Traders in Financial Futures - Futures Only Positions as of April 12, 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 107,755
Positions
3,187 42,729 7 40,038 10,475 986 21,219 25,800 2,167 7,743 900 43 32,365 24,648
Changes from: April 5, 2016 Total Change is: 2,420
1,334 7,480 -3 -499 -5,279 0 60 -1,191 -947 -723 488 34 3,164 1,838
Percent of Open Interest Represented by Each Category of Trader
3.0 39.7 0.0 37.2 9.7 0.9 19.7 23.9 2.0 7.2 0.8 0.0 30.0 22.9
Number of Traders in Each Category Total Traders: 77
. 11 . 10 7 4 19 16 5 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 39,757
Positions
12,394 14,346 24 1,450 2,836 100 10,947 8,448 490 1,340 400 0 13,012 13,113
Changes from: April 5, 2016 Total Change is: 3,346
118 6,585 -14 7 568 0 62 -2,155 36 1,340 0 0 1,797 -1,674
Percent of Open Interest Represented by Each Category of Trader
31.2 36.1 0.1 3.6 7.1 0.3 27.5 21.2 1.2 3.4 1.0 0.0 32.7 33.0
Number of Traders in Each Category Total Traders: 44
. 5 . . 5 . 14 12 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 236,169
Positions
151,538 3,689 860 4,220 82,941 4,478 51,116 87,161 4,706 3,804 14,016 663 14,784 37,655
Changes from: April 5, 2016 Total Change is: -11,417
-8,478 1,056 5 261 -3,389 57 -4,485 -9,351 -31 -378 127 392 1,240 -283
Percent of Open Interest Represented by Each Category of Trader
64.2 1.6 0.4 1.8 35.1 1.9 21.6 36.9 2.0 1.6 5.9 0.3 6.3 15.9
Number of Traders in Each Category Total Traders: 119
9 6 . 4 26 8 29 33 15 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 173,515
Positions
6,975 50,472 1,547 32,731 41,873 5,678 85,840 39,564 1,815 5,925 4,130 4 33,000 28,432
Changes from: April 5, 2016 Total Change is: 6,684
3,965 2,566 1,315 -6,364 -799 -13 8,153 223 -98 1,095 443 -2 -1,367 3,049
Percent of Open Interest Represented by Each Category of Trader
4.0 29.1 0.9 18.9 24.1 3.3 49.5 22.8 1.0 3.4 2.4 0.0 19.0 16.4
Number of Traders in Each Category Total Traders: 115
5 9 4 16 17 9 31 27 9 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 333,535
Positions
75,309 37,611 3,625 101,793 97,961 16,806 42,407 89,897 4,068 33,388 23,676 1,023 55,116 58,868
Changes from: April 5, 2016 Total Change is: -4,998
-1,648 3,034 552 -5,785 1,623 -637 -2,582 -9,431 1,342 1,924 -819 172 1,664 -834
Percent of Open Interest Represented by Each Category of Trader
22.6 11.3 1.1 30.5 29.4 5.0 12.7 27.0 1.2 10.0 7.1 0.3 16.5 17.6
Number of Traders in Each Category Total Traders: 214
17 9 11 32 36 27 33 42 14 16 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 32,466
Positions
1,142 23,064 346 15,408 0 1,083 0 3,695 0 2,699 0 0 11,788 4,278
Changes from: April 5, 2016 Total Change is: -26
-661 138 66 -58 -668 -377 -896 983 0 677 -581 0 1,223 413
Percent of Open Interest Represented by Each Category of Trader
3.5 71.0 1.1 47.5 0.0 3.3 0.0 11.4 0.0 8.3 0.0 0.0 36.3 13.2
Number of Traders in Each Category Total Traders: 22
. 4 . 9 0 4 0 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 132,621
Positions
2,791 53,602 60 43,798 11,083 1,449 53,152 18,318 1,344 0 26,730 903 29,124 19,132
Changes from: April 5, 2016 Total Change is: 11,561
-64 4,551 -244 8,511 670 -9 4,456 5,807 53 -1,016 461 890 -1,016 -618
Percent of Open Interest Represented by Each Category of Trader
2.1 40.4 0.0 33.0 8.4 1.1 40.1 13.8 1.0 0.0 20.2 0.7 22.0 14.4
Number of Traders in Each Category Total Traders: 83
4 8 . 11 9 6 25 18 6 0 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 28,054
Positions
15,452 21,935 395 4,547 0 0 6,201 3,755 235 400 1,025 235 589 474
Changes from: April 5, 2016 Total Change is: 765
624 55 4 103 0 0 220 754 0 -128 110 0 -58 -158
