Traders in Financial Futures - Futures Only Positions as of June 14, 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 177,711
Positions
354 71,145 32,874 43,609 8,971 1,065 26,554 19,923 19,087 9,363 2,311 956 43,849 21,379
Changes from: June 7, 2016 Total Change is: 42,381
-5,411 2,924 30,965 -6,381 679 114 7,928 6,138 4,538 -416 584 87 10,957 -3,648
Percent of Open Interest Represented by Each Category of Trader
0.2 40.0 18.5 24.5 5.0 0.6 14.9 11.2 10.7 5.3 1.3 0.5 24.7 12.0
Number of Traders in Each Category Total Traders: 89
. 11 . 12 9 6 22 22 15 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 43,110
Positions
16,990 1,969 0 1,836 2,210 117 16,234 21,720 680 0 0 0 7,253 16,414
Changes from: June 7, 2016 Total Change is: -19,516
-15,357 -600 -2,203 859 -979 0 363 -10,211 -1,689 -994 0 0 -495 -3,834
Percent of Open Interest Represented by Each Category of Trader
39.4 4.6 0.0 4.3 5.1 0.3 37.7 50.4 1.6 0.0 0.0 0.0 16.8 38.1
Number of Traders in Each Category Total Traders: 35
. . 0 . 4 . 12 10 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 206,389
Positions
118,981 2,547 741 2,123 81,758 6,522 55,304 58,677 5,901 1,693 13,169 158 14,966 36,916
Changes from: June 7, 2016 Total Change is: -52,849
-31,677 -38,537 -1,205 -859 2,177 -2,798 2,595 -822 -9,577 -1,610 1,821 -6,193 -1,525 2,285
Percent of Open Interest Represented by Each Category of Trader
57.6 1.2 0.4 1.0 39.6 3.2 26.8 28.4 2.9 0.8 6.4 0.1 7.3 17.9
Number of Traders in Each Category Total Traders: 108
9 5 5 . 27 7 21 34 13 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 139,052
Positions
2,286 2,561 109 29,870 42,618 5,716 65,862 19,123 2,802 2,457 37,867 0 29,950 28,256
Changes from: June 7, 2016 Total Change is: -41,842
-13,147 -26,315 -4,903 2,049 -600 -1,045 4,705 -15,868 -7,249 -2,379 34,697 -19,277 -596 -1,282
Percent of Open Interest Represented by Each Category of Trader
1.6 1.8 0.1 21.5 30.6 4.1 47.4 13.8 2.0 1.8 27.2 0.0 21.5 20.3
Number of Traders in Each Category Total Traders: 105
. 6 . 12 18 10 38 21 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 325,402
Positions
79,214 10,230 2,070 125,648 101,938 13,539 34,745 104,819 4,234 21,230 29,634 734 43,988 58,204
Changes from: June 7, 2016 Total Change is: -60,608
10,089 -21,615 -14,576 1,302 3,650 -2,478 -5,843 148 -22,539 -13,054 8,521 184 -13,693 -11,903
Percent of Open Interest Represented by Each Category of Trader
24.3 3.1 0.6 38.6 31.3 4.2 10.7 32.2 1.3 6.5 9.1 0.2 13.5 17.9
Number of Traders in Each Category Total Traders: 222
18 8 6 38 37 25 27 46 11 21 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 79,135
Positions
8,391 2,906 298 25,111 7,890 1,125 20,051 22,717 1,699 693 17,893 128 21,639 24,479
Changes from: June 7, 2016 Total Change is: -40,241
-34,118 -14,830 -1,565 3,332 1,029 -5 1,145 -1,289 -6,007 -328 -14,045 -1,450 -1,245 -2,079
Percent of Open Interest Represented by Each Category of Trader
10.6 3.7 0.4 31.7 10.0 1.4 25.3 28.7 2.1 0.9 22.6 0.2 27.3 30.9
Number of Traders in Each Category Total Traders: 73
4 4 . 7 9 . 24 14 5 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 42,219
