Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 143,591 Positions 7,047 58,867 5,540 49,495 8,932 4,452 19,948 17,134 14,249 5,961 6,696 2,383 34,515 25,337 Changes from: August 30, 2016 Total Change is: -131 421 -5,283 1,356 -5,154 198 1,731 -1,454 -3,196 3,705 429 168 663 -1,828 527 Percent of Open Interest Represented by Each Category of Trader 4.9 41.0 3.9 34.5 6.2 3.1 13.9 11.9 9.9 4.2 4.7 1.7 24.0 17.6 Number of Traders in Each Category Total Traders: 84 . 8 8 8 9 6 23 17 18 8 8 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 47,822 Positions 24,165 2,539 838 1,524 1,781 71 11,295 22,504 1,714 0 0 0 8,215 18,374 Changes from: August 30, 2016 Total Change is: 3,334 3,964 -548 -57 -4 -67 0 -1,519 5,846 113 0 0 0 836 -1,953 Percent of Open Interest Represented by Each Category of Trader 50.5 5.3 1.8 3.2 3.7 0.1 23.6 47.1 3.6 0.0 0.0 0.0 17.2 38.4 Number of Traders in Each Category Total Traders: 41 4 4 5 . . . 11 17 11 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 294,748 Positions 161,493 7,594 14,777 12,814 73,222 8,477 27,914 95,837 34,059 3,168 12,204 6,099 25,947 42,479 Changes from: August 30, 2016 Total Change is: 14,456 -10,749 1,634 3,455 1,043 1,048 2,440 -420 -2,952 10,189 1,253 -2,611 1,382 5,863 -130 Percent of Open Interest Represented by Each Category of Trader 54.8 2.6 5.0 4.3 24.8 2.9 9.5 32.5 11.6 1.1 4.1 2.1 8.8 14.4 Number of Traders in Each Category Total Traders: 137 11 8 14 4 28 10 21 51 25 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 206,408 Positions 10,512 9,607 14,048 27,404 37,523 8,387 73,853 25,193 31,438 433 33,319 9,048 31,284 37,844 Changes from: August 30, 2016 Total Change is: -4,962 181 -6,327 -3,273 -58 2,062 -1,028 -9,610 -889 4,135 -312 -3,073 2,196 2,805 1,234 Percent of Open Interest Represented by Each Category of Trader 5.1 4.7 6.8 13.3 18.2 4.1 35.8 12.2 15.2 0.2 16.1 4.4 15.2 18.3 Number of Traders in Each Category Total Traders: 115 5 7 10 10 23 11 29 33 21 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 443,910 Positions 129,573 16,486 27,994 126,367 104,231 18,558 25,452 121,145 44,860 15,617 33,732 6,211 49,277 70,692 Changes from: August 30, 2016 Total Change is: 4,905 8,921 -2,392 5,058 -4,172 2,262 -58 -6,200 -3,249 4,629 -1,316 -1,966 -1,233 -723 1,855 Percent of Open Interest Represented by Each Category of Trader 29.2 3.7 6.3 28.5 23.5 4.2 5.7 27.3 10.1 3.5 7.6 1.4 11.1 15.9 Number of Traders in Each Category Total Traders: 227 21 8 17 40 36 34 21 55 31 21 23 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 128,669 Positions 2,505 39,686 4,619 18,938 11,368 2,418 51,987 17,230 13,315 838 10,281 2,789 31,259 26,961 Changes from: August 30, 2016 Total Change is: -2,581 1,077 -3,450 258 -2,271 284 -787 278 -3,202 -408 -2,988 1,795 -15 2,274 2,943 Percent of Open Interest Represented by Each Category of Trader 1.9 30.8 3.6 14.7 8.8 1.9 40.4 13.4 10.3 0.7 8.0 2.2 24.3 21.0 Number of Traders in Each Category Total Traders: 85 . 7 7 7 9 8 33 14 12 . 11 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 39,093 Positions 10,528 35,716 360 4,150 0 0 21,766 1,856 398 570 230 0 1,321 533 Changes from: August 30, 2016 Total Change is: 18 0 595 0 -300 0 0 42 -874 322 -140 0 0 94 -25 Percent of Open Interest Represented by Each Category of Trader 26.9 91.4 0.9 10.6 0.0 0.0 55.7 4.7 1.0 1.5 0.6 0.0 3.4 1.4 Number of Traders in Each Category Total Traders: 24 . 7 . . 