Percent of Open Interest Represented by Each Category of Trader
55.1 78.2 1.4 16.2 0.0 0.0 22.1 13.4 0.8 1.4 3.7 0.8 2.1 1.7
Number of Traders in Each Category Total Traders: 24
. 8 . . 0 0 6 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 153,572
Positions
50,609 74,201 236 57,419 3,827 240 37,585 63,812 439 2,197 5,469 0 4,847 5,348
Changes from: April 5, 2016 Total Change is: 39,700
-216 26,024 88 39,718 -229 0 -118 14,058 -204 -78 377 -50 560 -364
Percent of Open Interest Represented by Each Category of Trader
33.0 48.3 0.2 37.4 2.5 0.2 24.5 41.6 0.3 1.4 3.6 0.0 3.2 3.5
Number of Traders in Each Category Total Traders: 124
. 11 . 11 8 . 34 39 9 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 30,779
Positions
462 17,334 1,439 4,770 160 0 23,154 6,086 149 0 4,511 0 805 1,100
Changes from: April 5, 2016 Total Change is: -194
462 -74 74 20 0 0 -160 1,081 -358 0 -1,048 0 -232 131
Percent of Open Interest Represented by Each Category of Trader
1.5 56.3 4.7 15.5 0.5 0.0 75.2 19.8 0.5 0.0 14.7 0.0 2.6 3.6
Number of Traders in Each Category Total Traders: 27
. . . . . 0 8 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 29,575
Positions
5,995 5,036 4 1,847 9,787 0 15,728 8,728 1,141 1,471 1,172 0 3,389 3,707
Changes from: April 5, 2016 Total Change is: 1,266
689 951 -2 -225 1,150 0 428 -1,159 37 102 -156 0 237 445
Percent of Open Interest Represented by Each Category of Trader
20.3 17.0 0.0 6.2 33.1 0.0 53.2 29.5 3.9 5.0 4.0 0.0 11.5 12.5
Number of Traders in Each Category Total Traders: 65
. 6 . 5 . 0 19 21 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 58,324
Positions
15,620 26,076 360 6,798 1,213 315 26,002 17,142 453 955 3,452 37 7,786 9,278
Changes from: April 5, 2016 Total Change is: 1,851
611 -1,137 165 723 189 -208 324 925 -167 -6 1,721 6 403 358
Percent of Open Interest Represented by Each Category of Trader
26.8 44.7 0.6 11.7 2.1 0.5 44.6 29.4 0.8 1.6 5.9 0.1 13.3 15.9
Number of Traders in Each Category Total Traders: 106
14 14 4 11 4 5 32 16 5 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 116,648
Positions
31,239 52,151 720 13,596 2,426 629 52,004 34,283 906 1,910 6,904 73 15,571 18,556
Changes from: April 5, 2016 Total Change is: 3,701
1,221 -2,274 329 1,446 377 -415 648 1,850 -333 -11 3,441 11 805 715
Percent of Open Interest Represented by Each Category of Trader
26.8 44.7 0.6 11.7 2.1 0.5 44.6 29.4 0.8 1.6 5.9 0.1 13.3 15.9
Number of Traders in Each Category Total Traders: 106
14 14 4 11 4 5 32 16 5 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 644,744
Positions
106,982 69,420 15,429 253,475 200,740 52,185 78,599 140,580 27,222 24,767 49,696 4,852 81,233 84,621
Changes from: April 5, 2016 Total Change is: 4,279
-10,894 2,631 4,668 6,190 -1,526 1,201 -3,829 -5,765 5,540 807 -640 47 549 -1,876
Percent of Open Interest Represented by Each Category of Trader
16.6 10.8 2.4 39.3 31.1 8.1 12.2 21.8 4.2 3.8 7.7 0.8 12.6 13.1
Number of Traders in Each Category Total Traders: 596
38 36 23 112 96 86 82 130 73 44 58 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 73,167
Positions
14,116 19,296 4,459 13,705 18,267 2,343 5,868 5,286 1,155 2,778 1,408 22 28,721 20,931
Changes from: April 5, 2016 Total Change is: 6,261
1,221 4,530 1,795 98 -29 -280 2,074 327 1,105 -3 -4 0 251 -1,183
Percent of Open Interest Represented by Each Category of Trader
19.3 26.4 6.1 18.7 25.0 3.2 8.0 7.2 1.6 3.8 1.9 0.0 39.3 28.6
Number of Traders in Each Category Total Traders: 65
7 9 4 11 4 4 14 11 4 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 2,857,883
Positions
494,077 280,365 25,104 1,202,755 916,272 245,302 389,679 702,494 104,311 120,005 251,499 14,088 262,562 318,448
