Traders in Financial Futures - Futures Only Positions as of June 28, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 114,425
Positions
0 48,511 143 50,570 9,942 1,501 21,287 27,837 2,560 9,280 2,337 152 28,932 21,442
Changes from: June 21, 2016 Total Change is: -3,732
0 1,330 128 2,011 -139 437 -3,780 -6,146 -97 277 -586 32 -2,740 1,309
Percent of Open Interest Represented by Each Category of Trader
0.0 42.4 0.1 44.2 8.7 1.3 18.6 24.3 2.2 8.1 2.0 0.1 25.3 18.7
Number of Traders in Each Category Total Traders: 81
0 10 . 10 10 6 14 23 11 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 35,507
Positions
16,169 5,147 4 1,884 1,695 117 10,534 12,519 641 0 0 0 6,158 15,384
Changes from: June 21, 2016 Total Change is: -3,028
157 2,563 -1 -403 427 0 -669 -5,967 -7 0 0 0 -2,105 -43
Percent of Open Interest Represented by Each Category of Trader
45.5 14.5 0.0 5.3 4.8 0.3 29.7 35.3 1.8 0.0 0.0 0.0 17.3 43.3
Number of Traders in Each Category Total Traders: 35
. 5 . . . . 12 10 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 206,551
Positions
131,463 3,867 1,064 3,789 84,325 6,077 35,904 50,178 6,941 2,195 20,652 0 19,118 33,447
Changes from: June 21, 2016 Total Change is: 7,362
6,759 957 346 1,775 4,649 -424 -4,461 -6,666 218 914 7,989 -2 2,237 295
Percent of Open Interest Represented by Each Category of Trader
63.6 1.9 0.5 1.8 40.8 2.9 17.4 24.3 3.4 1.1 10.0 0.0 9.3 16.2
Number of Traders in Each Category Total Traders: 108
9 7 . . 22 6 25 31 16 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 143,117
Positions
3,543 3,995 93 32,304 43,792 5,563 73,531 22,201 2,370 264 37,971 443 25,006 26,689
Changes from: June 21, 2016 Total Change is: -1,593
413 1,002 -306 1,382 608 -91 6,706 -399 -338 -2,582 -1,221 228 -7,005 -1,076
Percent of Open Interest Represented by Each Category of Trader
2.5 2.8 0.1 22.6 30.6 3.9 51.4 15.5 1.7 0.2 26.5 0.3 17.5 18.6
Number of Traders in Each Category Total Traders: 109
4 7 . 12 20 7 35 23 8 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 337,273
Positions
84,085 8,870 2,015 120,432 101,241 17,986 49,126 107,937 4,895 15,747 36,623 1,898 41,089 55,808
Changes from: June 21, 2016 Total Change is: 19,873
1,669 -2,111 -684 -7,404 3,301 3,596 28,355 8,545 -1,128 -2,296 7,922 722 -2,957 -290
Percent of Open Interest Represented by Each Category of Trader
24.9 2.6 0.6 35.7 30.0 5.3 14.6 32.0 1.5 4.7 10.9 0.6 12.2 16.5
Number of Traders in Each Category Total Traders: 225
20 8 10 34 39 28 30 49 13 20 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 28,264
Positions
883 19,769 191 14,257 695 1,301 519 2,642 6 1,133 0 0 9,974 3,660
Changes from: June 21, 2016 Total Change is: 1,868
13 3,146 -1 2,032 -308 -117 -710 61 6 702 0 0 -57 -919
Percent of Open Interest Represented by Each Category of Trader
3.1 69.9 0.7 50.4 2.5 4.6 1.8 9.3 0.0 4.0 0.0 0.0 35.3 12.9
Number of Traders in Each Category Total Traders: 22
. 4 . 10 . 6 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 70,276
Positions
