Traders in Financial Futures - Futures Only Positions as of February 9, 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 157,150
Positions
72,800 23,333 1,544 39,261 35,074 1,027 7,122 56,866 3,594 8,126 4,333 136 23,540 31,243
Changes from: February 2, 2016 Total Change is: -212
-364 13,728 -14 -532 -4,751 -47 -240 -50 275 -680 -446 114 1,276 -9,021
Percent of Open Interest Represented by Each Category of Trader
46.3 14.8 1.0 25.0 22.3 0.7 4.5 36.2 2.3 5.2 2.8 0.1 15.0 19.9
Number of Traders in Each Category Total Traders: 82
8 4 6 6 12 . 14 26 8 8 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 52,701
Positions
31,078 2,340 42 1,236 2,237 0 10,695 27,454 1,460 0 400 0 8,190 18,768
Changes from: February 2, 2016 Total Change is: -6,669
-4,261 335 0 0 -10 0 -5,729 -3,065 1,204 -33 400 0 2,150 -5,533
Percent of Open Interest Represented by Each Category of Trader
59.0 4.4 0.1 2.3 4.2 0.0 20.3 52.1 2.8 0.0 0.8 0.0 15.5 35.6
Number of Traders in Each Category Total Traders: 38
6 . . . 4 0 9 14 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 255,866
Positions
185,560 4,456 631 3,249 89,482 1,218 40,093 105,342 6,190 2,749 13,962 331 15,845 34,254
Changes from: February 2, 2016 Total Change is: -14,814
-11,179 -170 434 -173 6,349 -110 -1,474 -7,799 -2,629 780 -2,107 88 -551 -8,870
Percent of Open Interest Represented by Each Category of Trader
72.5 1.7 0.2 1.3 35.0 0.5 15.7 41.2 2.4 1.1 5.5 0.1 6.2 13.4
Number of Traders in Each Category Total Traders: 110
11 7 . . 26 5 19 34 15 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 237,081
Positions
70,404 89,756 323 28,346 50,412 5,705 62,341 56,896 2,759 40,384 1,980 236 26,583 29,014
Changes from: February 2, 2016 Total Change is: -208
501 18,702 185 4,575 -12,091 38 -10,298 335 -194 13 -4,431 157 4,815 -2,909
Percent of Open Interest Represented by Each Category of Trader
29.7 37.9 0.1 12.0 21.3 2.4 26.3 24.0 1.2 17.0 0.8 0.1 11.2 12.2
Number of Traders in Each Category Total Traders: 129
7 11 . 15 20 10 35 28 16 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 441,228
Positions
125,835 110,810 4,219 103,235 94,764 17,991 56,296 118,095 6,876 74,961 25,948 2,136 49,679 60,389
Changes from: February 2, 2016 Total Change is: 37,289
1,512 48,061 1,993 4,683 -13,635 3,079 11,300 -1,454 4,042 3,281 2,018 -991 8,390 -5,824
Percent of Open Interest Represented by Each Category of Trader
28.5 25.1 1.0 23.4 21.5 4.1 12.8 26.8 1.6 17.0 5.9 0.5 11.3 13.7
Number of Traders in Each Category Total Traders: 229
17 11 8 36 30 27 32 49 20 21 33 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 35,194
Positions
1,993 27,291 257 6,360 1,210 590 4,928 1,358 2 9,394 0 209 11,461 4,277
Changes from: February 2, 2016 Total Change is: 347
307 -12 257 -478 0 -24 768 10 2 182 0 16 -683 98
Percent of Open Interest Represented by Each Category of Trader
5.7 77.5 0.7 18.1 3.4 1.7 14.0 3.9 0.0 26.7 0.0 0.6 32.6 12.2
Number of Traders in Each Category Total Traders: 24
4 . . 6 . 4 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 113,354
Positions
53,554 6,886 474 21,282 9,997 975 18,587 33,209 1,399 459 34,937 0 16,624 25,477
Changes from: February 2, 2016 Total Change is: -8,702
-22,222 4,958 233 7,682 -2,685 -371 5,107 -4,872 86 0 -225 -9 792 -5,817
Percent of Open Interest Represented by Each Category of Trader
47.2 6.1 0.4 18.8 8.8 0.9 16.4 29.3 1.2 0.4 30.8 0.0 14.7 22.5
Number of Traders in Each Category Total Traders: 80
10 5 . 7 11 4 14 20 6 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 30,885
Positions
18,983 21,924 1,207 4,138 0 0 4,058 3,731 607 713 2,377 235 944 804
Changes from: February 2, 2016 Total Change is: -193
