Traders in Financial Futures - Futures Only Positions as of February 2, 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 157,362
Positions
73,164 9,605 1,558 39,793 39,825 1,074 7,362 56,916 3,319 8,806 4,779 22 22,264 40,264
Changes from: January 26, 2016 Total Change is: -7,878
-5,024 5,978 -61 3,010 -3,404 73 -3,163 -13,646 310 -406 1,867 13 -2,630 992
Percent of Open Interest Represented by Each Category of Trader
46.5 6.1 1.0 25.3 25.3 0.7 4.7 36.2 2.1 5.6 3.0 0.0 14.1 25.6
Number of Traders in Each Category Total Traders: 89
11 . 5 7 11 4 11 32 8 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 59,370
Positions
35,339 2,005 42 1,236 2,247 0 16,424 30,519 256 33 0 0 6,040 24,301
Changes from: January 26, 2016 Total Change is: 3,676
2,449 1,555 -46 0 17 0 893 1,218 -4 33 -5 0 351 941
Percent of Open Interest Represented by Each Category of Trader
59.5 3.4 0.1 2.1 3.8 0.0 27.7 51.4 0.4 0.1 0.0 0.0 10.2 40.9
Number of Traders in Each Category Total Traders: 42
6 . . . 4 0 14 13 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 270,680
Positions
196,739 4,626 197 3,422 83,133 1,328 41,567 113,141 8,819 1,969 16,069 243 16,396 43,124
Changes from: January 26, 2016 Total Change is: -2,118
2,447 -93 9 47 -7,860 -487 -3,322 6,571 1,280 27 -1,387 38 -2,157 -189
Percent of Open Interest Represented by Each Category of Trader
72.7 1.7 0.1 1.3 30.7 0.5 15.4 41.8 3.3 0.7 5.9 0.1 6.1 15.9
Number of Traders in Each Category Total Traders: 118
12 7 4 . 24 6 22 40 16 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 237,289
Positions
69,903 71,054 138 23,771 62,503 5,667 72,639 56,561 2,953 40,371 6,411 79 21,768 31,923
Changes from: January 26, 2016 Total Change is: -13,422
4,471 -21,582 65 -4,484 3,713 36 -4,910 -3,258 336 839 2,273 29 -9,804 4,966
Percent of Open Interest Represented by Each Category of Trader
29.5 29.9 0.1 10.0 26.3 2.4 30.6 23.8 1.2 17.0 2.7 0.0 9.2 13.5
Number of Traders in Each Category Total Traders: 130
8 9 4 13 25 9 36 26 14 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 403,939
Positions
124,323 62,749 2,226 98,552 108,399 14,912 44,996 119,549 2,834 71,680 23,930 3,127 41,289 66,213
Changes from: January 26, 2016 Total Change is: 1,712
-9,382 28,030 164 2,742 -7,191 -118 3,190 -11,232 -293 21,417 -961 246 -16,254 -6,933
Percent of Open Interest Represented by Each Category of Trader
30.8 15.5 0.6 24.4 26.8 3.7 11.1 29.6 0.7 17.7 5.9 0.8 10.2 16.4
Number of Traders in Each Category Total Traders: 229
16 10 8 34 33 27 27 54 15 23 32 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 34,847
Positions
1,686 27,303 0 6,838 1,210 614 4,160 1,348 0 9,212 0 193 12,144 4,179
Changes from: January 26, 2016 Total Change is: 3,000
-7 2,842 0 582 -84 -4 -367 555 0 7,196 0 193 -4,593 -502
Percent of Open Interest Represented by Each Category of Trader
4.8 78.4 0.0 19.6 3.5 1.8 11.9 3.9 0.0 26.4 0.0 0.6 34.8 12.0
Number of Traders in Each Category Total Traders: 22
. . 0 6 . 4 . . 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 122,056
Positions
75,776 1,928 241 13,600 12,682 1,346 13,480 38,081 1,313 459 35,162 9 15,832 31,294
Changes from: January 26, 2016 Total Change is: -3,395
-10,251 436 92 7,664 2,549 -647 -592 -3,454 231 0 -96 0 108 -2,506
Percent of Open Interest Represented by Each Category of Trader
62.1 1.6 0.2 11.1 10.4 1.1 11.0 31.2 1.1 0.4 28.8 0.0 13.0 25.6
Number of Traders in Each Category Total Traders: 84
12 4 . 8 10 6 11 25 8 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 31,078
Positions
18,940 21,924 1,207 4,188 0 0 4,290 3,920 592 713 2,324 235 913 876
Changes from: January 26, 2016 Total Change is: 858
