Traders in Financial Futures - Futures Only Positions as of July 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 118,079
Positions
1,288 55,477 32 52,821 8,658 1,200 24,096 18,285 805 7,597 3,146 198 30,042 30,278
Changes from: July 19, 2016 Total Change is: 476
832 -4,038 16 -1,078 871 289 1,539 -1,195 -334 449 257 -525 -712 5,135
Percent of Open Interest Represented by Each Category of Trader
1.1 47.0 0.0 44.7 7.3 1.0 20.4 15.5 0.7 6.4 2.7 0.2 25.4 25.6
Number of Traders in Each Category Total Traders: 81
. 6 . 9 8 4 20 22 9 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 51,507
Positions
27,665 1,330 257 1,873 2,218 127 14,198 25,765 682 411 0 0 6,294 21,128
Changes from: July 19, 2016 Total Change is: 9,741
5,674 -85 -1 30 8 0 3,605 7,381 14 411 0 0 8 2,424
Percent of Open Interest Represented by Each Category of Trader
53.7 2.6 0.5 3.6 4.3 0.2 27.6 50.0 1.3 0.8 0.0 0.0 12.2 41.0
Number of Traders in Each Category Total Traders: 43
5 . . . . . 14 14 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 231,644
Positions
166,705 4,068 1,509 7,531 68,624 4,517 21,752 86,988 9,585 2,812 12,950 1,089 16,144 42,314
Changes from: July 19, 2016 Total Change is: 6,055
3,575 115 95 180 -1,323 677 1,768 7,530 1,215 239 -529 -393 -1,301 -1,332
Percent of Open Interest Represented by Each Category of Trader
72.0 1.8 0.7 3.3 29.6 1.9 9.4 37.6 4.1 1.2 5.6 0.5 7.0 18.3
Number of Traders in Each Category Total Traders: 121
8 8 5 . 28 5 23 41 15 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 159,869
Positions
30,481 3,166 266 27,135 41,615 5,167 67,261 25,378 2,676 1,739 48,010 1,196 23,948 32,395
Changes from: July 19, 2016 Total Change is: 1,503
10,035 868 199 401 -1,043 603 -5,374 -1,341 -51 646 -596 44 -5,000 2,820
Percent of Open Interest Represented by Each Category of Trader
19.1 2.0 0.2 17.0 26.0 3.2 42.1 15.9 1.7 1.1 30.0 0.7 15.0 20.3
Number of Traders in Each Category Total Traders: 112
8 5 . 12 21 9 29 27 9 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 400,035
Positions
142,211 10,135 2,325 121,944 98,258 18,705 45,408 157,311 5,594 20,120 40,844 1,401 42,327 65,462
Changes from: July 19, 2016 Total Change is: 11,130
10,614 80 101 2,971 2,397 314 -2,366 4,489 -1,028 -831 4,651 -341 1,696 467
Percent of Open Interest Represented by Each Category of Trader
35.5 2.5 0.6 30.5 24.6 4.7 11.4 39.3 1.4 5.0 10.2 0.4 10.6 16.4
Number of Traders in Each Category Total Traders: 239
20 8 9 36 38 29 29 59 14 25 23 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 31,147
Positions
1,077 20,995 190 15,503 0 1,137 558 5,053 3 1,133 0 0 11,546 3,769
Changes from: July 19, 2016 Total Change is: -13
-48 106 0 -739 0 9 0 -311 0 0 0 0 765 183
Percent of Open Interest Represented by Each Category of Trader
3.5 67.4 0.6 49.8 0.0 3.7 1.8 16.2 0.0 3.6 0.0 0.0 37.1 12.1
Number of Traders in Each Category Total Traders: 20
. . . 9 0 4 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 95,520
Positions
1,646 38,263 553 17,436 9,574 1,443 46,237 14,384 2,133 1,400 6,815 0 24,672 22,355
Changes from: July 19, 2016 Total Change is: -3,998
-1,185 -1,342 349 -260 996 107 -276 -4,490 -584 -3,322 1,309 0 1,173 -343
Percent of Open Interest Represented by Each Category of Trader
1.7 40.1 0.6 18.3 10.0 1.5 48.4 15.1 2.2 1.5 7.1 0.0 25.8 23.4
Number of Traders in Each Category Total Traders: 80
. 5 . 10 10 5 27 15 7 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 37,406
Positions
10,685 32,720 350 4,150 0 0 20,477 3,744 0 661 178 0 1,083 414
Changes from: July 19, 2016 Total Change is: -1,379
0 -235 0 -260 0 0 -1,048 -1,311 0 131 178 0 -202 -11
