Traders in Financial Futures - Futures Only Positions as of March 29, 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 101,099
Positions
2,240 26,367 57 40,567 16,248 1,007 19,724 30,350 2,107 8,955 1,042 298 26,144 23,623
Changes from: March 22, 2016 Total Change is: 2,102
-450 4,919 0 -858 -3,411 0 5,827 853 -37 397 -274 238 -3,015 -186
Percent of Open Interest Represented by Each Category of Trader
2.2 26.1 0.1 40.1 16.1 1.0 19.5 30.0 2.1 8.9 1.0 0.3 25.9 23.4
Number of Traders in Each Category Total Traders: 81
. 10 . 9 8 4 14 23 7 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 35,601
Positions
12,496 2,213 72 1,236 2,995 0 12,246 12,572 787 0 400 0 8,764 16,562
Changes from: March 22, 2016 Total Change is: -2,055
-1,461 482 69 18 90 0 -1,341 -1,947 49 0 0 0 611 -798
Percent of Open Interest Represented by Each Category of Trader
35.1 6.2 0.2 3.5 8.4 0.0 34.4 35.3 2.2 0.0 1.1 0.0 24.6 46.5
Number of Traders in Each Category Total Traders: 41
4 . . . 5 0 12 14 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 250,444
Positions
165,346 2,222 854 2,715 86,061 3,468 53,343 104,806 6,239 4,184 12,021 0 14,295 34,773
Changes from: March 22, 2016 Total Change is: 4,222
1,861 377 -1 1,119 1,286 5 -2,046 1,804 1,119 1,550 606 0 615 -974
Percent of Open Interest Represented by Each Category of Trader
66.0 0.9 0.3 1.1 34.4 1.4 21.3 41.8 2.5 1.7 4.8 0.0 5.7 13.9
Number of Traders in Each Category Total Traders: 111
10 4 . . 27 8 27 31 16 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 148,292
Positions
3,942 31,396 259 32,135 46,060 5,873 72,050 30,144 2,221 2,588 8,691 13 29,211 23,635
Changes from: March 22, 2016 Total Change is: 1,871
-401 1,692 -158 879 -470 -8 -572 2,899 -76 2,171 -633 -3 39 -1,372
Percent of Open Interest Represented by Each Category of Trader
2.7 21.2 0.2 21.7 31.1 4.0 48.6 20.3 1.5 1.7 5.9 0.0 19.7 15.9
Number of Traders in Each Category Total Traders: 114
4 11 . 15 20 10 35 20 8 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 330,090
Positions
78,533 23,474 2,921 106,539 98,704 14,814 40,268 103,385 2,867 31,355 27,592 967 51,826 55,366
Changes from: March 22, 2016 Total Change is: 5,780
-460 6,094 495 -294 729 295 5,709 20 -1,145 -1,328 215 -106 2,614 -817
Percent of Open Interest Represented by Each Category of Trader
23.8 7.1 0.9 32.3 29.9 4.5 12.2 31.3 0.9 9.5 8.4 0.3 15.7 16.8
Number of Traders in Each Category Total Traders: 215
14 9 8 37 33 29 31 44 16 14 32 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,644
Positions
1,399 22,676 279 15,037 703 1,488 1,324 2,734 0 2,022 0 0 10,095 3,764
Changes from: March 22, 2016 Total Change is: -13
-31 508 29 263 -3 -42 -285 -134 0 0 0 0 53 -371
Percent of Open Interest Represented by Each Category of Trader
4.4 71.7 0.9 47.5 2.2 4.7 4.2 8.6 0.0 6.4 0.0 0.0 31.9 11.9
Number of Traders in Each Category Total Traders: 24
. 4 . 9 . 5 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 119,665
Positions
2,410 47,792 298 41,537 7,939 1,297 40,086 15,681 1,523 2,165 27,085 135 30,214 17,915
Changes from: March 22, 2016 Total Change is: 7,988
-36 5,256 -59 2,992 375 -10 5,509 596 135 616 1,702 120 -1,279 -127
Percent of Open Interest Represented by Each Category of Trader
2.0 39.9 0.2 34.7 6.6 1.1 33.5 13.1 1.3 1.8 22.6 0.1 25.2 15.0
Number of Traders in Each Category Total Traders: 90
4 9 . 12 7 5 29 16 6 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 27,133
Positions
14,828 21,620 391 4,392 0 0 5,844 3,119 235 528 1,076 235 680 457