Changes from: April 5, 2016 Total Change is: -9,908
-49,190 1,890 2,980 31,694 -6,251 6,168 -19,342 -20,291 12,005 5,063 -2,171 -774 1,488 -3,464
Percent of Open Interest Represented by Each Category of Trader
17.3 9.8 0.9 42.1 32.1 8.6 13.6 24.6 3.6 4.2 8.8 0.5 9.2 11.1
Number of Traders in Each Category Total Traders: 587
37 35 18 111 92 84 81 130 66 42 59 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 82,989
Positions
11,730 9,214 1,026 42,661 60,092 2,444 14,247 5,951 656 268 555 0 9,957 3,051
Changes from: April 5, 2016 Total Change is: -921
-1,847 195 682 -219 152 14 -707 -1,996 309 64 33 0 783 -310
Percent of Open Interest Represented by Each Category of Trader
14.1 11.1 1.2 51.4 72.4 2.9 17.2 7.2 0.8 0.3 0.7 0.0 12.0 3.7
Number of Traders in Each Category Total Traders: 92
9 6 . 36 18 15 10 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 44,895
Positions
7,664 16,381 106 16,473 9,250 752 11,741 11,241 665 2,325 2,328 28 5,142 4,145
Changes from: April 5, 2016 Total Change is: 1,540
-546 1,470 9 1,176 685 -370 771 -441 301 -63 170 3 259 -287
Percent of Open Interest Represented by Each Category of Trader
17.1 36.5 0.2 36.7 20.6 1.7 26.2 25.0 1.5 5.2 5.2 0.1 11.5 9.2
Number of Traders in Each Category Total Traders: 224
18 18 5 45 20 12 45 46 14 13 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 224,476
Positions
38,322 81,905 528 82,364 46,250 3,758 58,706 56,206 3,324 11,624 11,642 139 25,711 20,724
Changes from: April 5, 2016 Total Change is: 7,698
-2,729 7,348 47 5,878 3,426 -1,852 3,855 -2,203 1,506 -314 850 13 1,294 -1,437
Percent of Open Interest Represented by Each Category of Trader
17.1 36.5 0.2 36.7 20.6 1.7 26.2 25.0 1.5 5.2 5.2 0.1 11.5 9.2
Number of Traders in Each Category Total Traders: 224
18 18 5 45 20 12 45 46 14 13 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 380,938
Positions
172,085 17,094 1,638 114,378 202,818 16,861 49,363 111,903 5,611 4,722 8,682 22 16,258 16,309
Changes from: April 5, 2016 Total Change is: 4,830
7,458 533 -65 452 -771 1,897 -2,810 3,369 -56 -3,495 804 2 1,447 -883
Percent of Open Interest Represented by Each Category of Trader
45.2 4.5 0.4 30.0 53.2 4.4 13.0 29.4 1.5 1.2 2.3 0.0 4.3 4.3
Number of Traders in Each Category Total Traders: 263
21 11 5 50 60 25 37 60 14 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 30,407
Positions
1,174 8,495 0 15,840 854 80 2,081 5,872 25 5,748 9,322 0 5,459 5,759
Changes from: April 5, 2016 Total Change is: -282
89 142 0 697 266 -6 -131 -311 25 -398 -95 0 -558 -303
Percent of Open Interest Represented by Each Category of Trader
3.9 27.9 0.0 52.1 2.8 0.3 6.8 19.3 0.1 18.9 30.7 0.0 18.0 18.9
Number of Traders in Each Category Total Traders: 44
. 6 0 12 . . . 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 71,157
Positions
21,605 9,861 842 13,892 4,101 212 20,563 6,826 53 6,019 913 0 7,971 48,349
Changes from: April 5, 2016 Total Change is: -1,041
-755 2,755 49 1,423 25 -53 304 -2,708 -166 -1,096 913 0 -747 -1,856
Percent of Open Interest Represented by Each Category of Trader
30.4 13.9 1.2 19.5 5.8 0.3 28.9 9.6 0.1 8.5 1.3 0.0 11.2 67.9
Number of Traders in Each Category Total Traders: 83
18 6 . 10 5 . 25 11 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 194,558
Positions
9,508 98,972 729 125,015 66,101 9,046 37,768 7,855 3,135 2,942 3,386 11 6,404 5,323
Changes from: April 5, 2016 Total Change is: 3,716
-289 1,457 8 5,584 -380 -65 -546 1,300 118 -543 840 -6 -545 444
Percent of Open Interest Represented by Each Category of Trader
4.9 50.9 0.4 64.3 34.0 4.6 19.4 4.0 1.6 1.5 1.7 0.0 3.3 2.7
Number of Traders in Each Category Total Traders: 126