-111 -62 0 -100 0 0 1,250 658 0 -113 112 0 -68 150
Percent of Open Interest Represented by Each Category of Trader
60.9 70.5 3.9 13.5 0.0 0.0 13.8 12.6 1.9 2.3 7.5 0.8 2.9 2.8
Number of Traders in Each Category Total Traders: 27
. 6 . . 0 0 7 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 166,295
Positions
69,946 54,614 246 46,266 5,767 1,358 22,065 69,742 20,135 2,360 5,744 107 3,812 8,582
Changes from: January 26, 2016 Total Change is: -1,468
1,109 -13 -1 1,090 -48 -605 -3,131 -537 25 -310 -934 7 348 638
Percent of Open Interest Represented by Each Category of Trader
42.1 32.8 0.1 27.8 3.5 0.8 13.3 41.9 12.1 1.4 3.5 0.1 2.3 5.2
Number of Traders in Each Category Total Traders: 129
8 4 . 7 9 . 22 56 13 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 14,279
Positions
1,562 5,713 0 5,489 160 0 5,903 5,716 1 627 1,483 0 697 1,206
Changes from: January 26, 2016 Total Change is: -4,391
-363 3,082 -1,933 -85 160 0 -103 -692 -2,469 495 -2,591 0 67 52
Percent of Open Interest Represented by Each Category of Trader
10.9 40.0 0.0 38.4 1.1 0.0 41.3 40.0 0.0 4.4 10.4 0.0 4.9 8.4
Number of Traders in Each Category Total Traders: 26
. . 0 . . 0 4 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 30,979
Positions
16,316 1,609 77 1,141 9,732 1 7,874 12,855 1,111 1,949 981 0 2,510 4,613
Changes from: January 26, 2016 Total Change is: 542
2,782 -69 -20 -293 266 0 -2,196 766 407 -250 -92 0 112 -716
Percent of Open Interest Represented by Each Category of Trader
52.7 5.2 0.2 3.7 31.4 0.0 25.4 41.5 3.6 6.3 3.2 0.0 8.1 14.9
Number of Traders in Each Category Total Traders: 69
9 . . . 5 . 13 27 6 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 29,967
Positions
12,657 10,418 521 2,614 3,206 468 6,022 7,050 677 2,133 726 1 4,876 6,902
Changes from: January 26, 2016 Total Change is: -588
-642 -1,959 205 -327 623 -57 -169 -313 478 376 -88 0 -453 522
Percent of Open Interest Represented by Each Category of Trader
42.2 34.8 1.7 8.7 10.7 1.6 20.1 23.5 2.3 7.1 2.4 0.0 16.3 23.0
Number of Traders in Each Category Total Traders: 81
20 11 4 8 4 4 15 14 4 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 59,934
Positions
25,314 20,835 1,041 5,228 6,412 936 12,044 14,099 1,354 4,265 1,452 1 9,751 13,804
Changes from: January 26, 2016 Total Change is: -1,176
-1,284 -3,918 409 -654 1,246 -113 -337 -625 956 752 -175 0 -905 1,044
Percent of Open Interest Represented by Each Category of Trader
42.2 34.8 1.7 8.7 10.7 1.6 20.1 23.5 2.3 7.1 2.4 0.0 16.3 23.0
Number of Traders in Each Category Total Traders: 81
20 11 4 8 4 4 15 14 4 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 719,671
Positions
111,098 51,264 40,172 248,699 197,055 61,792 62,672 151,413 36,384 21,732 38,362 9,299 127,822 133,929
Changes from: January 26, 2016 Total Change is: 32,590
12,566 -9,019 9,225 6,937 -5,058 3,558 -11,969 7,458 9,803 -2,306 2,127 -230 5,005 14,725
Percent of Open Interest Represented by Each Category of Trader
15.4 7.1 5.6 34.6 27.4 8.6 8.7 21.0 5.1 3.0 5.3 1.3 17.8 18.6
Number of Traders in Each Category Total Traders: 597
38 32 28 117 97 89 71 135 74 43 64 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 121,771
Positions
50,505 6,692 2,839 25,668 18,674 2,395 10,503 11,373 631 2,358 5,495 717 26,155 72,955
Changes from: January 26, 2016 Total Change is: 14,544
13,403 273 98 -68 -218 285 2,489 4,609 198 11 -239 4 -1,876 9,534
Percent of Open Interest Represented by Each Category of Trader
41.5 5.5 2.3 21.1 15.3 2.0 8.6 9.3 0.5 1.9 4.5 0.6 21.5 59.9
Number of Traders in Each Category Total Traders: 67
13 4 5 14 5 7 13 11 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 2,989,501
Positions