43 0 0 -50 0 0 -232 -189 15 0 53 0 31 -72
Percent of Open Interest Represented by Each Category of Trader
61.5 71.0 3.9 13.4 0.0 0.0 13.1 12.1 2.0 2.3 7.7 0.8 3.1 2.6
Number of Traders in Each Category Total Traders: 28
. 6 . . 0 0 7 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 155,692
Positions
76,810 54,594 173 6,662 6,155 936 38,885 54,246 26,272 2,459 5,140 107 3,388 8,069
Changes from: February 2, 2016 Total Change is: -10,603
6,864 -20 -73 -39,604 388 -422 16,820 -15,496 6,137 99 -604 0 -424 -513
Percent of Open Interest Represented by Each Category of Trader
49.3 35.1 0.1 4.3 4.0 0.6 25.0 34.8 16.9 1.6 3.3 0.1 2.2 5.2
Number of Traders in Each Category Total Traders: 124
9 4 . 6 9 . 19 53 16 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 14,405
Positions
1,562 5,713 0 5,878 160 0 5,682 5,530 140 135 1,635 0 1,008 1,227
Changes from: February 2, 2016 Total Change is: 126
0 0 0 389 0 0 -221 -186 139 -492 152 0 311 21
Percent of Open Interest Represented by Each Category of Trader
10.8 39.7 0.0 40.8 1.1 0.0 39.4 38.4 1.0 0.9 11.4 0.0 7.0 8.5
Number of Traders in Each Category Total Traders: 27
. . 0 . . 0 4 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 33,544
Positions
18,443 3,541 112 1,219 13,407 1 7,988 10,501 1,398 1,539 880 0 2,844 3,704
Changes from: February 2, 2016 Total Change is: 2,565
2,127 1,932 35 78 3,675 0 114 -2,354 287 -410 -101 0 334 -909
Percent of Open Interest Represented by Each Category of Trader
55.0 10.6 0.3 3.6 40.0 0.0 23.8 31.3 4.2 4.6 2.6 0.0 8.5 11.0
Number of Traders in Each Category Total Traders: 58
9 . . . . . 18 16 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 32,237
Positions
14,192 12,218 665 2,966 2,246 474 6,150 9,272 559 2,099 464 1 5,134 6,340
Changes from: February 2, 2016 Total Change is: 2,270
1,535 1,801 145 352 -960 6 128 2,223 -119 -34 -262 0 259 -563
Percent of Open Interest Represented by Each Category of Trader
44.0 37.9 2.1 9.2 7.0 1.5 19.1 28.8 1.7 6.5 1.4 0.0 15.9 19.7
Number of Traders in Each Category Total Traders: 87
20 12 4 9 4 4 16 16 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 64,474
Positions
28,384 24,436 1,330 5,931 4,492 947 12,299 18,544 1,117 4,197 928 1 10,268 12,679
Changes from: February 2, 2016 Total Change is: 4,540
3,070 3,601 289 703 -1,920 11 255 4,445 -237 -68 -524 0 517 -1,125
Percent of Open Interest Represented by Each Category of Trader
44.0 37.9 2.1 9.2 7.0 1.5 19.1 28.8 1.7 6.5 1.4 0.0 15.9 19.7
Number of Traders in Each Category Total Traders: 87
20 12 4 9 4 4 16 16 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 742,952
Positions
108,778 54,917 50,580 250,848 204,773 63,924 67,303 139,568 33,894 22,349 47,208 8,147 137,128 139,939
Changes from: February 2, 2016 Total Change is: 23,281
-2,319 3,653 10,408 2,149 7,719 2,132 4,630 -11,845 -2,489 617 8,846 -1,153 9,306 6,010
Percent of Open Interest Represented by Each Category of Trader
14.6 7.4 6.8 33.8 27.6 8.6 9.1 18.8 4.6 3.0 6.4 1.1 18.5 18.8
Number of Traders in Each Category Total Traders: 589
41 32 32 115 97 88 65 132 76 45 61 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 129,491
Positions
55,781 9,511 3,017 25,828 18,272 2,527 11,086 7,433 908 2,403 5,052 709 27,232 82,062
Changes from: February 2, 2016 Total Change is: 7,720
5,276 2,819 178 160 -402 132 583 -3,940 277 45 -443 -8 1,077 9,107
Percent of Open Interest Represented by Each Category of Trader
43.1 7.3 2.3 19.9 14.1 2.0 8.6 5.7 0.7 1.9 3.9 0.5 21.0 63.4
Number of Traders in Each Category Total Traders: 67
13 4 5 13 6 7 14 9 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,067,305
Positions
