Traders in Financial Futures - Futures Only Positions as of January 26, 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 165,240
Positions
78,188 3,627 1,619 36,783 43,229 1,001 10,525 70,562 3,009 9,212 2,912 9 24,894 39,272
Changes from: January 19, 2016 Total Change is: -104
-563 2,059 248 1,192 -6,521 149 -597 7,356 118 -162 -1,307 0 -489 -2,206
Percent of Open Interest Represented by Each Category of Trader
47.3 2.2 1.0 22.3 26.2 0.6 6.4 42.7 1.8 5.6 1.8 0.0 15.1 23.8
Number of Traders in Each Category Total Traders: 89
9 4 5 7 10 4 12 34 9 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 55,694
Positions
32,890 450 88 1,236 2,230 0 15,531 29,301 260 0 5 0 5,689 23,360
Changes from: January 19, 2016 Total Change is: 6,404
6,553 -694 6 0 -450 0 -139 5,641 13 0 -45 0 -29 1,933
Percent of Open Interest Represented by Each Category of Trader
59.1 0.8 0.2 2.2 4.0 0.0 27.9 52.6 0.5 0.0 0.0 0.0 10.2 41.9
Number of Traders in Each Category Total Traders: 40
7 . . . 4 0 13 13 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 272,798
Positions
194,292 4,719 188 3,375 90,993 1,815 44,889 106,570 7,539 1,942 17,456 205 18,553 43,313
Changes from: January 19, 2016 Total Change is: 13,209
16,592 797 135 -1,797 11,247 378 -3,304 2,915 715 -45 -2,057 -26 561 -895
Percent of Open Interest Represented by Each Category of Trader
71.2 1.7 0.1 1.2 33.4 0.7 16.5 39.1 2.8 0.7 6.4 0.1 6.8 15.9
Number of Traders in Each Category Total Traders: 115
10 7 . . 24 6 20 40 16 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 250,711
Positions
65,432 92,636 73 28,255 58,790 5,631 77,549 59,819 2,617 39,532 4,138 50 31,572 26,957
Changes from: January 19, 2016 Total Change is: 3,097
-2,430 9,821 -106 -511 -1,967 -66 6,071 -1,947 -333 1,380 454 17 -925 -2,776
Percent of Open Interest Represented by Each Category of Trader
26.1 36.9 0.0 11.3 23.4 2.2 30.9 23.9 1.0 15.8 1.7 0.0 12.6 10.8
Number of Traders in Each Category Total Traders: 134
7 10 . 16 25 10 34 29 16 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 402,227
Positions
133,705 34,719 2,062 95,810 115,590 15,030 41,806 130,781 3,127 50,263 24,891 2,881 57,543 73,146
Changes from: January 19, 2016 Total Change is: 1,865
3,089 4,795 -12 -1,034 2,500 -747 -971 -7,990 -302 3,230 -142 602 -1,990 3,161
Percent of Open Interest Represented by Each Category of Trader
33.2 8.6 0.5 23.8 28.7 3.7 10.4 32.5 0.8 12.5 6.2 0.7 14.3 18.2
Number of Traders in Each Category Total Traders: 224
16 12 7 32 34 24 23 54 14 21 31 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 31,847
Positions
1,693 24,461 0 6,256 1,294 618 4,527 793 0 2,016 0 0 16,737 4,681
Changes from: January 19, 2016 Total Change is: 531
22 2,191 0 -79 108 -773 881 -1,152 0 0 0 0 480 157
Percent of Open Interest Represented by Each Category of Trader
5.3 76.8 0.0 19.6 4.1 1.9 14.2 2.5 0.0 6.3 0.0 0.0 52.6 14.7
Number of Traders in Each Category Total Traders: 20
. . 0 6 . 4 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 125,451
Positions
86,027 1,492 149 5,936 10,133 1,993 14,072 41,535 1,082 459 35,258 9 15,724 33,800
Changes from: January 19, 2016 Total Change is: -7,363
-9,168 60 -4 3,276 -1,596 61 -2,788 -2,485 232 -500 400 9 1,519 -4,040
Percent of Open Interest Represented by Each Category of Trader
68.6 1.2 0.1 4.7 8.1 1.6 11.2 33.1 0.9 0.4 28.1 0.0 12.5 26.9
Number of Traders in Each Category Total Traders: 90
13 . 4 6 12 5 14 28 8 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 30,220
Positions
19,051 21,986 1,207 4,288 0 0 3,040 3,262 592 826 2,212 235 981 726
Changes from: January 19, 2016 Total Change is: 882
