Traders in Financial Futures - Futures Only Positions as of July 12, 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 114,230
Positions
144 54,236 47 50,637 7,618 1,174 22,394 20,948 1,916 7,827 3,546 208 29,883 24,537
Changes from: July 5, 2016 Total Change is: -2,264
144 3,177 -17 -1,705 -617 -32 127 -6,112 248 -617 216 126 -538 747
Percent of Open Interest Represented by Each Category of Trader
0.1 47.5 0.0 44.3 6.7 1.0 19.6 18.3 1.7 6.9 3.1 0.2 26.2 21.5
Number of Traders in Each Category Total Traders: 83
. 7 . 11 7 4 19 22 10 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 39,010
Positions
19,549 1,610 257 1,986 1,959 127 10,534 16,752 639 0 0 0 5,918 17,666
Changes from: July 5, 2016 Total Change is: 4,214
3,604 -1,149 252 46 265 0 297 2,389 -3 0 0 0 18 2,460
Percent of Open Interest Represented by Each Category of Trader
50.1 4.1 0.7 5.1 5.0 0.3 27.0 42.9 1.6 0.0 0.0 0.0 15.2 45.3
Number of Traders in Each Category Total Traders: 39
5 . . . . . 14 11 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 236,611
Positions
159,428 4,989 1,249 7,688 84,493 4,061 33,110 73,586 9,264 2,972 17,059 878 17,961 41,032
Changes from: July 5, 2016 Total Change is: 8,672
13,654 2,302 193 2,587 -3,630 -85 -5,818 5,343 30 -938 -249 373 -1,324 4,395
Percent of Open Interest Represented by Each Category of Trader
67.4 2.1 0.5 3.2 35.7 1.7 14.0 31.1 3.9 1.3 7.2 0.4 7.6 17.3
Number of Traders in Each Category Total Traders: 118
8 9 4 4 24 5 22 38 16 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 161,262
Positions
18,407 3,950 36 26,191 44,581 4,577 79,740 24,762 2,431 1,220 46,728 1,916 26,744 32,281
Changes from: July 5, 2016 Total Change is: 10,845
13,071 -8,841 -45 -7,316 -665 -258 4,998 3,637 -418 471 10,109 1,489 -1,147 5,837
Percent of Open Interest Represented by Each Category of Trader
11.4 2.4 0.0 16.2 27.6 2.8 49.4 15.4 1.5 0.8 29.0 1.2 16.6 20.0
Number of Traders in Each Category Total Traders: 114
7 5 . 12 21 7 34 24 8 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 370,372
Positions
117,858 9,535 2,075 120,769 99,024 18,211 44,389 136,261 6,917 17,742 35,449 1,457 40,954 61,443
Changes from: July 5, 2016 Total Change is: 7,723
11,081 1,922 308 2,271 -5,210 1,442 -6,158 11,059 -768 -296 -2,939 -755 598 2,664
Percent of Open Interest Represented by Each Category of Trader
31.8 2.6 0.6 32.6 26.7 4.9 12.0 36.8 1.9 4.8 9.6 0.4 11.1 16.6
Number of Traders in Each Category Total Traders: 220
18 8 10 36 38 27 28 47 17 22 21 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 30,858
Positions
1,137 20,552 190 15,453 0 1,131 997 4,731 3 1,133 0 0 10,814 4,251
Changes from: July 5, 2016 Total Change is: 1,611
236 518 -1 635 0 -135 521 1,395 -3 0 0 0 358 -163
Percent of Open Interest Represented by Each Category of Trader
3.7 66.6 0.6 50.1 0.0 3.7 3.2 15.3 0.0 3.7 0.0 0.0 35.0 13.8
Number of Traders in Each Category Total Traders: 21
. . . 9 0 4 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 89,743
Positions
3,164 31,752 289 16,989 7,165 1,323 36,394 20,945 1,920 1,156 5,774 0 28,508 20,575
Changes from: July 5, 2016 Total Change is: 16,754
-1,879 18,012 -342 4,132 -898 -91 11,795 -2,144 -221 -1,557 1,396 0 4,917 1,042
Percent of Open Interest Represented by Each Category of Trader
3.5 35.4 0.3 18.9 8.0 1.5 40.6 23.3 2.1 1.3 6.4 0.0 31.8 22.9
Number of Traders in Each Category Total Traders: 84
4 5 4 10 8 5 28 19 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 38,581
Positions
13,130 32,507 350 4,410 0 0 19,053 5,276 0 516 0 0 1,122 448
Changes from: July 5, 2016 Total Change is: 2,313
105 2,784 0 150 0 0 1,856 -285 0 9 -102 0 193 -84
