Traders in Financial Futures - Futures Only Positions as of July 5, 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 116,494
Positions
0 51,059 64 52,342 8,235 1,206 22,267 27,060 1,668 8,444 3,330 82 30,421 23,790
Changes from: June 28, 2016 Total Change is: 2,069
0 2,548 -79 1,772 -1,707 -295 980 -777 -892 -836 993 -70 1,489 2,348
Percent of Open Interest Represented by Each Category of Trader
0.0 43.8 0.1 44.9 7.1 1.0 19.1 23.2 1.4 7.2 2.9 0.1 26.1 20.4
Number of Traders in Each Category Total Traders: 77
0 9 . 10 9 4 13 22 7 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 34,796
Positions
15,945 2,759 5 1,940 1,694 127 10,237 14,363 642 0 0 0 5,900 15,206
Changes from: June 28, 2016 Total Change is: -711
-224 -2,388 1 56 -1 10 -297 1,844 1 0 0 0 -258 -178
Percent of Open Interest Represented by Each Category of Trader
45.8 7.9 0.0 5.6 4.9 0.4 29.4 41.3 1.8 0.0 0.0 0.0 17.0 43.7
Number of Traders in Each Category Total Traders: 37
. 4 . . . . 12 13 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 227,939
Positions
145,774 2,687 1,056 5,101 88,123 4,146 38,928 68,243 9,234 3,910 17,308 505 19,285 36,637
Changes from: June 28, 2016 Total Change is: 21,388
14,311 -1,180 -8 1,312 3,798 -1,931 3,024 18,065 2,293 1,715 -3,344 505 167 3,190
Percent of Open Interest Represented by Each Category of Trader
64.0 1.2 0.5 2.2 38.7 1.8 17.1 29.9 4.1 1.7 7.6 0.2 8.5 16.1
Number of Traders in Each Category Total Traders: 121
11 6 4 . 25 6 22 42 16 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 150,417
Positions
5,336 12,791 81 33,507 45,246 4,835 74,742 21,125 2,849 749 36,619 427 27,891 26,444
Changes from: June 28, 2016 Total Change is: 7,300
1,793 8,796 -12 1,203 1,454 -728 1,211 -1,076 479 485 -1,352 -16 2,885 -245
Percent of Open Interest Represented by Each Category of Trader
3.5 8.5 0.1 22.3 30.1 3.2 49.7 14.0 1.9 0.5 24.3 0.3 18.5 17.6
Number of Traders in Each Category Total Traders: 111
6 7 . 14 20 7 32 24 10 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 362,649
Positions
106,777 7,613 1,767 118,498 104,234 16,769 50,547 125,202 7,685 18,038 38,388 2,212 40,356 58,779
Changes from: June 28, 2016 Total Change is: 25,376
22,692 -1,257 -248 -1,934 2,993 -1,217 1,421 17,265 2,790 2,291 1,765 314 -733 2,971
Percent of Open Interest Represented by Each Category of Trader
29.4 2.1 0.5 32.7 28.7 4.6 13.9 34.5 2.1 5.0 10.6 0.6 11.1 16.2
Number of Traders in Each Category Total Traders: 230
19 9 10 36 38 26 32 50 19 21 23 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 29,247
Positions
901 20,034 191 14,818 0 1,266 476 3,336 6 1,133 0 0 10,456 4,414
Changes from: June 28, 2016 Total Change is: 983
18 265 0 561 -695 -35 -43 694 0 0 0 0 482 754
Percent of Open Interest Represented by Each Category of Trader
3.1 68.5 0.7 50.7 0.0 4.3 1.6 11.4 0.0 3.9 0.0 0.0 35.8 15.1
Number of Traders in Each Category Total Traders: 20
. . . 10 0 5 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 72,989
Positions
5,043 13,740 631 12,857 8,063 1,414 24,599 23,089 2,141 2,713 4,378 0 23,591 19,533
Changes from: June 28, 2016 Total Change is: 2,713
-3 2,399 165 -817 163 234 2,753 -3,841 298 -1,173 2,230 0 1,256 1,065
Percent of Open Interest Represented by Each Category of Trader
6.9 18.8 0.9 17.6 11.0 1.9 33.7 31.6 2.9 3.7 6.0 0.0 32.3 26.8
Number of Traders in Each Category Total Traders: 80
4 5 4 8 8 . 26 19 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 36,268
Positions
13,025 29,723 350 4,260 0 0 17,197 5,561 0 507 102 0 929 532
Changes from: June 28, 2016 Total Change is: 925
0 475 0 350 0 0 495 408 0 107 102 0 -27 -60
Percent of Open Interest Represented by Each Category of Trader