Percent of Open Interest Represented by Each Category of Trader
28.6 87.5 0.9 11.1 0.0 0.0 54.7 10.0 0.0 1.8 0.5 0.0 2.9 1.1
Number of Traders in Each Category Total Traders: 25
. 7 . . 0 0 7 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 119,753
Positions
42,493 31,207 107 23,237 4,643 927 24,216 48,806 21,079 3,580 5,763 172 3,942 7,049
Changes from: July 19, 2016 Total Change is: 16,321
4,267 -2,694 -14 -812 -156 -17 -1,242 4,076 12,862 1,043 1,537 34 200 693
Percent of Open Interest Represented by Each Category of Trader
35.5 26.1 0.1 19.4 3.9 0.8 20.2 40.8 17.6 3.0 4.8 0.1 3.3 5.9
Number of Traders in Each Category Total Traders: 130
7 6 . 7 8 4 24 55 15 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 26,189
Positions
272 21,202 52 5,985 0 0 17,443 2,858 333 563 1,035 0 1,541 709
Changes from: July 19, 2016 Total Change is: -10
-30 -14 14 -52 0 0 -187 426 82 130 -537 0 33 19
Percent of Open Interest Represented by Each Category of Trader
1.0 81.0 0.2 22.9 0.0 0.0 66.6 10.9 1.3 2.1 4.0 0.0 5.9 2.7
Number of Traders in Each Category Total Traders: 30
. 4 . 4 0 0 9 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 39,825
Positions
2,227 9,094 149 1,973 19,463 34 28,461 4,411 1,125 1,462 2,163 0 4,394 3,386
Changes from: July 19, 2016 Total Change is: -1,374
130 -1,304 28 262 -25 -125 -1,401 -650 -31 35 86 0 -272 647
Percent of Open Interest Represented by Each Category of Trader
5.6 22.8 0.4 5.0 48.9 0.1 71.5 11.1 2.8 3.7 5.4 0.0 11.0 8.5
Number of Traders in Each Category Total Traders: 77
. 5 . 7 5 . 40 9 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 67,461
Positions
11,840 43,849 94 8,395 866 273 36,485 8,349 22 1,006 3,890 0 9,348 10,121
Changes from: July 19, 2016 Total Change is: 4,305
163 6,401 26 750 42 7 1,984 255 -226 -50 -860 0 1,651 -1,341
Percent of Open Interest Represented by Each Category of Trader
17.6 65.0 0.1 12.4 1.3 0.4 54.1 12.4 0.0 1.5 5.8 0.0 13.9 15.0
Number of Traders in Each Category Total Traders: 118
13 21 . 9 . . 38 17 . . 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 134,922
Positions
23,679 87,697 187 16,790 1,731 546 72,970 16,698 43 2,012 7,779 0 18,695 20,241
Changes from: July 19, 2016 Total Change is: 8,609
325 12,801 52 1,500 83 14 3,968 510 -451 -100 -1,719 0 3,301 -2,681
Percent of Open Interest Represented by Each Category of Trader
17.6 65.0 0.1 12.4 1.3 0.4 54.1 12.4 0.0 1.5 5.8 0.0 13.9 15.0
Number of Traders in Each Category Total Traders: 118
13 21 . 9 . . 38 17 . . 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 688,070
Positions
75,228 70,454 21,098 295,135 209,683 53,795 83,355 149,062 29,590 26,074 46,017 8,852 94,942 99,517
Changes from: July 19, 2016 Total Change is: -765
905 650 -173 -1,713 -2,823 -1,184 2,633 2,247 -752 -8 1,914 2,355 -2,829 -2,999
Percent of Open Interest Represented by Each Category of Trader
10.9 10.2 3.1 42.9 30.5 7.8 12.1 21.7 4.3 3.8 6.7 1.3 13.8 14.5
Number of Traders in Each Category Total Traders: 616
45 29 25 122 86 93 85 135 76 42 72 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 95,282
Positions
28,153 25,001 790 16,360 18,907 1,827 11,230 14,157 497 6,185 1,085 25 30,215 32,993
Changes from: July 19, 2016 Total Change is: -211
-280 1,800 60 246 -390 8 -151 263 30 1,193 -2 0 -1,317 -1,980
Percent of Open Interest Represented by Each Category of Trader
29.5 26.2 0.8 17.2 19.8 1.9 11.8 14.9 0.5 6.5 1.1 0.0 31.7 34.6
Number of Traders in Each Category Total Traders: 64
9 7 4 10 . 4 13 13 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 2,963,940
Positions
287,153 279,043 49,763 1,393,874 953,881 259,842 428,160 742,061 77,931 124,593 249,810 18,987 323,637 332,622