0 0 8 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 163,134 Positions 32,241 45,636 13,729 68,424 5,213 637 16,617 62,235 24,409 2,233 5,479 157 4,688 5,640 Changes from: August 30, 2016 Total Change is: 48,358 -2,686 7,700 11,411 36,640 -58 0 -2,619 22,925 6,020 -563 527 155 0 -322 Percent of Open Interest Represented by Each Category of Trader 19.8 28.0 8.4 41.9 3.2 0.4 10.2 38.1 15.0 1.4 3.4 0.1 2.9 3.5 Number of Traders in Each Category Total Traders: 133 5 10 6 11 10 . 24 51 19 9 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 27,330 Positions 744 17,370 22 6,034 0 0 16,520 6,923 1,116 1,053 1,085 0 1,841 814 Changes from: August 30, 2016 Total Change is: -6,159 100 705 -8,199 -291 0 0 1,814 1,177 -16 395 485 0 38 -311 Percent of Open Interest Represented by Each Category of Trader 2.7 63.6 0.1 22.1 0.0 0.0 60.4 25.3 4.1 3.9 4.0 0.0 6.7 3.0 Number of Traders in Each Category Total Traders: 37 . . . 5 0 0 9 11 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 51,939 Positions 2,154 18,577 308 2,999 17,232 34 38,312 8,050 930 1,058 2,447 0 6,144 4,361 Changes from: August 30, 2016 Total Change is: 5,443 -117 3,508 112 866 -435 -22 4,003 1,767 -172 294 348 0 479 337 Percent of Open Interest Represented by Each Category of Trader 4.1 35.8 0.6 5.8 33.2 0.1 73.8 15.5 1.8 2.0 4.7 0.0 11.8 8.4 Number of Traders in Each Category Total Traders: 92 . 6 4 8 6 . 48 12 6 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 74,936 Positions 10,577 48,393 1,279 7,497 877 274 43,770 8,529 1,271 950 3,630 420 8,899 10,264 Changes from: August 30, 2016 Total Change is: 1,128 184 676 34 367 -378 -18 -99 681 56 -1 246 -26 632 -142 Percent of Open Interest Represented by Each Category of Trader 14.1 64.6 1.7 10.0 1.2 0.4 58.4 11.4 1.7 1.3 4.8 0.6 11.9 13.7 Number of Traders in Each Category Total Traders: 122 11 23 8 8 . 4 42 15 10 5 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 149,872 Positions 21,153 96,786 2,558 14,993 1,753 548 87,541 17,059 2,542 1,899 7,260 839 17,799 20,528 Changes from: August 30, 2016 Total Change is: 2,256 368 1,352 67 734 -756 -36 -199 1,362 112 -2 492 -53 1,264 -284 Percent of Open Interest Represented by Each Category of Trader 14.1 64.6 1.7 10.0 1.2 0.4 58.4 11.4 1.7 1.3 4.8 0.6 11.9 13.7 Number of Traders in Each Category Total Traders: 122 11 23 8 8 . 4 42 15 10 5 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 975,590 Positions 62,642 83,613 86,695 299,335 197,743 80,378 88,357 147,151 180,208 28,219 41,374 50,817 98,940 107,611 Changes from: August 30, 2016 Total Change is: 26,479 4,470 -1,091 12,231 3,357 -681 3,708 -3,577 4,885 7,521 222 593 -3,112 1,659 2,425 Percent of Open Interest Represented by Each Category of Trader 6.4 8.6 8.9 30.7 20.3 8.2 9.1 15.1 18.5 2.9 4.2 5.2 10.1 11.0 Number of Traders in Each Category Total Traders: 670 41 33 51 127 82 102 89 145 123 66 85 76 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 207,076 Positions 23,606 39,293 22,825 20,523 19,340 19,975 17,223 24,638 44,205 6,387 2,518 11,375 40,957 22,907 Changes from: August 30, 2016 Total Change is: 9,342 2,788 1,678 1,564 1,537 -412 3,386 -3,355 126 1,942 1,195 205 -185 471 1,038 Percent of Open Interest Represented by Each Category of Trader 11.4 19.0 11.0 9.9 9.3 9.6 8.3 11.9 21.3 3.1 1.2 5.5 19.8 11.1 Number of Traders in Each Category Total Traders: 84 9 10 9 11 . 