-94 1,000 0 14 -113 0 612 -26 0 140 -102 0 210 123
Percent of Open Interest Represented by Each Category of Trader
63.0 72.8 4.0 14.2 0.0 0.0 10.1 10.8 2.0 2.7 7.3 0.8 3.2 2.4
Number of Traders in Each Category Total Traders: 28
. 6 . . 0 0 6 6 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 167,763
Positions
68,837 54,627 247 45,176 5,815 1,963 25,196 70,279 20,110 2,670 6,678 100 3,464 7,944
Changes from: January 19, 2016 Total Change is: -4,208
3,080 -392 12 362 -893 -43 -2,977 495 -4,471 -88 1,047 100 -183 -63
Percent of Open Interest Represented by Each Category of Trader
41.0 32.6 0.1 26.9 3.5 1.2 15.0 41.9 12.0 1.6 4.0 0.1 2.1 4.7
Number of Traders in Each Category Total Traders: 133
6 4 . 6 9 . 20 57 14 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 18,670
Positions
1,925 2,631 1,933 5,574 0 0 6,006 6,408 2,470 132 4,074 0 630 1,154
Changes from: January 19, 2016 Total Change is: 3,876
360 -1,302 1,533 35 0 0 425 1,959 1,646 -87 64 0 -36 -24
Percent of Open Interest Represented by Each Category of Trader
10.3 14.1 10.4 29.9 0.0 0.0 32.2 34.3 13.2 0.7 21.8 0.0 3.4 6.2
Number of Traders in Each Category Total Traders: 28
. . . . 0 0 4 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 30,437
Positions
13,534 1,678 97 1,434 9,466 1 10,070 12,089 704 2,199 1,073 0 2,398 5,329
Changes from: January 19, 2016 Total Change is: 2,323
2,332 -324 31 -747 1,740 0 395 805 184 164 41 0 -36 -154
Percent of Open Interest Represented by Each Category of Trader
44.5 5.5 0.3 4.7 31.1 0.0 33.1 39.7 2.3 7.2 3.5 0.0 7.9 17.5
Number of Traders in Each Category Total Traders: 64
9 . . 4 4 . 13 24 5 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 5,370
Positions
2,880 0 0 1,239 1,719 23 744 1,930 0 100 478 0 384 1,220
Changes from: January 19, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
53.6 0.0 0.0 23.1 32.0 0.4 13.9 35.9 0.0 1.9 8.9 0.0 7.2 22.7
Number of Traders in Each Category Total Traders: 20
. 0 0 . . . . 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 30,555
Positions
13,299 12,377 316 2,941 2,583 525 6,191 7,362 199 1,757 814 1 5,328 6,380
Changes from: January 19, 2016 Total Change is: -33
990 -1,943 27 541 57 42 415 1,314 -417 -614 439 1 -1,016 449
Percent of Open Interest Represented by Each Category of Trader
43.5 40.5 1.0 9.6 8.5 1.7 20.3 24.1 0.7 5.7 2.7 0.0 17.4 20.9
Number of Traders in Each Category Total Traders: 81
23 9 5 8 4 5 17 13 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 61,110
Positions
26,598 24,753 632 5,882 5,166 1,049 12,381 14,724 398 3,513 1,627 1 10,656 12,760
Changes from: January 19, 2016 Total Change is: -66
1,980 -3,886 54 1,081 114 83 829 2,627 -834 -1,228 877 1 -2,032 898
Percent of Open Interest Represented by Each Category of Trader
43.5 40.5 1.0 9.6 8.5 1.7 20.3 24.1 0.7 5.7 2.7 0.0 17.4 20.9
Number of Traders in Each Category Total Traders: 81
23 9 5 8 4 5 17 13 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 687,081
Positions
98,532 60,283 30,947 241,762 202,112 58,234 74,641 143,956 26,580 24,038 36,235 9,529 122,817 119,204
Changes from: January 19, 2016 Total Change is: 5,719
-451 4,305 1,671 2,436 8,242 -5,541 10,987 1,314 2,402 2,420 -5,874 -232 -7,973 -568
Percent of Open Interest Represented by Each Category of Trader
14.3 8.8 4.5 35.2 29.4 8.5 10.9 21.0 3.9 3.5 5.3 1.4 17.9 17.3
Number of Traders in Each Category Total Traders: 579
36 34 24 118 96 86 74 114 71 48 58 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 107,227
Positions
37,102 6,419 2,741 25,736 18,892 2,110 8,014 6,764 433 2,347 5,734 713 28,031 63,421
Changes from: January 19, 2016 Total Change is: -1,446