35.9 82.0 1.0 11.7 0.0 0.0 47.4 15.3 0.0 1.4 0.3 0.0 2.6 1.5
Number of Traders in Each Category Total Traders: 24
. 8 . . 0 0 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 103,117
Positions
39,802 37,326 0 32,776 4,368 263 22,749 50,804 1,075 2,692 3,499 0 3,760 5,782
Changes from: June 28, 2016 Total Change is: -6,323
-2,158 5,985 -1 -14,516 -418 -75 11,066 -10,421 -959 -333 517 0 653 -951
Percent of Open Interest Represented by Each Category of Trader
38.6 36.2 0.0 31.8 4.2 0.3 22.1 49.3 1.0 2.6 3.4 0.0 3.6 5.6
Number of Traders in Each Category Total Traders: 116
5 6 0 11 8 . 25 45 9 10 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 26,195
Positions
0 20,113 136 6,070 0 0 16,921 3,174 786 563 1,137 0 1,719 849
Changes from: June 28, 2016 Total Change is: -4,131
0 -494 -1,048 -400 -105 -24 -2,540 -1,031 -738 333 -389 0 286 -302
Percent of Open Interest Represented by Each Category of Trader
0.0 76.8 0.5 23.2 0.0 0.0 64.6 12.1 3.0 2.1 4.3 0.0 6.6 3.2
Number of Traders in Each Category Total Traders: 27
0 . . . 0 0 8 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 44,234
Positions
2,069 8,247 0 1,755 22,051 164 32,861 7,434 1,330 1,182 2,167 0 4,873 2,841
Changes from: June 28, 2016 Total Change is: 772
-20 666 0 19 173 140 931 -857 240 -365 67 0 -173 343
Percent of Open Interest Represented by Each Category of Trader
4.7 18.6 0.0 4.0 49.9 0.4 74.3 16.8 3.0 2.7 4.9 0.0 11.0 6.4
Number of Traders in Each Category Total Traders: 82
4 5 0 7 7 . 40 12 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 49,640
Positions
10,883 31,814 96 5,940 864 306 24,144 4,661 188 1,007 3,128 0 7,078 8,585
Changes from: June 28, 2016 Total Change is: 2,532
-68 -866 -4 996 -108 52 1,984 762 -589 99 679 0 62 2,605
Percent of Open Interest Represented by Each Category of Trader
21.9 64.1 0.2 12.0 1.7 0.6 48.6 9.4 0.4 2.0 6.3 0.0 14.3 17.3
Number of Traders in Each Category Total Traders: 97
12 21 . 7 . . 30 11 . . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 99,280
Positions
21,766 63,627 191 11,879 1,728 612 48,288 9,321 375 2,014 6,256 0 14,155 17,170
Changes from: June 28, 2016 Total Change is: 5,064
-135 -1,731 -7 1,992 -215 103 3,967 1,524 -1,177 197 1,357 0 124 5,210
Percent of Open Interest Represented by Each Category of Trader
21.9 64.1 0.2 12.0 1.7 0.6 48.6 9.4 0.4 2.0 6.3 0.0 14.3 17.3
Number of Traders in Each Category Total Traders: 97
12 21 . 7 . . 30 11 . . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 689,194
Positions
108,532 43,873 13,009 278,741 217,454 66,462 67,996 164,030 26,050 25,237 43,511 3,761 99,406 111,044
Changes from: June 28, 2016 Total Change is: 15,734
-1,853 5,906 172 15,957 -6,498 -2,106 458 8,170 1,460 693 5,305 -143 1,097 3,469
Percent of Open Interest Represented by Each Category of Trader
15.7 6.4 1.9 40.4 31.6 9.6 9.9 23.8 3.8 3.7 6.3 0.5 14.4 16.1
Number of Traders in Each Category Total Traders: 591
47 21 21 118 93 93 75 138 69 33 66 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 88,405
Positions
29,574 12,396 530 17,381 18,088 1,882 6,696 11,072 639 2,448 1,056 0 29,255 42,742
Changes from: June 28, 2016 Total Change is: 5,122
645 562 0 1,674 1,138 159 2,363 1,047 264 -194 -1 0 211 1,953
Percent of Open Interest Represented by Each Category of Trader
33.5 14.0 0.6 19.7 20.5 2.1 7.6 12.5 0.7 2.8 1.2 0.0 33.1 48.3
Number of Traders in Each Category Total Traders: 65
9 5 . 11 4 4 13 14 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,003,946
Positions
420,311 182,905 36,873 1,314,906 1,004,936 314,794 348,891 807,178 84,665 120,075 218,407 12,677 350,754 341,511
Changes from: June 28, 2016 Total Change is: 53,061