Positions
16,147 28,867 5,637 3,910 0 0 14,535 4,892 235 400 1,746 235 1,120 607
Changes from: June 7, 2016 Total Change is: 8,890
1,319 6,176 850 1,360 0 0 6,092 2,217 -113 0 -100 0 -618 -140
Percent of Open Interest Represented by Each Category of Trader
38.2 68.4 13.4 9.3 0.0 0.0 34.4 11.6 0.6 0.9 4.1 0.6 2.7 1.4
Number of Traders in Each Category Total Traders: 24
. 8 . . 0 0 6 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 110,890
Positions
39,696 27,742 48 48,554 5,832 175 14,790 65,299 1,091 2,511 3,233 0 4,025 7,470
Changes from: June 7, 2016 Total Change is: -31,443
-9,846 -18,461 -3,547 -2,422 772 0 -4,581 1,080 -8,802 -563 -1,703 -1,176 -506 394
Percent of Open Interest Represented by Each Category of Trader
35.8 25.0 0.0 43.8 5.3 0.2 13.3 58.9 1.0 2.3 2.9 0.0 3.6 6.7
Number of Traders in Each Category Total Traders: 116
5 . . 12 10 . 13 57 9 9 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 28,373
Positions
0 21,084 929 6,399 105 0 19,655 3,565 131 0 1,560 0 1,259 999
Changes from: June 7, 2016 Total Change is: 664
0 -823 297 121 0 0 -54 562 -49 0 570 0 349 107
Percent of Open Interest Represented by Each Category of Trader
0.0 74.3 3.3 22.6 0.4 0.0 69.3 12.6 0.5 0.0 5.5 0.0 4.4 3.5
Number of Traders in Each Category Total Traders: 28
0 . . 4 . 0 10 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 41,919
Positions
1,011 4,338 0 2,616 21,875 24 30,581 8,802 1,129 1,297 2,770 0 5,261 2,981
Changes from: June 7, 2016 Total Change is: -15,831
-15,794 -12,316 -1,604 223 1,389 0 4,202 -893 -3,212 57 1,380 -157 454 -418
Percent of Open Interest Represented by Each Category of Trader
2.4 10.3 0.0 6.2 52.2 0.1 73.0 21.0 2.7 3.1 6.6 0.0 12.6 7.1
Number of Traders in Each Category Total Traders: 79
. 4 0 8 7 . 37 13 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 74,270
Positions
12,606 37,230 10,844 6,613 922 208 33,086 9,468 1,231 991 4,823 156 8,537 9,390
Changes from: June 7, 2016 Total Change is: 9,149
-505 2,516 10,169 -1,112 139 -151 92 -3,285 512 -29 -813 88 85 -26
Percent of Open Interest Represented by Each Category of Trader
17.0 50.1 14.6 8.9 1.2 0.3 44.5 12.7 1.7 1.3 6.5 0.2 11.5 12.6
Number of Traders in Each Category Total Traders: 116
15 20 16 10 . 4 38 11 7 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 148,540
Positions
25,212 74,460 21,687 13,226 1,843 416 66,171 18,935 2,461 1,981 9,646 312 17,074 18,780
Changes from: June 7, 2016 Total Change is: 18,297
-1,010 5,031 20,337 -2,223 278 -302 184 -6,570 1,024 -58 -1,626 176 169 -51
Percent of Open Interest Represented by Each Category of Trader
17.0 50.1 14.6 8.9 1.2 0.3 44.5 12.7 1.7 1.3 6.5 0.2 11.5 12.6
Number of Traders in Each Category Total Traders: 116
15 20 16 10 . 4 38 11 7 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 774,471
Positions
82,690 61,333 77,383 270,568 198,756 68,419 97,830 160,973 39,298 25,217 49,140 7,516 105,549 111,652
Changes from: June 7, 2016 Total Change is: 58,515
-15,789 -3,253 39,444 -13,290 1,615 16,886 2,403 -20,320 13,756 1,237 601 3,008 10,860 6,777
Percent of Open Interest Represented by Each Category of Trader
