Traders in Financial Futures - Futures Only Positions as of June 7, 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 135,330
Positions
5,765 68,221 1,909 49,990 8,292 951 18,626 13,785 14,549 9,779 1,727 869 32,892 25,027
Changes from: May 31, 2016 Total Change is: 8,812
1,859 -3,438 1,251 94 -603 133 -5,009 4,276 10,311 59 570 162 -48 -3,850
Percent of Open Interest Represented by Each Category of Trader
4.3 50.4 1.4 36.9 6.1 0.7 13.8 10.2 10.8 7.2 1.3 0.6 24.3 18.5
Number of Traders in Each Category Total Traders: 84
. 9 4 10 9 5 21 19 16 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 62,626
Positions
32,347 2,569 2,203 977 3,189 117 15,871 31,931 2,369 994 0 0 7,748 20,248
Changes from: May 31, 2016 Total Change is: 5,451
3,923 827 1,915 0 -59 0 -2,440 1,728 1,692 -436 0 0 797 -652
Percent of Open Interest Represented by Each Category of Trader
51.7 4.1 3.5 1.6 5.1 0.2 25.3 51.0 3.8 1.6 0.0 0.0 12.4 32.3
Number of Traders in Each Category Total Traders: 44
5 . . . 6 . 14 14 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 259,238
Positions
150,658 41,084 1,946 2,982 79,581 9,320 52,709 59,499 15,478 3,303 11,348 6,351 16,491 34,631
Changes from: May 31, 2016 Total Change is: 15,553
3,407 -6,092 767 -1,692 2,822 3,060 897 7,377 3,427 450 -52 6,107 -870 -1,863
Percent of Open Interest Represented by Each Category of Trader
58.1 15.8 0.8 1.2 30.7 3.6 20.3 23.0 6.0 1.3 4.4 2.4 6.4 13.4
Number of Traders in Each Category Total Traders: 114
8 8 5 . 26 8 28 33 24 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 180,894
Positions
15,433 28,876 5,012 27,821 43,218 6,761 61,157 34,991 10,051 4,836 3,170 19,277 30,546 29,538
Changes from: May 31, 2016 Total Change is: 24,395
2,867 6,619 1,104 -522 -2,398 670 -3,630 -4,699 6,550 -1,331 181 15,594 3,093 774
Percent of Open Interest Represented by Each Category of Trader
8.5 16.0 2.8 15.4 23.9 3.7 33.8 19.3 5.6 2.7 1.8 10.7 16.9 16.3
Number of Traders in Each Category Total Traders: 111
4 8 6 13 17 10 35 24 18 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 386,010
Positions
69,125 31,845 16,646 124,346 98,288 16,017 40,588 104,671 26,773 34,284 21,113 550 57,681 70,107
Changes from: May 31, 2016 Total Change is: 29,832
-6,384 275 11,051 929 -4,138 1,437 -6,515 -4,006 18,236 2,100 -1,367 -101 9,079 8,445
Percent of Open Interest Represented by Each Category of Trader
17.9 8.2 4.3 32.2 25.5 4.1 10.5 27.1 6.9 8.9 5.5 0.1 14.9 18.2
Number of Traders in Each Category Total Traders: 221
14 11 12 39 31 28 32 50 27 19 23 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,815
Positions
2,632 18,925 178 11,096 738 1,685 699 1,612 3,974 754 0 150 10,647 4,553
Changes from: May 31, 2016 Total Change is: 3,759
-256 -580 -4 -139 281 -188 -614 163 3,920 -150 0 150 1,040 17
Percent of Open Interest Represented by Each Category of Trader
8.3 59.5 0.6 34.9 2.3 5.3 2.2 5.1 12.5 2.4 0.0 0.5 33.5 14.3
Number of Traders in Each Category Total Traders: 21
4 . . 7 . 5 . 4 4 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 119,376