Percent of Open Interest Represented by Each Category of Trader
34.0 84.3 0.9 11.4 0.0 0.0 49.4 13.7 0.0 1.3 0.0 0.0 2.9 1.2
Number of Traders in Each Category Total Traders: 25
. 8 . . 0 0 6 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 97,361
Positions
36,799 33,749 71 22,822 4,313 807 29,020 46,949 1,654 1,995 4,083 38 4,155 5,697
Changes from: July 5, 2016 Total Change is: -5,756
-3,003 -3,577 71 -9,954 -55 544 6,271 -3,855 579 -697 584 38 395 -85
Percent of Open Interest Represented by Each Category of Trader
37.8 34.7 0.1 23.4 4.4 0.8 29.8 48.2 1.7 2.0 4.2 0.0 4.3 5.9
Number of Traders in Each Category Total Traders: 117
5 7 . 9 9 . 26 45 11 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 26,973
Positions
302 21,113 0 6,018 0 0 17,584 2,651 959 433 1,512 0 1,677 738
Changes from: July 5, 2016 Total Change is: 778
302 1,000 -136 -52 0 0 663 -523 173 -130 375 0 -42 -111
Percent of Open Interest Represented by Each Category of Trader
1.1 78.3 0.0 22.3 0.0 0.0 65.2 9.8 3.6 1.6 5.6 0.0 6.2 2.7
Number of Traders in Each Category Total Traders: 29
. . 0 . 0 0 9 6 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 44,750
Positions
1,798 10,285 67 1,929 21,847 34 32,854 6,364 1,034 1,482 2,211 0 5,552 2,908
Changes from: July 5, 2016 Total Change is: 516
-271 2,038 67 174 -204 -130 -7 -1,070 -296 300 44 0 679 67
Percent of Open Interest Represented by Each Category of Trader
4.0 23.0 0.1 4.3 48.8 0.1 73.4 14.2 2.3 3.3 4.9 0.0 12.4 6.5
Number of Traders in Each Category Total Traders: 84
. 6 . 8 5 . 44 11 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 55,987
Positions
11,661 32,743 11 6,766 779 306 27,602 7,289 304 1,057 3,974 0 8,281 10,582
Changes from: July 5, 2016 Total Change is: 6,347
778 929 -85 827 -85 -1 3,458 2,629 117 50 846 0 1,203 1,997
Percent of Open Interest Represented by Each Category of Trader
20.8 58.5 0.0 12.1 1.4 0.5 49.3 13.0 0.5 1.9 7.1 0.0 14.8 18.9
Number of Traders in Each Category Total Traders: 97
13 21 . 9 . . 28 13 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 111,974
Positions
23,322 65,485 22 13,532 1,558 611 55,204 14,578 608 2,114 7,948 0 16,561 21,164
Changes from: July 5, 2016 Total Change is: 12,694
1,556 1,858 -169 1,653 -170 -1 6,916 5,257 233 100 1,692 0 2,406 3,994
Percent of Open Interest Represented by Each Category of Trader
20.8 58.5 0.0 12.1 1.4 0.5 49.3 13.0 0.5 1.9 7.1 0.0 14.8 18.9
Number of Traders in Each Category Total Traders: 97
13 21 . 9 . . 28 13 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 685,818
Positions
86,752 56,542 15,588 280,949 216,593 65,017 79,707 153,079 25,307 26,534 43,644 4,513 101,452 105,536
Changes from: July 5, 2016 Total Change is: -3,376
-21,780 12,669 2,579 2,207 -861 -1,445 11,711 -10,951 -743 1,297 133 751 2,047 -5,509
Percent of Open Interest Represented by Each Category of Trader
12.6 8.2 2.3 41.0 31.6 9.5 11.6 22.3 3.7 3.9 6.4 0.7 14.8 15.4
Number of Traders in Each Category Total Traders: 608
41 31 23 120 91 94 84 132 72 38 71 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 91,999
Positions
28,317 18,263 530 15,857 20,118 1,858 8,858 10,424 1,257 3,174 1,198 25 32,123 38,326
Changes from: July 5, 2016 Total Change is: 3,594
-1,257 5,867 0 -1,524 2,030 -24 2,162 -648 618 726 142 25 2,868 -4,416
Percent of Open Interest Represented by Each Category of Trader
30.8 19.9 0.6 17.2 21.9 2.0 9.6 11.3 1.4 3.5 1.3 0.0 34.9 41.7
Number of Traders in Each Category Total Traders: 66
8 6 . 10 4 4 14 15 4 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 2,969,096
Positions