5,046 11,341 466 13,674 7,900 1,180 21,846 26,930 1,843 3,886 2,148 0 22,335 18,468
Changes from: June 21, 2016 Total Change is: -8,649
-2,528 5,885 -339 -11,491 -643 -253 3,409 2,615 141 1,548 -13,952 -1 865 -2,102
Percent of Open Interest Represented by Each Category of Trader
7.2 16.1 0.7 19.5 11.2 1.7 31.1 38.3 2.6 5.5 3.1 0.0 31.8 26.3
Number of Traders in Each Category Total Traders: 78
. 6 . 7 8 4 22 23 7 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 35,343
Positions
13,025 29,248 350 3,910 0 0 16,702 5,153 0 400 0 0 956 592
Changes from: June 21, 2016 Total Change is: -464
-362 148 0 0 0 0 -83 -602 0 0 -129 0 -19 119
Percent of Open Interest Represented by Each Category of Trader
36.9 82.8 1.0 11.1 0.0 0.0 47.3 14.6 0.0 1.1 0.0 0.0 2.7 1.7
Number of Traders in Each Category Total Traders: 22
. 8 . . 0 0 6 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 109,440
Positions
41,960 31,341 1 47,292 4,786 338 11,683 61,225 2,034 3,025 2,982 0 3,107 6,733
Changes from: June 21, 2016 Total Change is: -1,703
726 3,139 -39 -3,059 -1,303 163 365 -2,613 295 109 -361 0 -263 -984
Percent of Open Interest Represented by Each Category of Trader
38.3 28.6 0.0 43.2 4.4 0.3 10.7 55.9 1.9 2.8 2.7 0.0 2.8 6.2
Number of Traders in Each Category Total Traders: 120
5 5 . 11 9 . 16 54 10 13 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 30,326
Positions
0 20,607 1,184 6,470 105 24 19,461 4,205 1,524 230 1,526 0 1,433 1,151
Changes from: June 21, 2016 Total Change is: 2,241
0 -477 252 65 0 24 59 692 1,404 230 -14 0 207 360
Percent of Open Interest Represented by Each Category of Trader
0.0 68.0 3.9 21.3 0.3 0.1 64.2 13.9 5.0 0.8 5.0 0.0 4.7 3.8
Number of Traders in Each Category Total Traders: 31
0 . . 4 . . 11 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 43,462
Positions
2,089 7,581 0 1,736 21,878 24 31,930 8,291 1,090 1,547 2,100 0 5,046 2,498
Changes from: June 21, 2016 Total Change is: -100
525 1,063 -9 -383 3 0 -89 -137 -104 113 -446 0 -153 -470
Percent of Open Interest Represented by Each Category of Trader
4.8 17.4 0.0 4.0 50.3 0.1 73.5 19.1 2.5 3.6 4.8 0.0 11.6 5.7
Number of Traders in Each Category Total Traders: 79
. 5 0 7 7 . 37 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 47,108
Positions
10,951 32,679 99 4,944 972 255 22,161 3,899 776 909 2,450 0 7,016 5,980
Changes from: June 21, 2016 Total Change is: -9,085
357 -1,856 -32 -1,685 -84 126 -7,045 -4,040 408 -6 -2,009 0 -1,209 -1,599
Percent of Open Interest Represented by Each Category of Trader
23.2 69.4 0.2 10.5 2.1 0.5 47.0 8.3 1.6 1.9 5.2 0.0 14.9 12.7
Number of Traders in Each Category Total Traders: 96
15 20 . 7 . . 28 14 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 94,216
Positions
21,901 65,358 198 9,887 1,943 509 44,321 7,797 1,552 1,817 4,899 0 14,031 11,960
Changes from: June 21, 2016 Total Change is: -18,169
713 -3,712 -63 -3,369 -168 252 -14,089 -8,079 816 -12 -4,017 0 -2,417 -3,198
Percent of Open Interest Represented by Each Category of Trader
23.2 69.4 0.2 10.5 2.1 0.5 47.0 8.3 1.6 1.9 5.2 0.0 14.9 12.7