Positions
42,509 17,736 1,863 21,779 6,861 1,130 18,906 24,006 7,706 1,021 31,938 1,578 22,884 26,558
Changes from: May 31, 2016 Total Change is: 4,729
6,625 -4,058 583 -110 -3,116 74 -8,552 7,662 5,028 -568 -2,907 923 726 540
Percent of Open Interest Represented by Each Category of Trader
35.6 14.9 1.6 18.2 5.7 0.9 15.8 20.1 6.5 0.9 26.8 1.3 19.2 22.2
Number of Traders in Each Category Total Traders: 77
6 4 4 6 8 . 23 21 15 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 33,329
Positions
14,828 22,691 4,787 2,550 0 0 8,443 2,675 348 400 1,846 235 1,738 747
Changes from: May 31, 2016 Total Change is: 5,133
0 56 4,397 -750 0 0 577 7 -37 0 831 0 946 -121
Percent of Open Interest Represented by Each Category of Trader
44.5 68.1 14.4 7.7 0.0 0.0 25.3 8.0 1.0 1.2 5.5 0.7 5.2 2.2
Number of Traders in Each Category Total Traders: 24
. 8 . . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 142,333
Positions
49,542 46,203 3,595 50,976 5,060 175 19,371 64,219 9,893 3,074 4,936 1,176 4,531 7,076
Changes from: May 31, 2016 Total Change is: -1,244
-711 -460 3,594 47 93 0 2,371 2,399 -8,327 604 166 1,176 2 115
Percent of Open Interest Represented by Each Category of Trader
34.8 32.5 2.5 35.8 3.6 0.1 13.6 45.1 7.0 2.2 3.5 0.8 3.2 5.0
Number of Traders in Each Category Total Traders: 142
6 7 4 12 10 . 22 52 21 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 27,709
Positions
0 21,907 632 6,278 105 0 19,709 3,003 180 0 990 0 910 892
Changes from: May 31, 2016 Total Change is: -15,003
-200 194 -13,998 126 -55 0 -536 -177 -229 0 -530 0 -166 -208
Percent of Open Interest Represented by Each Category of Trader
0.0 79.1 2.3 22.7 0.4 0.0 71.1 10.8 0.6 0.0 3.6 0.0 3.3 3.2
Number of Traders in Each Category Total Traders: 25
0 . . . . 0 10 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 57,750
Positions
16,805 16,654 1,604 2,393 20,486 24 26,379 9,695 4,341 1,240 1,390 157 4,807 3,399
Changes from: May 31, 2016 Total Change is: 13,146
-2,176 5,234 1,513 553 291 0 8,803 2,941 2,997 -13 174 157 1,312 -161
Percent of Open Interest Represented by Each Category of Trader
29.1 28.8 2.8 4.1 35.5 0.0 45.7 16.8 7.5 2.1 2.4 0.3 8.3 5.9
Number of Traders in Each Category Total Traders: 76
5 5 4 6 6 . 32 15 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 65,122
Positions
13,111 34,715 675 7,725 783 359 32,994 12,753 719 1,020 5,636 68 8,453 9,416
Changes from: May 31, 2016 Total Change is: 3,924
-237 895 556 529 -40 -58 2,026 618 522 -141 1,491 0 727 -60
Percent of Open Interest Represented by Each Category of Trader
20.1 53.3 1.0 11.9 1.2 0.6 50.7 19.6 1.1 1.6 8.7 0.1 13.0 14.5
Number of Traders in Each Category Total Traders: 111
14 18 8 11 . . 35 13 . . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 130,243
Positions
26,222 69,429 1,350 15,449 1,565 718 65,987 25,505 1,437 2,039 11,272 136 16,905 18,831
Changes from: May 31, 2016 Total Change is: 7,847
-473 1,790 1,111 1,057 -80 -115 4,052 1,235 1,043 -282 2,982 0 1,454 -119
Percent of Open Interest Represented by Each Category of Trader
