Traders in Financial Futures - Futures Only Positions as of January 19, 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 165,344
Positions
78,751 1,568 1,371 35,591 49,750 852 11,122 63,206 2,891 9,374 4,219 9 25,383 41,478
Changes from: January 12, 2016 Total Change is: -929
382 -504 56 1,284 1,883 0 -2,891 -453 289 -1,924 -675 -45 1,920 -1,480
Percent of Open Interest Represented by Each Category of Trader
47.6 0.9 0.8 21.5 30.1 0.5 6.7 38.2 1.7 5.7 2.6 0.0 15.4 25.1
Number of Traders in Each Category Total Traders: 90
10 . 5 6 12 . 14 31 9 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 49,290
Positions
26,337 1,144 82 1,236 2,680 0 15,670 23,660 247 0 50 0 5,718 21,427
Changes from: January 12, 2016 Total Change is: 2,862
2,478 384 -77 0 628 0 514 2,428 8 0 50 0 -61 -559
Percent of Open Interest Represented by Each Category of Trader
53.4 2.3 0.2 2.5 5.4 0.0 31.8 48.0 0.5 0.0 0.1 0.0 11.6 43.5
Number of Traders in Each Category Total Traders: 40
6 . . . 5 0 14 10 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 259,589
Positions
177,700 3,922 53 5,172 79,746 1,437 48,193 103,655 6,824 1,987 19,513 231 17,992 44,208
Changes from: January 12, 2016 Total Change is: 20,721
15,952 42 5 202 3,561 -16 2,602 14,455 1,746 389 3,166 56 -215 -2,294
Percent of Open Interest Represented by Each Category of Trader
68.5 1.5 0.0 2.0 30.7 0.6 18.6 39.9 2.6 0.8 7.5 0.1 6.9 17.0
Number of Traders in Each Category Total Traders: 120
11 5 . . 23 7 24 41 17 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 247,614
Positions
67,862 82,815 179 28,766 60,757 5,697 71,478 61,766 2,950 38,152 3,684 33 32,497 29,733
Changes from: January 12, 2016 Total Change is: 6,248
-3,074 14,920 -31 530 -3,252 -66 5,791 -3,114 685 143 -979 0 2,270 -1,915
Percent of Open Interest Represented by Each Category of Trader
27.4 33.4 0.1 11.6 24.5 2.3 28.9 24.9 1.2 15.4 1.5 0.0 13.1 12.0
Number of Traders in Each Category Total Traders: 123
6 10 . 15 22 9 30 31 12 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 400,362
Positions
130,616 29,924 2,074 96,844 113,090 15,777 42,777 138,771 3,429 47,033 25,033 2,279 59,533 69,985
Changes from: January 12, 2016 Total Change is: 1,792
-9,201 13,432 1,003 2,417 -2,296 66 5,946 -7,438 1,114 -446 -134 -598 1,491 -3,357
Percent of Open Interest Represented by Each Category of Trader
32.6 7.5 0.5 24.2 28.2 3.9 10.7 34.7 0.9 11.7 6.3 0.6 14.9 17.5
Number of Traders in Each Category Total Traders: 224
16 11 7 34 37 28 22 53 14 21 29 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 31,316
Positions
1,671 22,270 0 6,335 1,186 1,391 3,646 1,945 0 2,016 0 0 16,257 4,524
Changes from: January 12, 2016 Total Change is: 984
-210 2,259 0 733 -146 -651 524 -183 0 0 0 0 588 -295
Percent of Open Interest Represented by Each Category of Trader
5.3 71.1 0.0 20.2 3.8 4.4 11.6 6.2 0.0 6.4 0.0 0.0 51.9 14.4
Number of Traders in Each Category Total Traders: 20
. . 0 5 . 4 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 132,814
Positions
95,195 1,432 153 2,660 11,729 1,932 16,860 44,020 850 959 34,858 0 14,205 37,840
Changes from: January 12, 2016 Total Change is: 11,224
15,110 1 -48 470 -822 100 -3,698 10,627 620 56 2,055 0 -1,386 -1,309
Percent of Open Interest Represented by Each Category of Trader
71.7 1.1 0.1 2.0 8.8 1.5 12.7 33.1 0.6 0.7 26.2 0.0 10.7 28.5
Number of Traders in Each Category Total Traders: 91
12 . 5 5 10 5 17 31 10 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 29,338
Positions
19,145 20,986 1,207 4,274 113 0 2,428 3,288 592 686 2,314 235 771 603
Changes from: January 12, 2016 Total Change is: -121
-647 400 0 250 0 0 292 -455 0 0 -45 0 -16 -21
Percent of Open Interest Represented by Each Category of Trader
65.3 71.5 4.1 14.6 0.4 0.0 8.3 11.2 2.0 2.3 7.9 0.8 2.6 2.1
Number of Traders in Each Category Total Traders: 27
