Traders in Financial Futures - Futures Only Positions as of February 16, 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 158,608
Positions
72,134 31,520 1,120 39,678 32,940 1,079 7,142 53,122 3,982 9,892 3,962 174 23,407 30,709
Changes from: February 9, 2016 Total Change is: 1,458
-666 8,187 -424 417 -2,134 52 20 -3,744 388 1,766 -371 38 -133 -534
Percent of Open Interest Represented by Each Category of Trader
45.5 19.9 0.7 25.0 20.8 0.7 4.5 33.5 2.5 6.2 2.5 0.1 14.8 19.4
Number of Traders in Each Category Total Traders: 83
7 5 5 8 11 4 9 29 8 10 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 48,564
Positions
25,670 2,645 165 1,236 2,225 0 10,417 24,361 1,503 0 400 0 9,573 17,265
Changes from: February 9, 2016 Total Change is: -4,137
-5,408 305 123 0 -12 0 -278 -3,093 43 0 0 0 1,383 -1,503
Percent of Open Interest Represented by Each Category of Trader
52.9 5.4 0.3 2.5 4.6 0.0 21.5 50.2 3.1 0.0 0.8 0.0 19.7 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 16, 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 260,649
Positions
184,281 4,462 614 3,586 91,957 1,353 46,047 104,980 6,869 2,541 13,752 289 15,069 36,373
Changes from: February 9, 2016 Total Change is: 4,783
-1,279 6 -17 337 2,475 135 5,954 -362 679 -208 -210 -42 -776 2,119
Percent of Open Interest Represented by Each Category of Trader
70.7 1.7 0.2 1.4 35.3 0.5 17.7 40.3 2.6 1.0 5.3 0.1 5.8 14.0
Number of Traders in Each Category Total Traders: 112
11 7 . . 25 6 26 31 14 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 248,985
Positions
70,860 97,322 98 30,094 56,636 5,509 69,256 53,947 2,828 40,281 6,144 218 29,841 26,283
Changes from: February 9, 2016 Total Change is: 11,904
456 7,566 -225 1,748 6,224 -196 6,915 -2,949 69 -103 4,164 -18 3,258 -2,731
Percent of Open Interest Represented by Each Category of Trader
28.5 39.1 0.0 12.1 22.7 2.2 27.8 21.7 1.1 16.2 2.5 0.1 12.0 10.6
Number of Traders in Each Category Total Traders: 126
6 13 . 14 20 9 33 28 19 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 429,997
Positions
118,338 122,124 4,022 100,634 93,660 17,980 57,265 98,372 7,163 73,321 29,843 2,036 49,238 54,797
Changes from: February 9, 2016 Total Change is: -11,231
-7,497 11,314 -197 -2,601 -1,104 -11 969 -19,723 287 -1,640 3,895 -100 -441 -5,592
Percent of Open Interest Represented by Each Category of Trader
27.5 28.4 0.9 23.4 21.8 4.2 13.3 22.9 1.7 17.1 6.9 0.5 11.5 12.7
Number of Traders in Each Category Total Traders: 231
16 11 8 35 31 25 30 52 20 20 36 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 34,818
Positions
2,090 27,368 263 6,453 1,208 522 5,017 793 0 8,806 0 183 11,484 4,481
Changes from: February 9, 2016 Total Change is: -376
97 77 6 93 -2 -68 89 -565 -2 -588 0 -26 23 204
Percent of Open Interest Represented by Each Category of Trader
6.0 78.6 0.8 18.5 3.5 1.5 14.4 2.3 0.0 25.3 0.0 0.5 33.0 12.9
Number of Traders in Each Category Total Traders: 22
4 . . 6 . 4 4 . 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 111,447
Positions
48,340 11,151 213 21,539 9,029 1,042 21,077 35,206 2,069 482 27,937 0 16,685 24,800
Changes from: February 9, 2016 Total Change is: -1,907
-5,214 4,265 -261 257 -968 67 2,490 1,997 670 23 -7,000 0 61 -677
Percent of Open Interest Represented by Each Category of Trader
43.4 10.0 0.2 19.3 8.1 0.9 18.9 31.6 1.9 0.4 25.1 0.0 15.0 22.3
Number of Traders in Each Category Total Traders: 82
9 6 . 8 10 5 14 24 7 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 31,975
Positions
19,183 21,924 1,207 3,888 0 0 4,753 4,841 616 853 2,377 235 1,240 775