20.1 53.3 1.0 11.9 1.2 0.6 50.7 19.6 1.1 1.6 8.7 0.1 13.0 14.5
Number of Traders in Each Category Total Traders: 111
14 18 8 11 . . 35 13 . . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 715,957
Positions
98,479 64,586 37,940 283,858 197,141 51,534 95,427 181,293 25,542 23,981 48,539 4,508 94,689 104,875
Changes from: May 31, 2016 Total Change is: 34,178
4,344 -5,991 13,135 6,755 2,179 821 787 17,132 -2,666 -701 6 135 11,568 9,427
Percent of Open Interest Represented by Each Category of Trader
13.8 9.0 5.3 39.6 27.5 7.2 13.3 25.3 3.6 3.3 6.8 0.6 13.2 14.6
Number of Traders in Each Category Total Traders: 602
41 36 33 119 87 84 79 138 69 40 62 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 91,279
Positions
24,872 16,035 8,422 15,147 20,059 1,633 9,576 7,495 169 2,386 2,634 50 29,024 34,782
Changes from: May 31, 2016 Total Change is: 7,469
2,106 -2,138 2,383 1,402 903 -738 717 -1,733 79 3 30 0 1,517 8,683
Percent of Open Interest Represented by Each Category of Trader
27.2 17.6 9.2 16.6 22.0 1.8 10.5 8.2 0.2 2.6 2.9 0.1 31.8 38.1
Number of Traders in Each Category Total Traders: 66
11 8 8 12 4 . 12 11 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,123,389
Positions
445,207 319,926 70,417 1,347,883 889,739 245,174 472,240 911,975 83,881 116,518 238,069 13,744 328,325 350,464
Changes from: May 31, 2016 Total Change is: 133,544
32,954 2,499 31,995 25,511 5,125 9,049 -12,760 81,216 -617 -3,217 183 372 50,257 3,722
Percent of Open Interest Represented by Each Category of Trader
14.3 10.2 2.3 43.2 28.5 7.8 15.1 29.2 2.7 3.7 7.6 0.4 10.5 11.2
Number of Traders in Each Category Total Traders: 594
39 38 27 116 84 82 79 138 62 39 61 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 88,420
Positions
4,213 31,360 1,386 47,039 46,121 2,825 21,855 2,836 114 0 670 0 10,988 3,108
Changes from: May 31, 2016 Total Change is: 3,877
-306 4,557 185 1,906 -147 -99 1,648 -837 -259 0 78 0 802 399
Percent of Open Interest Represented by Each Category of Trader
4.8 35.5 1.6 53.2 52.2 3.2 24.7 3.2 0.1 0.0 0.8 0.0 12.4 3.5
Number of Traders in Each Category Total Traders: 92
. 12 . 41 13 16 17 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 48,764
Positions
5,554 18,538 503 15,740 6,648 668 18,275 14,759 392 2,117 2,384 79 5,435 4,793
Changes from: May 31, 2016 Total Change is: 2,386
-486 3,009 425 613 196 -7 1,591 -320 -215 -32 -55 4 492 -651
Percent of Open Interest Represented by Each Category of Trader
11.4 38.0 1.0 32.3 13.6 1.4 37.5 30.3 0.8 4.3 4.9 0.2 11.1 9.8
Number of Traders in Each Category Total Traders: 228
15 18 5 42 22 11 47 48 17 17 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 243,822
Positions
27,771 92,689 2,514 78,702 33,241 3,342 91,376 73,797 1,959 10,587 11,918 396 27,175 23,966
Changes from: May 31, 2016 Total Change is: 11,928
-2,430 15,047 2,126 3,066 979 -36 7,955 -1,600 -1,077 -159 -277 21 2,462 -3,255
Percent of Open Interest Represented by Each Category of Trader
11.4 38.0 1.0 32.3 13.6 1.4 37.5 30.3 0.8 4.3 4.9 0.2 11.1 9.8
