Traders in Financial Futures - Futures Only Positions as of January 12, 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 166,273
Positions
78,369 2,072 1,315 34,307 47,867 852 14,013 63,659 2,602 11,298 4,894 54 23,463 42,958
Changes from: January 5, 2016 Total Change is: -337
-1,883 841 841 1,808 -3,896 -6 -1,100 1,175 758 -647 168 -44 -64 -174
Percent of Open Interest Represented by Each Category of Trader
47.1 1.2 0.8 20.6 28.8 0.5 8.4 38.3 1.6 6.8 2.9 0.0 14.1 25.8
Number of Traders in Each Category Total Traders: 102
11 . 5 7 13 . 17 36 7 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 46,428
Positions
23,859 760 159 1,236 2,052 0 15,156 21,232 239 0 0 0 5,779 21,986
Changes from: January 5, 2016 Total Change is: -3,848
-2,748 -126 158 0 -16 0 -2,012 -2,127 48 0 0 0 706 -1,785
Percent of Open Interest Represented by Each Category of Trader
51.4 1.6 0.3 2.7 4.4 0.0 32.6 45.7 0.5 0.0 0.0 0.0 12.4 47.4
Number of Traders in Each Category Total Traders: 35
6 . . . 4 0 13 9 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 238,868
Positions
161,748 3,880 48 4,970 76,185 1,453 45,591 89,200 5,078 1,598 16,347 175 18,207 46,502
Changes from: January 5, 2016 Total Change is: 16,875
26,514 1,138 -487 -4,391 2,379 105 -5,842 7,927 2,120 -2,755 -2,308 -23 1,634 6,024
Percent of Open Interest Represented by Each Category of Trader
67.7 1.6 0.0 2.1 31.9 0.6 19.1 37.3 2.1 0.7 6.8 0.1 7.6 19.5
Number of Traders in Each Category Total Traders: 108
10 6 . 4 21 6 22 35 14 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 241,366
Positions
70,936 67,895 210 28,236 64,009 5,763 65,687 64,880 2,265 38,009 4,663 33 30,227 31,648
Changes from: January 5, 2016 Total Change is: 20,659
2,140 32,803 12 -2,782 -4,916 -63 16,061 -8,683 -449 -1,411 2,029 -386 7,537 312
Percent of Open Interest Represented by Each Category of Trader
29.4 28.1 0.1 11.7 26.5 2.4 27.2 26.9 0.9 15.7 1.9 0.0 12.5 13.1
Number of Traders in Each Category Total Traders: 121
8 8 . 16 21 9 28 32 9 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 398,570
Positions
139,817 16,492 1,071 94,427 115,386 15,711 36,831 146,209 2,315 47,479 25,167 2,877 58,042 73,342
Changes from: January 5, 2016 Total Change is: -8,535
-5,731 4,734 -20 118 2,610 1,995 -1,545 -15,644 -197 -3,467 1,104 1,205 -893 -4,322
Percent of Open Interest Represented by Each Category of Trader
35.1 4.1 0.3 23.7 28.9 3.9 9.2 36.7 0.6 11.9 6.3 0.7 14.6 18.4
Number of Traders in Each Category Total Traders: 222
17 10 6 32 39 29 21 53 9 21 29 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 30,332
Positions
1,881 20,011 0 5,602 1,332 2,042 3,122 2,128 0 2,016 0 0 15,669 4,819
Changes from: January 5, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.2 66.0 0.0 18.5 4.4 6.7 10.3 7.0 0.0 6.6 0.0 0.0 51.7 15.9
Number of Traders in Each Category Total Traders: 20
. . 0 4 . 5 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 121,590
Positions
80,085 1,431 201 2,190 12,551 1,832 20,558 33,393 230 903 32,803 0 15,591 39,149
Changes from: January 5, 2016 Total Change is: 22,589
20,399 -538 25 -440 -1,049 -69 3,749 11,243 -68 276 3,065 -97 -1,186 10,077
Percent of Open Interest Represented by Each Category of Trader
65.9 1.2 0.2 1.8 10.3 1.5 16.9 27.5 0.2 0.7 27.0 0.0 12.8 32.2
Number of Traders in Each Category Total Traders: 87
11 . 5 4 11 . 18 27 6 . 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 29,459
Positions
19,792 20,586 1,207 4,024 113 0 2,136 3,743 592 686 2,359 235 787 624
Changes from: January 5, 2016 Total Change is: 13