-5,874 33,336 -5,756 72,765 -36,826 -12,679 -7,120 38,017 3,577 3,570 25,663 148 4,430 7,581
Percent of Open Interest Represented by Each Category of Trader
14.0 6.1 1.2 43.8 33.5 10.5 11.6 26.9 2.8 4.0 7.3 0.4 11.7 11.4
Number of Traders in Each Category Total Traders: 582
43 24 18 116 90 90 76 137 62 31 65 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 81,178
Positions
5,035 16,727 426 39,448 51,924 5,635 19,275 2,641 86 0 514 0 11,273 3,225
Changes from: June 28, 2016 Total Change is: 1,528
2,530 691 0 -1,000 -404 874 -1,390 172 -19 0 -15 0 533 229
Percent of Open Interest Represented by Each Category of Trader
6.2 20.6 0.5 48.6 64.0 6.9 23.7 3.3 0.1 0.0 0.6 0.0 13.9 4.0
Number of Traders in Each Category Total Traders: 86
. 8 . 34 15 17 18 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 40,019
Positions
4,989 16,057 141 14,748 6,350 809 13,263 8,906 454 1,770 2,337 17 3,828 4,950
Changes from: June 28, 2016 Total Change is: -1,192
-1,124 2,402 -171 449 -5,566 164 -406 1,859 -288 57 281 2 126 125
Percent of Open Interest Represented by Each Category of Trader
12.5 40.1 0.4 36.9 15.9 2.0 33.1 22.3 1.1 4.4 5.8 0.0 9.6 12.4
Number of Traders in Each Category Total Traders: 205
9 21 . 41 22 13 37 45 12 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 200,097
Positions
24,946 80,284 703 73,741 31,748 4,046 66,316 44,528 2,270 8,851 11,683 86 19,138 24,749
Changes from: June 28, 2016 Total Change is: -5,959
-5,621 12,008 -853 2,244 -27,829 821 -2,030 9,294 -1,441 285 1,407 8 628 626
Percent of Open Interest Represented by Each Category of Trader
12.5 40.1 0.4 36.9 15.9 2.0 33.1 22.3 1.1 4.4 5.8 0.0 9.6 12.4
Number of Traders in Each Category Total Traders: 205
9 21 . 41 22 13 37 45 12 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 332,346
Positions
122,321 12,724 804 113,605 187,731 16,352 51,295 84,873 6,395 5,170 7,168 928 15,476 15,371
Changes from: June 28, 2016 Total Change is: -10,992
-3,556 -1,724 201 9,123 -3,938 -4,935 -13,221 12 169 -258 758 0 1,485 -1,535
Percent of Open Interest Represented by Each Category of Trader
36.8 3.8 0.2 34.2 56.5 4.9 15.4 25.5 1.9 1.6 2.2 0.3 4.7 4.6
Number of Traders in Each Category Total Traders: 263
27 12 . 49 50 31 34 62 18 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 35,176
Positions
3,095 11,354 0 15,750 1,211 115 4,760 4,776 0 4,835 11,365 0 6,621 6,355
Changes from: June 28, 2016 Total Change is: 1,156
0 512 0 -165 623 -25 -246 142 0 1,114 20 0 478 -116
Percent of Open Interest Represented by Each Category of Trader
8.8 32.3 0.0 44.8 3.4 0.3 13.5 13.6 0.0 13.7 32.3 0.0 18.8 18.1
Number of Traders in Each Category Total Traders: 42
. 4 0 13 . . 6 7 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 75,103
Positions
14,950 8,391 517 23,861 1,954 337 19,954 13,433 657 3,728 0 0 11,099 49,814
Changes from: June 28, 2016 Total Change is: -344
2,686 3,422 -901 -3,534 -97 -45 2,081 310 282 537 0 0 -1,450 -3,315
Percent of Open Interest Represented by Each Category of Trader
19.9 11.2 0.7 31.8 2.6 0.4 26.6 17.9 0.9 5.0 0.0 0.0 14.8 66.3
Number of Traders in Each Category Total Traders: 79
13 8 . 14 4 . 24 11 5 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 210,437
Positions
16,613 104,336 692 130,023 65,879 14,302 37,045 17,437 2,079 3,937 1,503 0 5,746 4,209
Changes from: June 28, 2016 Total Change is: 3,801
873 1,598 -173 5,792 -6,845 -360 -911 9,811 -516 6 -178 0 -910 464
Percent of Open Interest Represented by Each Category of Trader
7.9 49.6 0.3 61.8 31.3 6.8 17.6 8.3 1.0 1.9 0.7 0.0 2.7 2.0
Number of Traders in Each Category Total Traders: 127
10 9 . 41 27 21 14 15 7 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 653,187
Positions