8 10 . 44 25 16 14 8 5 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 600,375
Positions
43,657 319,946 1,678 316,623 93,891 71,354 122,167 75,442 7,356 17,850 16,832 1,220 18,470 12,656
Changes from: April 5, 2016 Total Change is: 6,866
1,214 6,405 246 -124 -69 1,870 2,527 -3,690 369 0 -581 33 731 2,283
Percent of Open Interest Represented by Each Category of Trader
7.3 53.3 0.3 52.7 15.6 11.9 20.3 12.6 1.2 3.0 2.8 0.2 3.1 2.1
Number of Traders in Each Category Total Traders: 289
20 25 6 94 39 42 38 34 17 27 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 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 529,394
Positions
10,617 54,096 651 179,609 158,795 75,477 83,943 57,504 20,634 9,151 23,017 87 149,225 139,133
Changes from: April 5, 2016 Total Change is: 12,169
-85 -2,345 83 2,592 4,379 207 12,226 4,279 669 815 6,232 -111 -4,227 -1,224
Percent of Open Interest Represented by Each Category of Trader
2.0 10.2 0.1 33.9 30.0 14.3 15.9 10.9 3.9 1.7 4.3 0.0 28.2 26.3
Number of Traders in Each Category Total Traders: 149
4 19 4 31 28 31 24 28 16 9 6 .
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Traders in Financial Futures - Futures Only Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 631,065
Positions
1,600 46,921 1,000 342,325 127,819 76,044 46,316 274,485 14,694 5,631 11,183 1,571 141,884 77,348
Changes from: April 5, 2016 Total Change is: 6,560
1,600 -11,869 166 -14,356 11,366 9,215 6,066 -1,847 1,764 0 2,430 0 2,105 -4,665
Percent of Open Interest Represented by Each Category of Trader
0.3 7.4 0.2 54.2 20.3 12.1 7.3 43.5 2.3 0.9 1.8 0.2 22.5 12.3
Number of Traders in Each Category Total Traders: 94
. 6 . 40 15 30 13 14 11 . . .
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Traders in Financial Futures - Futures Only Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,006,000
Positions
22,585 85,808 3,577 384,053 150,640 105,033 289,466 295,568 28,633 43,927 185,010 2,747 125,979 148,984
Changes from: April 5, 2016 Total Change is: 13,274
-2,271 5,659 256 11,405 8,852 -5,238 15,486 -17,784 650 -8,120 11,919 -711 1,817 9,671
Percent of Open Interest Represented by Each Category of Trader
2.2 8.5 0.4 38.2 15.0 10.4 28.8 29.4 2.8 4.4 18.4 0.3 12.5 14.8
Number of Traders in Each Category Total Traders: 231
10 25 8 57 32 48 34 32 25 14 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,762,020
Positions
129,545 212,189 21,656 905,625 863,237 355,037 529,471 662,549 86,833 380,020 137,518 7,724 346,109 415,277
Changes from: April 5, 2016 Total Change is: 72,544
-10,287 3,579 -225 9,264 50,103 5,361 73,207 -8,162 6,343 -1,973 2,011 -1,812 -7,334 15,346
Percent of Open Interest Represented by Each Category of Trader
4.7 7.7 0.8 32.8 31.3 12.9 19.2 24.0 3.1 13.8 5.0 0.3 12.5 15.0
Number of Traders in Each Category Total Traders: 351
20 28 13 59 78 68 62 58 56 20 26 14
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Traders in Financial Futures - Futures Only Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 104,668
Positions
6,859 6,893 0 13,053 39,468 1,123 39,344 0 3 2,250 0 0 42,036 57,181
Changes from: April 5, 2016 Total Change is: -2,499
-3,566 -4,685 0 -558 -660 536 -283 -2,720 0 0 0 0 1,372 5,030
Percent of Open Interest Represented by Each Category of Trader
6.6 6.6 0.0 12.5 37.7 1.1 37.6 0.0 0.0 2.1 0.0 0.0 40.2 54.6
Number of Traders in Each Category Total Traders: 21
. . 0 . 5 4 9 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,452,195
Positions
41,353 209,061 21,998 1,313,109 468,909 302,363 300,110 853,643 40,099 141,959 210,861 4,676 286,528 340,585
Changes from: April 5, 2016 Total Change is: 6,236
-4,663 9,480 174 -21,258 21,077 11,255 -1,097 -44,307 9,234 3,960 -2,452 119 8,512 1,656
