 235 944 804 Changes from: February 2, 2016 Total Change is: -196 43 -3 0 -50 0 0 -232 -189 15 -3 53 0 31 -72 Percent of Open Interest Represented by Each Category of Trader 61.3 71.0 3.9 13.4 0.0 0.0 13.1 12.1 2.0 2.5 7.7 0.8 3.1 2.6 Number of Traders in Each Category Total Traders: 31 . 8 . . 0 0 7 5 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 156,411 Positions 76,810 54,594 173 6,662 6,155 936 38,999 54,415 26,608 2,520 5,140 224 3,479 8,166 Changes from: February 2, 2016 Total Change is: -10,813 6,864 -20 -73 -39,604 388 -422 16,788 -15,498 5,965 143 -604 -28 -446 -522 Percent of Open Interest Represented by Each Category of Trader 49.1 34.9 0.1 4.3 3.9 0.6 24.9 34.8 17.0 1.6 3.3 0.1 2.2 5.2 Number of Traders in Each Category Total Traders: 124 9 4 . 6 9 . 19 53 19 9 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 14,405 Positions 1,562 5,713 0 5,878 160 0 5,682 5,530 140 135 1,635 0 1,008 1,227 Changes from: February 2, 2016 Total Change is: 126 0 0 0 389 0 0 -221 -186 139 -492 152 0 311 21 Percent of Open Interest Represented by Each Category of Trader 10.8 39.7 0.0 40.8 1.1 0.0 39.4 38.4 1.0 0.9 11.4 0.0 7.0 8.5 Number of Traders in Each Category Total Traders: 27 . . 0 . . 0 4 12 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 33,544 Positions 18,443 3,541 112 1,219 13,407 1 7,988 10,501 1,398 1,539 880 0 2,844 3,704 Changes from: February 2, 2016 Total Change is: 2,565 2,127 1,932 35 78 3,675 0 114 -2,354 287 -410 -101 0 334 -909 Percent of Open Interest Represented by Each Category of Trader 55.0 10.6 0.3 3.6 40.0 0.0 23.8 31.3 4.2 4.6 2.6 0.0 8.5 11.0 Number of Traders in Each Category Total Traders: 58 9 . . . . . 18 16 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 35,434 Positions 14,140 12,709 813 2,966 2,246 474 6,474 9,211 1,918 2,242 464 1,043 5,366 6,558 Changes from: February 2, 2016 Total Change is: 2,815 1,544 1,889 156 352 -960 6 248 2,161 167 -141 -262 193 291 -536 Percent of Open Interest Represented by Each Category of Trader 39.9 35.9 2.3 8.4 6.3 1.3 18.3 26.0 5.4 6.3 1.3 2.9 15.1 18.5 Number of Traders in Each Category Total Traders: 89 19 13 5 9 4 4 17 15 9 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 70,867 Positions 28,279 25,418 1,625 5,931 4,492 947 12,949 18,421 3,835 4,483 928 2,086 10,732 13,115 Changes from: February 2, 2016 Total Change is: 5,629 3,087 3,778 312 703 -1,920 11 496 4,322 334 -282 -524 387 582 -1,071 Percent of Open Interest Represented by Each Category of Trader 39.9 35.9 2.3 8.4 6.3 1.3 18.3 26.0 5.4 6.3 1.3 2.9 15.1 18.5 Number of Traders in Each Category Total Traders: 89 19 13 5 9 4 4 17 15 9 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 970,535 Positions 105,122 56,468 66,018 251,302 203,234 76,439 76,719 148,134 166,618 23,074 48,544 48,204 157,038 156,875 Changes from: February 2, 2016 Total Change is: 68,293 -4,183 4,692 14,359 3,291 6,845 5,193 9,909 -5,606 18,461 1,091 7,920 6,453 13,719 9,976 Percent of Open Interest Represented by Each Category of Trader 10.8 5.8 6.8 25.9 20.9 7.9 7.9 15.3 17.2 2.4 5.0 5.0 16.2 16.2 Number of Traders in Each Category Total Traders: 639 38 35 41 118 97 101 77 133 120 75 66 78 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 204,665 Positions 54,055 11,537 8,856 26,269 18,588 6,215 15,658 7,272 45,675 2,464 6,820 11,057 34,417 88,644 Changes from: February 2, 2016 Total Change is: 27,314 4,178 3,733 2,079 704 -277 1,302 2,867 -3,838 11,877 82 283 1,744 2,482 10,412 Percent of Open Interest Represented by Each Category of Trader 26.4 5.6 4.3 12.8 9.1 3.0 7.7 3.6 22.3 1.2 3.3 5.4 16.8 43.3 Number of Traders in Each Category Total Traders: 82 10 8 9 13 7 10 19 13 31 . 