Changes from: March 22, 2016 Total Change is: -120
0 121 0 -150 0 0 -13 -208 0 0 161 0 43 -194
Percent of Open Interest Represented by Each Category of Trader
54.6 79.7 1.4 16.2 0.0 0.0 21.5 11.5 0.9 1.9 4.0 0.9 2.5 1.7
Number of Traders in Each Category Total Traders: 24
. 8 . . 0 0 6 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 109,067
Positions
54,502 41,687 100 17,107 3,936 445 29,975 51,824 288 2,448 5,520 0 4,202 5,267
Changes from: March 22, 2016 Total Change is: 3,672
506 4,449 -460 -756 17 11 4,729 -1,389 -20 -139 493 0 -199 571
Percent of Open Interest Represented by Each Category of Trader
50.0 38.2 0.1 15.7 3.6 0.4 27.5 47.5 0.3 2.2 5.1 0.0 3.9 4.8
Number of Traders in Each Category Total Traders: 108
4 8 . 9 7 . 27 35 7 11 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 45,047
Positions
0 6,766 13,419 6,048 160 0 21,772 15,101 2,595 0 5,794 27 1,186 1,185
Changes from: March 22, 2016 Total Change is: 15,431
0 -908 13,419 0 0 0 161 549 1,711 0 559 27 113 74
Percent of Open Interest Represented by Each Category of Trader
0.0 15.0 29.8 13.4 0.4 0.0 48.3 33.5 5.8 0.0 12.9 0.1 2.6 2.6
Number of Traders in Each Category Total Traders: 27
0 . . . . 0 6 12 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 28,248
Positions
5,407 2,356 1 1,889 10,176 0 14,987 9,476 1,269 1,620 1,678 0 3,075 3,292
Changes from: March 22, 2016 Total Change is: 1,085
130 532 -2 92 0 0 1,103 -115 67 220 475 0 -525 128
Percent of Open Interest Represented by Each Category of Trader
19.1 8.3 0.0 6.7 36.0 0.0 53.1 33.5 4.5 5.7 5.9 0.0 10.9 11.7
Number of Traders in Each Category Total Traders: 68
4 5 . 4 4 0 22 20 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 50,968
Positions
14,948 21,693 107 6,058 946 413 21,363 16,717 220 1,021 1,768 56 6,783 9,050
Changes from: March 22, 2016 Total Change is: 5,388
468 5,443 -104 102 -156 -8 3,864 362 -79 139 65 -109 1,113 -28
Percent of Open Interest Represented by Each Category of Trader
29.3 42.6 0.2 11.9 1.9 0.8 41.9 32.8 0.4 2.0 3.5 0.1 13.3 17.8
Number of Traders in Each Category Total Traders: 96
14 15 . 11 4 5 27 15 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 101,935
Positions
29,895 43,386 213 12,116 1,891 826 42,726 33,434 440 2,042 3,535 111 13,566 18,099
Changes from: March 22, 2016 Total Change is: 10,775
936 10,886 -207 204 -312 -16 7,728 723 -157 278 130 -217 2,226 -55
Percent of Open Interest Represented by Each Category of Trader
29.3 42.6 0.2 11.9 1.9 0.8 41.9 32.8 0.4 2.0 3.5 0.1 13.3 17.8
Number of Traders in Each Category Total Traders: 96
14 15 . 11 4 5 27 15 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 632,054
Positions
117,415 60,302 7,722 252,569 204,492 50,314 73,910 144,882 19,003 23,711 50,149 4,586 82,824 90,604
Changes from: March 22, 2016 Total Change is: 7,653
2,413 -1,248 1,227 -2,749 5,054 -1,136 1,990 2,658 -572 1,666 1,313 -206 5,020 563
Percent of Open Interest Represented by Each Category of Trader
18.6 9.5 1.2 40.0 32.4 8.0 11.7 22.9 3.0 3.8 7.9 0.7 13.1 14.3
Number of Traders in Each Category Total Traders: 581
39 30 17 112 98 91 72 128 67 37 65 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 62,229
Positions
9,143 10,871 964 13,626 17,701 2,685 2,830 2,296 50 2,907 1,454 21 30,003 26,187
Changes from: March 22, 2016 Total Change is: 1,972
493 868 -199 169 -107 -1 769 643 0 193 -3 0 548 771
Percent of Open Interest Represented by Each Category of Trader
14.7 17.5 1.5 21.9 28.4 4.3 4.5 3.7 0.1 4.7 2.3 0.0 48.2 42.1