Changes from: July 19, 2016 Total Change is: -2,770
-1,172 -12,848 5,935 -9,795 -12,166 -5,958 13,303 9,301 -3,293 -187 15,399 5,956 -7,559 -5,096
Percent of Open Interest Represented by Each Category of Trader
9.7 9.4 1.7 47.0 32.2 8.8 14.4 25.0 2.6 4.2 8.4 0.6 10.9 11.2
Number of Traders in Each Category Total Traders: 607
43 31 20 120 83 90 84 135 66 39 72 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 80,811
Positions
1,636 23,174 426 37,377 44,587 4,632 23,793 3,424 634 0 498 0 12,313 3,436
Changes from: July 19, 2016 Total Change is: 714
-20 1,951 0 -1,338 -1,421 -495 1,950 507 496 -205 3 0 326 -327
Percent of Open Interest Represented by Each Category of Trader
2.0 28.7 0.5 46.3 55.2 5.7 29.4 4.2 0.8 0.0 0.6 0.0 15.2 4.3
Number of Traders in Each Category Total Traders: 91
. 9 . 36 14 16 19 8 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 54,783
Positions
3,910 29,538 403 17,302 5,228 667 24,530 11,839 400 2,163 2,158 20 5,388 4,531
Changes from: July 19, 2016 Total Change is: 4,350
-177 3,750 53 2,057 -255 -144 2,528 955 -71 82 -148 0 23 210
Percent of Open Interest Represented by Each Category of Trader
7.1 53.9 0.7 31.6 9.5 1.2 44.8 21.6 0.7 3.9 3.9 0.0 9.8 8.3
Number of Traders in Each Category Total Traders: 230
9 27 7 43 18 13 55 42 14 17 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 273,914
Positions
19,550 147,688 2,014 86,512 26,140 3,334 122,652 59,194 2,000 10,813 10,788 101 26,938 22,655
Changes from: July 19, 2016 Total Change is: 21,752
-883 18,752 264 10,283 -1,274 -719 12,638 4,775 -355 410 -742 0 114 1,051
Percent of Open Interest Represented by Each Category of Trader
7.1 53.9 0.7 31.6 9.5 1.2 44.8 21.6 0.7 3.9 3.9 0.0 9.8 8.3
Number of Traders in Each Category Total Traders: 230
9 27 7 43 18 13 55 42 14 17 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 326,551
Positions
94,349 32,543 594 120,512 158,377 15,820 63,289 84,784 6,373 4,637 10,301 1,482 19,495 16,277
Changes from: July 19, 2016 Total Change is: 1,051
-4,666 1,733 -109 -1,957 -5,195 31 6,840 996 -1,130 -592 3,224 551 2,083 950
Percent of Open Interest Represented by Each Category of Trader
28.9 10.0 0.2 36.9 48.5 4.8 19.4 26.0 2.0 1.4 3.2 0.5 6.0 5.0
Number of Traders in Each Category Total Traders: 265
22 15 4 56 44 28 50 51 15 9 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 35,753
Positions
3,553 16,350 0 14,941 1,276 123 4,193 3,762 0 5,038 10,330 0 7,905 3,912
Changes from: July 19, 2016 Total Change is: -1,665
145 822 0 -2,377 69 11 -585 -706 0 369 85 0 772 -1,946
Percent of Open Interest Represented by Each Category of Trader
9.9 45.7 0.0 41.8 3.6 0.3 11.7 10.5 0.0 14.1 28.9 0.0 22.1 10.9
Number of Traders in Each Category Total Traders: 39
. 4 0 12 . . 6 5 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 76,100
Positions
21,800 7,536 713 22,877 298 48 17,197 15,192 1,023 3,961 0 0 8,481 51,290
Changes from: July 19, 2016 Total Change is: -5,862
951 -2,057 -333 -2,461 -49 37 -2,812 -222 -481 205 0 0 -968 -2,757
Percent of Open Interest Represented by Each Category of Trader
28.6 9.9 0.9 30.1 0.4 0.1 22.6 20.0 1.3 5.2 0.0 0.0 11.1 67.4
Number of Traders in Each Category Total Traders: 81
16 8 4 13 . . 27 11 4 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 224,223
Positions
15,384 125,444 582 142,753 59,873 15,140 36,911 15,891 1,864 4,311 1,428 0 7,278 4,001
Changes from: July 19, 2016 Total Change is: 2,328
-143 7,116 45 1,188 -2,726 520 743 -3,095 130 568 242 0 -723 96
Percent of Open Interest Represented by Each Category of Trader
6.9 55.9 0.3 63.7 26.7 6.8 16.5 7.1 0.8 1.9 0.6 0.0 3.2 1.8
Number of Traders in Each Category Total Traders: 121