10.7 7.9 10.0 34.9 25.7 8.8 12.6 20.8 5.1 3.3 6.3 1.0 13.6 14.4
Number of Traders in Each Category Total Traders: 591
38 39 48 115 85 89 81 129 82 41 63 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 106,089
Positions
26,830 16,827 17,955 14,996 19,057 2,108 9,831 11,779 1,426 2,383 2,105 519 30,041 34,313
Changes from: June 7, 2016 Total Change is: 14,810
1,958 792 9,533 -151 -1,002 475 255 4,284 1,257 -3 -529 469 1,017 -469
Percent of Open Interest Represented by Each Category of Trader
25.3 15.9 16.9 14.1 18.0 2.0 9.3 11.1 1.3 2.2 2.0 0.5 28.3 32.3
Number of Traders in Each Category Total Traders: 66
10 9 9 11 4 4 12 12 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 3,341,912
Positions
378,776 322,007 197,667 1,281,929 902,563 327,488 486,913 792,889 142,442 121,598 242,602 27,559 377,540 386,695
Changes from: June 7, 2016 Total Change is: 218,523
-66,431 2,081 127,250 -65,954 12,824 82,314 14,673 -119,086 58,561 5,080 4,533 13,815 49,215 36,231
Percent of Open Interest Represented by Each Category of Trader
11.3 9.6 5.9 38.4 27.0 9.8 14.6 23.7 4.3 3.6 7.3 0.8 11.3 11.6
Number of Traders in Each Category Total Traders: 583
36 41 44 113 82 86 82 128 74 40 61 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 95,009
Positions
4,007 29,971 7,734 42,344 48,032 2,696 24,375 2,271 832 0 490 0 13,021 2,983
Changes from: June 7, 2016 Total Change is: 6,589
-206 -1,389 6,348 -4,695 1,911 -129 2,520 -565 718 0 -180 0 2,033 -125
Percent of Open Interest Represented by Each Category of Trader
4.2 31.5 8.1 44.6 50.6 2.8 25.7 2.4 0.9 0.0 0.5 0.0 13.7 3.1
Number of Traders in Each Category Total Traders: 92
. 11 6 37 14 17 20 4 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 57,521
Positions
5,565 20,628 5,137 14,678 7,507 1,994 21,124 13,043 1,490 1,999 2,619 231 5,304 4,873
Changes from: June 7, 2016 Total Change is: 8,757
11 2,090 4,635 -1,063 858 1,325 2,849 -1,717 1,098 -119 236 152 -131 80
Percent of Open Interest Represented by Each Category of Trader
9.7 35.9 8.9 25.5 13.1 3.5 36.7 22.7 2.6 3.5 4.6 0.4 9.2 8.5
Number of Traders in Each Category Total Traders: 241
16 21 15 45 22 14 53 46 22 14 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 287,606
Positions
27,825 103,139 25,687 73,388 37,533 9,968 105,619 65,213 7,450 9,993 13,096 1,155 26,521 24,365
Changes from: June 7, 2016 Total Change is: 43,784
54 10,450 23,173 -5,314 4,292 6,626 14,243 -8,584 5,491 -594 1,178 759 -654 399
Percent of Open Interest Represented by Each Category of Trader
9.7 35.9 8.9 25.5 13.1 3.5 36.7 22.7 2.6 3.5 4.6 0.4 9.2 8.5
Number of Traders in Each Category Total Traders: 241
16 21 15 45 22 14 53 46 22 14 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 401,460
Positions
131,306 40,119 12,452 116,762 179,895 16,790 84,278 111,125 10,381 4,424 10,669 1,787 23,280 18,242
Changes from: June 7, 2016 Total Change is: 3,898
-22,893 -4,964 7,775 -251 -3,069 668 8,803 -2,550 3,303 -530 -86 1,787 5,236 1,034
Percent of Open Interest Represented by Each Category of Trader
32.7 10.0 3.1 29.1 44.8 4.2 21.0 27.7 2.6 1.1 2.7 0.4 5.8 4.5