9 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,829,352 Positions 397,661 366,979 143,487 1,163,603 961,666 312,687 353,983 752,985 556,037 112,404 217,975 176,383 613,106 341,152 Changes from: February 2, 2016 Total Change is: 204,895 -14,218 32,387 33,816 14,541 37,216 17,848 13,624 -30,431 54,509 5,089 38,228 23,502 56,184 -2,180 Percent of Open Interest Represented by Each Category of Trader 10.4 9.6 3.7 30.4 25.1 8.2 9.2 19.7 14.5 2.9 5.7 4.6 16.0 8.9 Number of Traders in Each Category Total Traders: 622 35 38 39 113 95 96 74 131 114 75 61 73 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 100,764 Positions 34,509 3,276 54 42,181 77,654 3,076 12,857 9,318 549 292 584 0 7,246 6,253 Changes from: February 2, 2016 Total Change is: -1,483 286 -1,287 -26 -2,877 2,046 158 278 -2,218 110 -263 30 0 851 -296 Percent of Open Interest Represented by Each Category of Trader 34.2 3.3 0.1 41.9 77.1 3.1 12.8 9.2 0.5 0.3 0.6 0.0 7.2 6.2 Number of Traders in Each Category Total Traders: 91 11 . . 37 18 14 10 9 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 63,489 Positions 10,995 22,736 966 24,634 13,793 1,706 11,503 10,336 4,859 2,472 2,714 1,417 4,938 4,963 Changes from: February 2, 2016 Total Change is: 4,807 2,305 -913 141 -463 1,783 762 886 -222 1,253 -1,259 1,571 473 708 -41 Percent of Open Interest Represented by Each Category of Trader 17.3 35.8 1.5 38.8 21.7 2.7 18.1 16.3 7.7 3.9 4.3 2.2 7.8 7.8 Number of Traders in Each Category Total Traders: 218 14 21 6 36 24 11 39 38 25 19 26 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 317,446 Positions 54,974 113,680 4,829 123,168 68,965 8,528 57,515 51,679 24,296 12,360 13,568 7,087 24,689 24,814 Changes from: February 2, 2016 Total Change is: 24,037 11,526 -4,563 704 -2,316 8,913 3,811 4,429 -1,111 6,266 -6,293 7,853 2,367 3,542 -204 Percent of Open Interest Represented by Each Category of Trader 17.3 35.8 1.5 38.8 21.7 2.7 18.1 16.3 7.7 3.9 4.3 2.2 7.8 7.8 Number of Traders in Each Category Total Traders: 218 14 21 6 36 24 11 39 38 25 19 26 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 439,770 Positions 194,880 35,871 1,726 109,168 221,914 26,090 77,631 119,455 5,420 8,021 9,946 260 16,574 19,088 Changes from: February 2, 2016 Total Change is: 20,219 5,840 1,132 294 -2,048 21,199 918 10,790 -3,895 323 1,723 84 47 2,333 117 Percent of Open Interest Represented by Each Category of Trader 44.3 8.2 0.4 24.8 50.5 5.9 17.7 27.2 1.2 1.8 2.3 0.1 3.8 4.3 Number of Traders in Each Category Total Traders: 275 24 12 . 52 61 26 35 62 18 12 17 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 41,491 Positions 4,623 6,479 106 17,433 801 88 6,869 7,543 0 4,686 21,301 0 7,686 5,173 Changes from: February 2, 2016 Total Change is: -791 5 -876 14 -1,328 -131 38 -475 138 0 943 -24 -13 25 63 Percent of Open Interest Represented by Each Category of Trader 11.1 15.6 0.3 42.0 1.9 0.2 16.6 18.2 0.0 11.3 51.3 0.0 18.5 12.5 Number of Traders in Each Category Total Traders: 48 . 8 . 11 . . 8 9 0 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 101,027 Positions 25,664 14,415 3,928 15,484 4,186 9 33,181 9,927 2,505 8,629 895 0 11,627 65,162 Changes from: February 2, 2016 Total Change is: 6,498 1,636 3,531 669 686 563 1 842 3,295 -174 2,073 -1,289 0 765 -98 Percent of Open Interest Represented by Each Category of Trader 25.4 14.3 3.9 15.3 4.1 0.0 32.8 9.8 2.5 8.5 0.9 0.0 11.5 64.5 Number of Traders in Each Category Total Traders: 100 20 13 4 12 4 . 