-171 -390 0 350 0 0 -83 212 0 30 147 0 -113 44
Percent of Open Interest Represented by Each Category of Trader
67.2 69.9 4.1 13.7 0.4 0.0 7.3 12.7 2.0 2.3 8.0 0.8 2.7 2.1
Number of Traders in Each Category Total Traders: 26
. 6 . . . 0 4 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 148,683
Positions
62,364 55,010 45 46,094 6,564 1,368 28,751 66,944 4,475 2,204 6,054 0 3,382 8,223
Changes from: January 5, 2016 Total Change is: 5,309
6,708 -8,317 44 -2,020 76 904 -4,016 6,611 4,187 -815 927 -30 347 907
Percent of Open Interest Represented by Each Category of Trader
41.9 37.0 0.0 31.0 4.4 0.9 19.3 45.0 3.0 1.5 4.1 0.0 2.3 5.5
Number of Traders in Each Category Total Traders: 128
7 4 . 5 9 . 20 58 12 10 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 14,588
Positions
1,099 3,933 400 5,482 0 0 6,410 4,350 447 0 4,061 0 750 1,397
Changes from: January 5, 2016 Total Change is: 268
1,099 0 0 1,024 0 0 -1,756 681 -38 0 -336 0 -61 -39
Percent of Open Interest Represented by Each Category of Trader
7.5 27.0 2.7 37.6 0.0 0.0 43.9 29.8 3.1 0.0 27.8 0.0 5.1 9.6
Number of Traders in Each Category Total Traders: 27
. . . . 0 0 6 10 . 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 25,434
Positions
5,705 2,872 61 1,975 7,551 1 12,961 9,324 196 1,744 777 0 2,791 4,652
Changes from: January 5, 2016 Total Change is: 506
-67 -127 10 689 528 0 -530 -24 63 383 -120 0 -42 176
Percent of Open Interest Represented by Each Category of Trader
22.4 11.3 0.2 7.8 29.7 0.0 51.0 36.7 0.8 6.9 3.1 0.0 11.0 18.3
Number of Traders in Each Category Total Traders: 66
5 . . 5 . . 19 24 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 33,166
Positions
10,387 18,597 196 3,168 2,499 540 9,052 3,968 979 2,464 675 0 6,381 5,713
Changes from: January 5, 2016 Total Change is: -4,280
520 -3,030 77 -477 -280 73 -5,692 -1,519 412 391 100 0 418 -112
Percent of Open Interest Represented by Each Category of Trader
31.3 56.1 0.6 9.6 7.5 1.6 27.3 12.0 3.0 7.4 2.0 0.0 19.2 17.2
Number of Traders in Each Category Total Traders: 90
20 11 . 10 4 4 26 8 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 66,331
Positions
20,774 37,194 392 6,335 4,997 1,079 18,104 7,936 1,958 4,927 1,350 0 12,762 11,425
Changes from: January 5, 2016 Total Change is: -8,559
1,039 -6,059 153 -953 -559 145 -11,383 -3,038 823 781 200 0 836 -224
Percent of Open Interest Represented by Each Category of Trader
31.3 56.1 0.6 9.6 7.5 1.6 27.3 12.0 3.0 7.4 2.0 0.0 19.2 17.2
Number of Traders in Each Category Total Traders: 90
20 11 . 10 4 4 26 8 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 649,905
Positions
84,611 57,543 24,288 233,857 184,863 67,178 64,766 119,267 24,892 19,995 47,042 7,720 122,598 117,112
Changes from: January 5, 2016 Total Change is: 37,887
23,441 1,857 -222 -896 15,692 6,281 -520 -6,232 3,179 -1,816 10,162 -1,454 9,894 8,624
Percent of Open Interest Represented by Each Category of Trader
13.0 8.9 3.7 36.0 28.4 10.3 10.0 18.4 3.8 3.1 7.2 1.2 18.9 18.0
Number of Traders in Each Category Total Traders: 559
39 30 26 117 91 88 71 108 65 42 61 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 100,768
Positions
33,359 4,544 1,929 28,642 19,297 1,442 5,484 6,775 232 2,328 4,882 465 26,887 61,202
Changes from: January 5, 2016 Total Change is: 3,496
5,326 -4,295 95 454 -1,026 -408 480 2,252 155 -49 -41 -1,386 -1,171 8,150
Percent of Open Interest Represented by Each Category of Trader
33.1 4.5 1.9 28.4 19.1 1.4 5.4 6.7 0.2 2.3 4.8 0.5 26.7 60.7
Number of Traders in Each Category Total Traders: 65