-690 330 75 -1,443 210 5 301 1,063 201 -37 -283 18 124 -3,065
Percent of Open Interest Represented by Each Category of Trader
34.6 6.0 2.6 24.0 17.6 2.0 7.5 6.3 0.4 2.2 5.3 0.7 26.1 59.1
Number of Traders in Each Category Total Traders: 63
11 . 5 13 5 6 14 11 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 2,899,270
Positions
390,849 353,021 57,330 1,119,151 955,121 241,601 379,786 732,607 84,088 135,217 179,270 17,318 473,930 278,914
Changes from: January 19, 2016 Total Change is: 35,823
5,224 23,902 3,955 19,454 40,222 -27,792 66,878 14,705 -2,446 10,722 -29,522 313 -40,485 12,486
Percent of Open Interest Represented by Each Category of Trader
13.5 12.2 2.0 38.6 32.9 8.3 13.1 25.3 2.9 4.7 6.2 0.6 16.3 9.6
Number of Traders in Each Category Total Traders: 572
36 34 21 114 94 82 74 115 62 48 57 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 103,435
Positions
37,324 4,464 77 40,977 78,902 2,608 14,623 10,878 466 0 554 0 7,360 5,486
Changes from: January 19, 2016 Total Change is: -1,497
2,995 156 23 -923 -2,790 332 -2,841 654 -47 0 -175 0 -1,036 350
Percent of Open Interest Represented by Each Category of Trader
36.1 4.3 0.1 39.6 76.3 2.5 14.1 10.5 0.5 0.0 0.5 0.0 7.1 5.3
Number of Traders in Each Category Total Traders: 93
11 . . 34 18 14 13 12 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 53,779
Positions
7,677 25,801 246 25,484 12,416 959 10,871 8,339 616 3,496 1,063 11 4,420 4,328
Changes from: January 19, 2016 Total Change is: -1,670
4,381 -2,381 5 -4,299 -1,435 -155 -2,224 2,245 -40 1,178 -334 -40 -476 466
Percent of Open Interest Represented by Each Category of Trader
14.3 48.0 0.5 47.4 23.1 1.8 20.2 15.5 1.1 6.5 2.0 0.0 8.2 8.0
Number of Traders in Each Category Total Traders: 204
15 23 . 38 22 7 38 35 13 20 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 268,896
Positions
38,385 129,007 1,231 127,418 62,081 4,794 54,354 41,693 3,078 17,480 5,314 56 22,100 21,642
Changes from: January 19, 2016 Total Change is: -8,349
21,905 -11,907 27 -21,493 -7,173 -776 -11,118 11,223 -199 5,888 -1,671 -201 -2,382 2,328
Percent of Open Interest Represented by Each Category of Trader
14.3 48.0 0.5 47.4 23.1 1.8 20.2 15.5 1.1 6.5 2.0 0.0 8.2 8.0
Number of Traders in Each Category Total Traders: 204
15 23 . 38 22 7 38 35 13 20 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 414,569
Positions
182,341 38,680 1,477 106,339 199,638 24,989 71,615 118,431 5,027 6,463 8,620 37 16,281 17,670
Changes from: January 19, 2016 Total Change is: -8,176
-5,143 2,183 -604 275 -237 1,146 -3,139 -9,479 225 63 -751 10 -1,009 -669
Percent of Open Interest Represented by Each Category of Trader
44.0 9.3 0.4 25.7 48.2 6.0 17.3 28.6 1.2 1.6 2.1 0.0 3.9 4.3
Number of Traders in Each Category Total Traders: 270
20 13 . 52 58 26 36 64 13 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 43,211
Positions
4,900 7,268 164 18,676 843 42 4,998 7,740 160 3,963 21,307 0 10,308 5,687
Changes from: January 19, 2016 Total Change is: -752
4,461 -4,392 164 -974 270 -12 -4,306 1,776 160 -453 277 0 208 1,005
Percent of Open Interest Represented by Each Category of Trader
11.3 16.8 0.4 43.2 2.0 0.1 11.6 17.9 0.4 9.2 49.3 0.0 23.9 13.2
Number of Traders in Each Category Total Traders: 48
4 7 . 13 . . 6 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 102,466
Positions
26,696 13,682 2,874 21,141 3,121 12 31,496 8,226 1,522 7,900 0 0 10,825 73,029
Changes from: January 19, 2016 Total Change is: 14,697
6,769 4,441 1,042 1,319 -185 -506 5,467 -5,449 -395 1,401 -630 0 -400 16,379
Percent of Open Interest Represented by Each Category of Trader
26.1 13.4 2.8 20.6 3.0 0.0 30.7 8.0 1.5 7.7 0.0 0.0 10.6 71.3