Percent of Open Interest Represented by Each Category of Trader
1.7 8.5 0.9 53.5 19.1 12.3 12.2 34.8 1.6 5.8 8.6 0.2 11.7 13.9
Number of Traders in Each Category Total Traders: 279
7 29 5 54 48 52 43 60 34 7 31 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 935,153
Positions
335,231 165,173 244,979 4,139 22,868 5,040 98,883 206,705 173,757 26,068 24,748 29,906 17,150 61,977
Changes from: April 5, 2016 Total Change is: 79,483
42,084 14,499 12,443 0 5,324 -849 -4,391 25,633 21,107 3,596 2,176 5,150 343 -6,000
Percent of Open Interest Represented by Each Category of Trader
35.8 17.7 26.2 0.4 2.4 0.5 10.6 22.1 18.6 2.8 2.6 3.2 1.8 6.6
Number of Traders in Each Category Total Traders: 132
14 33 37 . 7 . 8 44 34 5 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,197,554
Positions
2,775,251 1,314,164 2,231,179 366,778 1,366,125 380,092 1,298,192 1,359,710 1,651,853 461,693 531,438 217,223 815,293 1,145,770
Changes from: April 5, 2016 Total Change is: 162,378
-32,606 -69,151 105,680 13,445 19,648 48,460 -10,838 -20,766 16,927 -1,135 66,364 -24,033 46,478 19,249
Percent of Open Interest Represented by Each Category of Trader
27.2 12.9 21.9 3.6 13.4 3.7 12.7 13.3 16.2 4.5 5.2 2.1 8.0 11.2
Number of Traders in Each Category Total Traders: 280
36 47 81 10 28 28 32 83 85 7 27 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 26,483
Positions
1,290 396 0 0 14,118 148 17,301 8,791 0 6,839 2,187 725 180 118
Changes from: April 5, 2016 Total Change is: -364
-907 0 0 0 -17 -4 375 96 0 126 -432 -10 56 3
Percent of Open Interest Represented by Each Category of Trader
4.9 1.5 0.0 0.0 53.3 0.6 65.3 33.2 0.0 25.8 8.3 2.7 0.7 0.4
Number of Traders in Each Category Total Traders: 44
. . 0 0 13 . 5 11 0 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 31,859
Positions
6,837 408 0 171 13,230 593 22,858 12,247 0 1,300 5,224 0 100 157
Changes from: April 5, 2016 Total Change is: -742
-2,274 -584 0 0 0 0 1,323 -363 0 200 105 0 9 100
Percent of Open Interest Represented by Each Category of Trader
21.5 1.3 0.0 0.5 41.5 1.9 71.7 38.4 0.0 4.1 16.4 0.0 0.3 0.5
Number of Traders in Each Category Total Traders: 36
. . 0 . 8 . 5 8 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 59,054
Positions
876 26,582 0 15,015 2,675 536 13,938 22,903 1,848 19,028 1,429 0 7,813 3,081
Changes from: April 5, 2016 Total Change is: 2,731
447 173 0 538 162 -93 4,092 1,709 223 -3,128 306 0 652 251
Percent of Open Interest Represented by Each Category of Trader
1.5 45.0 0.0 25.4 4.5 0.9 23.6 38.8 3.1 32.2 2.4 0.0 13.2 5.2
Number of Traders in Each Category Total Traders: 136
. 7 0 7 5 . 26 30 15 50 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 408,198
Positions
96,053 17,010 25,820 114,206 55,228 35,877 27,914 158,600 62,270 2,842 5,892 18,897 24,319 28,604
Changes from: April 5, 2016 Total Change is: 12,928
11,916 -551 2,589 -9,717 -1,676 -570 2,703 -1,381 6,275 -3,504 2,072 5,352 -2,116 818
Percent of Open Interest Represented by Each Category of Trader
23.5 4.2 6.3 28.0 13.5 8.8 6.8 38.9 15.3 0.7 1.4 4.6 6.0 7.0
Number of Traders in Each Category Total Traders: 200
22 11 21 13 18 9 32 71 55 7 15 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 15,445
Positions
345 3,140 0 7,236 2,818 858 5,684 8,230 390 805 0 0 127 9
Changes from: April 5, 2016 Total Change is: -903
34 0 0 -989 -154 -91 75 102 0 249 -750 0 -181 -10
Percent of Open Interest Represented by Each Category of Trader
2.2 20.3 0.0 46.9 18.2 5.6 36.8 53.3 2.5 5.2 0.0 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 34
. . 0 8 . . 9 7 . 4 0 0
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Updated April 15, 2016