Changes from: February 9, 2016 Total Change is: 1,090
200 0 0 -250 0 0 695 1,110 9 140 0 0 296 -29
Percent of Open Interest Represented by Each Category of Trader
60.0 68.6 3.8 12.2 0.0 0.0 14.9 15.1 1.9 2.7 7.4 0.7 3.9 2.4
Number of Traders in Each Category Total Traders: 29
. 6 . . 0 0 7 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 161,403
Positions
65,740 54,952 197 48,892 5,697 864 19,283 64,884 20,544 2,475 5,647 170 3,238 8,448
Changes from: February 9, 2016 Total Change is: 5,711
-11,070 358 24 42,230 -458 -72 -19,602 10,638 -5,728 16 507 63 -150 379
Percent of Open Interest Represented by Each Category of Trader
40.7 34.0 0.1 30.3 3.5 0.5 11.9 40.2 12.7 1.5 3.5 0.1 2.0 5.2
Number of Traders in Each Category Total Traders: 130
8 5 . 8 9 . 20 55 16 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 13,713
Positions
1,562 5,713 0 5,725 160 0 5,219 4,262 122 141 2,282 0 944 1,174
Changes from: February 9, 2016 Total Change is: -692
0 0 0 -153 0 0 -463 -1,268 -18 6 647 0 -64 -53
Percent of Open Interest Represented by Each Category of Trader
11.4 41.7 0.0 41.7 1.2 0.0 38.1 31.1 0.9 1.0 16.6 0.0 6.9 8.6
Number of Traders in Each Category Total Traders: 26
. . 0 . . 0 . 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 33,596
Positions
19,084 3,720 142 1,602 14,776 1 7,364 8,467 1,380 1,417 955 0 2,606 4,155
Changes from: February 9, 2016 Total Change is: 52
641 179 30 383 1,369 0 -624 -2,034 -18 -122 75 0 -238 451
Percent of Open Interest Represented by Each Category of Trader
56.8 11.1 0.4 4.8 44.0 0.0 21.9 25.2 4.1 4.2 2.8 0.0 7.8 12.4
Number of Traders in Each Category Total Traders: 62
9 . . . 4 . 15 23 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 31,478
Positions
14,703 11,010 651 3,272 843 592 5,355 10,470 647 1,517 425 1 4,741 6,842
Changes from: February 9, 2016 Total Change is: -759
511 -1,209 -15 307 -1,404 119 -795 1,198 89 -582 -40 0 -393 503
Percent of Open Interest Represented by Each Category of Trader
46.7 35.0 2.1 10.4 2.7 1.9 17.0 33.3 2.1 4.8 1.3 0.0 15.1 21.7
Number of Traders in Each Category Total Traders: 85
21 12 . 11 . 5 15 17 5 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 62,956
Positions
29,406 22,019 1,301 6,544 1,685 1,184 10,710 20,939 1,294 3,034 849 1 9,482 13,684
Changes from: February 9, 2016 Total Change is: -1,518
1,022 -2,417 -29 613 -2,807 237 -1,589 2,395 177 -1,163 -79 0 -786 1,005
Percent of Open Interest Represented by Each Category of Trader
46.7 35.0 2.1 10.4 2.7 1.9 17.0 33.3 2.1 4.8 1.3 0.0 15.1 21.7
Number of Traders in Each Category Total Traders: 85
21 12 . 11 . 5 15 17 5 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 760,791
Positions
105,444 61,087 65,827 251,007 198,787 62,188 71,050 146,777 32,194 26,216 43,096 7,160 139,705 143,674
Changes from: February 9, 2016 Total Change is: 17,839
-3,334 6,170 15,246 159 -5,987 -1,736 3,747 7,209 -1,700 3,867 -4,112 -987 2,577 3,735
Percent of Open Interest Represented by Each Category of Trader
13.9 8.0 8.7 33.0 26.1 8.2 9.3 19.3 4.2 3.4 5.7 0.9 18.4 18.9
Number of Traders in Each Category Total Traders: 601
38 35 29 119 95 92 72 128 79 42 72 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 140,384
Positions
61,659 20,649 3,017 29,769 17,432 2,538 10,508 8,893 699 2,446 5,127 704 29,044 81,325
Changes from: February 9, 2016 Total Change is: 10,893
5,878 11,138 0 3,941 -840 11 -578 1,460 -209 43 75 -5 1,812 -737
Percent of Open Interest Represented by Each Category of Trader
43.9 14.7 2.1 21.2 12.4 1.8 7.5 6.3 0.5 1.7 3.7 0.5 20.7 57.9