Number of Traders in Each Category Total Traders: 93
19 10 . 13 . . 28 11 8 8 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 196,207
Positions
6,817 96,824 274 127,724 68,017 7,841 41,888 12,451 2,845 2,353 2,366 0 6,465 5,589
Changes from: January 19, 2016 Total Change is: 7,387
-848 6,231 -91 4,165 -798 63 3,957 2,193 -168 580 -426 0 -271 383
Percent of Open Interest Represented by Each Category of Trader
3.5 49.3 0.1 65.1 34.7 4.0 21.3 6.3 1.4 1.2 1.2 0.0 3.3 2.8
Number of Traders in Each Category Total Traders: 122
7 11 . 39 27 16 14 12 4 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 523,182
Positions
44,767 150,283 1,631 237,294 191,534 94,942 101,785 52,460 9,388 12,128 8,757 2,197 19,050 11,990
Changes from: January 19, 2016 Total Change is: 18,978
10,603 -1,131 -427 13,370 18,007 -310 650 3,473 -2,939 -529 358 761 -2,201 1,186
Percent of Open Interest Represented by Each Category of Trader
8.6 28.7 0.3 45.4 36.6 18.1 19.5 10.0 1.8 2.3 1.7 0.4 3.6 2.3
Number of Traders in Each Category Total Traders: 262
20 19 5 67 48 36 30 39 19 24 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 534,175
Positions
4,498 67,740 329 241,643 138,491 79,952 43,368 63,670 10,086 3,999 34,646 311 149,989 138,950
Changes from: January 19, 2016 Total Change is: 5,714
-1,153 10,031 -2,237 2,026 496 47 -1,845 -8,477 543 -258 -3,765 -82 8,673 9,158
Percent of Open Interest Represented by Each Category of Trader
0.8 12.7 0.1 45.2 25.9 15.0 8.1 11.9 1.9 0.7 6.5 0.1 28.1 26.0
Number of Traders in Each Category Total Traders: 142
4 14 . 34 31 33 18 27 15 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 627,847
Positions
3,221 72,092 1,611 393,872 121,232 60,299 26,656 271,398 10,846 8,560 9,073 0 122,782 81,296
Changes from: January 19, 2016 Total Change is: 8,510
-3,275 5,536 771 9,111 355 490 3,117 4,560 235 -146 -124 -604 -1,189 -2,709
Percent of Open Interest Represented by Each Category of Trader
0.5 11.5 0.3 62.7 19.3 9.6 4.2 43.2 1.7 1.4 1.4 0.0 19.6 12.9
Number of Traders in Each Category Total Traders: 104
. 9 . 49 15 31 12 12 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 1,074,285
Positions
19,809 104,600 9,233 338,427 263,583 101,295 324,284 265,587 37,273 123,708 131,781 8,340 111,916 152,593
Changes from: January 19, 2016 Total Change is: 38,621
-2,966 6,735 940 5,307 -2,079 2,235 17,253 14,213 4,714 2,241 -108 2,300 6,597 9,671
Percent of Open Interest Represented by Each Category of Trader
1.8 9.7 0.9 31.5 24.5 9.4 30.2 24.7 3.5 11.5 12.3 0.8 10.4 14.2
Number of Traders in Each Category Total Traders: 259
7 35 8 50 38 44 38 44 28 17 30 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 2,885,948
Positions
65,784 315,109 32,380 1,189,360 807,410 361,085 452,347 668,701 85,966 325,152 161,391 20,062 353,812 433,844
Changes from: January 19, 2016 Total Change is: 81,828
11,488 35,289 -19,525 28,600 35,867 -4,815 49,978 30,089 -4,318 12,385 1,003 -7,234 15,269 15,472
Percent of Open Interest Represented by Each Category of Trader
2.3 10.9 1.1 41.2 28.0 12.5 15.7 23.2 3.0 11.3 5.6 0.7 12.3 15.0
Number of Traders in Each Category Total Traders: 357
13 39 11 61 79 76 53 61 50 15 36 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 2,635,834
Positions
49,646 315,108 41,905 1,407,218 438,803 329,022 321,803 912,683 71,714 114,591 171,430 4,298 295,637 350,871
Changes from: January 19, 2016 Total Change is: 115,441
8,073 -15,164 13,614 2,287 -8,907 768 43,959 103,340 23,195 14,446 -7,983 577 8,522 6,001
Percent of Open Interest Represented by Each Category of Trader
1.9 12.0 1.6 53.4 16.6 12.5 12.2 34.6 2.7 4.3 6.5 0.2 11.2 13.3
