Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 176,634
Positions
74,063 24,246 5,571 40,044 34,845 2,281 6,638 57,325 13,716 8,200 4,752 460 25,660 33,437
Changes from: February 2, 2016 Total Change is: -5,888
-2,007 14,285 -1,440 791 -4,980 -1,102 270 -437 -2,713 -768 -193 -82 1,163 -9,226
Percent of Open Interest Represented by Each Category of Trader
41.9 13.7 3.2 22.7 19.7 1.3 3.8 32.5 7.8 4.6 2.7 0.3 14.5 18.9
Number of Traders in Each Category Total Traders: 86
7 5 11 6 12 5 12 29 14 9 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 56,398
Positions
30,799 2,469 1,307 1,236 2,237 0 10,623 26,906 3,964 0 400 0 8,469 19,114
Changes from: February 2, 2016 Total Change is: -6,223
-5,274 464 730 0 -10 0 -5,034 -3,485 1,279 0 390 -62 2,138 -5,528
Percent of Open Interest Represented by Each Category of Trader
54.6 4.4 2.3 2.2 4.0 0.0 18.8 47.7 7.0 0.0 0.7 0.0 15.0 33.9
Number of Traders in Each Category Total Traders: 38
5 4 . . 4 0 11 12 13 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 281,903
Positions
183,703 4,203 7,318 3,335 89,068 2,483 39,905 104,146 21,132 2,548 14,293 3,675 17,805 35,585
Changes from: February 2, 2016 Total Change is: -26,413
-10,383 -530 -1,861 -387 6,826 -957 -46 -7,078 -9,955 1,051 -282 -3,449 -426 -9,126
Percent of Open Interest Represented by Each Category of Trader
65.2 1.5 2.6 1.2 31.6 0.9 14.2 36.9 7.5 0.9 5.1 1.3 6.3 12.6
Number of Traders in Each Category Total Traders: 112
13 6 11 . 25 8 19 34 19 5 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 278,398
Positions
72,650 91,833 8,844 32,037 52,121 8,312 61,688 56,265 23,096 39,431 2,054 3,542 28,798 32,331
Changes from: February 2, 2016 Total Change is: 7,205
4,763 19,679 1,527 7,712 -6,991 -2,179 -10,255 -1,354 3,885 -814 -2,590 -2,594 5,160 -2,179
Percent of Open Interest Represented by Each Category of Trader
26.1 33.0 3.2 11.5 18.7 3.0 22.2 20.2 8.3 14.2 0.7 1.3 10.3 11.6
Number of Traders in Each Category Total Traders: 133
7 11 10 15 22 12 39 26 23 9 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 512,710
Positions
129,252 114,740 18,775 100,711 98,648 22,667 55,097 107,526 49,082 75,655 26,878 8,349 53,123 66,045
Changes from: February 2, 2016 Total Change is: 47,411
700 49,949 2,813 1,764 -10,104 2,930 11,636 -10,958 14,912 3,376 3,105 345 8,934 -5,581
Percent of Open Interest Represented by Each Category of Trader
25.2 22.4 3.7 19.6 19.2 4.4 10.7 21.0 9.6 14.8 5.2 1.6 10.4 12.9
Number of Traders in Each Category Total Traders: 239
17 11 14 35 31 30 34 49 35 24 38 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 35,194
Positions
1,993 27,291 257 6,360 1,210 590 4,928 1,358 2 9,394 0 209 11,461 4,277
Changes from: February 2, 2016 Total Change is: 347
307 -12 257 -478 0 -24 768 10 2 182 0 16 -683 98
Percent of Open Interest Represented by Each Category of Trader
5.7 77.5 0.7 18.1 3.4 1.7 14.0 3.9 0.0 26.7 0.0 0.6 32.6 12.2
Number of Traders in Each Category Total Traders: 24
4 . . 6 . 4 4 . . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 128,918
Positions
53,540 6,902 5,303 20,910 9,528 2,326 17,963 32,980 8,137 500 34,745 1,719 18,519 27,278
Changes from: February 2, 2016 Total Change is: -7,938
-22,183 4,984 969 8,357 -3,202 -481 4,155 -4,604 381 -301 -160 370 794 -6,195
Percent of Open Interest Represented by Each Category of Trader
41.5 5.4 4.1 16.2 7.4 1.8 13.9 25.6 6.3 0.4 27.0 1.3 14.4 21.2
Number of Traders in Each Category Total Traders: 83
10 5 9 7 11 6 15 19 12 . 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 30,948
Positions
18,983 21,987 1,207 4,138 0 0 4,058 3,731 607 776 2,377 235 944 804