333,074 232,294 34,390 1,330,373 987,290 310,879 392,771 751,800 81,725 126,328 221,761 12,909 346,647 336,048
Changes from: July 5, 2016 Total Change is: -34,850
-87,237 49,389 -2,483 15,467 -17,646 -3,915 43,880 -55,378 -2,940 6,253 3,354 232 -4,107 -5,463
Percent of Open Interest Represented by Each Category of Trader
11.2 7.8 1.2 44.8 33.3 10.5 13.2 25.3 2.8 4.3 7.5 0.4 11.7 11.3
Number of Traders in Each Category Total Traders: 599
39 33 18 118 88 91 79 136 65 36 70 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 81,177
Positions
3,882 18,488 426 38,858 49,516 5,619 20,633 2,765 235 0 537 0 11,524 3,591
Changes from: July 5, 2016 Total Change is: -1
-1,153 1,761 0 -590 -2,408 -16 1,358 124 149 0 23 0 251 366
Percent of Open Interest Represented by Each Category of Trader
4.8 22.8 0.5 47.9 61.0 6.9 25.4 3.4 0.3 0.0 0.7 0.0 14.2 4.4
Number of Traders in Each Category Total Traders: 91
4 8 . 35 15 16 21 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 45,807
Positions
4,593 20,247 76 15,866 5,722 686 17,125 11,225 499 1,943 2,448 17 5,002 4,887
Changes from: July 5, 2016 Total Change is: 5,788
-396 4,191 -64 1,117 -628 -124 3,862 2,320 45 172 111 0 1,175 -63
Percent of Open Interest Represented by Each Category of Trader
10.0 44.2 0.2 34.6 12.5 1.5 37.4 24.5 1.1 4.2 5.3 0.0 10.9 10.7
Number of Traders in Each Category Total Traders: 212
7 24 . 42 19 10 39 48 14 14 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 229,036
Positions
22,966 101,237 381 79,328 28,610 3,428 85,627 56,127 2,496 9,713 12,238 86 25,011 24,433
Changes from: July 5, 2016 Total Change is: 28,939
-1,980 20,953 -322 5,587 -3,138 -618 19,311 11,599 226 862 555 0 5,873 -316
Percent of Open Interest Represented by Each Category of Trader
10.0 44.2 0.2 34.6 12.5 1.5 37.4 24.5 1.1 4.2 5.3 0.0 10.9 10.7
Number of Traders in Each Category Total Traders: 212
7 24 . 42 19 10 39 48 14 14 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 332,737
Positions
105,244 24,734 1,475 125,987 173,070 13,473 55,239 89,086 7,261 5,256 8,151 928 17,874 14,559
Changes from: July 5, 2016 Total Change is: 391
-17,077 12,010 671 12,382 -14,661 -2,879 3,944 4,213 866 86 983 0 2,398 -812
Percent of Open Interest Represented by Each Category of Trader
31.6 7.4 0.4 37.9 52.0 4.0 16.6 26.8 2.2 1.6 2.4 0.3 5.4 4.4
Number of Traders in Each Category Total Traders: 273
27 14 . 54 46 28 47 56 16 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 36,637
Positions
3,082 14,244 0 17,172 1,212 111 4,648 4,103 0 4,939 11,045 0 6,685 5,922
Changes from: July 5, 2016 Total Change is: 1,461
-13 2,890 0 1,422 1 -4 -112 -673 0 104 -320 0 64 -433
Percent of Open Interest Represented by Each Category of Trader
8.4 38.9 0.0 46.9 3.3 0.3 12.7 11.2 0.0 13.5 30.1 0.0 18.2 16.2
Number of Traders in Each Category Total Traders: 43
. 4 0 15 . . 6 6 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 81,590
Positions
19,389 10,254 382 26,528 1,877 335 21,207 15,857 1,308 3,416 200 0 9,025 51,377
Changes from: July 5, 2016 Total Change is: 6,487
4,439 1,863 -135 2,667 -77 -2 1,253 2,424 651 -312 200 0 -2,074 1,563
Percent of Open Interest Represented by Each Category of Trader
23.8 12.6 0.5 32.5 2.3 0.4 26.0 19.4 1.6 4.2 0.2 0.0 11.1 63.0
Number of Traders in Each Category Total Traders: 89
14 10 4 17 . . 28 13 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 220,432
Positions
15,321 114,671 541 139,696 63,413 14,764 37,260 18,950 2,071 3,743 1,721 0 7,036 4,301
Changes from: July 5, 2016 Total Change is: 9,995
-1,292 10,335 -151 9,673 -2,466 462 215 1,513 -8 -194 218 0 1,290 92
Percent of Open Interest Represented by Each Category of Trader
