Traders in Financial Futures - Futures Only Positions as of April 19, 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 114,198
Positions
3,447 53,746 13 41,146 8,744 977 23,032 24,947 2,391 9,455 400 114 33,623 22,866
Changes from: April 12, 2016 Total Change is: 6,443
260 11,017 6 1,108 -1,731 -9 1,813 -853 224 1,712 -500 71 1,258 -1,782
Percent of Open Interest Represented by Each Category of Trader
3.0 47.1 0.0 36.0 7.7 0.9 20.2 21.8 2.1 8.3 0.4 0.1 29.4 20.0
Number of Traders in Each Category Total Traders: 77
. 11 . 10 6 4 18 16 6 13 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 43,212
Positions
12,795 16,329 25 1,404 3,177 113 13,880 9,390 410 600 400 0 13,985 13,368
Changes from: April 12, 2016 Total Change is: 3,455
401 1,983 1 -46 341 13 2,933 942 -80 -740 0 0 973 255
Percent of Open Interest Represented by Each Category of Trader
29.6 37.8 0.1 3.2 7.4 0.3 32.1 21.7 0.9 1.4 0.9 0.0 32.4 30.9
Number of Traders in Each Category Total Traders: 43
. 5 . . 5 . 15 11 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 238,195
Positions
147,251 14,639 900 6,273 72,717 5,700 48,821 89,359 5,451 3,781 13,544 795 19,223 35,090
Changes from: April 12, 2016 Total Change is: 2,026
-4,287 10,950 40 2,053 -10,224 1,222 -2,295 2,198 745 -23 -472 132 4,439 -2,565
Percent of Open Interest Represented by Each Category of Trader
61.8 6.1 0.4 2.6 30.5 2.4 20.5 37.5 2.3 1.6 5.7 0.3 8.1 14.7
Number of Traders in Each Category Total Traders: 119
7 9 4 5 26 10 27 34 18 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 179,888
Positions
6,264 56,888 2,560 37,706 40,722 5,853 85,076 42,156 2,130 9,240 3,479 29 31,030 26,071
Changes from: April 12, 2016 Total Change is: 6,373
-711 6,416 1,013 4,975 -1,151 175 -764 2,592 315 3,315 -651 25 -1,970 -2,361
Percent of Open Interest Represented by Each Category of Trader
3.5 31.6 1.4 21.0 22.6 3.3 47.3 23.4 1.2 5.1 1.9 0.0 17.2 14.5
Number of Traders in Each Category Total Traders: 120
5 9 4 15 20 10 29 33 8 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 345,563
Positions
75,217 43,377 3,980 109,863 97,686 16,425 48,596 99,473 3,865 33,943 22,060 1,141 52,533 57,556
Changes from: April 12, 2016 Total Change is: 12,028
-92 5,766 355 8,070 -275 -381 6,189 9,576 -203 555 -1,616 118 -2,583 -1,312
Percent of Open Interest Represented by Each Category of Trader
21.8 12.6 1.2 31.8 28.3 4.8 14.1 28.8 1.1 9.8 6.4 0.3 15.2 16.7
Number of Traders in Each Category Total Traders: 223
18 8 11 37 33 28 33 48 15 18 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 32,490
Positions
1,101 23,111 369 15,552 0 1,066 435 3,969 0 2,699 0 0 11,268 3,975
Changes from: April 12, 2016 Total Change is: 24
-41 47 23 144 0 -17 435 274 0 0 0 0 -520 -303
Percent of Open Interest Represented by Each Category of Trader
3.4 71.1 1.1 47.9 0.0 3.3 1.3 12.2 0.0 8.3 0.0 0.0 34.7 12.2
Number of Traders in Each Category Total Traders: 23
. 4 . 9 0 4 . 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 142,922
Positions
3,086 63,624 480 42,943 10,526 1,449 61,030 15,836 1,312 44 26,562 944 31,634 22,189
Changes from: April 12, 2016 Total Change is: 10,301
295 10,022 420 -855 -557 0 7,878 -2,482 -32 44 -168 41 2,510 3,057
Percent of Open Interest Represented by Each Category of Trader
2.2 44.5 0.3 30.0 7.4 1.0 42.7 11.1 0.9 0.0 18.6 0.7 22.1 15.5
Number of Traders in Each Category Total Traders: 89
. 10 . 12 8 6 31 16 5 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 29,712
Positions
15,452 22,356 395 5,062 0 0 7,218 5,088 235 400 915 235 715 488
Changes from: April 12, 2016 Total Change is: 1,658
0 421 0 515 0 0 1,017 1,333 0 0 -110 0 126 14
Percent of Open Interest Represented by Each Category of Trader