Changes from: February 2, 2016 Total Change is: -196
43 -3 0 -50 0 0 -232 -189 15 -3 53 0 31 -72
Percent of Open Interest Represented by Each Category of Trader
61.3 71.0 3.9 13.4 0.0 0.0 13.1 12.1 2.0 2.5 7.7 0.8 3.1 2.6
Number of Traders in Each Category Total Traders: 31
. 8 . . 0 0 7 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 156,411
Positions
76,810 54,594 173 6,662 6,155 936 38,999 54,415 26,608 2,520 5,140 224 3,479 8,166
Changes from: February 2, 2016 Total Change is: -10,813
6,864 -20 -73 -39,604 388 -422 16,788 -15,498 5,965 143 -604 -28 -446 -522
Percent of Open Interest Represented by Each Category of Trader
49.1 34.9 0.1 4.3 3.9 0.6 24.9 34.8 17.0 1.6 3.3 0.1 2.2 5.2
Number of Traders in Each Category Total Traders: 124
9 4 . 6 9 . 19 53 19 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 14,405
Positions
1,562 5,713 0 5,878 160 0 5,682 5,530 140 135 1,635 0 1,008 1,227
Changes from: February 2, 2016 Total Change is: 126
0 0 0 389 0 0 -221 -186 139 -492 152 0 311 21
Percent of Open Interest Represented by Each Category of Trader
10.8 39.7 0.0 40.8 1.1 0.0 39.4 38.4 1.0 0.9 11.4 0.0 7.0 8.5
Number of Traders in Each Category Total Traders: 27
. . 0 . . 0 4 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 33,544
Positions
18,443 3,541 112 1,219 13,407 1 7,988 10,501 1,398 1,539 880 0 2,844 3,704
Changes from: February 2, 2016 Total Change is: 2,565
2,127 1,932 35 78 3,675 0 114 -2,354 287 -410 -101 0 334 -909
Percent of Open Interest Represented by Each Category of Trader
55.0 10.6 0.3 3.6 40.0 0.0 23.8 31.3 4.2 4.6 2.6 0.0 8.5 11.0
Number of Traders in Each Category Total Traders: 58
9 . . . . . 18 16 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 35,434
Positions
14,140 12,709 813 2,966 2,246 474 6,474 9,211 1,918 2,242 464 1,043 5,366 6,558
Changes from: February 2, 2016 Total Change is: 2,815
1,544 1,889 156 352 -960 6 248 2,161 167 -141 -262 193 291 -536
Percent of Open Interest Represented by Each Category of Trader
39.9 35.9 2.3 8.4 6.3 1.3 18.3 26.0 5.4 6.3 1.3 2.9 15.1 18.5
Number of Traders in Each Category Total Traders: 89
19 13 5 9 4 4 17 15 9 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 70,867
Positions
28,279 25,418 1,625 5,931 4,492 947 12,949 18,421 3,835 4,483 928 2,086 10,732 13,115
Changes from: February 2, 2016 Total Change is: 5,629
3,087 3,778 312 703 -1,920 11 496 4,322 334 -282 -524 387 582 -1,071
Percent of Open Interest Represented by Each Category of Trader
39.9 35.9 2.3 8.4 6.3 1.3 18.3 26.0 5.4 6.3 1.3 2.9 15.1 18.5
Number of Traders in Each Category Total Traders: 89
19 13 5 9 4 4 17 15 9 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 970,535
Positions
105,122 56,468 66,018 251,302 203,234 76,439 76,719 148,134 166,618 23,074 48,544 48,204 157,038 156,875
Changes from: February 2, 2016 Total Change is: 68,293
-4,183 4,692 14,359 3,291 6,845 5,193 9,909 -5,606 18,461 1,091 7,920 6,453 13,719 9,976
Percent of Open Interest Represented by Each Category of Trader
10.8 5.8 6.8 25.9 20.9 7.9 7.9 15.3 17.2 2.4 5.0 5.0 16.2 16.2
Number of Traders in Each Category Total Traders: 639
38 35 41 118 97 101 77 133 120 75 66 78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 204,665
Positions
54,055 11,537 8,856 26,269 18,588 6,215 15,658 7,272 45,675 2,464 6,820 11,057 34,417 88,644
Changes from: February 2, 2016 Total Change is: 27,314
4,178 3,733 2,079 704 -277 1,302 2,867 -3,838 11,877 82 283 1,744 2,482 10,412
Percent of Open Interest Represented by Each Category of Trader
26.4 5.6 4.3 12.8 9.1 3.0 7.7 3.6 22.3 1.2 3.3 5.4 16.8 43.3