10 4 5 15 5 7 13 11 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 2,745,684
Positions
316,899 325,631 51,157 1,064,281 866,036 290,475 331,859 597,909 87,850 108,401 230,867 16,208 478,554 279,551
Changes from: January 5, 2016 Total Change is: 171,956
73,615 13,798 15,376 14,064 104,404 12,631 4,426 -32,990 5,692 -10,461 49,390 1,286 55,327 2,369
Percent of Open Interest Represented by Each Category of Trader
11.5 11.9 1.9 38.8 31.5 10.6 12.1 21.8 3.2 3.9 8.4 0.6 17.4 10.2
Number of Traders in Each Category Total Traders: 551
36 33 20 111 90 84 72 107 58 42 60 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 96,298
Positions
27,751 4,308 54 38,459 77,267 2,195 18,296 6,309 909 0 505 0 8,634 4,751
Changes from: January 5, 2016 Total Change is: 9,748
10,690 -4,817 -88 -1,262 10,911 385 656 3,080 75 0 280 0 -708 -78
Percent of Open Interest Represented by Each Category of Trader
28.8 4.5 0.1 39.9 80.2 2.3 19.0 6.6 0.9 0.0 0.5 0.0 9.0 4.9
Number of Traders in Each Category Total Traders: 87
10 4 . 32 17 14 15 7 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 60,148
Positions
3,312 32,230 149 30,624 13,810 1,088 16,959 6,666 644 1,904 1,617 73 5,395 3,872
Changes from: January 5, 2016 Total Change is: -288
809 -1,627 14 -232 3,468 -128 -616 -1,704 -229 -360 -219 67 387 70
Percent of Open Interest Represented by Each Category of Trader
5.5 53.6 0.2 50.9 23.0 1.8 28.2 11.1 1.1 3.2 2.7 0.1 9.0 6.4
Number of Traders in Each Category Total Traders: 206
13 19 . 39 21 7 47 34 13 13 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 300,742
Positions
16,562 161,148 745 153,121 69,051 5,441 84,793 33,330 3,220 9,518 8,084 365 26,977 19,358
Changes from: January 5, 2016 Total Change is: -1,439
4,043 -8,134 70 -1,159 17,341 -639 -3,081 -8,521 -1,147 -1,798 -1,096 337 1,935 350
Percent of Open Interest Represented by Each Category of Trader
5.5 53.6 0.2 50.9 23.0 1.8 28.2 11.1 1.1 3.2 2.7 0.1 9.0 6.4
Number of Traders in Each Category Total Traders: 206
13 19 . 39 21 7 47 34 13 13 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 405,894
Positions
178,702 29,123 2,562 103,043 192,922 23,672 69,982 122,322 6,100 6,091 9,867 16 15,726 19,310
Changes from: January 5, 2016 Total Change is: 29,820
28,162 -2,438 -5 -1,791 21,737 579 2,921 8,036 541 -316 -363 0 -271 1,733
Percent of Open Interest Represented by Each Category of Trader
44.0 7.2 0.6 25.4 47.5 5.8 17.2 30.1 1.5 1.5 2.4 0.0 3.9 4.8
Number of Traders in Each Category Total Traders: 254
20 10 . 50 56 25 32 56 14 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 48,178
Positions
685 16,781 0 22,001 573 43 9,263 6,038 0 7,202 21,030 0 8,984 3,713
Changes from: January 5, 2016 Total Change is: 1,117
171 139 0 -866 0 -134 -254 912 0 100 0 0 2,100 200
Percent of Open Interest Represented by Each Category of Trader
1.4 34.8 0.0 45.7 1.2 0.1 19.2 12.5 0.0 14.9 43.7 0.0 18.6 7.7
Number of Traders in Each Category Total Traders: 53
. 9 0 15 . . 13 6 0 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 81,591
Positions
21,411 5,988 2,267 18,156 4,229 543 22,066 10,762 1,670 6,095 535 0 9,383 55,597
Changes from: January 5, 2016 Total Change is: 7,887
5,126 1,122 -912 305 334 -109 4,104 4,219 511 680 535 0 -1,818 2,187
Percent of Open Interest Represented by Each Category of Trader
26.2 7.3 2.8 22.3 5.2 0.7 27.0 13.2 2.0 7.5 0.7 0.0 11.5 68.1
Number of Traders in Each Category Total Traders: 87
17 9 . 11 5 . 20 17 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 185,741
Positions