Number of Traders in Each Category Total Traders: 228
15 18 5 42 22 11 47 48 17 17 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 397,562
Positions
154,199 45,083 4,677 117,013 182,964 16,122 75,475 113,675 7,078 4,954 10,755 0 18,044 17,208
Changes from: May 31, 2016 Total Change is: 2,988
-5,580 4,793 2,644 3,599 -1,502 333 2,006 -3,177 -277 -451 454 -20 734 -260
Percent of Open Interest Represented by Each Category of Trader
38.8 11.3 1.2 29.4 46.0 4.1 19.0 28.6 1.8 1.2 2.7 0.0 4.5 4.3
Number of Traders in Each Category Total Traders: 268
20 17 9 51 48 29 41 63 18 10 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 40,713
Positions
882 13,252 0 17,815 588 152 4,646 3,067 4,491 4,609 9,959 1,286 6,832 7,918
Changes from: May 31, 2016 Total Change is: 5,197
31 550 -21 193 -634 38 498 -1,150 4,413 -499 240 1,286 -742 475
Percent of Open Interest Represented by Each Category of Trader
2.2 32.5 0.0 43.8 1.4 0.4 11.4 7.5 11.0 11.3 24.5 3.2 16.8 19.4
Number of Traders in Each Category Total Traders: 51
. 8 0 13 . . 8 10 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 97,456
Positions
30,081 15,976 2,824 29,908 1,144 77 16,866 11,566 2,231 6,679 0 43 8,747 63,595
Changes from: May 31, 2016 Total Change is: 4,949
2,198 -699 1,813 345 0 67 -2,056 3,128 1,224 1,528 0 0 -170 -584
Percent of Open Interest Represented by Each Category of Trader
30.9 16.4 2.9 30.7 1.2 0.1 17.3 11.9 2.3 6.9 0.0 0.0 9.0 65.3
Number of Traders in Each Category Total Traders: 87
18 10 9 14 . . 20 17 13 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 180,998
Positions
4,591 93,722 704 119,127 59,509 10,403 33,185 7,075 3,593 1,851 2,215 0 7,544 3,777
Changes from: May 31, 2016 Total Change is: -2,130
102 194 5 -2,630 -1,034 189 501 -414 -406 -282 1 0 391 -665
Percent of Open Interest Represented by Each Category of Trader
2.5 51.8 0.4 65.8 32.9 5.7 18.3 3.9 2.0 1.0 1.2 0.0 4.2 2.1
Number of Traders in Each Category Total Traders: 121
7 9 . 46 22 18 16 11 6 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 648,141
Positions
38,150 334,937 28,280 304,764 97,118 89,702 133,417 57,187 11,057 21,349 17,883 1,757 19,665 10,220
Changes from: May 31, 2016 Total Change is: 35,115
1,495 10,058 20,996 11,361 -5,789 -2,424 -1,024 14,009 2,714 1,613 -1,418 106 278 -3,137
Percent of Open Interest Represented by Each Category of Trader
5.9 51.7 4.4 47.0 15.0 13.8 20.6 8.8 1.7 3.3 2.8 0.3 3.0 1.6
Number of Traders in Each Category Total Traders: 286
21 23 14 91 34 40 40 30 20 33 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 567,518
Positions
6,846 62,627 1,068 189,735 161,617 80,418 92,805 71,600 28,191 6,141 26,440 319 161,995 135,238
Changes from: May 31, 2016 Total Change is: 4,268
-1,361 18,837 -487 15,810 14,883 -1,445 9,529 1,072 -18,534 -20 -6,322 -2,717 3,493 -1,019
Percent of Open Interest Represented by Each Category of Trader
1.2 11.0 0.2 33.4 28.5 14.2 16.4 12.6 5.0 1.1 4.7 0.1 28.5 23.8
Number of Traders in Each Category Total Traders: 143
. 14 4 34 28 30 31 22 13 4 7 .