Number of Traders in Each Category Total Traders: 270
22 15 16 46 49 31 44 63 25 9 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 31,604
Positions
1,009 10,249 0 15,802 588 142 4,972 3,411 0 3,554 11,457 0 6,125 5,757
Changes from: June 7, 2016 Total Change is: -9,109
127 -3,003 0 -2,013 0 -10 326 344 -4,491 -1,055 1,498 -1,286 -707 -2,161
Percent of Open Interest Represented by Each Category of Trader
3.2 32.4 0.0 50.0 1.9 0.4 15.7 10.8 0.0 11.2 36.3 0.0 19.4 18.2
Number of Traders in Each Category Total Traders: 40
. . 0 13 . . 6 8 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 66,665
Positions
13,567 4,442 403 27,107 2,843 372 11,187 7,396 686 4,275 0 0 9,068 50,523
Changes from: June 7, 2016 Total Change is: -30,791
-16,514 -11,534 -2,421 -2,801 1,699 295 -5,679 -4,170 -1,545 -2,404 0 -43 321 -13,072
Percent of Open Interest Represented by Each Category of Trader
20.4 6.7 0.6 40.7 4.3 0.6 16.8 11.1 1.0 6.4 0.0 0.0 13.6 75.8
Number of Traders in Each Category Total Traders: 72
12 7 . 13 5 . 16 13 5 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 209,525
Positions
4,721 93,121 13,160 119,306 63,191 19,044 35,085 8,148 4,242 4,519 2,221 0 9,448 6,398
Changes from: June 7, 2016 Total Change is: 28,527
130 -601 12,456 179 3,682 8,641 1,900 1,073 649 2,668 6 0 1,904 2,621
Percent of Open Interest Represented by Each Category of Trader
2.3 44.4 6.3 56.9 30.2 9.1 16.7 3.9 2.0 2.2 1.1 0.0 4.5 3.1
Number of Traders in Each Category Total Traders: 124
7 10 10 46 23 18 14 11 8 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 681,609
Positions
39,046 350,131 35,250 309,275 104,583 89,500 139,768 41,223 11,941 19,609 19,740 2,004 35,216 27,237
Changes from: June 7, 2016 Total Change is: 33,468
896 15,194 6,970 4,511 7,465 -202 6,351 -15,964 884 -1,740 1,857 247 15,551 17,017
Percent of Open Interest Represented by Each Category of Trader
5.7 51.4 5.2 45.4 15.3 13.1 20.5 6.0 1.8 2.9 2.9 0.3 5.2 4.0
Number of Traders in Each Category Total Traders: 288
20 25 17 88 36 39 46 25 25 29 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 586,565
Positions
9,828 70,308 277 209,358 159,558 81,948 87,744 89,638 23,382 8,190 27,344 443 165,395 133,667
Changes from: June 7, 2016 Total Change is: 19,047
2,982 7,681 -791 19,623 -2,059 1,530 -5,061 18,038 -4,809 2,049 904 124 3,400 -1,571
Percent of Open Interest Represented by Each Category of Trader
1.7 12.0 0.0 35.7 27.2 14.0 15.0 15.3 4.0 1.4 4.7 0.1 28.2 22.8
Number of Traders in Each Category Total Traders: 154
5 14 . 34 28 30 31 27 16 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 617,607
Positions
0 85,088 1,736 330,097 123,855 74,036 48,207 233,122 20,064 5,319 8,533 0 138,148 71,173
Changes from: June 7, 2016 Total Change is: 10,204
0 12,320 1,010 13,101 5,548 -2,963 650 3,300 -1,770 0 -3,314 0 176 -3,927
Percent of Open Interest Represented by Each Category of Trader
0.0 13.8 0.3 53.4 20.1 12.0 7.8 37.7 3.2 0.9 1.4 0.0 22.4 11.5
Number of Traders in Each Category Total Traders: 103
0 9 5 45 15 29 13 17 12 . . 0