. 6 . . . 0 5 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 171,971
Positions
65,757 55,019 235 44,814 6,708 2,006 28,173 69,784 24,581 2,758 5,631 0 3,647 8,007
Changes from: January 12, 2016 Total Change is: 23,288
3,393 9 190 -1,280 144 638 -578 2,840 20,106 554 -423 0 265 -216
Percent of Open Interest Represented by Each Category of Trader
38.2 32.0 0.1 26.1 3.9 1.2 16.4 40.6 14.3 1.6 3.3 0.0 2.1 4.7
Number of Traders in Each Category Total Traders: 126
6 4 . 6 9 . 20 58 15 10 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 14,794
Positions
1,565 3,933 400 5,539 0 0 5,581 4,449 824 219 4,010 0 666 1,178
Changes from: January 12, 2016 Total Change is: 206
466 0 0 57 0 0 -829 99 377 219 -51 0 -84 -219
Percent of Open Interest Represented by Each Category of Trader
10.6 26.6 2.7 37.4 0.0 0.0 37.7 30.1 5.6 1.5 27.1 0.0 4.5 8.0
Number of Traders in Each Category Total Traders: 29
. . . . 0 0 5 11 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 28,114
Positions
11,202 2,002 66 2,181 7,726 1 9,675 11,284 520 2,035 1,032 0 2,434 5,483
Changes from: January 12, 2016 Total Change is: 2,680
5,497 -870 5 206 175 0 -3,286 1,960 324 291 255 0 -357 831
Percent of Open Interest Represented by Each Category of Trader
39.8 7.1 0.2 7.8 27.5 0.0 34.4 40.1 1.8 7.2 3.7 0.0 8.7 19.5
Number of Traders in Each Category Total Traders: 65
7 . . 5 . . 14 26 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 30,588
Positions
12,309 14,320 289 2,401 2,526 483 5,776 6,049 616 2,371 375 0 6,344 5,931
Changes from: January 12, 2016 Total Change is: -2,578
1,922 -4,278 93 -767 28 -57 -3,276 2,081 -363 -93 -300 0 -37 219
Percent of Open Interest Represented by Each Category of Trader
40.2 46.8 0.9 7.8 8.3 1.6 18.9 19.8 2.0 7.7 1.2 0.0 20.7 19.4
Number of Traders in Each Category Total Traders: 76
22 11 . 6 4 . 17 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 61,176
Positions
24,618 28,639 578 4,801 5,052 966 11,552 12,097 1,232 4,741 750 0 12,688 11,862
Changes from: January 12, 2016 Total Change is: -5,155
3,844 -8,555 186 -1,534 55 -113 -6,552 4,161 -726 -186 -600 0 -74 437
Percent of Open Interest Represented by Each Category of Trader
40.2 46.8 0.9 7.8 8.3 1.6 18.9 19.8 2.0 7.7 1.2 0.0 20.7 19.4
Number of Traders in Each Category Total Traders: 76
22 11 . 6 4 . 17 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 681,362
Positions
98,982 55,978 29,276 239,326 193,870 63,776 63,655 142,642 24,179 21,617 42,110 9,762 130,790 119,772
Changes from: January 12, 2016 Total Change is: 31,458
14,371 -1,564 4,988 5,470 9,007 -3,403 -1,111 23,374 -713 1,622 -4,932 2,042 8,192 2,659
Percent of Open Interest Represented by Each Category of Trader
14.5 8.2 4.3 35.1 28.5 9.4 9.3 20.9 3.5 3.2 6.2 1.4 19.2 17.6
Number of Traders in Each Category Total Traders: 575
36 32 25 117 94 87 72 123 75 43 57 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 108,673
Positions
37,792 6,089 2,666 27,179 18,682 2,105 7,713 5,701 232 2,384 6,017 695 27,907 66,486
Changes from: January 12, 2016 Total Change is: 7,905
4,433 1,545 737 -1,463 -615 663 2,229 -1,074 0 56 1,135 230 1,020 5,284
Percent of Open Interest Represented by Each Category of Trader
34.8 5.6 2.5 25.0 17.2 1.9 7.1 5.2 0.2 2.2 5.5 0.6 25.7 61.2
Number of Traders in Each Category Total Traders: 63
10 5 5 14 5 6 12 12 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 2,863,447
Positions
385,625 329,119 53,375 1,099,697 914,899 269,393 312,908 717,902 86,534 124,495 208,792 17,005 514,415 266,428
Changes from: January 12, 2016 Total Change is: 117,763
68,726 3,488 2,218 35,416 48,863 -21,082 -18,951 119,993 -1,316 16,094 -22,075 797 35,861 -13,123
Percent of Open Interest Represented by Each Category of Trader
13.5 11.5 1.9 38.4 32.0 9.4 10.9 25.1 3.0 4.3 7.3 0.6 18.0 9.3
Number of Traders in Each Category Total Traders: 567