52.0 75.2 1.3 17.0 0.0 0.0 24.3 17.1 0.8 1.3 3.1 0.8 2.4 1.6
Number of Traders in Each Category Total Traders: 24
. 8 . . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 126,511
Positions
47,703 68,583 300 22,138 3,867 384 40,074 35,243 7,993 2,358 5,526 97 5,464 4,518
Changes from: April 12, 2016 Total Change is: -27,061
-2,906 -5,618 64 -35,281 40 144 2,489 -28,569 7,554 161 57 97 617 -830
Percent of Open Interest Represented by Each Category of Trader
37.7 54.2 0.2 17.5 3.1 0.3 31.7 27.9 6.3 1.9 4.4 0.1 4.3 3.6
Number of Traders in Each Category Total Traders: 121
4 11 . 10 8 . 32 37 13 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 30,622
Positions
555 17,334 1,439 4,800 160 0 22,709 6,373 128 0 4,312 0 991 876
Changes from: April 12, 2016 Total Change is: -157
93 0 0 30 0 0 -445 287 -21 0 -199 0 186 -224
Percent of Open Interest Represented by Each Category of Trader
1.8 56.6 4.7 15.7 0.5 0.0 74.2 20.8 0.4 0.0 14.1 0.0 3.2 2.9
Number of Traders in Each Category Total Traders: 25
. . . . . 0 8 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 31,313
Positions
6,277 7,141 21 1,944 10,001 0 16,754 8,450 1,170 1,299 1,290 0 3,848 3,240
Changes from: April 12, 2016 Total Change is: 1,738
282 2,105 17 97 214 0 1,026 -278 29 -172 118 0 459 -467
Percent of Open Interest Represented by Each Category of Trader
20.0 22.8 0.1 6.2 31.9 0.0 53.5 27.0 3.7 4.1 4.1 0.0 12.3 10.3
Number of Traders in Each Category Total Traders: 68
. 6 . 6 4 0 24 18 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 59,763
Positions
14,488 25,531 281 6,798 2,047 418 28,557 17,854 368 1,012 3,364 65 7,778 9,837
Changes from: April 12, 2016 Total Change is: 1,439
-1,132 -545 -79 -1 834 104 2,555 713 -85 57 -89 28 -8 559
Percent of Open Interest Represented by Each Category of Trader
24.2 42.7 0.5 11.4 3.4 0.7 47.8 29.9 0.6 1.7 5.6 0.1 13.0 16.5
Number of Traders in Each Category Total Traders: 107
13 15 . 10 6 4 30 17 4 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 119,526
Positions
28,975 51,062 562 13,595 4,093 836 57,114 35,708 736 2,024 6,727 129 15,555 19,673
Changes from: April 12, 2016 Total Change is: 2,878
-2,264 -1,089 -158 -1 1,667 207 5,110 1,425 -170 114 -177 56 -16 1,117
Percent of Open Interest Represented by Each Category of Trader
24.2 42.7 0.5 11.4 3.4 0.7 47.8 29.9 0.6 1.7 5.6 0.1 13.0 16.5
Number of Traders in Each Category Total Traders: 107
13 15 . 10 6 4 30 17 4 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 647,049
Positions
91,485 75,620 19,855 268,235 188,573 51,294 84,484 144,044 26,898 24,655 51,392 4,528 75,614 84,845
Changes from: April 12, 2016 Total Change is: 2,305
-15,497 6,200 4,426 14,760 -12,167 -890 5,886 3,464 -324 -112 1,697 -324 -5,619 224
Percent of Open Interest Represented by Each Category of Trader
14.1 11.7 3.1 41.5 29.1 7.9 13.1 22.3 4.2 3.8 7.9 0.7 11.7 13.1
Number of Traders in Each Category Total Traders: 583
37 39 21 116 92 89 76 127 68 38 58 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 72,173
Positions
12,240 22,062 4,459 14,330 18,231 2,337 5,553 6,081 1,138 2,227 1,837 0 29,889 16,028
Changes from: April 12, 2016 Total Change is: -994
-1,876 2,766 0 625 -36 -6 -315 795 -17 -551 429 -22 1,168 -4,903
Percent of Open Interest Represented by Each Category of Trader
17.0 30.6 6.2 19.9 25.3 3.2 7.7 8.4 1.6 3.1 2.5 0.0 41.4 22.2
Number of Traders in Each Category Total Traders: 61
5 10 4 11 . 4 12 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 2,874,380
Positions
446,187 317,748 27,021 1,273,535 855,722 240,776 426,314 721,470 97,144 120,427 256,063 14,351 228,625 344,085
Changes from: April 12, 2016 Total Change is: 16,497