Number of Traders in Each Category Total Traders: 55
5 6 . 11 4 6 14 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,849,125
Positions
556,538 262,331 18,612 1,197,153 936,396 235,707 366,032 723,559 84,133 114,290 253,745 12,555 264,105 322,087
Changes from: March 22, 2016 Total Change is: 28,406
18,261 -1,922 -1,529 -14,592 25,805 -5,673 8,801 12,773 -5,557 8,328 7,543 -1,995 22,362 -1,039
Percent of Open Interest Represented by Each Category of Trader
19.5 9.2 0.7 42.0 32.9 8.3 12.8 25.4 3.0 4.0 8.9 0.4 9.3 11.3
Number of Traders in Each Category Total Traders: 572
38 30 15 110 95 88 72 128 62 36 63 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 88,727
Positions
16,406 9,496 319 45,000 62,440 2,234 13,689 8,304 817 204 804 0 10,058 4,313
Changes from: March 22, 2016 Total Change is: 4,170
-1,193 3,580 47 2,852 232 88 1,257 -760 479 -202 39 0 842 465
Percent of Open Interest Represented by Each Category of Trader
18.5 10.7 0.4 50.7 70.4 2.5 15.4 9.4 0.9 0.2 0.9 0.0 11.3 4.9
Number of Traders in Each Category Total Traders: 88
8 4 . 36 17 15 9 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 44,012
Positions
7,624 14,026 143 17,538 9,228 800 9,886 12,642 758 2,328 1,965 28 4,905 4,420
Changes from: March 22, 2016 Total Change is: 1,732
-239 2,457 9 -1,272 -879 113 2,647 992 -213 84 -412 -40 644 -294
Percent of Open Interest Represented by Each Category of Trader
17.3 31.9 0.3 39.8 21.0 1.8 22.5 28.7 1.7 5.3 4.5 0.1 11.1 10.0
Number of Traders in Each Category Total Traders: 212
17 16 4 42 20 11 36 47 9 14 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 220,059
Positions
38,120 70,131 716 87,692 46,141 4,001 49,432 63,212 3,791 11,642 9,826 142 24,523 22,099
Changes from: March 22, 2016 Total Change is: 8,662
-1,195 12,286 43 -6,359 -4,397 564 13,233 4,962 -1,066 421 -2,062 -199 3,220 -1,469
Percent of Open Interest Represented by Each Category of Trader
17.3 31.9 0.3 39.8 21.0 1.8 22.5 28.7 1.7 5.3 4.5 0.1 11.1 10.0
Number of Traders in Each Category Total Traders: 212
17 16 4 42 20 11 36 47 9 14 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 387,356
Positions
165,396 15,887 1,315 118,889 204,274 14,761 56,105 118,646 6,004 8,605 8,852 18 16,263 17,599
Changes from: March 22, 2016 Total Change is: 428
-1,046 701 359 5,152 -1,991 -1,971 -3,503 2,013 359 290 1,634 -4 792 -672
Percent of Open Interest Represented by Each Category of Trader
42.7 4.1 0.3 30.7 52.7 3.8 14.5 30.6 1.5 2.2 2.3 0.0 4.2 4.5
Number of Traders in Each Category Total Traders: 267
22 11 4 49 56 28 41 64 19 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 29,701
Positions
1,090 7,986 0 14,741 976 60 3,720 6,048 0 4,554 9,621 0 5,536 5,010
Changes from: March 22, 2016 Total Change is: -698
0 868 0 -50 0 6 -537 -677 0 0 -270 0 -117 -625
Percent of Open Interest Represented by Each Category of Trader
3.7 26.9 0.0 49.6 3.3 0.2 12.5 20.4 0.0 15.3 32.4 0.0 18.6 16.9
Number of Traders in Each Category Total Traders: 44
. 7 0 11 . . . 13 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 58,669
Positions
17,073 9,721 431 10,790 5,049 257 15,415 4,389 205 6,305 0 0 8,193 38,617
Changes from: March 22, 2016 Total Change is: -2,801
47 1,225 62 218 327 -2 -1,484 -2,002 107 -349 0 0 -1,400 -2,518
Percent of Open Interest Represented by Each Category of Trader
29.1 16.6 0.7 18.4 8.6 0.4 26.3 7.5 0.3 10.7 0.0 0.0 14.0 65.8
Number of Traders in Each Category Total Traders: 75