415,611 335,510 74,019 1,151,031 927,778 261,112 346,535 785,889 93,075 120,073 187,540 19,709 508,336 304,869
Changes from: January 26, 2016 Total Change is: 90,231
24,762 -17,511 16,689 31,880 -27,343 19,511 -33,251 53,282 8,987 -15,144 8,270 2,391 34,406 25,955
Percent of Open Interest Represented by Each Category of Trader
13.9 11.2 2.5 38.5 31.0 8.7 11.6 26.3 3.1 4.0 6.3 0.7 17.0 10.2
Number of Traders in Each Category Total Traders: 589
35 34 24 113 95 85 71 135 66 46 60 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 102,247
Positions
34,223 4,563 80 45,058 75,608 2,918 12,579 11,536 439 555 554 0 6,395 6,549
Changes from: January 26, 2016 Total Change is: -1,188
-3,101 99 3 4,081 -3,294 310 -2,044 658 -27 555 0 0 -965 1,063
Percent of Open Interest Represented by Each Category of Trader
33.5 4.5 0.1 44.1 73.9 2.9 12.3 11.3 0.4 0.5 0.5 0.0 6.3 6.4
Number of Traders in Each Category Total Traders: 95
11 . . 37 18 14 11 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 54,214
Positions
8,690 23,677 322 25,097 12,010 943 10,821 10,664 569 3,710 1,186 61 4,002 4,782
Changes from: January 26, 2016 Total Change is: 435
1,013 -2,125 76 -387 -406 -15 -50 2,325 -47 214 124 50 -418 454
Percent of Open Interest Represented by Each Category of Trader
16.0 43.7 0.6 46.3 22.2 1.7 20.0 19.7 1.0 6.8 2.2 0.1 7.4 8.8
Number of Traders in Each Category Total Traders: 197
14 21 6 37 24 7 35 36 15 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 271,070
Positions
43,448 118,383 1,611 125,484 60,052 4,717 54,105 53,318 2,843 18,549 5,932 304 20,009 23,910
Changes from: January 26, 2016 Total Change is: 2,174
5,063 -10,624 380 -1,934 -2,029 -77 -249 11,625 -235 1,069 618 248 -2,091 2,268
Percent of Open Interest Represented by Each Category of Trader
16.0 43.7 0.6 46.3 22.2 1.7 20.0 19.7 1.0 6.8 2.2 0.1 7.4 8.8
Number of Traders in Each Category Total Traders: 197
14 21 6 37 24 7 35 36 15 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 418,965
Positions
189,040 34,739 1,432 111,216 200,805 25,082 66,709 123,307 4,992 6,298 9,675 80 14,116 18,853
Changes from: January 26, 2016 Total Change is: 4,396
6,699 -3,941 -45 4,877 1,167 93 -4,906 4,876 -35 -165 1,055 43 -2,165 1,183
Percent of Open Interest Represented by Each Category of Trader
45.1 8.3 0.3 26.5 47.9 6.0 15.9 29.4 1.2 1.5 2.3 0.0 3.4 4.5
Number of Traders in Each Category Total Traders: 279
25 11 . 52 61 26 31 70 13 12 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 42,282
Positions
4,618 7,355 92 18,761 932 50 7,344 7,405 0 3,743 21,325 13 7,661 5,110
Changes from: January 26, 2016 Total Change is: -929
-282 87 -72 85 89 8 2,346 -335 -160 -220 18 13 -2,647 -577
Percent of Open Interest Represented by Each Category of Trader
10.9 17.4 0.2 44.4 2.2 0.1 17.4 17.5 0.0 8.9 50.4 0.0 18.1 12.1
Number of Traders in Each Category Total Traders: 50
. 7 . 13 . . 10 9 0 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 94,529
Positions
24,028 10,884 3,259 14,798 3,623 8 32,339 6,632 2,679 6,556 2,184 0 10,862 65,260
Changes from: January 26, 2016 Total Change is: -7,937
-2,668 -2,798 385 -6,343 502 -4 843 -1,594 1,157 -1,344 2,184 0 37 -7,769
Percent of Open Interest Represented by Each Category of Trader
25.4 11.5 3.4 15.7 3.8 0.0 34.2 7.0 2.8 6.9 2.3 0.0 11.5 69.0
Number of Traders in Each Category Total Traders: 91
18 10 . 13 . . 27 10 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 196,967
Positions
5,545 99,974 311 125,819 67,502 8,861 44,429 8,770 2,863 2,548 2,614 4 6,587 6,068
Changes from: January 26, 2016 Total Change is: 760
-1,272 3,150 37 -1,905 -515 1,020 2,541 -3,681 18 195 248 4 122 479
Percent of Open Interest Represented by Each Category of Trader