34 34 20 112 92 83 73 123 67 43 56 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 104,932
Positions
34,329 4,308 54 41,900 81,692 2,276 17,464 10,224 513 0 729 0 8,396 5,136
Changes from: January 12, 2016 Total Change is: 8,634
6,578 0 0 3,441 4,425 81 -832 3,915 -396 0 224 0 -238 385
Percent of Open Interest Represented by Each Category of Trader
32.7 4.1 0.1 39.9 77.9 2.2 16.6 9.7 0.5 0.0 0.7 0.0 8.0 4.9
Number of Traders in Each Category Total Traders: 88
10 . . 33 18 14 14 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 55,449
Positions
3,296 28,183 241 29,782 13,851 1,114 13,094 6,094 655 2,318 1,397 51 4,896 3,863
Changes from: January 12, 2016 Total Change is: -4,699
-16 -4,047 92 -842 41 26 -3,864 -572 11 415 -220 -22 -499 -9
Percent of Open Interest Represented by Each Category of Trader
5.9 50.8 0.4 53.7 25.0 2.0 23.6 11.0 1.2 4.2 2.5 0.1 8.8 7.0
Number of Traders in Each Category Total Traders: 198
15 23 4 35 22 6 38 35 14 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 277,245
Positions
16,480 140,914 1,204 148,911 69,254 5,570 65,472 30,470 3,277 11,592 6,985 257 24,482 19,314
Changes from: January 12, 2016 Total Change is: -23,497
-82 -20,234 459 -4,210 203 129 -19,321 -2,860 57 2,074 -1,099 -108 -2,495 -44
Percent of Open Interest Represented by Each Category of Trader
5.9 50.8 0.4 53.7 25.0 2.0 23.6 11.0 1.2 4.2 2.5 0.1 8.8 7.0
Number of Traders in Each Category Total Traders: 198
15 23 4 35 22 6 38 35 14 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 422,745
Positions
187,484 36,497 2,081 106,064 199,875 23,843 74,754 127,910 4,802 6,400 9,371 27 17,290 18,339
Changes from: January 12, 2016 Total Change is: 16,851
8,782 7,374 -481 3,021 6,953 171 4,772 5,588 -1,298 309 -496 11 1,564 -971
Percent of Open Interest Represented by Each Category of Trader
44.3 8.6 0.5 25.1 47.3 5.6 17.7 30.3 1.1 1.5 2.2 0.0 4.1 4.3
Number of Traders in Each Category Total Traders: 263
20 13 4 51 57 25 34 58 11 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 43,963
Positions
439 11,660 0 19,650 573 54 9,304 5,964 0 4,416 21,030 0 10,100 4,682
Changes from: January 12, 2016 Total Change is: -4,215
-246 -5,121 0 -2,351 0 11 41 -74 0 -2,786 0 0 1,116 969
Percent of Open Interest Represented by Each Category of Trader
1.0 26.5 0.0 44.7 1.3 0.1 21.2 13.6 0.0 10.0 47.8 0.0 23.0 10.6
Number of Traders in Each Category Total Traders: 51
. 8 0 15 . . 15 5 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 87,769
Positions
19,927 9,241 1,832 19,822 3,306 518 26,029 13,675 1,917 6,499 630 0 11,225 56,650
Changes from: January 12, 2016 Total Change is: 6,178
-1,484 3,253 -435 1,666 -923 -25 3,963 2,913 247 404 95 0 1,842 1,053
Percent of Open Interest Represented by Each Category of Trader
22.7 10.5 2.1 22.6 3.8 0.6 29.7 15.6 2.2 7.4 0.7 0.0 12.8 64.5
Number of Traders in Each Category Total Traders: 102
17 13 . 12 4 . 23 23 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 188,820
Positions
7,665 90,593 365 123,559 68,815 7,778 37,931 10,258 3,013 1,773 2,792 0 6,736 5,206
Changes from: January 12, 2016 Total Change is: 3,079
-559 -312 64 -1,723 3,775 636 4,954 -1,581 55 -995 -382 0 647 824
Percent of Open Interest Represented by Each Category of Trader
4.1 48.0 0.2 65.4 36.4 4.1 20.1 5.4 1.6 0.9 1.5 0.0 3.6 2.8
Number of Traders in Each Category Total Traders: 120
8 12 . 36 29 16 15 10 4 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 504,204
Positions
34,164 151,414 2,058 223,924 173,527 95,252 101,135 48,987 12,327 12,657 8,399 1,436 21,251 10,804
Changes from: January 12, 2016 Total Change is: 22,933
8,873 -2,713 893 -11,804 16,972 9,471 16,594 -569 -3,087 19 2,256 -71 2,045 -219
Percent of Open Interest Represented by Each Category of Trader
6.8 30.0 0.4 44.4 34.4 18.9 20.1 9.7 2.4 2.5 1.7 0.3 4.2 2.1