-47,890 37,383 1,917 70,780 -60,550 -4,526 36,635 18,976 -7,167 422 4,564 263 -33,937 25,637
Percent of Open Interest Represented by Each Category of Trader
15.5 11.1 0.9 44.3 29.8 8.4 14.8 25.1 3.4 4.2 8.9 0.5 8.0 12.0
Number of Traders in Each Category Total Traders: 575
35 40 17 114 89 87 76 126 58 38 57 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 80,094
Positions
6,778 10,363 1,117 42,786 53,452 2,987 16,359 7,585 152 218 480 0 9,697 3,958
Changes from: April 12, 2016 Total Change is: -2,895
-4,952 1,149 91 125 -6,640 543 2,112 1,634 -504 -50 -75 0 -260 907
Percent of Open Interest Represented by Each Category of Trader
8.5 12.9 1.4 53.4 66.7 3.7 20.4 9.5 0.2 0.3 0.6 0.0 12.1 4.9
Number of Traders in Each Category Total Traders: 90
7 6 . 36 15 16 13 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 47,078
Positions
5,018 17,981 123 16,520 8,803 826 16,305 11,932 878 2,449 2,251 24 4,934 4,261
Changes from: April 12, 2016 Total Change is: 2,183
-2,646 1,600 17 47 -447 74 4,564 690 213 124 -78 -4 -208 116
Percent of Open Interest Represented by Each Category of Trader
10.7 38.2 0.3 35.1 18.7 1.8 34.6 25.3 1.9 5.2 4.8 0.1 10.5 9.1
Number of Traders in Each Category Total Traders: 234
14 20 5 43 20 13 53 50 14 15 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 235,390
Positions
25,092 89,906 613 82,601 44,014 4,129 81,527 59,658 4,391 12,244 11,253 121 24,672 21,305
Changes from: April 12, 2016 Total Change is: 10,914
-13,230 8,001 85 237 -2,236 371 22,821 3,452 1,067 620 -389 -18 -1,039 581
Percent of Open Interest Represented by Each Category of Trader
10.7 38.2 0.3 35.1 18.7 1.8 34.6 25.3 1.9 5.2 4.8 0.1 10.5 9.1
Number of Traders in Each Category Total Traders: 234
14 20 5 43 20 13 53 50 14 15 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 374,257
Positions
163,354 17,596 1,238 111,777 199,226 17,476 53,227 106,535 6,086 4,836 9,346 24 16,239 16,730
Changes from: April 12, 2016 Total Change is: -6,681
-8,731 502 -400 -2,601 -3,592 615 3,864 -5,368 475 114 664 2 -19 421
Percent of Open Interest Represented by Each Category of Trader
43.6 4.7 0.3 29.9 53.2 4.7 14.2 28.5 1.6 1.3 2.5 0.0 4.3 4.5
Number of Traders in Each Category Total Traders: 265
21 11 4 49 59 29 39 62 15 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 30,070
Positions
1,000 9,644 9 15,741 588 74 2,063 4,601 13 5,060 9,403 0 6,110 5,738
Changes from: April 12, 2016 Total Change is: -337
-174 1,149 9 -99 -266 -6 -18 -1,271 -12 -688 81 0 651 -21
Percent of Open Interest Represented by Each Category of Trader
3.3 32.1 0.0 52.3 2.0 0.2 6.9 15.3 0.0 16.8 31.3 0.0 20.3 19.1
Number of Traders in Each Category Total Traders: 41
. 6 . 12 . . . 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 79,620
Positions
23,904 12,949 651 13,723 4,097 251 26,198 5,862 374 5,593 710 0 8,926 54,726
Changes from: April 12, 2016 Total Change is: 8,463
2,299 3,088 -191 -169 -4 39 5,635 -964 321 -426 -203 0 955 6,377
Percent of Open Interest Represented by Each Category of Trader
30.0 16.3 0.8 17.2 5.1 0.3 32.9 7.4 0.5 7.0 0.9 0.0 11.2 68.7
Number of Traders in Each Category Total Traders: 89
15 6 . 12 5 . 31 12 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 197,955
Positions
8,668 104,511 725 124,717 60,658 10,128 36,804 11,140 3,174 6,669 3,151 10 7,060 4,458
Changes from: April 12, 2016 Total Change is: 3,397
-840 5,539 -4 -298 -5,443 1,082 -964 3,285 39 3,727 -235 -1 656 -865
Percent of Open Interest Represented by Each Category of Trader
4.4 52.8 0.4 63.0 30.6 5.1 18.6 5.6 1.6 3.4 1.6 0.0 3.6 2.3
Number of Traders in Each Category Total Traders: 129
9 11 . 45 24 16 14 11 5 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 629,081