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Traders in Financial Futures - Futures Only Positions as of June 14, 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 1,013,844
Positions
22,129 102,897 5,447 373,345 164,473 127,362 281,017 229,493 34,683 55,898 208,382 1,716 112,247 139,391
Changes from: June 7, 2016 Total Change is: 43,324
9 22,663 1,117 -7,005 8,896 8,451 40,711 17,867 -2,938 8,718 -7,915 419 -6,158 -5,236
Percent of Open Interest Represented by Each Category of Trader
2.2 10.1 0.5 36.8 16.2 12.6 27.7 22.6 3.4 5.5 20.6 0.2 11.1 13.7
Number of Traders in Each Category Total Traders: 241
10 32 11 45 40 49 31 42 27 15 26 4
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Traders in Financial Futures - Futures Only Positions as of June 14, 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 2,746,452
Positions
98,307 212,499 38,206 850,943 776,871 386,129 516,522 607,723 93,911 388,871 186,857 19,175 354,388 425,081
Changes from: June 7, 2016 Total Change is: 40,009
-18,412 -22,165 4,248 52,441 -14,237 21,909 -2,118 42,026 -35,527 4,815 44,113 3,978 8,675 -4,336
Percent of Open Interest Represented by Each Category of Trader
3.6 7.7 1.4 31.0 28.3 14.1 18.8 22.1 3.4 14.2 6.8 0.7 12.9 15.5
Number of Traders in Each Category Total Traders: 356
23 30 16 65 71 68 61 55 45 21 30 18
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Traders in Financial Futures - Futures Only Positions as of June 14, 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 135,264
Positions
2,931 4,959 43 21,829 47,074 1,928 40,776 4,298 5,816 4,474 4,614 0 57,467 66,532
Changes from: June 7, 2016 Total Change is: -7,481
-5,965 1,963 -1,545 6,219 507 219 1,399 -5,693 -1,934 -2,425 -3,263 0 -3,449 2,265
Percent of Open Interest Represented by Each Category of Trader
2.2 3.7 0.0 16.1 34.8 1.4 30.1 3.2 4.3 3.3 3.4 0.0 42.5 49.2
Number of Traders in Each Category Total Traders: 27
. . . 4 8 5 7 . 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 2,603,093
Positions
44,969 286,988 19,527 1,401,112 530,059 288,787 320,461 841,710 95,691 142,052 204,632 7,821 282,673 327,878
Changes from: June 7, 2016 Total Change is: 44,707
-11,256 18,651 -2,542 39,662 1,601 -1,259 -17,625 58,604 -8,844 18,182 -8,005 -710 29,099 -12,789
Percent of Open Interest Represented by Each Category of Trader
1.7 11.0 0.8 53.8 20.4 11.1 12.3 32.3 3.7 5.5 7.9 0.3 10.9 12.6
Number of Traders in Each Category Total Traders: 287
11 33 13 52 50 50 39 56 34 10 36 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 985,631
Positions
383,609 161,727 230,642 0 38,314 24,396 81,109 184,178 198,112 10,301 53,133 35,299 22,163 59,830
Changes from: June 7, 2016 Total Change is: 77,755
35,977 1,909 6,887 0 6,564 -1,155 11,191 17,783 19,511 -6,174 11,537 7,270 4,248 7,449
Percent of Open Interest Represented by Each Category of Trader
38.9 16.4 23.4 0.0 3.9 2.5 8.2 18.7 20.1 1.0 5.4 3.6 2.2 6.1
Number of Traders in Each Category Total Traders: 140
19 34 42 0 10 9 11 45 30 . 11 10
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Traders in Financial Futures - Futures Only Positions as of June 14, 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 is 9,940,924