Number of Traders in Each Category Total Traders: 96
15 20 . 7 . . 28 14 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 673,460
Positions
110,385 37,967 12,837 262,785 223,952 68,568 67,538 155,860 24,590 24,544 38,207 3,905 98,309 107,575
Changes from: June 21, 2016 Total Change is: 52,462
38,399 -11,466 6,251 -15,309 8,145 10,300 -3,301 11,142 8,060 -32 -893 -529 8,622 21,450
Percent of Open Interest Represented by Each Category of Trader
16.4 5.6 1.9 39.0 33.3 10.2 10.0 23.1 3.7 3.6 5.7 0.6 14.6 16.0
Number of Traders in Each Category Total Traders: 572
45 23 20 113 95 85 72 137 67 35 52 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 83,283
Positions
28,929 11,834 530 15,707 16,950 1,723 4,333 10,025 375 2,642 1,057 0 29,044 40,789
Changes from: June 21, 2016 Total Change is: 18,527
14,701 -659 430 -400 -1,132 -78 3,312 6,015 50 498 -471 -50 64 14,422
Percent of Open Interest Represented by Each Category of Trader
34.7 14.2 0.6 18.9 20.4 2.1 5.2 12.0 0.5 3.2 1.3 0.0 34.9 49.0
Number of Traders in Each Category Total Traders: 60
8 5 . 11 . 5 12 13 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 2,950,885
Positions
426,185 149,569 42,629 1,242,141 1,041,762 327,473 356,011 769,161 81,088 116,505 192,744 12,529 346,324 333,930
Changes from: June 21, 2016 Total Change is: 169,673
129,858 -42,667 17,737 -77,839 43,094 55,183 3,016 61,716 3,971 -963 -424 -4,079 42,789 35,142
Percent of Open Interest Represented by Each Category of Trader
14.4 5.1 1.4 42.1 35.3 11.1 12.1 26.1 2.7 3.9 6.5 0.4 11.7 11.3
Number of Traders in Each Category Total Traders: 563
44 24 17 110 93 81 73 135 61 33 51 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 79,650
Positions
2,505 16,036 426 40,448 52,328 4,761 20,665 2,469 105 0 529 0 10,740 2,996
Changes from: June 21, 2016 Total Change is: -3,676
1,881 -10,030 -582 -4,033 6,262 1,350 -1,487 -672 -202 0 -14 0 -603 212
Percent of Open Interest Represented by Each Category of Trader
3.1 20.1 0.5 50.8 65.7 6.0 25.9 3.1 0.1 0.0 0.7 0.0 13.5 3.8
Number of Traders in Each Category Total Traders: 86
. 9 . 35 15 16 17 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 41,211
Positions
6,113 13,655 311 14,299 11,915 645 13,669 7,047 742 1,713 2,055 16 3,702 4,825
Changes from: June 21, 2016 Total Change is: -2,456
2,023 -6,642 156 -818 4,745 -199 -2,826 -1,413 393 -233 -309 -8 -944 822
Percent of Open Interest Represented by Each Category of Trader
14.8 33.1 0.8 34.7 28.9 1.6 33.2 17.1 1.8 4.2 5.0 0.0 9.0 11.7
Number of Traders in Each Category Total Traders: 206
10 22 . 43 22 12 39 44 12 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 206,056
Positions
30,567 68,276 1,556 71,497 59,577 3,225 68,346 35,234 3,711 8,566 10,276 78 18,510 24,123
Changes from: June 21, 2016 Total Change is: -12,281
10,115 -33,210 778 -4,090 23,724 -996 -14,128 -7,063 1,965 -1,166 -1,547 -41 -4,718 4,109
Percent of Open Interest Represented by Each Category of Trader
14.8 33.1 0.8 34.7 28.9 1.6 33.2 17.1 1.8 4.2 5.0 0.0 9.0 11.7