404,283 366,329 98,520 1,161,957 969,362 270,131 349,098 728,691 96,917 114,811 225,860 22,109 549,479 289,386
Changes from: February 2, 2016 Total Change is: 77,804
-11,328 30,819 24,501 10,926 41,584 9,019 2,563 -57,198 3,842 -5,262 38,320 2,400 41,143 -15,483
Percent of Open Interest Represented by Each Category of Trader
13.2 11.9 3.2 37.9 31.6 8.8 11.4 23.8 3.2 3.7 7.4 0.7 17.9 9.4
Number of Traders in Each Category Total Traders: 581
36 37 27 111 95 84 68 129 69 45 59 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 100,764
Positions
34,509 3,276 54 42,181 77,654 3,076 12,857 9,318 549 292 584 0 7,246 6,253
Changes from: February 2, 2016 Total Change is: -1,483
286 -1,287 -26 -2,877 2,046 158 278 -2,218 110 -263 30 0 851 -296
Percent of Open Interest Represented by Each Category of Trader
34.2 3.3 0.1 41.9 77.1 3.1 12.8 9.2 0.5 0.3 0.6 0.0 7.2 6.2
Number of Traders in Each Category Total Traders: 91
11 . . 37 18 14 10 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 57,062
Positions
10,995 22,539 338 24,634 13,793 1,706 11,494 10,485 765 2,454 2,663 117 4,560 4,657
Changes from: February 2, 2016 Total Change is: 2,848
2,305 -1,138 16 -463 1,783 762 673 -179 196 -1,255 1,477 56 558 -125
Percent of Open Interest Represented by Each Category of Trader
19.3 39.5 0.6 43.2 24.2 3.0 20.1 18.4 1.3 4.3 4.7 0.2 8.0 8.2
Number of Traders in Each Category Total Traders: 213
14 21 5 36 24 11 36 40 13 17 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 285,308
Positions
54,974 112,693 1,689 123,168 68,965 8,528 57,468 52,423 3,824 12,272 13,317 586 22,799 23,283
Changes from: February 2, 2016 Total Change is: 14,238
11,526 -5,690 78 -2,316 8,913 3,811 3,363 -895 981 -6,277 7,385 282 2,790 -627
Percent of Open Interest Represented by Each Category of Trader
19.3 39.5 0.6 43.2 24.2 3.0 20.1 18.4 1.3 4.3 4.7 0.2 8.0 8.2
Number of Traders in Each Category Total Traders: 213
14 21 5 36 24 11 36 40 13 17 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 439,092
Positions
194,880 35,871 1,726 109,155 221,914 26,090 77,406 119,386 5,306 8,021 9,751 57 16,451 18,991
Changes from: February 2, 2016 Total Change is: 20,127
5,840 1,132 294 -2,061 21,109 1,008 10,697 -3,921 314 1,723 76 -23 2,335 138
Percent of Open Interest Represented by Each Category of Trader
44.4 8.2 0.4 24.9 50.5 5.9 17.6 27.2 1.2 1.8 2.2 0.0 3.7 4.3
Number of Traders in Each Category Total Traders: 274
24 12 . 51 61 26 35 62 15 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 41,491
Positions
4,623 6,479 106 17,433 801 88 6,869 7,543 0 4,686 21,301 0 7,686 5,173
Changes from: February 2, 2016 Total Change is: -791
5 -876 14 -1,328 -131 38 -475 138 0 943 -24 -13 25 63
Percent of Open Interest Represented by Each Category of Trader
11.1 15.6 0.3 42.0 1.9 0.2 16.6 18.2 0.0 11.3 51.3 0.0 18.5 12.5
Number of Traders in Each Category Total Traders: 48
. 8 . 11 . . 8 9 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 101,027
Positions
25,664 14,415 3,928 15,484 4,186 9 33,181 9,927 2,505 8,629 895 0 11,627 65,162
Changes from: February 2, 2016 Total Change is: 6,498
1,636 3,531 669 686 563 1 842 3,295 -174 2,073 -1,289 0 765 -98
Percent of Open Interest Represented by Each Category of Trader
25.4 14.3 3.9 15.3 4.1 0.0 32.8 9.8 2.5 8.5 0.9 0.0 11.5 64.5
Number of Traders in Each Category Total Traders: 100
20 13 4 12 4 . 28 12 8 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 202,072
Positions
9,461 101,311 486 124,536 74,668 7,442 47,682 6,945 3,097 2,493 2,863 9 6,866 5,251
Changes from: February 2, 2016 Total Change is: 5,105
3,916 1,337 175 -1,283 7,166 -1,419 3,253 -1,825 234 -55 249 5 279 -817