Number of Traders in Each Category Total Traders: 256
21 20 6 62 48 38 34 32 19 23 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 528,461
Positions
5,651 57,709 2,566 239,617 137,995 79,905 45,213 72,147 9,543 4,257 38,411 393 141,316 129,792
Changes from: January 12, 2016 Total Change is: 20,226
960 1,071 1,147 6,310 9,936 4,860 4,357 19,978 -371 129 -14,613 -3 2,837 -1,779
Percent of Open Interest Represented by Each Category of Trader
1.1 10.9 0.5 45.3 26.1 15.1 8.6 13.7 1.8 0.8 7.3 0.1 26.7 24.6
Number of Traders in Each Category Total Traders: 147
5 14 4 36 28 32 21 28 11 . 12 .
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Traders in Financial Futures - Futures Only Positions as of January 19, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 619,337
Positions
6,496 66,556 840 384,761 120,877 59,809 23,539 266,838 10,611 8,706 9,197 604 123,971 84,005
Changes from: January 12, 2016 Total Change is: 4,152
1,188 -630 625 4,112 2,997 664 -5,112 3,001 55 -58 0 58 2,620 -2,618
Percent of Open Interest Represented by Each Category of Trader
1.0 10.7 0.1 62.1 19.5 9.7 3.8 43.1 1.7 1.4 1.5 0.1 20.0 13.6
Number of Traders in Each Category Total Traders: 103
. 9 4 49 14 32 9 13 8 4 . .
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Traders in Financial Futures - Futures Only Positions as of January 19, 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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,035,664
Positions
22,775 97,865 8,293 333,120 265,662 99,060 307,031 251,374 32,559 121,467 131,889 6,040 105,319 142,922
Changes from: January 12, 2016 Total Change is: 595
-869 504 -2,110 -6,450 -19,643 -3,016 16,083 9,060 1,294 -4,925 11,645 710 -122 2,151
Percent of Open Interest Represented by Each Category of Trader
2.2 9.4 0.8 32.2 25.7 9.6 29.6 24.3 3.1 11.7 12.7 0.6 10.2 13.8
Number of Traders in Each Category Total Traders: 262
7 33 5 51 36 41 41 44 31 17 33 9
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Traders in Financial Futures - Futures Only Positions as of January 19, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,804,120
Positions
54,296 279,820 51,905 1,160,760 771,543 365,900 402,369 638,612 90,284 312,767 160,388 27,296 338,543 418,372
Changes from: January 12, 2016 Total Change is: 153,042
-9,230 53,441 11,487 57,651 60,194 -4,551 41,009 33,544 29,455 -9,557 11,432 1,191 35,587 -43,151
Percent of Open Interest Represented by Each Category of Trader
1.9 10.0 1.9 41.4 27.5 13.0 14.3 22.8 3.2 11.2 5.7 1.0 12.1 14.9
Number of Traders in Each Category Total Traders: 365
15 44 12 58 78 74 44 69 47 15 42 17
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Traders in Financial Futures - Futures Only Positions as of January 19, 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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,520,393
Positions
41,573 330,272 28,291 1,404,931 447,710 328,254 277,844 809,343 48,519 100,145 179,413 3,721 287,115 344,870
Changes from: January 12, 2016 Total Change is: 97,647
7,546 66,767 -6,044 107,014 -29,666 4,726 39,883 60,204 -3,984 -71,110 8,163 -548 20,164 -1,971
Percent of Open Interest Represented by Each Category of Trader
1.6 13.1 1.1 55.7 17.8 13.0 11.0 32.1 1.9 4.0 7.1 0.1 11.4 13.7
Number of Traders in Each Category Total Traders: 292
7 37 9 52 47 48 38 60 32 16 35 8
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Traders in Financial Futures - Futures Only Positions as of January 19, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 781,508
Positions
292,834 224,228 201,559 8,811 19,531 18,674 41,418 73,935 140,180 20,445 25,247 35,220 22,367 42,934
Changes from: January 12, 2016 Total Change is: 32,947
3,191 21,412 -276 1,205 -2,542 1,593 2,503 -7,809 18,135 3,094 -574 2,168 1,334 840
Percent of Open Interest Represented by Each Category of Trader