8 10 . 41 23 20 16 12 6 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 764,858
Positions
37,263 489,830 1,685 437,129 92,324 69,315 158,914 76,976 6,390 33,170 19,757 910 20,082 7,671
Changes from: July 19, 2016 Total Change is: 15,476
-1,521 30,142 -6 9,959 -3,329 -2,149 5,742 -7,514 -139 4,247 -779 -163 -494 -587
Percent of Open Interest Represented by Each Category of Trader
4.9 64.0 0.2 57.2 12.1 9.1 20.8 10.1 0.8 4.3 2.6 0.1 2.6 1.0
Number of Traders in Each Category Total Traders: 303
22 27 6 105 30 39 45 24 13 37 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 568,150
Positions
13,999 45,625 517 212,260 168,160 93,082 79,889 74,542 19,350 3,597 34,437 220 145,236 132,217
Changes from: July 19, 2016 Total Change is: -19,898
3,465 -10,232 164 -17,370 2,196 -4,057 2,449 -6,970 551 -268 1,443 -121 -4,711 -2,872
Percent of Open Interest Represented by Each Category of Trader
2.5 8.0 0.1 37.4 29.6 16.4 14.1 13.1 3.4 0.6 6.1 0.0 25.6 23.3
Number of Traders in Each Category Total Traders: 152
7 14 5 37 29 29 28 26 16 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 602,157
Positions
0 79,611 1,342 304,714 114,899 93,740 45,660 210,168 12,517 15,171 9,397 497 128,516 79,986
Changes from: July 19, 2016 Total Change is: 13,618
-45 12,519 -33 17,726 1,107 2,866 514 3,608 -255 1,861 0 -1,775 -7,241 -4,419
Percent of Open Interest Represented by Each Category of Trader
0.0 13.2 0.2 50.6 19.1 15.6 7.6 34.9 2.1 2.5 1.6 0.1 21.3 13.3
Number of Traders in Each Category Total Traders: 99
0 8 . 46 12 33 13 14 9 4 . .
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Traders in Financial Futures - Futures Only Positions as of July 26, 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 1,064,585
Positions
40,515 83,970 9,037 372,483 206,824 137,924 276,833 249,419 25,999 75,831 206,325 1,793 124,170 143,294
Changes from: July 19, 2016 Total Change is: 30,397
-7,516 15,882 -1,234 2,068 18,807 4,233 23,015 1,711 2,656 6,183 -15,449 27 965 3,764
Percent of Open Interest Represented by Each Category of Trader
3.8 7.9 0.8 35.0 19.4 13.0 26.0 23.4 2.4 7.1 19.4 0.2 11.7 13.5
Number of Traders in Each Category Total Traders: 258
12 30 8 51 42 49 37 41 28 20 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 2,757,952
Positions
122,472 159,217 28,675 833,343 964,000 390,284 561,675 586,973 61,648 366,492 128,823 17,209 376,154 421,123
Changes from: July 19, 2016 Total Change is: -37,286
-25,108 9,610 -3,071 -11,986 -14,227 -5,411 -34,411 -19,498 12,026 18,770 -14,710 -555 12,460 -1,450
Percent of Open Interest Represented by Each Category of Trader
4.4 5.8 1.0 30.2 35.0 14.2 20.4 21.3 2.2 13.3 4.7 0.6 13.6 15.3
Number of Traders in Each Category Total Traders: 340
25 25 14 59 75 68 66 47 49 19 24 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 174,961
Positions
10,410 8,111 83 30,892 84,794 3,289 68,161 2,410 4,152 4,229 0 0 53,745 72,122
Changes from: July 19, 2016 Total Change is: 6,425
5 -864 -840 2,616 11,149 749 4,751 0 -111 0 0 0 -745 -3,658
Percent of Open Interest Represented by Each Category of Trader
5.9 4.6 0.0 17.7 48.5 1.9 39.0 1.4 2.4 2.4 0.0 0.0 30.7 41.2
Number of Traders in Each Category Total Traders: 33
. . . 4 11 7 10 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 2,691,406
Positions
50,004 337,071 23,404 1,524,611 578,809 282,430 312,931 910,117 51,983 172,118 183,355 6,511 267,414 317,726
Changes from: July 19, 2016 Total Change is: 20,377
-13,780 32,592 2,871 35,937 -32,263 2,900 -5,843 12,822 16,020 -15,227 -12,821 -1,926 -575 182
Percent of Open Interest Represented by Each Category of Trader