Number of Traders in Each Category Total Traders: 82
10 8 9 13 7 10 19 13 31 . 9 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,829,352
Positions
397,661 366,979 143,487 1,163,603 961,666 312,687 353,983 752,985 556,037 112,404 217,975 176,383 613,106 341,152
Changes from: February 2, 2016 Total Change is: 204,895
-14,218 32,387 33,816 14,541 37,216 17,848 13,624 -30,431 54,509 5,089 38,228 23,502 56,184 -2,180
Percent of Open Interest Represented by Each Category of Trader
10.4 9.6 3.7 30.4 25.1 8.2 9.2 19.7 14.5 2.9 5.7 4.6 16.0 8.9
Number of Traders in Each Category Total Traders: 622
35 38 39 113 95 96 74 131 114 75 61 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 100,764
Positions
34,509 3,276 54 42,181 77,654 3,076 12,857 9,318 549 292 584 0 7,246 6,253
Changes from: February 2, 2016 Total Change is: -1,483
286 -1,287 -26 -2,877 2,046 158 278 -2,218 110 -263 30 0 851 -296
Percent of Open Interest Represented by Each Category of Trader
34.2 3.3 0.1 41.9 77.1 3.1 12.8 9.2 0.5 0.3 0.6 0.0 7.2 6.2
Number of Traders in Each Category Total Traders: 91
11 . . 37 18 14 10 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 63,489
Positions
10,995 22,736 966 24,634 13,793 1,706 11,503 10,336 4,859 2,472 2,714 1,417 4,938 4,963
Changes from: February 2, 2016 Total Change is: 4,807
2,305 -913 141 -463 1,783 762 886 -222 1,253 -1,259 1,571 473 708 -41
Percent of Open Interest Represented by Each Category of Trader
17.3 35.8 1.5 38.8 21.7 2.7 18.1 16.3 7.7 3.9 4.3 2.2 7.8 7.8
Number of Traders in Each Category Total Traders: 218
14 21 6 36 24 11 39 38 25 19 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 317,446
Positions
54,974 113,680 4,829 123,168 68,965 8,528 57,515 51,679 24,296 12,360 13,568 7,087 24,689 24,814
Changes from: February 2, 2016 Total Change is: 24,037
11,526 -4,563 704 -2,316 8,913 3,811 4,429 -1,111 6,266 -6,293 7,853 2,367 3,542 -204
Percent of Open Interest Represented by Each Category of Trader
17.3 35.8 1.5 38.8 21.7 2.7 18.1 16.3 7.7 3.9 4.3 2.2 7.8 7.8
Number of Traders in Each Category Total Traders: 218
14 21 6 36 24 11 39 38 25 19 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 439,770
Positions
194,880 35,871 1,726 109,168 221,914 26,090 77,631 119,455 5,420 8,021 9,946 260 16,574 19,088
Changes from: February 2, 2016 Total Change is: 20,219
5,840 1,132 294 -2,048 21,199 918 10,790 -3,895 323 1,723 84 47 2,333 117
Percent of Open Interest Represented by Each Category of Trader
44.3 8.2 0.4 24.8 50.5 5.9 17.7 27.2 1.2 1.8 2.3 0.1 3.8 4.3
Number of Traders in Each Category Total Traders: 275
24 12 . 52 61 26 35 62 18 12 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 41,491
Positions
4,623 6,479 106 17,433 801 88 6,869 7,543 0 4,686 21,301 0 7,686 5,173
Changes from: February 2, 2016 Total Change is: -791
5 -876 14 -1,328 -131 38 -475 138 0 943 -24 -13 25 63
Percent of Open Interest Represented by Each Category of Trader
11.1 15.6 0.3 42.0 1.9 0.2 16.6 18.2 0.0 11.3 51.3 0.0 18.5 12.5
Number of Traders in Each Category Total Traders: 48
. 8 . 11 . . 8 9 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 101,027
Positions
25,664 14,415 3,928 15,484 4,186 9 33,181 9,927 2,505 8,629 895 0 11,627 65,162
Changes from: February 2, 2016 Total Change is: 6,498
1,636 3,531 669 686 563 1 842 3,295 -174 2,073 -1,289 0 765 -98
Percent of Open Interest Represented by Each Category of Trader
25.4 14.3 3.9 15.3 4.1 0.0 32.8 9.8 2.5 8.5 0.9 0.0 11.5 64.5
Number of Traders in Each Category Total Traders: 100
20 13 4 12 4 . 28 12 8 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 202,072