28 12 8 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 202,072 Positions 9,461 101,311 486 124,536 74,668 7,442 47,682 6,945 3,097 2,493 2,863 9 6,866 5,251 Changes from: February 2, 2016 Total Change is: 5,105 3,916 1,337 175 -1,283 7,166 -1,419 3,253 -1,825 234 -55 249 5 279 -817 Percent of Open Interest Represented by Each Category of Trader 4.7 50.1 0.2 61.6 37.0 3.7 23.6 3.4 1.5 1.2 1.4 0.0 3.4 2.6 Number of Traders in Each Category Total Traders: 129 9 11 . 37 28 15 22 8 5 7 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 538,640 Positions 38,065 138,235 2,712 256,891 196,853 100,692 98,708 66,998 7,698 16,649 11,937 1,889 15,336 11,626 Changes from: February 2, 2016 Total Change is: 14,978 -1,568 9,319 1,325 9,890 -799 706 4,595 2,685 684 -969 623 443 -128 -8 Percent of Open Interest Represented by Each Category of Trader 7.1 25.7 0.5 47.7 36.5 18.7 18.3 12.4 1.4 3.1 2.2 0.4 2.8 2.2 Number of Traders in Each Category Total Traders: 271 19 21 6 69 48 34 32 43 19 25 14 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 767,678 Positions 7,474 43,607 53,720 215,330 163,429 131,500 57,488 58,082 119,895 10,786 32,650 11,825 159,660 152,971 Changes from: February 2, 2016 Total Change is: 76,451 -183 -8,416 21,677 -190 15,080 6,789 10,339 10,228 36,743 3,115 -2,788 1,163 -3,003 -4,025 Percent of Open Interest Represented by Each Category of Trader 1.0 5.7 7.0 28.0 21.3 17.1 7.5 7.6 15.6 1.4 4.3 1.5 20.8 19.9 Number of Traders in Each Category Total Traders: 161 7 15 17 37 32 39 26 27 35 4 12 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 632,040 Positions 3,360 79,714 2,042 387,881 121,692 60,151 29,575 270,744 11,101 7,784 7,318 0 130,146 79,278 Changes from: February 2, 2016 Total Change is: 2,628 423 9,366 1,278 4,392 -751 -244 -1,007 -8,153 256 0 -1,755 0 -2,470 2,631 Percent of Open Interest Represented by Each Category of Trader 0.5 12.6 0.3 61.4 19.3 9.5 4.7 42.8 1.8 1.2 1.2 0.0 20.6 12.5 Number of Traders in Each Category Total Traders: 102 . 9 . 48 15 31 10 14 13 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,222,335 Positions 22,638 151,091 7,835 357,884 226,174 103,811 350,110 342,485 92,607 137,232 123,911 23,188 127,029 151,233 Changes from: February 2, 2016 Total Change is: 76,957 -2,412 16,722 4,312 8,492 -22,783 625 22,527 54,163 21,193 7,412 -5,325 6,155 8,652 1,894 Percent of Open Interest Represented by Each Category of Trader 1.9 12.4 0.6 29.3 18.5 8.5 28.6 28.0 7.6 11.2 10.1 1.9 10.4 12.4 Number of Traders in Each Category Total Traders: 263 7 31 9 53 37 44 36 48 42 20 31 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,774,596 Positions 64,829 325,424 276,204 1,167,109 802,573 443,686 445,614 687,587 526,122 353,956 154,860 90,321 406,756 467,819 Changes from: February 2, 2016 Total Change is: 260,909 1,230 4,950 98,282 10,954 157 5,195 7,771 38,123 114,221 8,746 -1,033 8,883 5,627 -7,868 Percent of Open Interest Represented by Each Category of Trader 1.7 8.6 7.3 30.9 21.3 11.8 11.8 18.2 13.9 9.4 4.1 2.4 10.8 12.4 Number of Traders in Each Category Total Traders: 375 13 44 47 61 79 83 63 58 86 21 36 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,152,580 Positions 38,122 371,896 114,331 1,393,175 442,245 452,361 356,377 851,478 325,712 128,903 196,892 26,145 317,456 371,521 Changes from: February 2, 2016 Total Change is: 142,540 1,644 35,414 32,639 -55,580 -6,806 33,772 9,153 -24,120 92,323 11,961 -26,185 4,931 11,697 572 Percent of Open Interest Represented by Each Category of Trader 1.2 11.8 3.6 44.2 14.0 14.3 11.3 27.0 10.3 4.1 6.2 0.8 10.1 