Traders in Financial Futures - Futures Only Positions as of June 21, 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 118,157
Positions
0 47,181 15 48,559 10,081 1,064 25,067 33,983 2,657 9,003 2,923 120 31,672 20,133
Changes from: June 14, 2016 Total Change is: -59,554
-354 -23,964 -32,859 4,950 1,110 -1 -1,487 14,060 -16,430 -360 612 -836 -12,177 -1,246
Percent of Open Interest Represented by Each Category of Trader
0.0 39.9 0.0 41.1 8.5 0.9 21.2 28.8 2.2 7.6 2.5 0.1 26.8 17.0
Number of Traders in Each Category Total Traders: 83
0 10 . 11 9 5 16 23 9 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 38,535
Positions
16,012 2,584 5 2,287 1,268 117 11,203 18,486 648 0 0 0 8,263 15,427
Changes from: June 14, 2016 Total Change is: -4,575
-978 615 5 451 -942 0 -5,031 -3,234 -32 0 0 0 1,010 -987
Percent of Open Interest Represented by Each Category of Trader
41.6 6.7 0.0 5.9 3.3 0.3 29.1 48.0 1.7 0.0 0.0 0.0 21.4 40.0
Number of Traders in Each Category Total Traders: 37
. 5 . 4 . . 10 14 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 199,189
Positions
124,704 2,910 718 2,014 79,676 6,501 40,365 56,844 6,723 1,281 12,663 2 16,881 33,152
Changes from: June 14, 2016 Total Change is: -7,200
5,723 363 -23 -109 -2,082 -21 -14,939 -1,833 822 -412 -506 -156 1,915 -3,764
Percent of Open Interest Represented by Each Category of Trader
62.6 1.5 0.4 1.0 40.0 3.3 20.3 28.5 3.4 0.6 6.4 0.0 8.5 16.6
Number of Traders in Each Category Total Traders: 107
8 6 . . 28 6 23 33 17 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 144,710
Positions
3,130 2,993 399 30,922 43,184 5,654 66,825 22,600 2,708 2,846 39,192 215 32,011 27,765
Changes from: June 14, 2016 Total Change is: 5,658
844 432 290 1,052 566 -62 963 3,477 -94 389 1,325 215 2,061 -491
Percent of Open Interest Represented by Each Category of Trader
2.2 2.1 0.3 21.4 29.8 3.9 46.2 15.6 1.9 2.0 27.1 0.1 22.1 19.2
Number of Traders in Each Category Total Traders: 107
5 6 . 11 20 9 34 21 10 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 317,400
Positions
82,416 10,981 2,699 127,836 97,940 14,390 20,771 99,392 6,023 18,043 28,701 1,176 44,046 56,098
Changes from: June 14, 2016 Total Change is: -8,002
3,202 751 629 2,188 -3,998 851 -13,974 -5,427 1,789 -3,187 -933 442 58 -2,106
Percent of Open Interest Represented by Each Category of Trader
26.0 3.5 0.9 40.3 30.9 4.5 6.5 31.3 1.9 5.7 9.0 0.4 13.9 17.7
Number of Traders in Each Category Total Traders: 216
19 8 8 37 35 28 28 45 15 19 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 26,396
Positions
870 16,623 192 12,225 1,003 1,418 1,229 2,581 0 431 0 0 10,031 4,579
Changes from: June 14, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.3 63.0 0.7 46.3 3.8 5.4 4.7 9.8 0.0 1.6 0.0 0.0 38.0 17.3
Number of Traders in Each Category Total Traders: 20
. . . 8 . 6 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 78,925
Positions
7,574 5,456 805 25,165 8,543 1,433 18,437 24,315 1,702 2,338 16,100 1 21,470 20,570
Changes from: June 14, 2016 Total Change is: -210
-817 2,550 507 54 653 308 -1,614 1,598 3 1,645 -1,793 -127 -169 -3,909
Percent of Open Interest Represented by Each Category of Trader
9.6 6.9 1.0 31.9 10.8 1.8 23.4 30.8 2.2 3.0 20.4 0.0 27.2 26.1
Number of Traders in Each Category Total Traders: 80
5 4 . 9 9 5 22 18 6 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 35,807
Positions
13,387 29,100 350 3,910 0 0 16,785 5,755 0 400 129 0 975 473
Changes from: June 14, 2016 Total Change is: -6,412
-2,760 233 -5,287 0 0 0 2,250 863 -235 0 -1,617 -235 -145 -134
Percent of Open Interest Represented by Each Category of Trader
37.4 81.3 1.0 10.9 0.0 0.0 46.9 16.1 0.0 1.1 0.4 0.0 2.7 1.3