Number of Traders in Each Category Total Traders: 70
14 6 5 13 6 7 13 10 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 3,102,033
Positions
400,327 383,592 132,647 1,149,008 949,591 255,434 375,629 762,342 84,556 131,342 202,339 19,787 553,303 311,745
Changes from: February 9, 2016 Total Change is: 34,728
-3,956 17,263 34,127 -12,949 -19,771 -14,697 26,531 33,651 -12,361 16,531 -23,521 -2,322 3,824 22,359
Percent of Open Interest Represented by Each Category of Trader
12.9 12.4 4.3 37.0 30.6 8.2 12.1 24.6 2.7 4.2 6.5 0.6 17.8 10.0
Number of Traders in Each Category Total Traders: 594
33 40 25 114 95 86 74 126 74 43 69 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 101,784
Positions
35,991 3,313 123 40,250 78,129 3,377 13,237 9,978 901 252 584 0 7,653 5,379
Changes from: February 9, 2016 Total Change is: 1,020
1,482 37 69 -1,931 475 301 380 660 352 -40 0 0 407 -874
Percent of Open Interest Represented by Each Category of Trader
35.4 3.3 0.1 39.5 76.8 3.3 13.0 9.8 0.9 0.2 0.6 0.0 7.5 5.3
Number of Traders in Each Category Total Traders: 91
11 . . 34 18 14 12 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 53,918
Positions
11,183 18,273 375 25,344 14,107 931 8,790 11,815 871 2,157 1,776 63 4,204 5,707
Changes from: February 9, 2016 Total Change is: -3,143
188 -4,265 37 710 314 -774 -2,704 1,330 106 -297 -888 -54 -355 1,051
Percent of Open Interest Represented by Each Category of Trader
20.7 33.9 0.7 47.0 26.2 1.7 16.3 21.9 1.6 4.0 3.3 0.1 7.8 10.6
Number of Traders in Each Category Total Traders: 205
14 24 5 34 24 11 27 53 15 13 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 269,592
Positions
55,913 91,366 1,875 126,720 70,534 4,656 43,949 59,074 4,355 10,785 8,879 317 21,022 28,536
Changes from: February 9, 2016 Total Change is: -15,716
939 -21,327 186 3,552 1,569 -3,872 -13,519 6,651 531 -1,487 -4,438 -269 -1,777 5,253
Percent of Open Interest Represented by Each Category of Trader
20.7 33.9 0.7 47.0 26.2 1.7 16.3 21.9 1.6 4.0 3.3 0.1 7.8 10.6
Number of Traders in Each Category Total Traders: 205
14 24 5 34 24 11 27 53 15 13 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 436,136
Positions
191,147 33,925 1,536 111,937 225,075 24,993 73,885 115,071 7,059 10,355 9,399 59 15,165 19,019
Changes from: February 9, 2016 Total Change is: -2,956
-3,733 -1,946 -190 2,782 3,161 -1,097 -3,521 -4,315 1,753 2,334 -352 2 -1,286 28
Percent of Open Interest Represented by Each Category of Trader
43.8 7.8 0.4 25.7 51.6 5.7 16.9 26.4 1.6 2.4 2.2 0.0 3.5 4.4
Number of Traders in Each Category Total Traders: 271
24 11 . 51 60 26 36 62 14 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 41,184
Positions
4,896 6,553 164 17,364 843 60 6,175 7,380 524 4,441 21,030 0 7,560 4,630
Changes from: February 9, 2016 Total Change is: -307
273 74 58 -69 42 -28 -694 -163 524 -245 -271 0 -126 -543
Percent of Open Interest Represented by Each Category of Trader
11.9 15.9 0.4 42.2 2.0 0.1 15.0 17.9 1.3 10.8 51.1 0.0 18.4 11.2
Number of Traders in Each Category Total Traders: 49
4 8 . 12 . . 9 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 105,307
Positions
26,174 13,798 5,436 17,674 3,711 4 34,864 7,789 1,887 7,056 1,491 65 12,147 71,126
Changes from: February 9, 2016 Total Change is: 4,280
510 -617 1,508 2,190 -475 -5 1,683 -2,138 -618 -1,573 596 65 520 5,964
Percent of Open Interest Represented by Each Category of Trader
24.9 13.1 5.2 16.8 3.5 0.0 33.1 7.4 1.8 6.7 1.4 0.1 11.5 67.5
Number of Traders in Each Category Total Traders: 93
19 12 4 13 . . 27 11 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 201,971