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Traders in Financial Futures - Futures Only Positions as of June 7, 2016
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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 607,403
Positions
0 72,768 726 316,996 118,307 76,999 47,557 229,822 21,834 5,319 11,847 0 137,972 75,100
Changes from: May 31, 2016 Total Change is: -8,341
0 7,658 -86 -7,505 -7,699 1,737 4,489 -5,139 -5,700 -68 0 -1 -1,207 889
Percent of Open Interest Represented by Each Category of Trader
0.0 12.0 0.1 52.2 19.5 12.7 7.8 37.8 3.6 0.9 2.0 0.0 22.7 12.4
Number of Traders in Each Category Total Traders: 97
0 7 . 42 14 28 14 15 15 . . 0
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Traders in Financial Futures - Futures Only Positions as of June 7, 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 970,520
Positions
22,120 80,234 4,330 380,350 155,577 118,911 240,306 211,626 37,621 47,180 216,297 1,297 118,405 144,627
Changes from: May 31, 2016 Total Change is: -33,591
-3,058 -9,219 -5,275 -26,025 6,732 8,941 42,829 -9,581 -38,372 -7,134 9,848 407 -5,904 2,928
Percent of Open Interest Represented by Each Category of Trader
2.3 8.3 0.4 39.2 16.0 12.3 24.8 21.8 3.9 4.9 22.3 0.1 12.2 14.9
Number of Traders in Each Category Total Traders: 231
7 31 11 45 43 47 31 35 24 14 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 2,706,443
Positions
116,719 234,664 33,958 798,502 791,108 364,220 518,640 565,697 129,438 384,056 142,744 15,197 345,713 429,417
Changes from: May 31, 2016 Total Change is: 88,064
3,977 45,661 -5,514 -46,142 -59,717 21,606 106,149 64,240 -3,526 -2,008 722 3,050 10,472 21,542
Percent of Open Interest Represented by Each Category of Trader
4.3 8.7 1.3 29.5 29.2 13.5 19.2 20.9 4.8 14.2 5.3 0.6 12.8 15.9
Number of Traders in Each Category Total Traders: 350
18 36 17 55 76 67 62 51 52 22 30 17
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Traders in Financial Futures - Futures Only Positions as of June 7, 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 142,745
Positions
8,896 2,996 1,588 15,610 46,567 1,709 39,377 9,991 7,750 6,899 7,877 0 60,916 64,267
Changes from: May 31, 2016 Total Change is: -16,125
-5,479 -594 -5,782 -598 544 -18 -13,624 -1,478 -4,282 3,811 2,228 0 9,847 -6,743
Percent of Open Interest Represented by Each Category of Trader
6.2 2.1 1.1 10.9 32.6 1.2 27.6 7.0 5.4 4.8 5.5 0.0 42.7 45.0
Number of Traders in Each Category Total Traders: 27
. . . . 8 4 7 . 5 . . 0
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Traders in Financial Futures - Futures Only Positions as of June 7, 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 2,558,386
Positions
56,225 268,337 22,069 1,361,450 528,458 290,046 338,086 783,106 104,535 123,870 212,637 8,531 253,574 340,667
Changes from: May 31, 2016 Total Change is: 4,307
3,239 8,823 -25,554 35,023 -6,543 10,059 27,428 49,034 -28,513 -16,030 8,373 1,181 -2,526 -12,553
Percent of Open Interest Represented by Each Category of Trader
2.2 10.5 0.9 53.2 20.7 11.3 13.2 30.6 4.1 4.8 8.3 0.3 9.9 13.3
Number of Traders in Each Category Total Traders: 289
10 35 9 51 55 52 40 54 40 9 35 7
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Traders in Financial Futures - Futures Only Positions as of June 7, 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 907,876
Positions
347,632 159,818 223,755 0 31,750 25,551 69,918 166,395 178,601 16,475 41,596 28,029 17,915 52,381
Changes from: May 31, 2016 Total Change is: -99,628
-18,723 4,056 -24,434 -200 5,280 -3,959 1,291 -31,006 -36,392 6,137 5,671 -21,344 -2,004 2,500
Percent of Open Interest Represented by Each Category of Trader
38.3 17.6 24.6 0.0 3.5 2.8 7.7 18.3 19.7 1.8 4.6 3.1 2.0 5.8