14 9 5 9 6 . 22 8 4 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 182,111
Positions
11,133 90,377 812 110,582 65,145 7,798 36,940 5,214 5,068 3,520 2,597 4 6,254 5,096
Changes from: March 22, 2016 Total Change is: 1,503
598 -243 0 -137 2,039 246 995 -174 -230 24 1 -1 8 -135
Percent of Open Interest Represented by Each Category of Trader
6.1 49.6 0.4 60.7 35.8 4.3 20.3 2.9 2.8 1.9 1.4 0.0 3.4 2.8
Number of Traders in Each Category Total Traders: 122
10 8 . 41 24 16 15 7 5 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 584,976
Positions
37,395 285,544 1,357 322,859 105,839 65,227 116,983 89,209 5,776 15,677 19,396 1,325 18,377 11,303
Changes from: March 22, 2016 Total Change is: -21,309
287 -2,164 -191 -26,376 -3,719 204 2,302 -16,345 -58 448 588 87 1,988 289
Percent of Open Interest Represented by Each Category of Trader
6.4 48.8 0.2 55.2 18.1 11.2 20.0 15.3 1.0 2.7 3.3 0.2 3.1 1.9
Number of Traders in Each Category Total Traders: 278
17 25 5 84 38 41 35 37 17 26 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 504,806
Positions
7,896 62,324 935 167,256 147,891 74,396 76,862 47,700 21,419 7,235 22,173 152 148,655 127,816
Changes from: March 22, 2016 Total Change is: 12,662
2,185 -1,053 72 -4,964 2,033 6 8,047 9,179 -1,654 -2,278 -845 -337 11,585 5,261
Percent of Open Interest Represented by Each Category of Trader
1.6 12.3 0.2 33.1 29.3 14.7 15.2 9.4 4.2 1.4 4.4 0.0 29.4 25.3
Number of Traders in Each Category Total Traders: 143
. 19 4 31 29 31 26 20 15 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 619,757
Positions
0 63,571 851 355,548 111,515 60,335 42,197 280,352 12,790 9,124 7,856 0 138,912 82,487
Changes from: March 22, 2016 Total Change is: 3,408
0 -1,142 -77 -10,666 -6,168 5,617 3,443 2,495 325 1,750 0 0 3,016 2,358
Percent of Open Interest Represented by Each Category of Trader
0.0 10.3 0.1 57.4 18.0 9.7 6.8 45.2 2.1 1.5 1.3 0.0 22.4 13.3
Number of Traders in Each Category Total Traders: 95
0 6 . 41 15 30 14 13 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 942,425
Positions
24,178 101,390 3,693 354,651 164,543 109,094 258,498 252,459 32,819 46,241 128,678 2,517 110,734 147,232
Changes from: March 22, 2016 Total Change is: 17,322
-5,205 23,334 -13 5,984 -67,952 5,554 14,131 50,596 -416 -1,172 7,264 -1,851 310 806
Percent of Open Interest Represented by Each Category of Trader
2.6 10.8 0.4 37.6 17.5 11.6 27.4 26.8 3.5 4.9 13.7 0.3 11.7 15.6
Number of Traders in Each Category Total Traders: 226
9 28 6 57 36 47 30 32 19 13 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,653,703
Positions
89,717 221,776 31,125 902,968 841,328 331,494 503,164 594,426 77,611 362,958 146,278 11,834 342,832 397,831
Changes from: March 22, 2016 Total Change is: 23,961
-19,729 657 6,887 62,873 -20,197 1,835 -26,339 44,562 -6,684 -7,243 -7,156 3,332 9,029 725
Percent of Open Interest Represented by Each Category of Trader
3.4 8.4 1.2 34.0 31.7 12.5 19.0 22.4 2.9 13.7 5.5 0.4 12.9 15.0
Number of Traders in Each Category Total Traders: 343
15 29 12 61 77 65 62 55 48 14 29 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 2,461,580
Positions
59,132 241,195 25,897 1,305,439 506,222 277,152 332,842 822,210 57,678 140,268 197,375 4,382 258,790 329,469
Changes from: March 22, 2016 Total Change is: 81,473
-20,105 35,278 -1,136 89,867 -31,824 4,316 20,164 58,600 -12,433 -5,367 16,662 184 5,983 11,826
Percent of Open Interest Represented by Each Category of Trader
2.4 9.8 1.1 53.0 20.6 11.3 13.5 33.4 2.3 5.7 8.0 0.2 10.5 13.4