7.0 52.0 0.2 63.4 28.8 6.7 16.9 8.6 0.9 1.7 0.8 0.0 3.2 2.0
Number of Traders in Each Category Total Traders: 124
9 10 . 41 26 22 12 15 6 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 690,045
Positions
40,112 390,228 1,719 384,238 114,358 74,169 136,898 72,526 7,611 22,474 18,045 1,167 21,657 10,222
Changes from: July 5, 2016 Total Change is: 36,858
151 29,374 232 24,910 -10,353 2,465 5,990 17,041 285 1,143 -989 -46 1,728 -1,151
Percent of Open Interest Represented by Each Category of Trader
5.8 56.6 0.2 55.7 16.6 10.7 19.8 10.5 1.1 3.3 2.6 0.2 3.1 1.5
Number of Traders in Each Category Total Traders: 295
20 24 6 97 37 39 47 26 15 31 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 589,391
Positions
7,857 51,253 558 238,516 167,824 93,335 88,069 84,773 15,642 5,056 30,607 7 140,351 145,392
Changes from: July 5, 2016 Total Change is: 22,551
-173 362 37 24,995 1,471 5,247 3,157 4,721 -570 -1,148 1,484 -41 -8,953 9,840
Percent of Open Interest Represented by Each Category of Trader
1.3 8.7 0.1 40.5 28.5 15.8 14.9 14.4 2.7 0.9 5.2 0.0 23.8 24.7
Number of Traders in Each Category Total Traders: 163
5 16 5 41 27 29 31 30 15 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 583,540
Positions
51 65,017 1,272 275,557 113,135 95,395 41,443 205,384 12,624 14,987 9,402 497 141,714 80,814
Changes from: July 5, 2016 Total Change is: 2,190
-2,110 -5,139 1,238 -23,266 1,540 16,210 8,904 -4,013 1,101 3,452 -1,467 -1,869 -1,470 -5,411
Percent of Open Interest Represented by Each Category of Trader
0.0 11.1 0.2 47.2 19.4 16.3 7.1 35.2 2.2 2.6 1.6 0.1 24.3 13.8
Number of Traders in Each Category Total Traders: 96
. 8 . 45 11 29 12 13 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,027,668
Positions
46,026 64,756 9,692 357,322 165,936 146,707 252,202 247,463 24,532 68,834 229,324 2,149 120,204 137,109
Changes from: July 5, 2016 Total Change is: -73,613
24,336 -23,221 2,054 -104,025 -3,314 6,967 10,428 -45,474 -4,069 2,986 -3,592 349 -12,639 -3,313
Percent of Open Interest Represented by Each Category of Trader
4.5 6.3 0.9 34.8 16.1 14.3 24.5 24.1 2.4 6.7 22.3 0.2 11.7 13.3
Number of Traders in Each Category Total Traders: 254
10 27 9 51 39 49 32 47 25 19 29 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,877,360
Positions
151,097 163,256 42,092 866,601 1,047,093 396,958 621,257 595,127 54,961 353,456 161,842 19,435 371,503 396,596
Changes from: July 5, 2016 Total Change is: 66,408
13,368 1,008 -3,422 33,020 98,714 -10,848 10,095 -17,276 -3,766 1,313 5,506 5,059 21,589 -8,567
Percent of Open Interest Represented by Each Category of Trader
5.3 5.7 1.5 30.1 36.4 13.8 21.6 20.7 1.9 12.3 5.6 0.7 12.9 13.8
Number of Traders in Each Category Total Traders: 363
28 28 10 59 80 72 72 49 40 15 32 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 153,729
Positions
14,206 5,579 876 21,919 68,647 1,959 52,456 2,408 3,795 3,363 0 0 55,155 70,465
Changes from: July 5, 2016 Total Change is: 14,516
9,547 -2,105 -250 -7,504 18,376 -590 11,419 -263 1,699 693 -2,210 0 -498 -141
Percent of Open Interest Represented by Each Category of Trader
9.2 3.6 0.6 14.3 44.7 1.3 34.1 1.6 2.5 2.2 0.0 0.0 35.9 45.8
Number of Traders in Each Category Total Traders: 29
. . . 4 10 6 9 . 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,706,155
Positions
66,563 289,728 17,456 1,532,652 577,938 283,499 300,539 974,491 34,048 188,339 192,794 7,842 275,217 328,359
Changes from: July 5, 2016 Total Change is: 75,417
9,089 41,879 -6,645 47,457 81,619 -23,518 10,912 -33,259 5,319 26,473 11,069 154 6,176 -1,201
Percent of Open Interest Represented by Each Category of Trader