Number of Traders in Each Category Total Traders: 130
20 28 38 0 9 9 9 42 29 4 11 11
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Traders in Financial Futures - Futures Only Positions as of June 7, 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 is10,823,863
Positions
3,538,390 1,076,996 2,247,685 185,555 1,742,014 401,056 850,739 1,338,254 2,055,352 551,134 517,710 253,883 740,069 1,190,913
Changes from: May 31, 2016 Total Change is: 16,546
-119,588 -45,532 90,670 5,984 69,117 -26,944 58,017 -90,608 27,919 30,695 55,574 -17,294 -32,913 -46,356
Percent of Open Interest Represented by Each Category of Trader
32.7 10.0 20.8 1.7 16.1 3.7 7.9 12.4 19.0 5.1 4.8 2.3 6.8 11.0
Number of Traders in Each Category Total Traders: 284
37 49 83 7 27 28 38 82 92 8 24 21
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Traders in Financial Futures - Futures Only Positions as of June 7, 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 32,408
Positions
350 5,486 4,197 0 12,087 153 18,910 7,528 0 8,006 2,182 668 124 107
Changes from: May 31, 2016 Total Change is: 4,158
-270 2,335 3,928 0 -655 27 218 -90 0 117 -1,601 202 -64 12
Percent of Open Interest Represented by Each Category of Trader
1.1 16.9 13.0 0.0 37.3 0.5 58.3 23.2 0.0 24.7 6.7 2.1 0.4 0.3
Number of Traders in Each Category Total Traders: 41
. 5 . 0 11 . 5 8 0 5 5 .
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Traders in Financial Futures - Futures Only Positions as of June 7, 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 35,686
Positions
2,449 5,628 4,856 221 11,615 472 26,316 8,466 0 1,071 4,293 252 49 104
Changes from: May 31, 2016 Total Change is: 4,856
-1,117 2,124 4,856 -62 -261 -67 1,402 719 -492 175 -2,170 195 -34 -48
Percent of Open Interest Represented by Each Category of Trader
6.9 15.8 13.6 0.6 32.5 1.3 73.7 23.7 0.0 3.0 12.0 0.7 0.1 0.3
Number of Traders in Each Category Total Traders: 31
. 4 . . 4 . 6 6 0 . 4 .
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Traders in Financial Futures - Futures Only Positions as of June 7, 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 70,139
Positions
164 25,532 101 15,665 1,172 1,147 17,319 28,834 9,988 18,138 653 20 7,597 2,692
Changes from: May 31, 2016 Total Change is: 7,944
1 -84 101 410 288 -99 4,027 4,288 3,819 472 -817 20 -807 428
Percent of Open Interest Represented by Each Category of Trader
0.2 36.4 0.1 22.3 1.7 1.6 24.7 41.1 14.2 25.9 0.9 0.0 10.8 3.8
Number of Traders in Each Category Total Traders: 130
. 6 . 10 4 . 25 29 18 49 . .
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Traders in Financial Futures - Futures Only Positions as of June 7, 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 501,258
Positions
153,658 15,365 18,230 109,238 55,335 45,602 44,555 226,939 79,450 4,494 6,500 23,339 22,692 30,498
Changes from: May 31, 2016 Total Change is: 33,075
3,169 1,691 5,923 -2,887 -614 4,746 6,062 6,219 17,015 372 -1,152 -1,557 232 804
Percent of Open Interest Represented by Each Category of Trader
30.7 3.1 3.6 21.8 11.0 9.1 8.9 45.3 15.9 0.9 1.3 4.7 4.5 6.1
Number of Traders in Each Category Total Traders: 225
19 8 17 15 21 12 38 79 61 10 19 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 7, 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 22,245
Positions
125 3,757 0 12,349 830 1,079 7,472 15,790 789 260 0 0 171 0
Changes from: May 31, 2016 Total Change is: 990
21 282 0 427 0 -94 233 412 399 0 0 0 4 -9
Percent of Open Interest Represented by Each Category of Trader
0.6 16.9 0.0 55.5 3.7 4.9 33.6 71.0 3.5 1.2 0.0 0.0 0.8 0.0
Number of Traders in Each Category Total Traders: 33
. . 0 9 . . 10 7 . . 0 0
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Updated June 10, 2016