Positions
43,579 339,552 1,472 330,417 92,122 74,251 131,331 87,338 7,142 20,392 16,612 1,169 19,328 9,423
Changes from: April 12, 2016 Total Change is: 28,706
-78 19,606 -206 13,794 -1,769 2,897 9,164 11,896 -214 2,542 -220 -51 858 -3,233
Percent of Open Interest Represented by Each Category of Trader
6.9 54.0 0.2 52.5 14.6 11.8 20.9 13.9 1.1 3.2 2.6 0.2 3.1 1.5
Number of Traders in Each Category Total Traders: 297
21 24 5 94 38 42 45 31 17 32 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 542,834
Positions
17,233 51,366 1,815 186,897 168,857 74,458 83,477 62,393 22,755 9,591 27,213 340 146,268 133,637
Changes from: April 12, 2016 Total Change is: 13,440
6,616 -2,730 1,164 7,288 10,062 -1,019 -466 4,889 2,121 440 4,196 253 -2,957 -5,496
Percent of Open Interest Represented by Each Category of Trader
3.2 9.5 0.3 34.4 31.1 13.7 15.4 11.5 4.2 1.8 5.0 0.1 26.9 24.6
Number of Traders in Each Category Total Traders: 159
5 19 5 31 31 33 27 30 20 7 9 .
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Traders in Financial Futures - Futures Only Positions as of April 19, 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 629,322
Positions
0 48,871 907 348,066 134,575 71,488 47,483 275,365 13,179 7,202 14,416 0 140,997 70,521
Changes from: April 12, 2016 Total Change is: -1,743
-1,600 1,950 -93 5,741 6,756 -4,556 1,167 880 -1,515 1,571 3,233 -1,571 -887 -6,827
Percent of Open Interest Represented by Each Category of Trader
0.0 7.8 0.1 55.3 21.4 11.4 7.5 43.8 2.1 1.1 2.3 0.0 22.4 11.2
Number of Traders in Each Category Total Traders: 99
0 9 . 42 14 31 13 15 11 . . 0
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Traders in Financial Futures - Futures Only Positions as of April 19, 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 1,032,914
Positions
20,667 103,929 3,685 411,807 169,291 109,220 281,564 272,967 30,809 49,305 186,477 2,671 123,186 153,865
Changes from: April 12, 2016 Total Change is: 26,914
-1,918 18,121 108 27,754 18,651 4,187 -7,902 -22,601 2,176 5,378 1,467 -76 -2,793 4,881
Percent of Open Interest Represented by Each Category of Trader
2.0 10.1 0.4 39.9 16.4 10.6 27.3 26.4 3.0 4.8 18.1 0.3 11.9 14.9
Number of Traders in Each Category Total Traders: 230
7 30 9 55 33 48 26 37 28 15 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 2,805,983
Positions
103,975 226,543 26,699 944,286 959,100 331,102 565,573 626,558 80,589 396,462 147,656 9,589 347,708 398,147
Changes from: April 12, 2016 Total Change is: 43,963
-25,570 14,354 5,043 38,661 95,863 -23,935 36,102 -35,991 -6,244 16,442 10,138 1,865 1,599 -17,130
Percent of Open Interest Represented by Each Category of Trader
3.7 8.1 1.0 33.7 34.2 11.8 20.2 22.3 2.9 14.1 5.3 0.3 12.4 14.2
Number of Traders in Each Category Total Traders: 360
18 33 12 58 83 71 60 59 56 23 26 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 111,376
Positions
5,151 9,384 0 16,073 40,280 1,537 44,773 0 3 2,250 2,000 0 41,589 58,172
Changes from: April 12, 2016 Total Change is: 6,708
-1,708 2,491 0 3,020 812 414 5,429 0 0 0 2,000 0 -447 991
Percent of Open Interest Represented by Each Category of Trader
4.6 8.4 0.0 14.4 36.2 1.4 40.2 0.0 0.0 2.0 1.8 0.0 37.3 52.2
Number of Traders in Each Category Total Traders: 25
. . 0 4 6 6 9 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 2,516,029
Positions
51,649 254,216 25,725 1,293,448 494,456 310,094 365,524 845,410 44,183 143,962 211,112 6,345 275,099 324,488
Changes from: April 12, 2016 Total Change is: 63,834
10,296 45,155 3,727 -19,661 25,547 7,731 65,414 -8,233 4,084 2,003 251 1,669 -11,429 -16,097
Percent of Open Interest Represented by Each Category of Trader