2.8 50.8 0.2 63.9 34.3 4.5 22.6 4.5 1.5 1.3 1.3 0.0 3.3 3.1
Number of Traders in Each Category Total Traders: 123
7 10 . 39 27 16 17 9 4 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 523,662
Positions
39,633 128,916 1,387 247,001 197,652 99,986 94,113 64,313 7,014 17,618 11,314 1,446 15,464 11,634
Changes from: January 26, 2016 Total Change is: 480
-5,134 -21,367 -244 9,707 6,118 5,044 -7,672 11,853 -2,374 5,490 2,557 -751 -3,586 -356
Percent of Open Interest Represented by Each Category of Trader
7.6 24.6 0.3 47.2 37.7 19.1 18.0 12.3 1.3 3.4 2.2 0.3 3.0 2.2
Number of Traders in Each Category Total Traders: 263
18 22 6 63 50 35 26 43 16 27 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 550,487
Positions
6,362 62,099 653 241,580 141,783 86,092 45,484 65,044 15,915 4,098 36,900 356 149,947 141,645
Changes from: January 26, 2016 Total Change is: 16,312
1,864 -5,641 324 -63 3,292 6,140 2,116 1,374 5,829 99 2,254 45 -42 2,695
Percent of Open Interest Represented by Each Category of Trader
1.2 11.3 0.1 43.9 25.8 15.6 8.3 11.8 2.9 0.7 6.7 0.1 27.2 25.7
Number of Traders in Each Category Total Traders: 145
6 13 6 37 29 34 18 27 19 6 9 .
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Traders in Financial Futures - Futures Only Positions as of February 2, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 628,989
Positions
2,937 70,348 764 383,491 122,443 60,393 30,509 278,851 10,697 7,784 9,073 0 132,414 76,420
Changes from: January 26, 2016 Total Change is: 1,142
-284 -1,744 -847 -10,381 1,211 94 3,853 7,453 -149 -776 0 0 9,632 -4,876
Percent of Open Interest Represented by Each Category of Trader
0.5 11.2 0.1 61.0 19.5 9.6 4.9 44.3 1.7 1.2 1.4 0.0 21.1 12.1
Number of Traders in Each Category Total Traders: 108
. 8 . 49 16 30 13 15 10 . . 0
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Traders in Financial Futures - Futures Only Positions as of February 2, 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 1,130,156
Positions
25,131 133,931 2,847 349,202 246,276 102,562 328,319 289,905 60,868 129,814 130,911 14,359 117,054 148,497
Changes from: January 26, 2016 Total Change is: 55,871
5,322 29,331 -6,386 10,775 -17,307 1,267 4,035 24,318 23,595 6,106 -870 6,019 5,138 -4,096
Percent of Open Interest Represented by Each Category of Trader
2.2 11.9 0.3 30.9 21.8 9.1 29.1 25.7 5.4 11.5 11.6 1.3 10.4 13.1
Number of Traders in Each Category Total Traders: 261
9 31 6 52 36 46 37 47 32 16 33 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,984,496
Positions
67,191 294,205 51,310 1,153,620 751,898 389,577 447,156 732,680 131,271 351,219 163,910 19,542 373,610 450,103
Changes from: January 26, 2016 Total Change is: 98,548
1,407 -20,904 18,930 -35,740 -55,512 28,492 -5,191 63,979 45,305 26,067 2,519 -520 19,798 16,259
Percent of Open Interest Represented by Each Category of Trader
2.3 9.9 1.7 38.7 25.2 13.1 15.0 24.5 4.4 11.8 5.5 0.7 12.5 15.1
Number of Traders in Each Category Total Traders: 365
13 35 14 63 80 76 52 66 48 21 35 12
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Traders in Financial Futures - Futures Only Positions as of February 2, 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 2,698,198
Positions
46,545 322,958 37,049 1,433,405 444,303 342,116 349,979 901,633 75,659 116,268 219,932 3,805 293,372 350,743
Changes from: January 26, 2016 Total Change is: 62,364
-3,101 7,850 -4,856 26,187 5,500 13,094 28,176 -11,050 3,945 1,677 48,502 -493 -2,265 -128
Percent of Open Interest Represented by Each Category of Trader
1.7 12.0 1.4 53.1 16.5 12.7 13.0 33.4 2.8 4.3 8.2 0.1 10.9 13.0
Number of Traders in Each Category Total Traders: 286