39,961 360,854 1,487 359,328 124,711 71,704 130,908 55,485 7,326 21,331 19,034 1,213 19,929 11,373
Changes from: June 28, 2016 Total Change is: 9,486
-6,894 7,104 201 26,841 -4,879 -7,066 -8,285 10,557 1,281 1,951 1,700 -100 1,557 688
Percent of Open Interest Represented by Each Category of Trader
6.1 55.2 0.2 55.0 19.1 11.0 20.0 8.5 1.1 3.3 2.9 0.2 3.1 1.7
Number of Traders in Each Category Total Traders: 292
23 23 6 90 41 37 43 27 13 29 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 566,840
Positions
8,030 50,891 521 213,521 166,353 88,088 84,912 80,052 16,212 6,204 29,123 48 149,304 135,552
Changes from: June 28, 2016 Total Change is: 13,661
-2,005 -11,583 171 14,392 6,913 5,771 1,438 6,477 147 -497 4,397 25 -5,781 1,343
Percent of Open Interest Represented by Each Category of Trader
1.4 9.0 0.1 37.7 29.3 15.5 15.0 14.1 2.9 1.1 5.1 0.0 26.3 23.9
Number of Traders in Each Category Total Traders: 153
5 13 4 39 27 27 29 27 16 9 4 .
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Traders in Financial Futures - Futures Only Positions as of July 5, 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 581,350
Positions
2,161 70,156 34 298,823 111,595 79,185 32,539 209,397 11,523 11,535 10,869 2,366 143,184 86,225
Changes from: June 28, 2016 Total Change is: -1,838
192 1,184 -941 -9,879 -11,165 2,887 2,112 -8,769 -1,606 470 161 1,846 3,081 14,565
Percent of Open Interest Represented by Each Category of Trader
0.4 12.1 0.0 51.4 19.2 13.6 5.6 36.0 2.0 2.0 1.9 0.4 24.6 14.8
Number of Traders in Each Category Total Traders: 92
. 9 . 45 11 29 8 12 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 1,101,281
Positions
21,690 87,977 7,638 461,347 169,250 139,740 241,774 292,937 28,601 65,848 232,916 1,800 132,843 140,422
Changes from: June 28, 2016 Total Change is: 114,221
-2,502 5,039 716 116,634 1,686 2,580 -23,492 82,366 1,935 2,407 8,995 667 15,276 10,237
Percent of Open Interest Represented by Each Category of Trader
2.0 8.0 0.7 41.9 15.4 12.7 22.0 26.6 2.6 6.0 21.1 0.2 12.1 12.8
Number of Traders in Each Category Total Traders: 249
10 28 9 51 40 50 32 43 23 17 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 2,810,952
Positions
137,729 162,248 45,514 833,581 948,379 407,806 611,162 612,403 58,727 352,143 156,336 14,376 349,914 405,163
Changes from: June 28, 2016 Total Change is: -8,742
18,032 -31,902 -11,334 -29,237 109,396 48 38,601 -40,292 -6,031 -5,433 -20,173 -1,054 -12,334 -7,400
Percent of Open Interest Represented by Each Category of Trader
4.9 5.8 1.6 29.7 33.7 14.5 21.7 21.8 2.1 12.5 5.6 0.5 12.4 14.4
Number of Traders in Each Category Total Traders: 368
31 25 10 66 74 74 74 46 42 17 35 18
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Traders in Financial Futures - Futures Only Positions as of July 5, 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 139,213
Positions
4,659 7,684 1,126 29,423 50,271 2,549 41,037 2,671 2,096 2,670 2,210 0 55,653 70,606
Changes from: June 28, 2016 Total Change is: -4,235
2,181 -9,579 833 -2,627 -1,137 385 -12,959 0 560 0 -114 0 7,392 4,817
Percent of Open Interest Represented by Each Category of Trader
3.3 5.5 0.8 21.1 36.1 1.8 29.5 1.9 1.5 1.9 1.6 0.0 40.0 50.7
Number of Traders in Each Category Total Traders: 27
. . . 5 8 6 7 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 2,630,738
Positions
57,474 247,849 24,101 1,485,195 496,319 307,017 289,627 1,007,750 28,729 161,866 181,725 7,688 269,041 329,560
Changes from: June 28, 2016 Total Change is: -35,858
16,288 -31,555 -857 12,067 6,088 24,901 -39,914 2,584 -39,320 1,258 -18,744 3,491 -13,772 17,554
Percent of Open Interest Represented by Each Category of Trader