2.1 10.1 1.0 51.4 19.7 12.3 14.5 33.6 1.8 5.7 8.4 0.3 10.9 12.9
Number of Traders in Each Category Total Traders: 288
9 34 8 54 50 54 43 57 37 11 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 1,001,100
Positions
366,960 164,158 272,215 4,139 23,646 5,123 80,865 214,812 203,553 19,341 28,499 29,026 19,878 60,068
Changes from: April 12, 2016 Total Change is: 65,947
31,729 -1,015 27,236 0 778 83 -18,018 8,107 29,796 -6,727 3,751 -880 2,728 -1,909
Percent of Open Interest Represented by Each Category of Trader
36.7 16.4 27.2 0.4 2.4 0.5 8.1 21.5 20.3 1.9 2.8 2.9 2.0 6.0
Number of Traders in Each Category Total Traders: 138
16 34 39 . 7 . 9 43 37 7 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 is10,116,329
Positions
2,798,149 1,275,402 2,169,018 245,525 1,424,336 363,944 1,240,702 1,178,692 1,740,674 477,781 499,132 216,348 864,188 1,248,783
Changes from: April 12, 2016 Total Change is: -81,225
22,898 -38,762 -62,161 -121,253 58,211 -16,148 -57,490 -181,018 88,821 16,088 -32,306 -875 48,895 103,013
Percent of Open Interest Represented by Each Category of Trader
27.7 12.6 21.4 2.4 14.1 3.6 12.3 11.7 17.2 4.7 4.9 2.1 8.5 12.3
Number of Traders in Each Category Total Traders: 274
37 46 80 7 28 29 27 83 89 9 26 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 26,328
Positions
1,323 1,178 0 0 13,528 151 16,818 8,257 0 7,158 2,376 725 153 113
Changes from: April 12, 2016 Total Change is: -155
33 782 0 0 -590 3 -483 -534 0 319 189 0 -27 -5
Percent of Open Interest Represented by Each Category of Trader
5.0 4.5 0.0 0.0 51.4 0.6 63.9 31.4 0.0 27.2 9.0 2.8 0.6 0.4
Number of Traders in Each Category Total Traders: 45
. . 0 0 13 . 4 12 0 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 31,159
Positions
7,271 745 0 123 12,914 593 21,782 11,482 0 1,300 5,302 0 90 123
Changes from: April 12, 2016 Total Change is: -700
434 337 0 -48 -316 0 -1,076 -765 0 0 78 0 -10 -34
Percent of Open Interest Represented by Each Category of Trader
23.3 2.4 0.0 0.4 41.4 1.9 69.9 36.8 0.0 4.2 17.0 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 37
4 . 0 . 8 . 5 8 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 62,494
Positions
288 26,216 0 14,887 2,815 546 17,827 25,580 2,614 18,022 1,654 0 8,310 3,069
Changes from: April 12, 2016 Total Change is: 3,440
-588 -366 0 -128 140 10 3,889 2,677 766 -1,006 225 0 497 -12
Percent of Open Interest Represented by Each Category of Trader
0.5 41.9 0.0 23.8 4.5 0.9 28.5 40.9 4.2 28.8 2.6 0.0 13.3 4.9
Number of Traders in Each Category Total Traders: 131
. 5 0 7 6 . 29 29 15 44 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 462,357
Positions
109,406 23,151 38,860 131,227 48,264 39,477 37,275 200,807 66,676 4,487 5,961 12,699 22,250 26,462
Changes from: April 12, 2016 Total Change is: 54,159
13,353 6,141 13,040 17,021 -6,964 3,600 9,361 42,207 4,406 1,645 69 -6,198 -2,069 -2,142
Percent of Open Interest Represented by Each Category of Trader
23.7 5.0 8.4 28.4 10.4 8.5 8.1 43.4 14.4 1.0 1.3 2.7 4.8 5.7
Number of Traders in Each Category Total Traders: 209
16 13 22 14 19 11 37 72 60 11 9 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 19, 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 18,716
Positions
170 3,085 0 10,527 984 952 5,055 13,298 390 1,519 0 0 103 7
Changes from: April 12, 2016 Total Change is: 3,271
-175 -55 0 3,291 -1,834 94 -629 5,068 0 714 0 0 -24 -2
Percent of Open Interest Represented by Each Category of Trader
0.9 16.5 0.0 56.2 5.3 5.1 27.0 71.1 2.1 8.1 0.0 0.0 0.6 0.0
Number of Traders in Each Category Total Traders: 36
. . 0 9 . . 10 8 . 4 0 0
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Updated April 22, 2016