8,224 90,905 301 125,282 65,040 7,142 32,977 11,839 2,958 2,768 3,174 0 6,089 4,382
Changes from: January 5, 2016 Total Change is: 12,785
-1,191 -1,519 25 16,058 6,465 -185 -1,287 7,383 -493 -776 6 0 634 1,103
Percent of Open Interest Represented by Each Category of Trader
4.4 48.9 0.2 67.4 35.0 3.8 17.8 6.4 1.6 1.5 1.7 0.0 3.3 2.4
Number of Traders in Each Category Total Traders: 122
8 11 . 38 29 14 14 9 4 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 481,271
Positions
25,291 154,127 1,165 235,728 156,555 85,781 84,541 49,556 15,414 12,638 6,143 1,507 19,206 11,023
Changes from: January 5, 2016 Total Change is: 2,099
-894 -5,708 55 1,531 21,301 8,113 -2,459 -21,399 4,111 -7,869 -2,635 -295 -194 -1,444
Percent of Open Interest Represented by Each Category of Trader
5.3 32.0 0.2 49.0 32.5 17.8 17.6 10.3 3.2 2.6 1.3 0.3 4.0 2.3
Number of Traders in Each Category Total Traders: 255
15 24 5 66 47 35 32 33 17 23 15 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 508,235
Positions
4,691 56,638 1,419 233,307 128,059 75,045 40,856 52,169 9,914 4,128 53,024 396 138,479 131,571
Changes from: January 5, 2016 Total Change is: 17,131
1,610 3,496 640 10,799 11,031 4,125 -5,712 -6,516 951 -201 -5,868 -735 5,654 10,007
Percent of Open Interest Represented by Each Category of Trader
0.9 11.1 0.3 45.9 25.2 14.8 8.0 10.3 2.0 0.8 10.4 0.1 27.2 25.9
Number of Traders in Each Category Total Traders: 141
. 15 4 37 26 34 24 22 10 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 615,185
Positions
5,308 67,186 215 380,649 117,880 59,145 28,651 263,837 10,556 8,764 9,197 546 121,351 86,623
Changes from: January 5, 2016 Total Change is: 969
2,571 5,213 -522 -598 4,059 -6,741 5,369 -3,429 -1,515 614 -403 -18 1,809 4,325
Percent of Open Interest Represented by Each Category of Trader
0.9 10.9 0.0 61.9 19.2 9.6 4.7 42.9 1.7 1.4 1.5 0.1 19.7 14.1
Number of Traders in Each Category Total Traders: 104
. 9 . 48 13 32 11 14 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 1,035,069
Positions
23,644 97,361 10,403 339,570 285,305 102,076 290,948 242,314 31,265 126,392 120,244 5,330 105,441 140,771
Changes from: January 5, 2016 Total Change is: 3,638
-19,811 33,799 1,275 40,191 -16,628 1,980 36,392 -13,198 -11,789 -46,547 8,509 1,644 303 -1,954
Percent of Open Interest Represented by Each Category of Trader
2.3 9.4 1.0 32.8 27.6 9.9 28.1 23.4 3.0 12.2 11.6 0.5 10.2 13.6
Number of Traders in Each Category Total Traders: 265
8 32 6 49 39 41 44 40 26 18 35 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 2,651,078
Positions
63,526 226,379 40,418 1,103,109 711,349 370,451 361,360 605,068 60,829 322,324 148,956 26,105 302,956 461,523
Changes from: January 5, 2016 Total Change is: 116,593
-12,561 44,681 17,017 103,850 431 302 24,285 27,323 -20,998 -14,759 19,075 1,048 18,409 27,714
Percent of Open Interest Represented by Each Category of Trader
2.4 8.5 1.5 41.6 26.8 14.0 13.6 22.8 2.3 12.2 5.6 1.0 11.4 17.4
Number of Traders in Each Category Total Traders: 352
16 36 13 61 76 73 43 66 39 14 40 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 2,422,746
Positions
34,027 263,505 34,335 1,297,917 477,376 323,528 237,961 749,139 52,503 171,255 171,250 4,269 266,951 346,841
Changes from: January 5, 2016 Total Change is: 128,412
-5,470 37,887 10,043 62,953 7,701 8,452 36,843 50,400 11,732 -4,496 3,528 -3,262 11,617 1,931
Percent of Open Interest Represented by Each Category of Trader
1.4 10.9 1.4 53.6 19.7 13.4 9.8 30.9 2.2 7.1 7.1 0.2 11.0 14.3
Number of Traders in Each Category Total Traders: 288