5 17 15 29 10 8 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 3,842,572 Positions 286,747 313,166 227,786 1,394,064 892,016 302,013 471,031 727,927 564,652 135,155 220,277 171,212 289,912 423,524 Changes from: August 30, 2016 Total Change is: 85,684 13,872 -8,383 47,872 9,103 -1,344 1,612 -8,327 16,580 35,107 -1,411 5,391 -18,087 5,942 6,934 Percent of Open Interest Represented by Each Category of Trader 7.5 8.1 5.9 36.3 23.2 7.9 12.3 18.9 14.7 3.5 5.7 4.5 7.5 11.0 Number of Traders in Each Category Total Traders: 648 41 33 47 124 79 98 84 145 115 62 79 67 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 84,792 Positions 1,162 32,777 524 39,956 41,560 2,724 27,325 3,131 210 0 250 0 12,891 3,616 Changes from: August 30, 2016 Total Change is: -1,154 -22 -57 9 -716 -463 -82 -1,230 -202 89 0 -410 0 798 -38 Percent of Open Interest Represented by Each Category of Trader 1.4 38.7 0.6 47.1 49.0 3.2 32.2 3.7 0.2 0.0 0.3 0.0 15.2 4.3 Number of Traders in Each Category Total Traders: 89 . 10 . 38 12 14 18 7 6 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 66,424 Positions 4,420 30,696 1,178 17,716 5,408 874 29,137 14,726 4,106 2,227 2,773 746 6,021 5,917 Changes from: August 30, 2016 Total Change is: 897 231 696 256 -112 26 -35 315 -1,084 343 -75 228 55 -81 412 Percent of Open Interest Represented by Each Category of Trader 6.7 46.2 1.8 26.7 8.1 1.3 43.9 22.2 6.2 3.4 4.2 1.1 9.1 8.9 Number of Traders in Each Category Total Traders: 274 12 29 14 49 16 12 73 54 26 18 23 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 332,121 Positions 22,099 153,481 5,888 88,579 27,040 4,371 145,683 73,632 20,532 11,135 13,863 3,730 30,104 29,585 Changes from: August 30, 2016 Total Change is: 4,486 1,153 3,479 1,281 -559 132 -174 1,574 -5,419 1,713 -377 1,139 277 -403 2,058 Percent of Open Interest Represented by Each Category of Trader 6.7 46.2 1.8 26.7 8.1 1.3 43.9 22.2 6.2 3.4 4.2 1.1 9.1 8.9 Number of Traders in Each Category Total Traders: 274 12 29 14 49 16 12 73 54 26 18 23 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 339,360 Positions 77,208 40,723 1,932 113,745 152,265 23,502 88,880 87,337 4,923 7,452 10,166 894 20,824 17,618 Changes from: August 30, 2016 Total Change is: 2,851 -192 -577 1,372 -3,981 -2,286 4,568 769 -1,453 508 -265 626 -1,006 1,078 1,099 Percent of Open Interest Represented by Each Category of Trader 22.8 12.0 0.6 33.5 44.9 6.9 26.2 25.7 1.5 2.2 3.0 0.3 6.1 5.2 Number of Traders in Each Category Total Traders: 267 20 18 8 59 43 27 50 47 19 13 17 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 49,765 Positions 3,468 16,452 10,777 17,197 804 526 3,013 2,458 190 4,670 11,527 0 9,924 7,031 Changes from: August 30, 2016 Total Change is: 12,969 -6 -19 10,730 -314 -462 459 354 339 190 -440 326 0 1,996 1,406 Percent of Open Interest Represented by Each Category of Trader 7.0 33.1 21.7 34.6 1.6 1.1 6.1 4.9 0.4 9.4 23.2 0.0 19.9 14.1 Number of Traders in Each Category Total Traders: 44 . 5 . 15 . . 7 5 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 78,225 Positions 17,711 15,023 5,176 13,640 9,247 796 21,558 8,325 2,560 2,176 1,118 703 13,905 35,277 Changes from: August 30, 2016 Total Change is: 11,637 -1,351 1,376 3,598 -1,510 279 610 2,527 -1,700 2,117 134 915 404 5,108 4,038 Percent of Open Interest Represented by Each Category of Trader 22.6 19.2 6.6 17.4 11.8 1.0 27.6 10.6 3.3 2.8 1.4 0.9 17.8 45.1 Number of Traders in Each Category Total Traders: 98 12 15 10 13 7 5 29 14 12 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 229,097 Positions 17,011 140,351 825 145,747 47,054 17,044 34,264 16,991 1,947 3,832 1,426 150 8,277 3,309 Changes from: August 30, 2016 Total Change is: -2,542 213 482 -37 -2,356 -2,971 239 33 796 -1,112 30 -27 150 298 -62 Percent of Open Interest Represented by Each Category of Trader 7.4 61.3 0.4 63.6 20.5 7.4 15.0 7.4 0.8 1.7 0.6 0.1 3.6 1.4 Number of Traders in Each Category Total Traders: 123 8 10 . 