Number of Traders in Each Category Total Traders: 23
. 8 . . 0 0 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 111,143
Positions
41,234 28,202 40 50,351 6,089 175 11,318 63,838 1,739 2,916 3,343 0 3,370 7,717
Changes from: June 14, 2016 Total Change is: 253
1,538 460 -8 1,797 257 0 -3,472 -1,461 648 405 110 0 -655 247
Percent of Open Interest Represented by Each Category of Trader
37.1 25.4 0.0 45.3 5.5 0.2 10.2 57.4 1.6 2.6 3.0 0.0 3.0 6.9
Number of Traders in Each Category Total Traders: 124
7 5 . 11 10 . 11 60 10 11 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 28,085
Positions
0 21,084 932 6,405 105 0 19,402 3,513 120 0 1,540 0 1,226 791
Changes from: June 14, 2016 Total Change is: -288
0 0 3 6 0 0 -253 -52 -11 0 -20 0 -33 -208
Percent of Open Interest Represented by Each Category of Trader
0.0 75.1 3.3 22.8 0.4 0.0 69.1 12.5 0.4 0.0 5.5 0.0 4.4 2.8
Number of Traders in Each Category Total Traders: 28
0 . . 4 . 0 9 7 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 43,562
Positions
1,564 6,518 9 2,119 21,875 24 32,019 8,428 1,194 1,434 2,546 0 5,199 2,968
Changes from: June 14, 2016 Total Change is: 1,643
553 2,180 9 -497 0 0 1,438 -374 65 137 -224 0 -62 -13
Percent of Open Interest Represented by Each Category of Trader
3.6 15.0 0.0 4.9 50.2 0.1 73.5 19.3 2.7 3.3 5.8 0.0 11.9 6.8
Number of Traders in Each Category Total Traders: 80
. 5 . 8 7 . 38 12 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 56,193
Positions
10,594 34,535 131 6,628 1,056 129 29,205 7,938 368 915 4,458 0 8,224 7,579
Changes from: June 14, 2016 Total Change is: -18,078
-2,012 -2,695 -10,713 15 134 -80 -3,881 -1,530 -863 -76 -365 -156 -313 -1,811
Percent of Open Interest Represented by Each Category of Trader
18.9 61.5 0.2 11.8 1.9 0.2 52.0 14.1 0.7 1.6 7.9 0.0 14.6 13.5
Number of Traders in Each Category Total Traders: 104
12 21 . 9 . . 33 10 . . 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 112,385
Positions
21,188 69,070 261 13,256 2,111 257 58,410 15,876 736 1,829 8,916 0 16,448 15,158
Changes from: June 14, 2016 Total Change is: -36,155
-4,024 -5,390 -21,426 30 268 -159 -7,761 -3,059 -1,725 -152 -730 -312 -626 -3,622
Percent of Open Interest Represented by Each Category of Trader
18.9 61.5 0.2 11.8 1.9 0.2 52.0 14.1 0.7 1.6 7.9 0.0 14.6 13.5
Number of Traders in Each Category Total Traders: 104
12 21 . 9 . . 33 10 . . 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 620,998
Positions
71,986 49,433 6,586 278,094 215,807 58,268 70,838 144,717 16,530 24,576 39,100 4,434 89,687 86,125
Changes from: June 14, 2016 Total Change is: -153,473
-10,704 -11,901 -70,798 7,526 17,051 -10,151 -26,991 -16,256 -22,768 -642 -10,041 -3,082 -15,862 -25,527
Percent of Open Interest Represented by Each Category of Trader
11.6 8.0 1.1 44.8 34.8 9.4 11.4 23.3 2.7 4.0 6.3 0.7 14.4 13.9
Number of Traders in Each Category Total Traders: 571
37 27 18 116 90 87 73 132 73 39 57 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 64,756
Positions
14,228 12,493 100 16,107 18,082 1,801 1,021 4,010 325 2,144 1,528 50 28,980 26,367
Changes from: June 14, 2016 Total Change is: -41,333
-12,602 -4,334 -17,855 1,111 -975 -307 -8,810 -7,769 -1,101 -239 -577 -469 -1,061 -7,946
Percent of Open Interest Represented by Each Category of Trader
22.0 19.3 0.2 24.9 27.9 2.8 1.6 6.2 0.5 3.3 2.4 0.1 44.8 40.7
Number of Traders in Each Category Total Traders: 52
4 6 . 11 4 4 12 10 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,781,212
Positions
296,327 192,236 24,892 1,319,980 998,668 272,290 352,995 707,445 77,117 117,468 193,168 16,608 303,535 298,788
Changes from: June 14, 2016 Total Change is: -560,700