2.2 9.4 0.9 56.5 18.9 11.7 11.0 38.3 1.1 6.2 6.9 0.3 10.2 12.5
Number of Traders in Each Category Total Traders: 278
11 31 8 54 49 49 38 53 28 14 28 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 834,392
Positions
254,657 98,588 248,640 2 45,763 20,199 79,331 130,241 166,990 9,329 39,164 35,804 19,440 49,003
Changes from: June 28, 2016 Total Change is: -119,626
-25,317 -32,160 -27,618 0 -2,145 -1,186 -19,648 -24,761 -20,862 -7,970 4,642 -13,467 -3,558 -2,069
Percent of Open Interest Represented by Each Category of Trader
30.5 11.8 29.8 0.0 5.5 2.4 9.5 15.6 20.0 1.1 4.7 4.3 2.3 5.9
Number of Traders in Each Category Total Traders: 127
19 29 38 . 10 5 13 38 30 . 9 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,138,678
Positions
2,892,200 1,303,580 2,169,461 260,604 1,568,277 357,115 1,175,383 934,624 1,744,204 413,321 635,077 296,103 830,287 1,130,237
Changes from: June 28, 2016 Total Change is: 156,544
-21,556 10,068 49,852 10,465 -64,564 27,832 85,713 43,720 -67,123 30,951 125,326 3,746 36,664 27,687
Percent of Open Interest Represented by Each Category of Trader
28.5 12.9 21.4 2.6 15.5 3.5 11.6 9.2 17.2 4.1 6.3 2.9 8.2 11.1
Number of Traders in Each Category Total Traders: 271
28 54 79 6 25 25 39 74 84 10 23 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 25,914
Positions
4,232 3,230 0 7 11,015 146 12,218 8,981 0 8,714 1,923 508 89 111
Changes from: June 28, 2016 Total Change is: 205
24 206 0 7 -455 -7 -122 544 0 464 78 -174 13 13
Percent of Open Interest Represented by Each Category of Trader
16.3 12.5 0.0 0.0 42.5 0.6 47.1 34.7 0.0 33.6 7.4 2.0 0.3 0.4
Number of Traders in Each Category Total Traders: 43
. 5 0 . 12 . . 9 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 26,769
Positions
7,737 3,628 0 252 10,453 475 17,419 7,964 0 791 4,138 49 46 62
Changes from: June 28, 2016 Total Change is: 1,901
-1,079 2,104 0 34 181 0 2,850 -404 0 99 50 0 -3 -30
Percent of Open Interest Represented by Each Category of Trader
28.9 13.6 0.0 0.9 39.0 1.8 65.1 29.8 0.0 3.0 15.5 0.2 0.2 0.2
Number of Traders in Each Category Total Traders: 33
4 4 0 . 4 . 7 7 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 51,060
Positions
191 11,061 0 17,253 0 1,825 5,981 31,671 3,782 14,780 848 40 7,208 1,833
Changes from: June 28, 2016 Total Change is: 3,357
11 199 0 452 -57 19 -725 3,720 694 1,658 249 -10 1,258 -1,457
Percent of Open Interest Represented by Each Category of Trader
0.4 21.7 0.0 33.8 0.0 3.6 11.7 62.0 7.4 28.9 1.7 0.1 14.1 3.6
Number of Traders in Each Category Total Traders: 113
. 5 0 14 0 4 20 27 12 38 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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 412,513
Positions
98,895 54,424 21,379 101,815 14,641 51,899 37,434 159,026 59,935 6,151 10,629 12,391 22,614 28,189
Changes from: June 28, 2016 Total Change is: 39,357
-2,890 15,265 874 39,031 -13,653 -6,386 445 35,032 9,235 1,915 1,834 1,515 -4,382 -4,359
Percent of Open Interest Represented by Each Category of Trader
24.0 13.2 5.2 24.7 3.5 12.6 9.1 38.6 14.5 1.5 2.6 3.0 5.5 6.8
Number of Traders in Each Category Total Traders: 184
14 15 17 19 12 10 33 62 56 13 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 5, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,466
Positions
624 2,874 0 11,587 1,799 519 2,575 10,842 390 650 0 0 121 42
Changes from: June 28, 2016 Total Change is: 233
-342 0 0 514 0 13 -190 220 0 305 0 0 -67 0
Percent of Open Interest Represented by Each Category of Trader
3.8 17.5 0.0 70.4 10.9 3.2 15.6 65.8 2.4 3.9 0.0 0.0 0.7 0.3
Number of Traders in Each Category Total Traders: 34
. . 0 9 . . 10 5 . 4 0 0
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Updated July 8, 2016