10 32 8 49 50 48 35 58 27 16 38 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 748,561
Positions
289,643 202,816 201,835 7,606 22,073 17,081 38,915 81,744 122,045 17,351 25,821 33,052 21,033 42,094
Changes from: January 5, 2016 Total Change is: 58,463
38,984 18,950 21,357 -68 4,949 5,136 -9,708 11,336 -6,498 4,683 2,157 4,390 187 -3,314
Percent of Open Interest Represented by Each Category of Trader
38.7 27.1 27.0 1.0 2.9 2.3 5.2 10.9 16.3 2.3 3.4 4.4 2.8 5.6
Number of Traders in Each Category Total Traders: 106
14 31 35 . 7 4 14 22 29 5 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 is10,957,503
Positions
2,696,343 1,583,126 2,685,921 942,312 1,318,222 343,671 960,049 1,421,256 1,810,784 435,799 326,478 384,112 698,512 1,083,933
Changes from: January 5, 2016 Total Change is: 456,107
-78,373 178,828 136,578 28,235 -2,281 5,402 74,186 -13,287 107,423 94,212 -24,123 30,170 58,274 37,397
Percent of Open Interest Represented by Each Category of Trader
24.6 14.4 24.5 8.6 12.0 3.1 8.8 13.0 16.5 4.0 3.0 3.5 6.4 9.9
Number of Traders in Each Category Total Traders: 280
24 59 79 10 27 26 31 80 88 10 26 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 28,819
Positions
4,259 1,211 0 410 14,240 0 19,407 9,556 0 4,128 3,197 510 105 105
Changes from: January 5, 2016 Total Change is: -1,490
-658 604 0 0 -1,535 0 -854 134 0 -187 -943 223 -14 27
Percent of Open Interest Represented by Each Category of Trader
14.8 4.2 0.0 1.4 49.4 0.0 67.3 33.2 0.0 14.3 11.1 1.8 0.4 0.4
Number of Traders in Each Category Total Traders: 45
. 5 0 . 10 0 5 10 0 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 34,055
Positions
4,731 1,714 0 155 14,632 1 28,107 12,154 0 925 5,462 0 136 92
Changes from: January 5, 2016 Total Change is: 499
-849 -579 0 155 -604 0 1,034 1,507 -11 125 148 0 45 38
Percent of Open Interest Represented by Each Category of Trader
13.9 5.0 0.0 0.5 43.0 0.0 82.5 35.7 0.0 2.7 16.0 0.0 0.4 0.3
Number of Traders in Each Category Total Traders: 39
. . 0 . 8 . 4 9 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 73,868
Positions
855 56,514 0 19,715 161 1,350 20,054 8,618 1,407 20,385 4,333 35 10,067 1,450
Changes from: January 5, 2016 Total Change is: -607
-128 2,911 0 -3,076 161 -198 3,184 -3,049 19 -668 -266 3 257 -188
Percent of Open Interest Represented by Each Category of Trader
1.2 76.5 0.0 26.7 0.2 1.8 27.1 11.7 1.9 27.6 5.9 0.0 13.6 2.0
Number of Traders in Each Category Total Traders: 149
4 . 0 11 . . 41 13 9 63 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 243,063
Positions
48,355 56,478 10,033 15,999 21,628 37,714 57,436 43,517 34,782 4,489 3,427 14,119 20,136 21,365
Changes from: January 5, 2016 Total Change is: -244
-8,636 -978 -1,930 -22,857 -1,900 -570 22,866 -8,960 4,575 -2,570 2,381 6,987 1,891 151
Percent of Open Interest Represented by Each Category of Trader
19.9 23.2 4.1 6.6 8.9 15.5 23.6 17.9 14.3 1.8 1.4 5.8 8.3 8.8
Number of Traders in Each Category Total Traders: 162
14 16 16 11 10 8 47 33 48 12 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 12, 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 14,847
Positions
661 3,244 0 1,855 1,654 2,341 9,111 7,229 264 439 32 0 176 83
Changes from: January 5, 2016 Total Change is: 627
596 120 0 128 1,045 78 487 -431 -245 -416 32 0 -1 28
Percent of Open Interest Represented by Each Category of Trader
4.5 21.8 0.0 12.5 11.1 15.8 61.4 48.7 1.8 3.0 0.2 0.0 1.2 0.6
Number of Traders in Each Category Total Traders: 30
. . 0 5 . 4 5 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 15, 2016