Positions
9,461 101,311 486 124,536 74,668 7,442 47,682 6,945 3,097 2,493 2,863 9 6,866 5,251
Changes from: February 2, 2016 Total Change is: 5,105
3,916 1,337 175 -1,283 7,166 -1,419 3,253 -1,825 234 -55 249 5 279 -817
Percent of Open Interest Represented by Each Category of Trader
4.7 50.1 0.2 61.6 37.0 3.7 23.6 3.4 1.5 1.2 1.4 0.0 3.4 2.6
Number of Traders in Each Category Total Traders: 129
9 11 . 37 28 15 22 8 5 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 538,640
Positions
38,065 138,235 2,712 256,891 196,853 100,692 98,708 66,998 7,698 16,649 11,937 1,889 15,336 11,626
Changes from: February 2, 2016 Total Change is: 14,978
-1,568 9,319 1,325 9,890 -799 706 4,595 2,685 684 -969 623 443 -128 -8
Percent of Open Interest Represented by Each Category of Trader
7.1 25.7 0.5 47.7 36.5 18.7 18.3 12.4 1.4 3.1 2.2 0.4 2.8 2.2
Number of Traders in Each Category Total Traders: 271
19 21 6 69 48 34 32 43 19 25 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 767,678
Positions
7,474 43,607 53,720 215,330 163,429 131,500 57,488 58,082 119,895 10,786 32,650 11,825 159,660 152,971
Changes from: February 2, 2016 Total Change is: 76,451
-183 -8,416 21,677 -190 15,080 6,789 10,339 10,228 36,743 3,115 -2,788 1,163 -3,003 -4,025
Percent of Open Interest Represented by Each Category of Trader
1.0 5.7 7.0 28.0 21.3 17.1 7.5 7.6 15.6 1.4 4.3 1.5 20.8 19.9
Number of Traders in Each Category Total Traders: 161
7 15 17 37 32 39 26 27 35 4 12 8
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Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 632,040
Positions
3,360 79,714 2,042 387,881 121,692 60,151 29,575 270,744 11,101 7,784 7,318 0 130,146 79,278
Changes from: February 2, 2016 Total Change is: 2,628
423 9,366 1,278 4,392 -751 -244 -1,007 -8,153 256 0 -1,755 0 -2,470 2,631
Percent of Open Interest Represented by Each Category of Trader
0.5 12.6 0.3 61.4 19.3 9.5 4.7 42.8 1.8 1.2 1.2 0.0 20.6 12.5
Number of Traders in Each Category Total Traders: 102
. 9 . 48 15 31 10 14 13 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 1,222,335
Positions
22,638 151,091 7,835 357,884 226,174 103,811 350,110 342,485 92,607 137,232 123,911 23,188 127,029 151,233
Changes from: February 2, 2016 Total Change is: 76,957
-2,412 16,722 4,312 8,492 -22,783 625 22,527 54,163 21,193 7,412 -5,325 6,155 8,652 1,894
Percent of Open Interest Represented by Each Category of Trader
1.9 12.4 0.6 29.3 18.5 8.5 28.6 28.0 7.6 11.2 10.1 1.9 10.4 12.4
Number of Traders in Each Category Total Traders: 263
7 31 9 53 37 44 36 48 42 20 31 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 3,774,596
Positions
64,829 325,424 276,204 1,167,109 802,573 443,686 445,614 687,587 526,122 353,956 154,860 90,321 406,756 467,819
Changes from: February 2, 2016 Total Change is: 260,909
1,230 4,950 98,282 10,954 157 5,195 7,771 38,123 114,221 8,746 -1,033 8,883 5,627 -7,868
Percent of Open Interest Represented by Each Category of Trader
1.7 8.6 7.3 30.9 21.3 11.8 11.8 18.2 13.9 9.4 4.1 2.4 10.8 12.4
Number of Traders in Each Category Total Traders: 375
13 44 47 61 79 83 63 58 86 21 36 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 3,152,580
Positions
38,122 371,896 114,331 1,393,175 442,245 452,361 356,377 851,478 325,712 128,903 196,892 26,145 317,456 371,521
Changes from: February 2, 2016 Total Change is: 142,540
1,644 35,414 32,639 -55,580 -6,806 33,772 9,153 -24,120 92,323 11,961 -26,185 4,931 11,697 572
Percent of Open Interest Represented by Each Category of Trader
1.2 11.8 3.6 44.2 14.0 14.3 11.3 27.0 10.3 4.1 6.2 0.8 10.1 11.8