-82,449 -129,771 -172,775 38,051 96,105 -55,198 -133,918 -85,444 -65,325 -4,130 -49,434 -10,951 -74,005 -87,907
Percent of Open Interest Represented by Each Category of Trader
10.7 6.9 0.9 47.5 35.9 9.8 12.7 25.4 2.8 4.2 6.9 0.6 10.9 10.7
Number of Traders in Each Category Total Traders: 565
37 27 16 114 87 84 72 133 65 38 57 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 83,326
Positions
624 26,066 1,008 44,481 46,066 3,411 22,152 3,141 307 0 543 0 11,343 2,784
Changes from: June 14, 2016 Total Change is: -11,683
-3,383 -3,905 -6,726 2,137 -1,966 715 -2,223 870 -525 0 53 0 -1,678 -199
Percent of Open Interest Represented by Each Category of Trader
0.7 31.3 1.2 53.4 55.3 4.1 26.6 3.8 0.4 0.0 0.7 0.0 13.6 3.3
Number of Traders in Each Category Total Traders: 92
. 11 . 36 15 16 19 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 43,667
Positions
4,090 20,297 156 15,117 7,171 844 16,495 8,459 349 1,946 2,365 24 4,646 4,003
Changes from: June 14, 2016 Total Change is: -13,854
-1,475 -331 -4,982 440 -336 -1,149 -4,629 -4,583 -1,141 -52 -255 -207 -659 -870
Percent of Open Interest Represented by Each Category of Trader
9.4 46.5 0.4 34.6 16.4 1.9 37.8 19.4 0.8 4.5 5.4 0.1 10.6 9.2
Number of Traders in Each Category Total Traders: 210
9 23 . 43 20 15 43 40 13 14 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 218,337
Positions
20,452 101,486 778 75,587 35,853 4,221 82,474 42,297 1,746 9,732 11,823 119 23,228 20,014
Changes from: June 14, 2016 Total Change is: -69,269
-7,373 -1,653 -24,909 2,199 -1,680 -5,747 -23,145 -22,916 -5,704 -261 -1,273 -1,036 -3,293 -4,351
Percent of Open Interest Represented by Each Category of Trader
9.4 46.5 0.4 34.6 16.4 1.9 37.8 19.4 0.8 4.5 5.4 0.1 10.6 9.2
Number of Traders in Each Category Total Traders: 210
9 23 . 43 20 15 43 40 13 14 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 332,943
Positions
96,838 16,400 354 118,915 182,089 15,248 71,351 88,789 6,889 4,348 7,308 1,391 17,609 14,475
Changes from: June 14, 2016 Total Change is: -68,517
-34,468 -23,719 -12,098 2,153 2,194 -1,542 -12,927 -22,336 -3,492 -76 -3,361 -396 -5,671 -3,767
Percent of Open Interest Represented by Each Category of Trader
29.1 4.9 0.1 35.7 54.7 4.6 21.4 26.7 2.1 1.3 2.2 0.4 5.3 4.3
Number of Traders in Each Category Total Traders: 257
23 12 . 47 52 30 41 57 15 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 32,479
Positions
2,399 10,249 0 15,363 588 100 4,895 4,007 0 3,718 11,345 0 6,004 6,190
Changes from: June 14, 2016 Total Change is: 875
1,390 0 0 -439 0 -42 -77 596 0 164 -112 0 -121 433
Percent of Open Interest Represented by Each Category of Trader
7.4 31.6 0.0 47.3 1.8 0.3 15.1 12.3 0.0 11.4 34.9 0.0 18.5 19.1
Number of Traders in Each Category Total Traders: 38
. . 0 12 . . 6 7 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 65,068
Positions
13,077 3,132 791 26,529 4,974 673 12,262 5,702 534 3,387 0 0 7,815 49,262
Changes from: June 14, 2016 Total Change is: -1,597
-490 -1,310 388 -578 2,131 301 1,075 -1,694 -152 -888 0 0 -1,253 -1,261
Percent of Open Interest Represented by Each Category of Trader
20.1 4.8 1.2 40.8 7.6 1.0 18.8 8.8 0.8 5.2 0.0 0.0 12.0 75.7
Number of Traders in Each Category Total Traders: 72
15 6 4 12 6 . 19 10 4 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 196,468
Positions
13,964 96,766 693 118,554 66,179 12,788 36,309 10,680 3,716 4,719 1,438 0 5,725 4,208
Changes from: June 14, 2016 Total Change is: -13,057
9,243 3,645 -12,467 -752 2,988 -6,256 1,224 2,532 -526 200 -783 0 -3,723 -2,190
Percent of Open Interest Represented by Each Category of Trader
7.1 49.3 0.4 60.3 33.7 6.5 18.5 5.4 1.9 2.4 0.7 0.0 2.9 2.1