37.5 28.7 25.8 1.1 2.5 2.4 5.3 9.5 17.9 2.6 3.2 4.5 2.9 5.5
Number of Traders in Each Category Total Traders: 108
11 33 36 . 7 5 17 21 30 6 8 5
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Traders in Financial Futures - Futures Only Positions as of January 19, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,156,746
Positions
2,638,922 1,642,943 2,644,307 998,379 1,255,959 345,638 1,155,587 1,536,015 1,764,402 455,732 428,414 446,003 707,776 1,093,065
Changes from: January 12, 2016 Total Change is: 199,243
-57,421 59,817 -41,614 56,067 -62,263 1,967 195,538 114,759 -46,382 19,933 101,936 61,891 9,264 9,132
Percent of Open Interest Represented by Each Category of Trader
23.7 14.7 23.7 8.9 11.3 3.1 10.4 13.8 15.8 4.1 3.8 4.0 6.3 9.8
Number of Traders in Each Category Total Traders: 288
28 58 82 10 26 26 33 73 84 14 30 34
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Traders in Financial Futures - Futures Only Positions as of January 19, 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 :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,237
Positions
5,951 2,833 0 410 15,360 0 19,879 9,554 0 4,244 2,758 603 150 129
Changes from: January 12, 2016 Total Change is: 2,418
1,692 1,622 0 0 1,120 0 472 -2 0 116 -439 93 45 24
Percent of Open Interest Represented by Each Category of Trader
19.1 9.1 0.0 1.3 49.2 0.0 63.6 30.6 0.0 13.6 8.8 1.9 0.5 0.4
Number of Traders in Each Category Total Traders: 51
. 4 0 . 13 0 4 14 0 5 7 .
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Traders in Financial Futures - Futures Only Positions as of January 19, 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 :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 32,548
Positions
2,427 1,845 0 155 14,699 1 28,338 10,679 0 1,305 5,035 0 322 289
Changes from: January 12, 2016 Total Change is: -1,507
-2,304 131 0 0 67 0 231 -1,475 0 380 -427 0 186 197
Percent of Open Interest Represented by Each Category of Trader
7.5 5.7 0.0 0.5 45.2 0.0 87.1 32.8 0.0 4.0 15.5 0.0 1.0 0.9
Number of Traders in Each Category Total Traders: 39
. . 0 . 8 . 6 7 0 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 76,206
Positions
458 56,937 0 20,341 161 1,312 21,064 10,703 1,484 22,496 4,045 71 8,980 1,493
Changes from: January 12, 2016 Total Change is: 2,338
-397 423 0 626 0 -38 1,010 2,085 77 2,111 -288 36 -1,087 43
Percent of Open Interest Represented by Each Category of Trader
0.6 74.7 0.0 26.7 0.2 1.7 27.6 14.0 1.9 29.5 5.3 0.1 11.8 2.0
Number of Traders in Each Category Total Traders: 148
4 . 0 11 . . 38 15 10 63 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 19, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 277,758
Positions
41,103 62,718 23,150 25,020 6,960 36,402 71,269 63,406 36,166 2,995 6,757 14,423 27,230 27,776
Changes from: January 12, 2016 Total Change is: 34,695
-7,252 6,240 13,117 9,021 -14,668 -1,312 13,833 19,889 1,384 -1,494 3,330 304 7,094 6,411
Percent of Open Interest Represented by Each Category of Trader
14.8 22.6 8.3 9.0 2.5 13.1 25.7 22.8 13.0 1.1 2.4 5.2 9.8 10.0
Number of Traders in Each Category Total Traders: 159
13 16 17 11 7 6 46 36 49 10 9 15
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Traders in Financial Futures - Futures Only Positions as of January 19, 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 :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 15,102
Positions
109 3,347 0 1,663 1,597 1,913 9,823 7,431 264 1,099 32 0 231 518
Changes from: January 12, 2016 Total Change is: 255
-552 103 0 -192 -57 -428 712 202 0 660 0 0 55 435
Percent of Open Interest Represented by Each Category of Trader
0.7 22.2 0.0 11.0 10.6 12.7 65.0 49.2 1.7 7.3 0.2 0.0 1.5 3.4
Number of Traders in Each Category Total Traders: 30
. . 0 5 . 4 5 7 . 5 . 0
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Updated January 22, 2016