Number of Traders in Each Category Total Traders: 206
10 22 . 43 22 12 39 44 12 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 343,338
Positions
125,877 14,448 603 104,482 191,669 21,287 64,516 84,861 6,226 5,428 6,410 928 13,991 16,906
Changes from: June 21, 2016 Total Change is: 10,395
29,039 -1,952 249 -14,433 9,580 6,039 -6,835 -3,928 -663 1,080 -898 -463 -3,618 2,431
Percent of Open Interest Represented by Each Category of Trader
36.7 4.2 0.2 30.4 55.8 6.2 18.8 24.7 1.8 1.6 1.9 0.3 4.1 4.9
Number of Traders in Each Category Total Traders: 262
26 12 . 48 51 29 38 61 15 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 34,020
Positions
3,095 10,842 0 15,915 588 140 5,006 4,634 0 3,721 11,345 0 6,143 6,471
Changes from: June 21, 2016 Total Change is: 1,541
696 593 0 552 0 40 111 627 0 3 0 0 139 281
Percent of Open Interest Represented by Each Category of Trader
9.1 31.9 0.0 46.8 1.7 0.4 14.7 13.6 0.0 10.9 33.3 0.0 18.1 19.0
Number of Traders in Each Category Total Traders: 42
. 4 0 14 . . 7 7 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 75,447
Positions
12,264 4,969 1,418 27,395 2,051 382 17,873 13,123 375 3,191 0 0 12,549 53,129
Changes from: June 21, 2016 Total Change is: 10,379
-813 1,837 627 866 -2,923 -291 5,611 7,421 -159 -196 0 0 4,734 3,867
Percent of Open Interest Represented by Each Category of Trader
16.3 6.6 1.9 36.3 2.7 0.5 23.7 17.4 0.5 4.2 0.0 0.0 16.6 70.4
Number of Traders in Each Category Total Traders: 76
12 10 5 14 4 . 21 12 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 206,636
Positions
15,740 102,738 865 124,231 72,724 14,662 37,956 7,626 2,595 3,931 1,681 0 6,656 3,745
Changes from: June 21, 2016 Total Change is: 10,168
1,776 5,972 172 5,677 6,545 1,874 1,647 -3,054 -1,121 -788 243 0 931 -463
Percent of Open Interest Represented by Each Category of Trader
7.6 49.7 0.4 60.1 35.2 7.1 18.4 3.7 1.3 1.9 0.8 0.0 3.2 1.8
Number of Traders in Each Category Total Traders: 123
10 8 . 44 26 21 14 9 6 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 643,701
Positions
46,855 353,750 1,286 332,487 129,590 78,770 139,193 44,928 6,045 19,380 17,334 1,313 18,372 10,685
Changes from: June 21, 2016 Total Change is: 26,878
6,792 17,760 -329 24,130 17,825 -5,389 2,548 -3,010 -748 -86 1,144 -283 243 -92
Percent of Open Interest Represented by Each Category of Trader
7.3 55.0 0.2 51.7 20.1 12.2 21.6 7.0 0.9 3.0 2.7 0.2 2.9 1.7
Number of Traders in Each Category Total Traders: 281
21 23 6 89 42 36 43 23 15 28 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 553,179
Positions
10,035 62,474 350 199,129 159,440 82,317 83,474 73,575 16,065 6,701 24,726 23 155,085 134,209
Changes from: June 21, 2016 Total Change is: -31,109
2,047 -17,707 44 -15,501 737 -4,466 -10,471 -5,752 -1,180 280 -1,002 -339 -1,523 -1,444
Percent of Open Interest Represented by Each Category of Trader
1.8 11.3 0.1 36.0 28.8 14.9 15.1 13.3 2.9 1.2 4.5 0.0 28.0 24.3
Number of Traders in Each Category Total Traders: 143
5 13 . 33 27 26 29 24 10 7 5 .