Percent of Open Interest Represented by Each Category of Trader
4.7 50.1 0.2 61.6 37.0 3.7 23.6 3.4 1.5 1.2 1.4 0.0 3.4 2.6
Number of Traders in Each Category Total Traders: 129
9 11 . 37 28 15 22 8 5 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 538,640
Positions
38,065 138,235 2,712 256,891 196,853 100,692 98,708 66,998 7,698 16,649 11,937 1,889 15,336 11,626
Changes from: February 2, 2016 Total Change is: 14,978
-1,568 9,319 1,325 9,890 -799 706 4,595 2,685 684 -969 623 443 -128 -8
Percent of Open Interest Represented by Each Category of Trader
7.1 25.7 0.5 47.7 36.5 18.7 18.3 12.4 1.4 3.1 2.2 0.4 2.8 2.2
Number of Traders in Each Category Total Traders: 271
19 21 6 69 48 34 32 43 19 25 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 571,022
Positions
8,645 67,351 508 239,804 144,178 93,368 56,489 77,528 22,281 5,279 34,464 184 144,464 131,160
Changes from: February 2, 2016 Total Change is: 20,535
2,283 5,252 -145 -1,776 2,395 7,276 11,005 12,484 6,366 1,181 -2,436 -172 -5,483 -10,485
Percent of Open Interest Represented by Each Category of Trader
1.5 11.8 0.1 42.0 25.2 16.4 9.9 13.6 3.9 0.9 6.0 0.0 25.3 23.0
Number of Traders in Each Category Total Traders: 158
5 17 4 40 28 33 24 28 23 6 9 .
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Traders in Financial Futures - Futures Only Positions as of February 9, 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 631,270
Positions
3,360 79,714 2,042 387,883 121,692 60,149 29,682 270,724 10,886 7,784 7,318 0 129,484 78,745
Changes from: February 2, 2016 Total Change is: 2,281
423 9,366 1,278 4,392 -751 -244 -827 -8,127 189 0 -1,755 0 -2,930 2,325
Percent of Open Interest Represented by Each Category of Trader
0.5 12.6 0.3 61.4 19.3 9.5 4.7 42.9 1.7 1.2 1.2 0.0 20.5 12.5
Number of Traders in Each Category Total Traders: 102
. 9 . 48 15 31 11 13 12 . . 0
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Traders in Financial Futures - Futures Only Positions as of February 9, 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 1,203,130
Positions
22,919 150,751 5,820 357,871 223,540 103,705 354,769 347,979 75,999 137,263 126,215 19,459 125,325 149,662
Changes from: February 2, 2016 Total Change is: 72,974
-2,212 16,820 2,973 8,669 -22,736 1,143 26,450 58,074 15,131 7,449 -4,696 5,100 8,271 1,165
Percent of Open Interest Represented by Each Category of Trader
1.9 12.5 0.5 29.7 18.6 8.6 29.5 28.9 6.3 11.4 10.5 1.6 10.4 12.4
Number of Traders in Each Category Total Traders: 263
8 30 7 53 37 44 36 48 34 20 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 3,034,110
Positions
80,778 303,547 77,823 1,168,268 745,867 370,007 459,277 773,971 142,387 344,830 167,093 17,219 373,521 436,196
Changes from: February 2, 2016 Total Change is: 49,614
13,587 9,342 26,513 14,648 -6,031 -19,570 12,121 41,291 11,116 -6,389 3,183 -2,323 -89 -13,907
Percent of Open Interest Represented by Each Category of Trader
2.7 10.0 2.6 38.5 24.6 12.2 15.1 25.5 4.7 11.4 5.5 0.6 12.3 14.4
Number of Traders in Each Category Total Traders: 370
16 41 16 63 77 73 55 65 62 16 37 17
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Traders in Financial Futures - Futures Only Positions as of February 9, 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 2,758,677
Positions
64,773 374,871 42,993 1,378,633 436,260 355,469 359,656 882,759 122,822 125,783 190,067 4,744 303,804 348,692
Changes from: February 2, 2016 Total Change is: 60,479
18,228 51,913 5,944 -54,772 -8,043 13,353 9,677 -18,874 47,163 9,515 -29,865 939 10,432 -2,051
Percent of Open Interest Represented by Each Category of Trader
2.3 13.6 1.6 50.0 15.8 12.9 13.0 32.0 4.5 4.6 6.9 0.2 11.0 12.6