Number of Traders in Each Category Total Traders: 287
9 31 11 52 45 49 37 63 36 16 34 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 819,706
Positions
307,006 232,759 216,608 8,811 17,655 23,641 31,914 88,181 141,769 33,612 22,772 34,078 22,267 42,243
Changes from: January 19, 2016 Total Change is: 38,198
14,172 8,531 15,049 0 -1,876 4,967 -9,504 14,246 1,589 13,167 -2,475 -1,142 -100 -691
Percent of Open Interest Represented by Each Category of Trader
37.5 28.4 26.4 1.1 2.2 2.9 3.9 10.8 17.3 4.1 2.8 4.2 2.7 5.2
Number of Traders in Each Category Total Traders: 111
11 36 37 . 7 5 14 25 31 6 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 is10,940,213
Positions
2,495,658 1,676,801 2,449,591 1,007,641 1,352,375 320,070 1,331,799 1,487,930 1,676,322 468,532 411,061 433,887 756,713 1,132,176
Changes from: January 19, 2016 Total Change is: -216,533
-143,264 33,858 -194,716 9,262 96,416 -25,568 176,212 -48,085 -88,080 12,800 -17,353 -12,116 48,937 39,111
Percent of Open Interest Represented by Each Category of Trader
22.8 15.3 22.4 9.2 12.4 2.9 12.2 13.6 15.3 4.3 3.8 4.0 6.9 10.3
Number of Traders in Each Category Total Traders: 287
26 61 83 10 26 25 32 71 81 15 31 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 31,186
Positions
5,631 3,006 0 310 14,952 0 20,087 9,317 0 4,517 3,275 551 90 85
Changes from: January 19, 2016 Total Change is: -51
-320 173 0 -100 -408 0 208 -237 0 273 517 -52 -60 -44
Percent of Open Interest Represented by Each Category of Trader
18.1 9.6 0.0 1.0 47.9 0.0 64.4 29.9 0.0 14.5 10.5 1.8 0.3 0.3
Number of Traders in Each Category Total Traders: 49
. 4 0 . 13 0 6 11 0 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 32,589
Positions
1,435 2,283 0 155 14,976 1 29,757 9,952 0 1,161 5,260 0 80 117
Changes from: January 19, 2016 Total Change is: 41
-992 438 0 0 277 0 1,419 -727 0 -144 225 0 -242 -172
Percent of Open Interest Represented by Each Category of Trader
4.4 7.0 0.0 0.5 46.0 0.0 91.3 30.5 0.0 3.6 16.1 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 37
4 . 0 . 8 . 5 7 0 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 75,839
Positions
310 57,628 0 19,958 161 1,325 20,036 9,372 1,578 23,587 4,183 135 8,910 1,457
Changes from: January 19, 2016 Total Change is: -367
-148 691 0 -383 0 13 -1,028 -1,331 94 1,091 138 64 -70 -36
Percent of Open Interest Represented by Each Category of Trader
0.4 76.0 0.0 26.3 0.2 1.7 26.4 12.4 2.1 31.1 5.5 0.2 11.7 1.9
Number of Traders in Each Category Total Traders: 146
. 5 0 11 . . 37 17 10 59 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 249,347
Positions
23,182 68,996 15,633 31,360 6,734 37,106 70,217 46,783 33,438 2,448 3,773 14,040 21,923 22,844
Changes from: January 19, 2016 Total Change is: -28,411
-17,921 6,278 -7,517 6,340 -226 704 -1,052 -16,623 -2,728 -547 -2,984 -383 -5,307 -4,932
Percent of Open Interest Represented by Each Category of Trader
9.3 27.7 6.3 12.6 2.7 14.9 28.2 18.8 13.4 1.0 1.5 5.6 8.8 9.2
Number of Traders in Each Category Total Traders: 134
10 15 16 11 6 6 39 30 41 6 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 26, 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 16,387
Positions
109 3,499 0 2,782 1,448 2,018 8,771 9,038 264 2,072 32 0 371 88
Changes from: January 19, 2016 Total Change is: 1,285
0 152 0 1,119 -149 105 -1,052 1,607 0 973 0 0 140 -430
Percent of Open Interest Represented by Each Category of Trader
0.7 21.4 0.0 17.0 8.8 12.3 53.5 55.2 1.6 12.6 0.2 0.0 2.3 0.5
Number of Traders in Each Category Total Traders: 32
. . 0 5 . . 5 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 29, 2016