1.9 12.5 0.9 56.6 21.5 10.5 11.6 33.8 1.9 6.4 6.8 0.2 9.9 11.8
Number of Traders in Each Category Total Traders: 296
6 41 10 51 57 55 39 61 39 12 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 863,810
Positions
240,550 113,670 282,570 0 27,808 23,859 65,404 102,701 185,325 1,975 33,451 44,212 19,915 50,214
Changes from: July 19, 2016 Total Change is: 33,786
16,304 8,323 12,131 0 -8,082 377 9,641 7,993 1,833 -7,965 5,534 2,906 -1,441 2,771
Percent of Open Interest Represented by Each Category of Trader
27.8 13.2 32.7 0.0 3.2 2.8 7.6 11.9 21.5 0.2 3.9 5.1 2.3 5.8
Number of Traders in Each Category Total Traders: 124
19 32 40 0 9 5 16 31 30 . 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 is10,388,982
Positions
3,238,179 1,145,320 2,169,827 215,344 1,766,980 383,710 859,236 1,062,733 1,870,998 538,135 556,763 248,087 865,466 1,184,564
Changes from: July 19, 2016 Total Change is: -92,865
57,405 83,830 27,781 -34,918 54,499 21,514 -234,853 -285,016 52,058 11,733 -63,010 8,588 -2,173 6,891
Percent of Open Interest Represented by Each Category of Trader
31.2 11.0 20.9 2.1 17.0 3.7 8.3 10.2 18.0 5.2 5.4 2.4 8.3 11.4
Number of Traders in Each Category Total Traders: 261
37 41 75 5 26 26 36 73 88 10 18 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 25,084
Positions
4,058 3,772 0 7 9,988 158 11,782 8,737 0 8,280 1,661 660 139 108
Changes from: July 19, 2016 Total Change is: -318
-151 738 0 0 -719 0 -821 -86 0 710 -181 -37 -19 -33
Percent of Open Interest Represented by Each Category of Trader
16.2 15.0 0.0 0.0 39.8 0.6 47.0 34.8 0.0 33.0 6.6 2.6 0.6 0.4
Number of Traders in Each Category Total Traders: 38
. 4 0 . 10 . 4 7 0 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 33,817
Positions
9,821 12,099 0 302 9,835 399 21,974 7,281 0 1,176 4,088 49 96 66
Changes from: July 19, 2016 Total Change is: 4,005
2,735 4,571 0 0 6 0 1,433 -545 0 -180 0 0 17 -27
Percent of Open Interest Represented by Each Category of Trader
29.0 35.8 0.0 0.9 29.1 1.2 65.0 21.5 0.0 3.5 12.1 0.1 0.3 0.2
Number of Traders in Each Category Total Traders: 35
. 6 0 . 5 . 9 5 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 63,131
Positions
1,177 19,664 0 15,773 0 1,740 16,984 33,637 5,457 13,676 430 0 8,324 2,203
Changes from: July 19, 2016 Total Change is: 6,305
953 4,891 0 353 0 -15 4,686 997 233 619 -300 0 -524 499
Percent of Open Interest Represented by Each Category of Trader
1.9 31.1 0.0 25.0 0.0 2.8 26.9 53.3 8.6 21.7 0.7 0.0 13.2 3.5
Number of Traders in Each Category Total Traders: 137
. 5 0 15 0 . 41 24 13 46 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 491,873
Positions
135,718 43,451 24,101 114,275 31,415 32,949 56,865 221,865 75,155 5,976 8,366 23,222 23,612 31,349
Changes from: July 19, 2016 Total Change is: -19,313
24,515 -16,210 -19,551 -509 7,337 -2,875 -15,856 13,295 -4,754 -3,398 -2,763 3,649 -534 2,559
Percent of Open Interest Represented by Each Category of Trader
27.6 8.8 4.9 23.2 6.4 6.7 11.6 45.1 15.3 1.2 1.7 4.7 4.8 6.4
Number of Traders in Each Category Total Traders: 216
14 15 20 13 17 10 40 69 59 18 16 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 26, 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 15,170
Positions
403 2,874 0 10,313 321 304 3,127 11,267 390 435 0 0 198 14
Changes from: July 19, 2016 Total Change is: -1,265
267 -256 0 -1,767 -39 -141 594 -814 0 -235 0 0 17 -15
Percent of Open Interest Represented by Each Category of Trader
2.7 18.9 0.0 68.0 2.1 2.0 20.6 74.3 2.6 2.9 0.0 0.0 1.3 0.1
Number of Traders in Each Category Total Traders: 34
. . 0 9 . . 11 5 . . 0 0
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Updated July 29, 2016