44 21 20 17 13 7 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 945,639 Positions 45,634 610,070 93,914 441,282 75,947 66,569 202,946 39,981 14,818 50,709 20,449 1,195 28,572 22,696 Changes from: August 30, 2016 Total Change is: 47,073 1,180 -10,689 46,132 -13,164 9,599 2,938 1,432 -12,554 2,161 4,260 255 -48 2,182 9,279 Percent of Open Interest Represented by Each Category of Trader 4.8 64.5 9.9 46.7 8.0 7.0 21.5 4.2 1.6 5.4 2.2 0.1 3.0 2.4 Number of Traders in Each Category Total Traders: 319 24 22 13 108 32 45 60 19 15 39 14 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 632,512 Positions 9,203 17,508 13,456 182,654 174,156 111,883 80,853 60,822 55,719 7,918 37,486 7,582 163,246 153,901 Changes from: August 30, 2016 Total Change is: -11,567 -4,107 -9,199 -5,112 1,250 266 2,756 -2,814 -7,254 -4,199 1,303 6,881 -300 -345 4,593 Percent of Open Interest Represented by Each Category of Trader 1.5 2.8 2.1 28.9 27.5 17.7 12.8 9.6 8.8 1.3 5.9 1.2 25.8 24.3 Number of Traders in Each Category Total Traders: 139 5 9 11 34 31 31 31 17 33 6 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 616,949 Positions 1,820 61,211 3,019 311,569 100,898 92,198 39,328 233,574 27,827 15,055 3,875 508 125,625 93,839 Changes from: August 30, 2016 Total Change is: -27,761 241 -1,847 -428 7,162 -5,087 1,332 -6,038 3,827 -26,906 1,934 -1,285 -4,771 -288 7,405 Percent of Open Interest Represented by Each Category of Trader 0.3 9.9 0.5 50.5 16.4 14.9 6.4 37.9 4.5 2.4 0.6 0.1 20.4 15.2 Number of Traders in Each Category Total Traders: 95 . 7 . 44 11 32 12 15 16 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 1,070,604 Positions 55,851 104,012 18,064 340,336 193,983 132,954 289,725 205,165 56,060 53,655 205,848 7,710 116,251 146,808 Changes from: August 30, 2016 Total Change is: -60,721 19,080 4,300 -4,534 15,364 -5,202 -7,357 2,626 -1,670 -40,734 -42,859 1,232 -1,901 -405 -4,856 Percent of Open Interest Represented by Each Category of Trader 5.2 9.7 1.7 31.8 18.1 12.4 27.1 19.2 5.2 5.0 19.2 0.7 10.9 13.7 Number of Traders in Each Category Total Traders: 243 12 31 18 48 35 45 39 37 35 15 25 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 3,235,805 Positions 96,942 225,071 158,041 840,126 989,090 453,314 598,152 456,879 289,368 367,237 153,256 60,066 372,559 450,719 Changes from: August 30, 2016 Total Change is: 31,396 -11,037 33,378 -7,432 -15,116 -16,534 21,089 41,307 -2,249 -9,713 3,759 27,541 240 8,298 -14,926 Percent of Open Interest Represented by Each Category of Trader 3.0 7.0 4.9 26.0 30.6 14.0 18.5 14.1 8.9 11.3 4.7 1.9 11.5 13.9 Number of Traders in Each Category Total Traders: 362 19 37 36 52 76 75 73 49 75 23 33 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 208,779 Positions 16,823 11,122 1,118 52,404 82,207 4,684 59,985 10,104 9,101 3,703 2,185 0 60,960 88,258 Changes from: August 30, 2016 Total Change is: 660 -1,357 2,199 -6,982 9,765 -135 -197 -1,922 7,074 -3,970 350 2,185 0 4,972 486 Percent of Open Interest Represented by Each Category of Trader 8.1 5.3 0.5 25.1 39.4 2.2 28.7 4.8 4.4 1.8 1.0 0.0 29.2 42.3 Number of Traders in Each Category Total Traders: 35 4 . 4 4 11 6 8 . 