Number of Traders in Each Category Total Traders: 275
8 30 7 52 48 53 41 54 30 8 34 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 822,071
Positions
250,092 152,293 258,270 4,139 15,624 5,389 111,382 168,017 135,453 12,878 13,428 23,607 20,861 49,990
Changes from: March 22, 2016 Total Change is: 42,973
-4,445 -16,558 22,286 0 -339 3,000 2,137 16,699 9,293 3,286 -2,979 8,179 -763 3,392
Percent of Open Interest Represented by Each Category of Trader
30.4 18.5 31.4 0.5 1.9 0.7 13.5 20.4 16.5 1.6 1.6 2.9 2.5 6.1
Number of Traders in Each Category Total Traders: 115
17 30 36 . 4 4 14 32 31 6 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 is 9,628,030
Positions
2,782,299 1,293,927 2,103,729 428,689 1,342,861 277,818 1,163,707 1,304,240 1,484,260 364,849 419,110 295,747 726,932 1,106,338
Changes from: March 22, 2016 Total Change is: 93,986
217,055 55,504 -54,259 -144,178 -3,712 36,430 25,915 4,466 -38,198 -22,119 46,745 9,190 64,150 37,820
Percent of Open Interest Represented by Each Category of Trader
28.9 13.4 21.9 4.5 13.9 2.9 12.1 13.5 15.4 3.8 4.4 3.1 7.6 11.5
Number of Traders in Each Category Total Traders: 268
32 45 75 10 32 30 26 82 83 5 25 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 25,888
Positions
1,802 426 0 0 13,496 134 16,652 8,706 0 6,559 2,391 612 129 123
Changes from: March 22, 2016 Total Change is: 931
118 114 0 0 458 0 441 196 0 349 151 0 23 12
Percent of Open Interest Represented by Each Category of Trader
7.0 1.6 0.0 0.0 52.1 0.5 64.3 33.6 0.0 25.3 9.2 2.4 0.5 0.5
Number of Traders in Each Category Total Traders: 44
4 . 0 0 13 . 4 10 0 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 31,411
Positions
6,915 423 0 414 14,514 551 22,368 10,903 0 1,100 4,869 0 63 151
Changes from: March 22, 2016 Total Change is: 1,968
3,207 305 0 0 479 0 -1,232 709 0 0 372 0 -7 103
Percent of Open Interest Represented by Each Category of Trader
22.0 1.3 0.0 1.3 46.2 1.8 71.2 34.7 0.0 3.5 15.5 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 39
. . 0 . 8 . 6 8 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 53,669
Positions
373 26,216 0 14,873 2,279 629 11,708 19,607 1,262 18,644 601 4 6,176 3,071
Changes from: March 22, 2016 Total Change is: 1,055
-52 -146 0 246 17 -5 686 1,292 178 249 -539 -1 -246 259
Percent of Open Interest Represented by Each Category of Trader
0.7 48.8 0.0 27.7 4.2 1.2 21.8 36.5 2.4 34.7 1.1 0.0 11.5 5.7
Number of Traders in Each Category Total Traders: 117
. . 0 6 6 . 23 24 8 47 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 338,446
Positions
59,872 19,800 19,156 89,933 43,209 39,412 42,445 128,209 51,190 6,435 3,787 7,609 22,394 26,074
Changes from: March 22, 2016 Total Change is: 16,282
15,466 -3,324 25 -5,336 9,636 1,586 1,888 3,671 2,873 -593 -510 837 -464 1,488
Percent of Open Interest Represented by Each Category of Trader
17.7 5.9 5.7 26.6 12.8 11.6 12.5 37.9 15.1 1.9 1.1 2.2 6.6 7.7
Number of Traders in Each Category Total Traders: 190
17 10 19 10 18 9 42 59 54 12 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 18,436
Positions
562 3,190 0 8,640 2,818 1,000 6,968 10,273 326 659 817 0 281 12
Changes from: March 22, 2016 Total Change is: -838
491 -188 0 -1,577 954 -124 355 -1,596 66 -35 67 0 -14 -17
Percent of Open Interest Represented by Each Category of Trader
3.0 17.3 0.0 46.9 15.3 5.4 37.8 55.7 1.8 3.6 4.4 0.0 1.5 0.1
Number of Traders in Each Category Total Traders: 37
. . 0 9 . . 8 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 1, 2016