Number of Traders in Each Category Total Traders: 124
8 8 . 44 25 18 14 13 6 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 616,823
Positions
40,063 335,990 1,615 308,357 111,765 84,159 136,645 47,938 6,793 19,466 16,190 1,596 18,129 10,777
Changes from: June 14, 2016 Total Change is: -64,786
1,017 -14,141 -33,635 -918 7,182 -5,341 -3,123 6,715 -5,148 -143 -3,550 -408 -17,087 -16,460
Percent of Open Interest Represented by Each Category of Trader
6.5 54.5 0.3 50.0 18.1 13.6 22.2 7.8 1.1 3.2 2.6 0.3 2.9 1.7
Number of Traders in Each Category Total Traders: 277
21 22 6 89 37 36 42 25 14 29 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 584,288
Positions
7,988 80,181 306 214,630 158,703 86,783 93,945 79,327 17,245 6,421 25,728 362 156,608 135,653
Changes from: June 14, 2016 Total Change is: -2,277
-1,840 9,873 29 5,272 -855 4,835 6,201 -10,311 -6,137 -1,769 -1,616 -81 -8,787 1,986
Percent of Open Interest Represented by Each Category of Trader
1.4 13.7 0.1 36.7 27.2 14.9 16.1 13.6 3.0 1.1 4.4 0.1 26.8 23.2
Number of Traders in Each Category Total Traders: 158
4 15 . 36 29 30 35 26 12 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 592,820
Positions
0 77,740 906 319,029 124,971 72,011 39,264 223,970 12,858 5,319 10,108 0 143,433 70,256
Changes from: June 14, 2016 Total Change is: -24,787
0 -7,348 -830 -11,068 1,116 -2,025 -8,943 -9,152 -7,206 0 1,575 0 5,285 -917
Percent of Open Interest Represented by Each Category of Trader
0.0 13.1 0.2 53.8 21.1 12.1 6.6 37.8 2.2 0.9 1.7 0.0 24.2 11.9
Number of Traders in Each Category Total Traders: 99
0 8 . 47 15 29 11 14 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 1,017,570
Positions
16,477 89,660 4,532 363,383 168,216 132,662 285,140 238,222 27,152 60,639 214,250 1,334 126,251 141,542
Changes from: June 14, 2016 Total Change is: 3,726
-5,652 -13,237 -915 -9,962 3,743 5,300 4,123 8,729 -7,531 4,741 5,868 -382 14,004 2,151
Percent of Open Interest Represented by Each Category of Trader
1.6 8.8 0.4 35.7 16.5 13.0 28.0 23.4 2.7 6.0 21.1 0.1 12.4 13.9
Number of Traders in Each Category Total Traders: 235
8 25 9 49 41 47 35 38 27 16 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,812,962
Positions
106,836 246,143 35,772 923,902 822,392 370,406 546,112 647,076 65,194 375,251 182,004 19,338 370,151 424,637
Changes from: June 14, 2016 Total Change is: 66,510
8,529 33,644 -2,434 72,959 45,521 -15,723 29,590 39,353 -28,717 -13,620 -4,853 163 15,763 -444
Percent of Open Interest Represented by Each Category of Trader
3.8 8.8 1.3 32.8 29.2 13.2 19.4 23.0 2.3 13.3 6.5 0.7 13.2 15.1
Number of Traders in Each Category Total Traders: 358
25 28 11 65 72 71 66 51 44 20 31 14
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Traders in Financial Futures - Futures Only Positions as of June 21, 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 149,081
Positions
2,478 17,798 43 29,746 50,257 2,149 51,626 4,232 4,164 2,670 2,210 0 56,205 68,228
Changes from: June 14, 2016 Total Change is: 13,817
-453 12,839 0 7,917 3,183 221 10,850 -66 -1,652 -1,804 -2,404 0 -1,262 1,696
Percent of Open Interest Represented by Each Category of Trader
1.7 11.9 0.0 20.0 33.7 1.4 34.6 2.8 2.8 1.8 1.5 0.0 37.7 45.8
Number of Traders in Each Category Total Traders: 33
. 5 . 5 9 5 9 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,728,468
Positions
63,405 300,991 19,433 1,425,830 531,782 310,108 410,963 947,875 82,928 132,112 209,148 6,927 276,762 319,276
Changes from: June 14, 2016 Total Change is: 125,375
18,436 14,003 -94 24,718 1,723 21,321 90,502 106,165 -12,763 -9,940 4,516 -894 -5,911 -8,602
Percent of Open Interest Represented by Each Category of Trader