Positions
3,198,883 1,094,788 1,965,459 217,492 1,686,460 381,962 969,830 1,147,290 1,765,657 421,535 509,629 235,400 784,706 1,154,279
Changes from: June 7, 2016 Total Change is: -882,939
-339,507 17,792 -282,226 31,937 -55,554 -19,094 119,091 -190,964 -289,695 -129,599 -8,081 -18,483 44,637 -36,634
Percent of Open Interest Represented by Each Category of Trader
32.2 11.0 19.8 2.2 17.0 3.8 9.8 11.5 17.8 4.2 5.1 2.4 7.9 11.6
Number of Traders in Each Category Total Traders: 268
35 49 80 6 25 26 37 77 86 9 21 22
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Traders in Financial Futures - Futures Only Positions as of June 14, 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 27,063
Positions
4,288 3,399 0 0 12,929 153 13,516 7,582 0 8,172 2,064 696 238 240
Changes from: June 7, 2016 Total Change is: -5,345
3,938 -2,087 -4,197 0 842 0 -5,394 54 0 166 -118 28 114 133
Percent of Open Interest Represented by Each Category of Trader
15.8 12.6 0.0 0.0 47.8 0.6 49.9 28.0 0.0 30.2 7.6 2.6 0.9 0.9
Number of Traders in Each Category Total Traders: 44
4 4 0 0 13 . 5 8 0 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 26,319
Positions
10,070 2,049 0 218 11,520 475 14,431 8,040 0 1,004 4,088 57 64 90
Changes from: June 7, 2016 Total Change is: -9,367
7,621 -3,579 -4,856 -3 -95 3 -11,885 -426 0 -67 -205 -195 15 -14
Percent of Open Interest Represented by Each Category of Trader
38.3 7.8 0.0 0.8 43.8 1.8 54.8 30.5 0.0 3.8 15.5 0.2 0.2 0.3
Number of Traders in Each Category Total Traders: 30
. . 0 . 4 . 7 6 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 50,315
Positions
149 10,893 0 15,538 1,605 1,153 6,820 30,517 3,521 16,109 343 76 6,949 2,207
Changes from: June 7, 2016 Total Change is: -19,824
-15 -14,639 -101 -127 433 6 -10,499 1,683 -6,467 -2,029 -310 56 -648 -485
Percent of Open Interest Represented by Each Category of Trader
0.3 21.6 0.0 30.9 3.2 2.3 13.6 60.7 7.0 32.0 0.7 0.2 13.8 4.4
Number of Traders in Each Category Total Traders: 125
. 5 0 8 5 . 22 31 13 45 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 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 436,303
Positions
135,933 15,566 27,669 98,821 48,647 41,399 21,066 179,919 69,690 1,429 9,095 16,572 23,724 27,746
Changes from: June 7, 2016 Total Change is: -64,955
-17,725 201 9,439 -10,417 -6,688 -4,203 -23,489 -47,020 -9,760 -3,065 2,595 -6,767 1,032 -2,752
Percent of Open Interest Represented by Each Category of Trader
31.2 3.6 6.3 22.6 11.1 9.5 4.8 41.2 16.0 0.3 2.1 3.8 5.4 6.4
Number of Traders in Each Category Total Traders: 189
19 11 21 14 18 11 29 66 56 5 16 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 24,741
Positions
34 3,696 113 13,846 799 622 7,465 16,705 2,134 260 500 0 267 172
Changes from: June 7, 2016 Total Change is: 2,496
-91 -61 113 1,497 -31 -457 -7 915 1,345 0 500 0 96 172
Percent of Open Interest Represented by Each Category of Trader
0.1 14.9 0.5 56.0 3.2 2.5 30.2 67.5 8.6 1.1 2.0 0.0 1.1 0.7
Number of Traders in Each Category Total Traders: 33
. . . 9 . . 10 7 . . . 0
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Updated June 17, 2016