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Traders in Financial Futures - Futures Only Positions as of June 28, 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 583,188
Positions
1,969 68,972 975 308,702 122,760 76,298 30,427 218,166 13,129 11,065 10,708 520 140,103 71,660
Changes from: June 21, 2016 Total Change is: -9,632
1,969 -8,768 69 -10,327 -2,211 4,287 -8,837 -5,804 271 5,746 600 520 -3,330 1,404
Percent of Open Interest Represented by Each Category of Trader
0.3 11.8 0.2 52.9 21.0 13.1 5.2 37.4 2.3 1.9 1.8 0.1 24.0 12.3
Number of Traders in Each Category Total Traders: 98
. 7 . 46 14 31 8 17 11 . . .
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Traders in Financial Futures - Futures Only Positions as of June 28, 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 987,060
Positions
24,192 82,938 6,922 344,713 167,564 137,160 265,266 210,571 26,666 63,441 223,921 1,133 117,567 130,185
Changes from: June 21, 2016 Total Change is: -30,510
7,715 -6,722 2,390 -18,670 -652 4,498 -19,874 -27,651 -486 2,802 9,671 -201 -8,684 -11,357
Percent of Open Interest Represented by Each Category of Trader
2.5 8.4 0.7 34.9 17.0 13.9 26.9 21.3 2.7 6.4 22.7 0.1 11.9 13.2
Number of Traders in Each Category Total Traders: 236
11 27 10 49 38 48 32 39 24 16 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 2,819,694
Positions
119,697 194,150 56,848 862,818 838,983 407,758 572,561 652,695 64,758 357,576 176,509 15,430 362,248 412,563
Changes from: June 21, 2016 Total Change is: 6,732
12,861 -51,993 21,076 -61,084 16,591 37,352 26,449 5,619 -436 -17,675 -5,495 -3,908 -7,903 -12,074
Percent of Open Interest Represented by Each Category of Trader
4.2 6.9 2.0 30.6 29.8 14.5 20.3 23.1 2.3 12.7 6.3 0.5 12.8 14.6
Number of Traders in Each Category Total Traders: 353
25 30 11 62 71 69 76 41 44 20 28 15
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Traders in Financial Futures - Futures Only Positions as of June 28, 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 143,448
Positions
2,478 17,263 293 32,050 51,408 2,164 53,996 2,671 1,536 2,670 2,324 0 48,261 65,789
Changes from: June 21, 2016 Total Change is: -5,633
0 -535 250 2,304 1,151 15 2,370 -1,561 -2,628 0 114 0 -7,944 -2,439
Percent of Open Interest Represented by Each Category of Trader
1.7 12.0 0.2 22.3 35.8 1.5 37.6 1.9 1.1 1.9 1.6 0.0 33.6 45.9
Number of Traders in Each Category Total Traders: 33
. 5 . 5 9 5 10 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 2,666,596
Positions
41,186 279,404 24,958 1,473,128 490,231 282,116 329,541 1,005,166 68,049 160,608 200,469 4,197 282,813 312,006
Changes from: June 21, 2016 Total Change is: -61,872
-22,219 -21,587 5,525 47,298 -41,551 -27,992 -81,422 57,291 -14,879 28,496 -8,679 -2,730 6,051 -7,270
Percent of Open Interest Represented by Each Category of Trader
1.5 10.5 0.9 55.2 18.4 10.6 12.4 37.7 2.6 6.0 7.5 0.2 10.6 11.7
Number of Traders in Each Category Total Traders: 278
8 34 9 54 48 46 43 50 32 12 29 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 954,018
Positions
279,974 130,748 276,258 2 47,908 21,385 98,979 155,002 187,852 17,299 34,522 49,271 22,998 51,072
Changes from: June 21, 2016 Total Change is: -66,320