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 2,970,442 Positions 44,642 331,081 81,381 1,529,743 544,276 292,181 326,694 900,502 242,608 158,067 188,796 29,319 265,806 360,298 Changes from: August 30, 2016 Total Change is: -110,425 -7,927 -19,717 -5,512 7,569 -22,931 143 -271 52,594 -110,891 448 4,170 -2,877 8,893 -5,404 Percent of Open Interest Represented by Each Category of Trader 1.5 11.1 2.7 51.5 18.3 9.8 11.0 30.3 8.2 5.3 6.4 1.0 8.9 12.1 Number of Traders in Each Category Total Traders: 292 8 36 21 48 50 51 46 57 61 16 31 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 994,875 Positions 371,749 188,377 254,009 4,700 30,360 19,061 40,804 195,414 195,058 43,235 12,129 44,021 22,238 56,446 Changes from: August 30, 2016 Total Change is: -28,405 40,397 60,448 -71,919 -7,148 11,583 4,791 -5,934 -87 6,432 16,831 3,639 -13,992 2,137 -29,301 Percent of Open Interest Represented by Each Category of Trader 37.4 18.9 25.5 0.5 3.1 1.9 4.1 19.6 19.6 4.3 1.2 4.4 2.2 5.7 Number of Traders in Each Category Total Traders: 135 20 30 38 . 9 . 20 38 36 6 8 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 is19,380,553 Positions 3,755,082 1,496,023 3,611,163 347,567 1,810,102 614,899 566,836 1,063,094 7,742,922 694,984 580,171 1,270,903 776,195 1,191,275 Changes from: August 30, 2016 Total Change is: -88,542 19,821 -42,245 105,984 -40,366 -33,773 -33,335 -6,924 126,162 -192,267 42,789 -45,417 56,498 -40,742 -30,148 Percent of Open Interest Represented by Each Category of Trader 19.4 7.7 18.6 1.8 9.3 3.2 2.9 5.5 40.0 3.6 3.0 6.6 4.0 6.1 Number of Traders in Each Category Total Traders: 329 31 53 81 14 31 38 42 97 122 18 31 35 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 28,502 Positions 5,030 4,805 0 59 10,536 108 14,096 10,190 33 8,396 2,177 539 241 114 Changes from: August 30, 2016 Total Change is: 252 0 -624 -1 41 112 -18 421 817 33 -372 -18 0 148 -49 Percent of Open Interest Represented by Each Category of Trader 17.6 16.9 0.0 0.2 37.0 0.4 49.5 35.8 0.1 29.5 7.6 1.9 0.8 0.4 Number of Traders in Each Category Total Traders: 44 . 6 0 . 12 . 6 7 . 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 38,956 Positions 7,655 19,206 0 370 6,914 321 29,128 7,808 0 1,373 4,584 0 109 123 Changes from: August 30, 2016 Total Change is: 1,859 -1,510 1,885 0 63 -137 -93 3,348 152 0 7 60 0 44 -8 Percent of Open Interest Represented by Each Category of Trader 19.7 49.3 0.0 0.9 17.7 0.8 74.8 20.0 0.0 3.5 11.8 0.0 0.3 0.3 Number of Traders in Each Category Total Traders: 34 . 4 0 . 4 . 9 7 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 58,575 Positions 191 20,051 9 13,150 543 1,759 10,408 23,747 9,247 14,856 222 71 8,883 2,925 Changes from: August 30, 2016 Total Change is: 2,705 -549 1,164 -200 22 -813 18 1,842 2,889 -835 1,387 -47 17 1,003 512 Percent of Open Interest Represented by Each Category of Trader 0.3 34.2 0.0 22.4 0.9 3.0 17.8 40.5 15.8 25.4 0.4 0.1 15.2 5.0 Number of Traders in Each Category Total Traders: 124 . 6 . 6 . 4 31 32 22 39 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 547,744 Positions 157,851 21,635 26,690 113,215 50,361 31,557 56,283 251,769 98,046 9,542 7,937 27,084 27,476 32,665 Changes from: August 30, 2016 Total Change is: 36,503 8,337 826 885 -5,464 3,611 770 2,386 7,326 19,468 2,718 -410 5,639 1,764 -1,612 Percent of Open Interest Represented by Each Category of Trader 28.8 3.9 4.9 20.7 9.2 5.8 10.3 46.0 17.9 1.7 1.4 4.9 5.0 6.0 Number of Traders in Each Category Total Traders: 244 19 12 23 13 20 14 46 74 62 18 23 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 6, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 19,501 Positions 134 2,874 6 13,870 125 215 2,914 15,028 401 1,842 842 0 119 10 Changes from: August 30, 2016 Total Change is: -3,878 50 -1,095 6 -3,245 125 -255 -718 -2,671 11 323 0 0 -50 1 Percent of Open Interest Represented by Each Category of Trader 0.7 14.7 0.0 71.1 0.6 1.1 14.9 77.1 2.1 9.4 4.3 0.0 0.6 0.1 Number of Traders in Each Category Total Traders: 33 . . . 8 . . 7 8 . 4 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 9, 2016