11.8 Number of Traders in Each Category Total Traders: 303 10 34 21 55 47 58 48 51 62 15 43 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 808,257 Positions 316,732 167,765 227,372 4,139 9,319 26,872 26,124 120,543 154,087 18,208 45,368 10,174 24,549 46,756 Changes from: February 2, 2016 Total Change is: 39,441 32,720 19,046 22,974 0 -2,889 -5,168 -57 1,847 -2,048 297 9,914 -10,006 729 5,771 Percent of Open Interest Represented by Each Category of Trader 39.2 20.8 28.1 0.5 1.2 3.3 3.2 14.9 19.1 2.3 5.6 1.3 3.0 5.8 Number of Traders in Each Category Total Traders: 104 12 30 33 . 4 5 10 32 33 4 5 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 is20,897,711 Positions 2,476,522 1,895,895 3,804,814 1,042,581 1,458,047 838,201 880,151 614,841 9,215,145 417,121 487,538 1,341,062 882,113 1,242,169 Changes from: February 2, 2016 Total Change is: 1,169,666 -109,317 -13,123 176,889 -1,746 -55,740 101,767 -37,566 -156,150 942,331 -57,159 44,345 93,688 60,779 35,658 Percent of Open Interest Represented by Each Category of Trader 11.9 9.1 18.2 5.0 7.0 4.0 4.2 2.9 44.1 2.0 2.3 6.4 4.2 5.9 Number of Traders in Each Category Total Traders: 315 26 61 84 12 31 36 36 91 103 23 32 37 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 29,520 Positions 4,752 4,813 0 310 12,573 12 17,344 9,022 0 6,684 2,753 259 159 88 Changes from: February 2, 2016 Total Change is: -140 -734 1,773 0 0 -1,772 12 -1,260 77 0 1,916 -74 -117 43 -39 Percent of Open Interest Represented by Each Category of Trader 16.1 16.3 0.0 1.1 42.6 0.0 58.8 30.6 0.0 22.6 9.3 0.9 0.5 0.3 Number of Traders in Each Category Total Traders: 44 . 4 0 . 11 . 5 11 0 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 38,148 Positions 1,700 6,964 0 502 16,249 1 33,717 9,719 0 2,050 5,191 0 178 24 Changes from: February 2, 2016 Total Change is: 6,254 -96 5,068 0 347 975 0 4,895 510 0 1,010 -298 0 98 -1 Percent of Open Interest Represented by Each Category of Trader 4.5 18.3 0.0 1.3 42.6 0.0 88.4 25.5 0.0 5.4 13.6 0.0 0.5 0.1 Number of Traders in Each Category Total Traders: 39 . . 0 . 9 . 7 7 0 . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 76,211 Positions 756 53,724 86 17,099 2,828 579 27,608 11,811 3,261 19,508 1,134 111 7,203 2,677 Changes from: February 2, 2016 Total Change is: -197 453 -3,366 18 -2,070 2,764 -903 6,075 1,288 1,114 -2,907 -2,277 28 -2,005 1,138 Percent of Open Interest Represented by Each Category of Trader 1.0 70.5 0.1 22.4 3.7 0.8 36.2 15.5 4.3 25.6 1.5 0.1 9.5 3.5 Number of Traders in Each Category Total Traders: 131 4 . . 7 4 . 33 18 11 52 9 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 261,604 Positions 21,171 67,084 22,588 44,361 7,105 25,381 63,756 60,705 36,943 4,889 2,206 15,166 27,349 24,426 Changes from: February 2, 2016 Total Change is: 8,991 -1,729 -1,577 3,306 -5,808 163 -4,313 7,418 11,431 3,195 2,795 -1,137 541 3,586 -2,618 Percent of Open Interest Represented by Each Category of Trader 8.1 25.6 8.6 17.0 2.7 9.7 24.4 23.2 14.1 1.9 0.8 5.8 10.5 9.3 Number of Traders in Each Category Total Traders: 154 8 18 18 15 6 7 45 35 49 8 7 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 17,023 Positions 226 3,244 0 3,395 2,684 1,599 10,825 8,132 264 322 1,000 0 392 100 Changes from: February 2, 2016 Total Change is: 301 6 0 0 435 318 -264 116 18 0 0 218 0 8 11 Percent of Open Interest Represented by Each Category of Trader 1.3 19.1 0.0 19.9 15.8 9.4 63.6 47.8 1.6 1.9 5.9 0.0 2.3 0.6 Number of Traders in Each Category Total Traders: 32 . . 0 5 4 4 8 7 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 12, 2016