Positions
11,789 101,800 486 125,931 73,806 7,683 43,971 7,393 2,855 2,731 2,724 8 6,517 5,216
Changes from: February 9, 2016 Total Change is: -101
2,328 489 0 1,395 -862 241 -3,711 448 -242 238 -139 -1 -349 -35
Percent of Open Interest Represented by Each Category of Trader
5.8 50.4 0.2 62.4 36.5 3.8 21.8 3.7 1.4 1.4 1.3 0.0 3.2 2.6
Number of Traders in Each Category Total Traders: 127
9 12 . 36 28 14 18 10 5 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 545,770
Positions
37,548 145,407 3,981 265,243 196,551 93,124 103,324 72,683 6,718 17,542 14,158 2,356 15,934 10,792
Changes from: February 9, 2016 Total Change is: 7,130
-517 7,172 1,269 8,352 -302 -7,568 4,616 5,685 -980 893 2,221 467 598 -834
Percent of Open Interest Represented by Each Category of Trader
6.9 26.6 0.7 48.6 36.0 17.1 18.9 13.3 1.2 3.2 2.6 0.4 2.9 2.0
Number of Traders in Each Category Total Traders: 276
21 22 7 71 49 37 24 46 18 27 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 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 568,562
Positions
7,130 80,371 2,819 243,454 138,779 84,647 55,605 72,598 18,553 5,529 30,812 125 150,700 139,858
Changes from: February 9, 2016 Total Change is: -2,460
-1,515 13,020 2,311 3,650 -5,399 -8,721 -884 -4,930 -3,728 250 -3,652 -59 6,236 8,698
Percent of Open Interest Represented by Each Category of Trader
1.3 14.1 0.5 42.8 24.4 14.9 9.8 12.8 3.3 1.0 5.4 0.0 26.5 24.6
Number of Traders in Each Category Total Traders: 153
5 18 7 39 26 33 23 25 23 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 642,208
Positions
3,678 85,713 1,261 389,070 120,437 58,061 26,560 280,557 10,907 9,314 8,253 0 143,357 77,019
Changes from: February 9, 2016 Total Change is: 10,938
318 5,999 -781 1,187 -1,255 -2,088 -3,122 9,833 21 1,530 935 0 13,873 -1,726
Percent of Open Interest Represented by Each Category of Trader
0.6 13.3 0.2 60.6 18.8 9.0 4.1 43.7 1.7 1.5 1.3 0.0 22.3 12.0
Number of Traders in Each Category Total Traders: 97
. 8 4 47 14 31 9 12 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,206,908
Positions
17,150 136,953 4,946 351,509 199,223 106,687 363,946 350,146 110,357 105,886 122,097 19,859 126,568 156,640
Changes from: February 9, 2016 Total Change is: 3,778
-5,769 -13,798 -874 -6,362 -24,317 2,982 9,177 2,167 34,358 -31,377 -4,118 400 1,243 6,978
Percent of Open Interest Represented by Each Category of Trader
1.4 11.3 0.4 29.1 16.5 8.8 30.2 29.0 9.1 8.8 10.1 1.6 10.5 13.0
Number of Traders in Each Category Total Traders: 250
8 24 8 56 35 44 36 44 34 17 30 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,144,877
Positions
86,857 289,563 113,215 1,153,541 742,455 354,657 457,945 810,729 203,206 368,448 171,528 20,666 386,342 438,858
Changes from: February 9, 2016 Total Change is: 110,767
6,079 -13,984 35,392 -14,727 -3,412 -15,350 -1,332 36,758 60,819 23,618 4,435 3,447 12,821 2,662
Percent of Open Interest Represented by Each Category of Trader
2.8 9.2 3.6 36.7 23.6 11.3 14.6 25.8 6.5 11.7 5.5 0.7 12.3 14.0
Number of Traders in Each Category Total Traders: 377
23 37 22 63 77 72 54 67 58 19 37 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,750,052
Positions
69,331 333,791 63,506 1,322,195 442,421 365,314 344,244 891,765 129,331 140,223 178,508 8,820 307,088 336,596
Changes from: February 9, 2016 Total Change is: -8,625
4,558 -41,080 20,513 -56,438 6,161 9,845 -15,412 9,006 6,509 14,440 -11,559 4,076 3,284 -12,096
Percent of Open Interest Represented by Each Category of Trader
2.5 12.1 2.3 48.1 16.1 13.3 12.5 32.4 4.7 5.1 6.5 0.3 11.2 12.2