2.5 10.7 0.6 56.6 21.4 10.5 11.1 36.0 1.3 7.0 7.1 0.3 10.2 12.1
Number of Traders in Each Category Total Traders: 297
12 34 8 54 54 53 42 56 32 13 32 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 811,566
Positions
233,013 105,694 257,953 0 32,567 21,948 72,400 100,548 176,409 574 38,861 29,552 19,717 48,034
Changes from: July 5, 2016 Total Change is: -22,826
-21,644 7,106 9,313 -2 -13,196 1,749 -6,931 -29,693 9,419 -8,755 -303 -6,252 277 -969
Percent of Open Interest Represented by Each Category of Trader
28.7 13.0 31.8 0.0 4.0 2.7 8.9 12.4 21.7 0.1 4.8 3.6 2.4 5.9
Number of Traders in Each Category Total Traders: 125
17 32 39 0 12 5 12 37 31 . 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,547,717
Positions
3,049,760 1,213,441 2,211,093 258,159 1,571,866 381,818 1,210,459 1,189,602 1,861,078 473,787 698,236 283,434 818,129 1,137,149
Changes from: July 5, 2016 Total Change is: 409,039
157,560 -90,139 41,632 -2,445 3,589 24,703 35,076 254,978 116,874 60,466 63,159 -12,669 -12,158 6,912
Percent of Open Interest Represented by Each Category of Trader
28.9 11.5 21.0 2.4 14.9 3.6 11.5 11.3 17.6 4.5 6.6 2.7 7.8 10.8
Number of Traders in Each Category Total Traders: 273
32 49 76 6 23 25 42 75 91 11 19 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 24,886
Positions
4,297 2,901 0 7 10,956 158 11,467 8,674 0 8,470 1,723 383 104 91
Changes from: July 5, 2016 Total Change is: -1,028
65 -329 0 0 -59 12 -751 -307 0 -244 -200 -125 15 -20
Percent of Open Interest Represented by Each Category of Trader
17.3 11.7 0.0 0.0 44.0 0.6 46.1 34.9 0.0 34.0 6.9 1.5 0.4 0.4
Number of Traders in Each Category Total Traders: 45
. 5 0 . 12 . . 11 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 27,563
Positions
6,932 5,468 0 391 9,989 371 18,714 7,677 0 1,029 3,938 49 77 71
Changes from: July 5, 2016 Total Change is: 794
-805 1,840 0 139 -464 -104 1,295 -287 0 238 -200 0 31 9
Percent of Open Interest Represented by Each Category of Trader
25.1 19.8 0.0 1.4 36.2 1.3 67.9 27.9 0.0 3.7 14.3 0.2 0.3 0.3
Number of Traders in Each Category Total Traders: 32
. 5 0 . 4 . 8 6 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 52,678
Positions
210 12,600 0 16,129 0 1,753 6,660 31,132 4,652 16,028 565 0 7,246 1,976
Changes from: July 5, 2016 Total Change is: 1,618
19 1,539 0 -1,124 0 -72 679 -539 870 1,248 -283 -40 38 143
Percent of Open Interest Represented by Each Category of Trader
0.4 23.9 0.0 30.6 0.0 3.3 12.6 59.1 8.8 30.4 1.1 0.0 13.8 3.8
Number of Traders in Each Category Total Traders: 115
. 5 0 14 0 . 26 25 13 37 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 466,233
Positions
110,745 70,643 29,839 104,780 18,279 45,612 64,430 181,722 64,682 7,032 10,040 14,760 24,353 30,656
Changes from: July 5, 2016 Total Change is: 53,720
11,850 16,219 8,460 2,965 3,638 -6,287 26,996 22,696 4,747 881 -589 2,369 1,739 2,467
Percent of Open Interest Represented by Each Category of Trader
23.8 15.2 6.4 22.5 3.9 9.8 13.8 39.0 13.9 1.5 2.2 3.2 5.2 6.6
Number of Traders in Each Category Total Traders: 206
13 16 18 18 15 12 42 64 64 15 10 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 12, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,624
Positions
292 2,874 0 11,207 1,299 482 3,451 11,547 390 660 0 0 142 32
Changes from: July 5, 2016 Total Change is: 158
-332 0 0 -380 -500 -37 876 705 0 10 0 0 21 -10
Percent of Open Interest Represented by Each Category of Trader
1.8 17.3 0.0 67.4 7.8 2.9 20.8 69.5 2.3 4.0 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 32
. . 0 8 . . 9 5 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 15, 2016