Number of Traders in Each Category Total Traders: 303
10 34 21 55 47 58 48 51 62 15 43 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 808,257
Positions
316,732 167,765 227,372 4,139 9,319 26,872 26,124 120,543 154,087 18,208 45,368 10,174 24,549 46,756
Changes from: February 2, 2016 Total Change is: 39,441
32,720 19,046 22,974 0 -2,889 -5,168 -57 1,847 -2,048 297 9,914 -10,006 729 5,771
Percent of Open Interest Represented by Each Category of Trader
39.2 20.8 28.1 0.5 1.2 3.3 3.2 14.9 19.1 2.3 5.6 1.3 3.0 5.8
Number of Traders in Each Category Total Traders: 104
12 30 33 . 4 5 10 32 33 4 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 is20,897,711
Positions
2,476,522 1,895,895 3,804,814 1,042,581 1,458,047 838,201 880,151 614,841 9,215,145 417,121 487,538 1,341,062 882,113 1,242,169
Changes from: February 2, 2016 Total Change is: 1,169,666
-109,317 -13,123 176,889 -1,746 -55,740 101,767 -37,566 -156,150 942,331 -57,159 44,345 93,688 60,779 35,658
Percent of Open Interest Represented by Each Category of Trader
11.9 9.1 18.2 5.0 7.0 4.0 4.2 2.9 44.1 2.0 2.3 6.4 4.2 5.9
Number of Traders in Each Category Total Traders: 315
26 61 84 12 31 36 36 91 103 23 32 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 29,520
Positions
4,752 4,813 0 310 12,573 12 17,344 9,022 0 6,684 2,753 259 159 88
Changes from: February 2, 2016 Total Change is: -140
-734 1,773 0 0 -1,772 12 -1,260 77 0 1,916 -74 -117 43 -39
Percent of Open Interest Represented by Each Category of Trader
16.1 16.3 0.0 1.1 42.6 0.0 58.8 30.6 0.0 22.6 9.3 0.9 0.5 0.3
Number of Traders in Each Category Total Traders: 44
. 4 0 . 11 . 5 11 0 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 38,148
Positions
1,700 6,964 0 502 16,249 1 33,717 9,719 0 2,050 5,191 0 178 24
Changes from: February 2, 2016 Total Change is: 6,254
-96 5,068 0 347 975 0 4,895 510 0 1,010 -298 0 98 -1
Percent of Open Interest Represented by Each Category of Trader
4.5 18.3 0.0 1.3 42.6 0.0 88.4 25.5 0.0 5.4 13.6 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 39
. . 0 . 9 . 7 7 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 76,211
Positions
756 53,724 86 17,099 2,828 579 27,608 11,811 3,261 19,508 1,134 111 7,203 2,677
Changes from: February 2, 2016 Total Change is: -197
453 -3,366 18 -2,070 2,764 -903 6,075 1,288 1,114 -2,907 -2,277 28 -2,005 1,138
Percent of Open Interest Represented by Each Category of Trader
1.0 70.5 0.1 22.4 3.7 0.8 36.2 15.5 4.3 25.6 1.5 0.1 9.5 3.5
Number of Traders in Each Category Total Traders: 131
4 . . 7 4 . 33 18 11 52 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 261,604
Positions
21,171 67,084 22,588 44,361 7,105 25,381 63,756 60,705 36,943 4,889 2,206 15,166 27,349 24,426
Changes from: February 2, 2016 Total Change is: 8,991
-1,729 -1,577 3,306 -5,808 163 -4,313 7,418 11,431 3,195 2,795 -1,137 541 3,586 -2,618
Percent of Open Interest Represented by Each Category of Trader
8.1 25.6 8.6 17.0 2.7 9.7 24.4 23.2 14.1 1.9 0.8 5.8 10.5 9.3
Number of Traders in Each Category Total Traders: 154
8 18 18 15 6 7 45 35 49 8 7 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 17,023
Positions
226 3,244 0 3,395 2,684 1,599 10,825 8,132 264 322 1,000 0 392 100
Changes from: February 2, 2016 Total Change is: 301
6 0 0 435 318 -264 116 18 0 0 218 0 8 11
Percent of Open Interest Represented by Each Category of Trader
1.3 19.1 0.0 19.9 15.8 9.4 63.6 47.8 1.6 1.9 5.9 0.0 2.3 0.6
Number of Traders in Each Category Total Traders: 32
. . 0 5 4 4 8 7 . . . 0
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Updated February 12, 2016