-106,599 -44,028 47,855 2 7,679 -43 -3,144 -37,141 -22,980 10,321 -20,669 7,429 839 -4,422
Percent of Open Interest Represented by Each Category of Trader
29.3 13.7 29.0 0.0 5.0 2.2 10.4 16.2 19.7 1.8 3.6 5.2 2.4 5.4
Number of Traders in Each Category Total Traders: 132
22 32 40 . 10 5 19 34 28 . 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 9,982,134
Positions
2,913,756 1,293,512 2,119,609 250,139 1,632,841 329,283 1,089,670 890,904 1,811,327 382,370 509,751 292,357 793,623 1,102,550
Changes from: June 21, 2016 Total Change is: -27,383
-106,022 118,163 43,142 -6,304 -60,893 16,473 33,756 -133,409 747 -37,811 -32,195 36,484 -7,848 -15,895
Percent of Open Interest Represented by Each Category of Trader
29.2 13.0 21.2 2.5 16.4 3.3 10.9 8.9 18.1 3.8 5.1 2.9 8.0 11.0
Number of Traders in Each Category Total Traders: 265
30 53 75 8 22 23 42 73 86 8 20 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 25,709
Positions
4,208 3,024 0 0 11,470 153 12,340 8,437 0 8,250 1,845 682 76 98
Changes from: June 21, 2016 Total Change is: -1,043
84 -529 0 0 -1,470 0 -1,259 916 0 131 7 30 -29 3
Percent of Open Interest Represented by Each Category of Trader
16.4 11.8 0.0 0.0 44.6 0.6 48.0 32.8 0.0 32.1 7.2 2.7 0.3 0.4
Number of Traders in Each Category Total Traders: 46
. 5 0 0 13 . 4 10 0 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 24,868
Positions
8,816 1,524 0 218 10,272 475 14,569 8,368 0 692 4,088 49 49 92
Changes from: June 21, 2016 Total Change is: -1,288
-763 -480 0 0 -1,053 0 -140 336 0 -328 -102 -6 -51 17
Percent of Open Interest Represented by Each Category of Trader
35.5 6.1 0.0 0.9 41.3 1.9 58.6 33.6 0.0 2.8 16.4 0.2 0.2 0.4
Number of Traders in Each Category Total Traders: 31
4 . 0 . 4 . 7 7 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 47,703
Positions
180 10,862 0 16,801 57 1,806 6,706 27,951 3,088 13,122 599 50 5,950 3,290
Changes from: June 21, 2016 Total Change is: -2,946
10 -14 0 1,271 -2,350 659 -293 -2,613 116 -4,485 317 3 -227 936
Percent of Open Interest Represented by Each Category of Trader
0.4 22.8 0.0 35.2 0.1 3.8 14.1 58.6 6.5 27.5 1.3 0.1 12.5 6.9
Number of Traders in Each Category Total Traders: 111
. 5 0 13 . . 25 24 12 35 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 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 373,156
Positions
101,785 39,159 20,505 62,784 28,294 58,285 36,989 123,994 50,700 4,236 8,795 10,876 26,996 32,548
Changes from: June 21, 2016 Total Change is: -9,372
-2,956 13,061 2,445 -39,945 -11,689 12,510 14,689 -21,896 -8,368 2,887 -781 -162 9,528 5,508
Percent of Open Interest Represented by Each Category of Trader
27.3 10.5 5.5 16.8 7.6 15.6 9.9 33.2 13.6 1.1 2.4 2.9 7.2 8.7
Number of Traders in Each Category Total Traders: 164
12 16 16 18 12 14 35 45 55 8 7 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,233
Positions
966 2,874 0 11,073 1,799 506 2,765 10,622 390 345 0 0 188 42
Changes from: June 21, 2016 Total Change is: -3,573
-133 0 0 1,104 0 71 -4,680 -3,170 0 85 -500 0 -20 26
Percent of Open Interest Represented by Each Category of Trader
6.0 17.7 0.0 68.2 11.1 3.1 17.0 65.4 2.4 2.1 0.0 0.0 1.2 0.3
Number of Traders in Each Category Total Traders: 32
. . 0 9 . . 10 4 . . 0 0
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Updated July 1, 2016