Number of Traders in Each Category Total Traders: 294
11 30 15 56 49 51 41 56 48 18 33 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 766,270
Positions
322,232 183,226 223,755 4,139 3,338 18,658 23,683 116,424 121,250 15,878 40,720 14,664 22,011 44,235
Changes from: February 9, 2016 Total Change is: -13,548
5,500 14,517 -1,109 0 -5,981 -8,214 -1,832 -4,618 -8,962 -2,330 -2,867 5,851 -2,452 -2,165
Percent of Open Interest Represented by Each Category of Trader
42.1 23.9 29.2 0.5 0.4 2.4 3.1 15.2 15.8 2.1 5.3 1.9 2.9 5.8
Number of Traders in Each Category Total Traders: 102
13 28 34 . 4 4 12 33 30 4 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,796,873
Positions
2,300,206 1,638,186 2,480,414 960,952 1,327,750 327,848 1,488,068 1,458,838 1,603,399 417,004 446,399 403,978 815,004 1,110,061
Changes from: February 9, 2016 Total Change is: -169,333
-17,207 7,170 -29,180 -66,101 -25,369 -63,512 -50,111 -53,323 58,882 -1,619 -9,073 -19,915 19,430 -35,013
Percent of Open Interest Represented by Each Category of Trader
21.3 15.2 23.0 8.9 12.3 3.0 13.8 13.5 14.9 3.9 4.1 3.7 7.5 10.3
Number of Traders in Each Category Total Traders: 273
29 55 80 9 27 27 35 68 76 11 28 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,714
Positions
4,680 5,521 0 310 12,345 109 17,897 8,468 0 6,301 2,900 277 140 94
Changes from: February 9, 2016 Total Change is: 194
-72 708 0 0 -228 97 553 -554 0 -383 147 18 -19 6
Percent of Open Interest Represented by Each Category of Trader
15.8 18.6 0.0 1.0 41.5 0.4 60.2 28.5 0.0 21.2 9.8 0.9 0.5 0.3
Number of Traders in Each Category Total Traders: 43
. 4 0 . 11 . 5 9 0 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 37,725
Positions
1,483 7,679 0 438 15,887 245 33,139 9,063 0 2,350 4,781 0 70 70
Changes from: February 9, 2016 Total Change is: -423
-217 715 0 -64 -362 244 -578 -656 0 300 -410 0 -108 46
Percent of Open Interest Represented by Each Category of Trader
3.9 20.4 0.0 1.2 42.1 0.6 87.8 24.0 0.0 6.2 12.7 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 37
. 4 0 . 9 . 7 6 0 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 69,926
Positions
883 47,857 4 15,107 2,253 838 25,055 13,026 2,335 18,870 613 0 6,834 3,000
Changes from: February 9, 2016 Total Change is: -5,927
174 -5,911 4 -1,992 -575 259 -2,539 1,215 -782 -702 -521 -16 -333 400
Percent of Open Interest Represented by Each Category of Trader
1.3 68.4 0.0 21.6 3.2 1.2 35.8 18.6 3.3 27.0 0.9 0.0 9.8 4.3
Number of Traders in Each Category Total Traders: 115
4 . . 4 4 . 30 21 10 42 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 266,868
Positions
22,084 74,147 26,124 40,364 6,819 30,434 63,239 47,796 44,521 4,859 2,200 13,287 21,956 21,540
Changes from: February 9, 2016 Total Change is: 5,264
913 7,063 3,536 -3,997 -286 5,053 -517 -12,909 7,578 -30 -6 -1,879 -5,393 -2,886
Percent of Open Interest Represented by Each Category of Trader
8.3 27.8 9.8 15.1 2.6 11.4 23.7 17.9 16.7 1.8 0.8 5.0 8.2 8.1
Number of Traders in Each Category Total Traders: 155
9 17 20 15 4 5 44 40 56 8 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,300
Positions
30 3,442 0 4,298 1,780 1,332 9,681 9,333 264 280 0 0 415 149
Changes from: February 9, 2016 Total Change is: -723
-196 198 0 903 -904 -267 -1,144 1,201 0 -42 -1,000 0 23 49
Percent of Open Interest Represented by Each Category of Trader
0.2 21.1 0.0 26.4 10.9 8.2 59.4 57.3 1.6 1.7 0.0 0.0 2.5 0.9
Number of Traders in Each Category Total Traders: 29
. . 0 6 . 4 6 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 19, 2016