Number of Traders in Each Category Total Traders: 296
10 34 10 54 47 49 37 61 46 15 38 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 779,818
Positions
316,732 168,709 224,864 4,139 9,319 26,872 25,515 121,042 130,212 18,208 43,587 8,813 24,463 46,400
Changes from: February 2, 2016 Total Change is: 39,370
32,720 19,570 22,286 0 -2,889 -5,168 -195 1,183 -1,292 297 9,907 -10,004 726 5,777
Percent of Open Interest Represented by Each Category of Trader
40.6 21.6 28.8 0.5 1.2 3.4 3.3 15.5 16.7 2.3 5.6 1.1 3.1 6.0
Number of Traders in Each Category Total Traders: 103
12 30 33 . 4 5 9 32 32 4 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 is10,966,206
Positions
2,317,413 1,631,016 2,509,594 1,027,053 1,353,119 391,360 1,538,179 1,512,161 1,544,517 418,623 455,472 423,893 795,574 1,145,074
Changes from: February 2, 2016 Total Change is: -203,431
-125,864 -107,460 46,974 -17,895 -25,132 38,265 25,372 -66,561 -131,210 -89,567 9,326 14,696 35,798 17,671
Percent of Open Interest Represented by Each Category of Trader
21.1 14.9 22.9 9.4 12.3 3.6 14.0 13.8 14.1 3.8 4.2 3.9 7.3 10.4
Number of Traders in Each Category Total Traders: 273
26 57 79 11 26 28 32 68 76 14 28 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 29,520
Positions
4,752 4,813 0 310 12,573 12 17,344 9,022 0 6,684 2,753 259 159 88
Changes from: February 2, 2016 Total Change is: -140
-734 1,773 0 0 -1,772 12 -1,260 77 0 1,916 -74 -117 43 -39
Percent of Open Interest Represented by Each Category of Trader
16.1 16.3 0.0 1.1 42.6 0.0 58.8 30.6 0.0 22.6 9.3 0.9 0.5 0.3
Number of Traders in Each Category Total Traders: 44
. 4 0 . 11 . 5 11 0 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 38,148
Positions
1,700 6,964 0 502 16,249 1 33,717 9,719 0 2,050 5,191 0 178 24
Changes from: February 2, 2016 Total Change is: 6,254
-96 5,068 0 347 975 0 4,895 510 0 1,010 -298 0 98 -1
Percent of Open Interest Represented by Each Category of Trader
4.5 18.3 0.0 1.3 42.6 0.0 88.4 25.5 0.0 5.4 13.6 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 39
. . 0 . 9 . 7 7 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 75,853
Positions
709 53,768 0 17,099 2,828 579 27,594 11,811 3,117 19,572 1,134 16 7,167 2,600
Changes from: February 2, 2016 Total Change is: -267
406 -3,327 0 -2,070 2,764 -903 6,061 1,209 1,128 -2,864 -2,233 -19 -2,006 1,114
Percent of Open Interest Represented by Each Category of Trader
0.9 70.9 0.0 22.5 3.7 0.8 36.4 15.6 4.1 25.8 1.5 0.0 9.4 3.4
Number of Traders in Each Category Total Traders: 130
. . 0 7 4 . 33 18 10 51 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 261,604
Positions
21,171 67,084 22,588 44,361 7,105 25,381 63,756 60,705 36,943 4,889 2,206 15,166 27,349 24,426
Changes from: February 2, 2016 Total Change is: 8,991
-1,729 -1,577 3,306 -5,808 163 -4,313 7,418 11,431 3,195 2,795 -1,137 541 3,586 -2,618
Percent of Open Interest Represented by Each Category of Trader
8.1 25.6 8.6 17.0 2.7 9.7 24.4 23.2 14.1 1.9 0.8 5.8 10.5 9.3
Number of Traders in Each Category Total Traders: 154
8 18 18 15 6 7 45 35 49 8 7 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 9, 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 17,023
Positions
226 3,244 0 3,395 2,684 1,599 10,825 8,132 264 322 1,000 0 392 100
Changes from: February 2, 2016 Total Change is: 301
6 0 0 435 318 -264 116 18 0 0 218 0 8 11
Percent of Open Interest Represented by Each Category of Trader
1.3 19.1 0.0 19.9 15.8 9.4 63.6 47.8 1.6 1.9 5.9 0.0 2.3 0.6
Number of Traders in Each Category Total Traders: 32
. . 0 5 4 4 8 7 . . . 0
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Updated February 12, 2016