9 29 11 52 47 50 35 60 38 14 40 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 740,448
Positions
284,012 149,139 202,578 4,139 12,208 32,040 25,710 119,859 131,504 17,911 33,680 18,817 23,737 40,623
Changes from: January 26, 2016 Total Change is: -79,258
-22,994 -83,620 -14,030 -4,672 -5,447 8,399 -6,204 31,678 -10,265 -15,701 10,908 -15,261 1,470 -1,620
Percent of Open Interest Represented by Each Category of Trader
38.4 20.1 27.4 0.6 1.6 4.3 3.5 16.2 17.8 2.4 4.5 2.5 3.2 5.5
Number of Traders in Each Category Total Traders: 106
13 28 34 . 4 5 11 30 30 . 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 is11,169,637
Positions
2,443,277 1,738,476 2,462,620 1,044,948 1,378,251 353,095 1,512,807 1,578,722 1,675,727 508,190 446,146 409,197 759,776 1,127,403
Changes from: January 26, 2016 Total Change is: 229,424
-52,381 61,675 13,029 37,307 25,876 33,025 181,008 90,792 -595 39,658 35,085 -24,690 3,063 -4,773
Percent of Open Interest Represented by Each Category of Trader
21.9 15.6 22.0 9.4 12.3 3.2 13.5 14.1 15.0 4.5 4.0 3.7 6.8 10.1
Number of Traders in Each Category Total Traders: 287
27 58 79 11 26 23 33 73 82 14 30 31
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Traders in Financial Futures - Futures Only Positions as of February 2, 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 29,660
Positions
5,486 3,040 0 310 14,345 0 18,604 8,945 0 4,768 2,827 376 116 127
Changes from: January 26, 2016 Total Change is: -1,526
-145 34 0 0 -607 0 -1,483 -372 0 251 -448 -175 26 42
Percent of Open Interest Represented by Each Category of Trader
18.5 10.2 0.0 1.0 48.4 0.0 62.7 30.2 0.0 16.1 9.5 1.3 0.4 0.4
Number of Traders in Each Category Total Traders: 46
. . 0 . 13 0 5 11 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 31,894
Positions
1,796 1,896 0 155 15,274 1 28,822 9,209 0 1,040 5,489 0 80 25
Changes from: January 26, 2016 Total Change is: -695
361 -387 0 0 298 0 -935 -743 0 -121 229 0 0 -92
Percent of Open Interest Represented by Each Category of Trader
5.6 5.9 0.0 0.5 47.9 0.0 90.4 28.9 0.0 3.3 17.2 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 42
5 . 0 . 9 . 5 8 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 76,120
Positions
303 57,095 0 19,169 64 1,482 21,533 10,602 1,989 22,436 3,367 35 9,173 1,486
Changes from: January 26, 2016 Total Change is: 281
-7 -533 0 -789 -97 157 1,497 1,230 411 -1,151 -816 -100 263 29
Percent of Open Interest Represented by Each Category of Trader
0.4 75.0 0.0 25.2 0.1 1.9 28.3 13.9 2.6 29.5 4.4 0.0 12.1 2.0
Number of Traders in Each Category Total Traders: 143
. 5 0 11 . . 38 16 8 57 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 252,613
Positions
22,900 68,661 19,282 50,169 6,942 29,694 56,338 49,274 33,748 2,094 3,343 14,625 23,763 27,044
Changes from: January 26, 2016 Total Change is: 3,266
-282 -335 3,649 18,809 208 -7,412 -13,879 2,491 310 -354 -430 585 1,840 4,200
Percent of Open Interest Represented by Each Category of Trader
9.1 27.2 7.6 19.9 2.7 11.8 22.3 19.5 13.4 0.8 1.3 5.8 9.4 10.7
Number of Traders in Each Category Total Traders: 147
12 12 17 13 5 6 42 35 46 8 9 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 16,722
Positions
220 3,244 0 2,960 2,366 1,863 10,709 8,114 264 322 782 0 384 89
Changes from: January 26, 2016 Total Change is: 335
111 -255 0 178 918 -155 1,938 -924 0 -1,750 750 0 13 1
Percent of Open Interest Represented by Each Category of Trader
1.3 19.4 0.0 17.7 14.1 11.1 64.0 48.5 1.6 1.9 4.7 0.0 2.3 0.5
Number of Traders in Each Category Total Traders: 33
. . 0 5 4 4 8 7 . . . 0
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Updated February 5, 2016