2.3 11.0 0.7 52.3 19.5 11.4 15.1 34.7 3.0 4.8 7.7 0.3 10.1 11.7
Number of Traders in Each Category Total Traders: 304
12 34 11 53 53 50 50 56 37 13 33 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,020,338
Positions
386,573 174,776 228,403 0 40,229 21,428 102,123 192,143 210,832 6,978 55,191 41,842 22,159 55,494
Changes from: June 14, 2016 Total Change is: 34,707
2,964 13,049 -2,239 0 1,915 -2,968 21,014 7,965 12,720 -3,323 2,058 6,543 -4 -4,336
Percent of Open Interest Represented by Each Category of Trader
37.9 17.1 22.4 0.0 3.9 2.1 10.0 18.8 20.7 0.7 5.4 4.1 2.2 5.4
Number of Traders in Each Category Total Traders: 141
22 34 40 0 12 5 14 43 31 4 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,009,517
Positions
3,019,778 1,175,349 2,076,467 256,443 1,693,734 312,810 1,055,914 1,024,313 1,810,580 420,181 541,946 255,873 801,471 1,118,445
Changes from: June 14, 2016 Total Change is: 68,593
-179,105 80,561 111,008 38,951 7,274 -69,152 86,084 -122,977 44,923 -1,354 32,317 20,473 16,765 -35,834
Percent of Open Interest Represented by Each Category of Trader
30.2 11.7 20.7 2.6 16.9 3.1 10.5 10.2 18.1 4.2 5.4 2.6 8.0 11.2
Number of Traders in Each Category Total Traders: 268
35 48 75 6 25 24 43 74 90 9 22 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 26,752
Positions
4,124 3,553 0 0 12,940 153 13,599 7,521 0 8,119 1,838 652 105 95
Changes from: June 14, 2016 Total Change is: -311
-164 154 0 0 11 0 83 -61 0 -53 -226 -44 -133 -145
Percent of Open Interest Represented by Each Category of Trader
15.4 13.3 0.0 0.0 48.4 0.6 50.8 28.1 0.0 30.3 6.9 2.4 0.4 0.4
Number of Traders in Each Category Total Traders: 45
. 5 0 0 13 . 5 9 0 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 26,156
Positions
9,579 2,004 0 218 11,325 475 14,709 8,032 0 1,020 4,190 55 100 75
Changes from: June 14, 2016 Total Change is: -163
-491 -45 0 0 -195 0 278 -8 0 16 102 -2 36 -15
Percent of Open Interest Represented by Each Category of Trader
36.6 7.7 0.0 0.8 43.3 1.8 56.2 30.7 0.0 3.9 16.0 0.2 0.4 0.3
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 7 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 50,649
Positions
170 10,876 0 15,530 2,407 1,147 6,999 30,564 2,972 17,607 282 47 6,177 2,354
Changes from: June 14, 2016 Total Change is: 334
21 -17 0 -8 802 -6 179 47 -549 1,498 -61 -29 -772 147
Percent of Open Interest Represented by Each Category of Trader
0.3 21.5 0.0 30.7 4.8 2.3 13.8 60.3 5.9 34.8 0.6 0.1 12.2 4.6
Number of Traders in Each Category Total Traders: 124
. 5 0 9 5 . 21 28 12 46 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 382,528
Positions
104,741 26,098 18,060 102,729 39,983 45,775 22,300 145,890 59,068 1,349 9,576 11,038 17,468 27,040
Changes from: June 14, 2016 Total Change is: -53,775
-31,192 10,532 -9,609 3,908 -8,664 4,376 1,234 -34,029 -10,622 -80 481 -5,534 -6,256 -706
Percent of Open Interest Represented by Each Category of Trader
27.4 6.8 4.7 26.9 10.5 12.0 5.8 38.1 15.4 0.4 2.5 2.9 4.6 7.1
Number of Traders in Each Category Total Traders: 176
11 16 16 18 16 11 24 63 52 6 11 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 21, 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 19,806
Positions
1,099 2,874 0 9,969 1,799 435 7,445 13,792 390 260 500 0 208 16
Changes from: June 14, 2016 Total Change is: -4,935
1,065 -822 -113 -3,877 1,000 -187 -20 -2,913 -1,744 0 0 0 -59 -156
Percent of Open Interest Represented by Each Category of Trader
5.5 14.5 0.0 50.3 9.1 2.2 37.6 69.6 2.0 1.3 2.5 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 33
. . 0 9 . . 10 6 . . . 0
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Updated June 24, 2016