Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 137,515
Positions
5,195 52,453 5,798 38,267 9,108 4,222 23,237 23,660 13,872 9,664 420 1,444 35,816 26,540
Changes from: April 12, 2016 Total Change is: 10,746
510 10,371 1,461 -579 -1,629 1,909 2,310 -1,140 1,694 1,576 -488 427 1,436 -1,859
Percent of Open Interest Represented by Each Category of Trader
3.8 38.1 4.2 27.8 6.6 3.1 16.9 17.2 10.1 7.0 0.3 1.0 26.0 19.3
Number of Traders in Each Category Total Traders: 81
. 10 7 9 7 5 19 17 16 13 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 45,942
Positions
12,795 16,452 1,379 1,404 3,177 113 13,704 9,141 1,769 600 400 0 14,179 13,511
Changes from: April 12, 2016 Total Change is: 3,372
401 1,967 -23 -46 341 13 2,909 999 -120 -740 0 0 979 195
Percent of Open Interest Represented by Each Category of Trader
27.9 35.8 3.0 3.1 6.9 0.2 29.8 19.9 3.9 1.3 0.9 0.0 30.9 29.4
Number of Traders in Each Category Total Traders: 43
. 5 4 . 5 . 15 11 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 271,190
Positions
147,615 15,056 6,734 3,911 73,357 8,749 49,220 86,387 25,386 3,805 13,549 4,871 20,899 37,101
Changes from: April 12, 2016 Total Change is: 4,502
-3,278 10,546 -321 -14 -10,258 2,899 -2,366 366 3,407 -245 -217 289 4,130 -2,209
Percent of Open Interest Represented by Each Category of Trader
54.4 5.6 2.5 1.4 27.0 3.2 18.1 31.9 9.4 1.4 5.0 1.8 7.7 13.7
Number of Traders in Each Category Total Traders: 122
8 8 11 . 29 11 27 36 27 4 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 212,025
Positions
8,678 57,359 9,380 37,690 41,206 7,504 82,611 40,036 20,860 8,215 2,986 4,325 32,761 28,368
Changes from: April 12, 2016 Total Change is: 6,003
-1,427 6,507 829 5,555 -862 -166 -710 1,972 410 3,099 -523 466 -2,054 -2,632
Percent of Open Interest Represented by Each Category of Trader
4.1 27.1 4.4 17.8 19.4 3.5 39.0 18.9 9.8 3.9 1.4 2.0 15.5 13.4
Number of Traders in Each Category Total Traders: 125
5 9 11 16 20 14 30 32 21 4 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 401,441
Positions
76,837 47,193 19,917 109,435 97,658 18,764 48,036 94,137 32,874 34,419 22,901 5,524 55,636 62,474
Changes from: April 12, 2016 Total Change is: 13,440
-329 5,135 296 7,810 -82 170 5,507 9,020 2,048 268 -2,021 283 -2,613 -1,408
Percent of Open Interest Represented by Each Category of Trader
19.1 11.8 5.0 27.3 24.3 4.7 12.0 23.4 8.2 8.6 5.7 1.4 13.9 15.6
Number of Traders in Each Category Total Traders: 229
16 10 18 37 33 30 35 49 34 19 29 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 32,490
Positions
1,101 23,111 369 15,552 0 1,066 435 3,969 0 2,699 0 0 11,268 3,975
Changes from: April 12, 2016 Total Change is: 24
-41 47 23 144 0 -17 435 274 0 0 0 0 -520 -303
Percent of Open Interest Represented by Each Category of Trader
3.4 71.1 1.1 47.9 0.0 3.3 1.3 12.2 0.0 8.3 0.0 0.0 34.7 12.2
Number of Traders in Each Category Total Traders: 23
. 4 . 9 0 4 . 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 165,254
Positions
4,700 62,708 6,675 41,595 11,192 3,575 60,119 16,894 10,560 1,028 24,900 4,252 32,749 24,496
Changes from: April 12, 2016 Total Change is: 15,236
259 8,774 2,165 -2,067 -524 1,088 8,099 -1,732 1,804 508 -901 1,125 2,257 3,438
Percent of Open Interest Represented by Each Category of Trader
2.8 37.9 4.0 25.2 6.8 2.2 36.4 10.2 6.4 0.6 15.1 2.6 19.8 14.8
Number of Traders in Each Category Total Traders: 96
6 7 9 11 10 9 29 20 13 . 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 30,659
Positions
15,452 23,303 395 5,062 0 0 7,218 5,088 235 1,347 915 235 715 488
Changes from: April 12, 2016 Total Change is: 1,648
0 411 0 515 0 0 1,017 1,333 0 -10 -110 0 126 14
Percent of Open Interest Represented by Each Category of Trader
50.4 76.0 1.3 16.5 0.0 0.0 23.5 16.6 0.8 4.4 3.0 0.8 2.3 1.6
Number of Traders in Each Category Total Traders: 27
. 10 . . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 126,903
Positions
47,703 68,627 301 22,138 3,867 384 40,073 35,106 8,335 2,271 5,536 184 5,515 4,564
Changes from: April 12, 2016 Total Change is: -27,015
-2,906 -5,613 63 -35,281 40 144 2,528 -28,659 7,608 87 67 171 571 -835
Percent of Open Interest Represented by Each Category of Trader
37.6 54.1 0.2 17.4 3.0 0.3 31.6 27.7 6.6 1.8 4.4 0.1 4.3 3.6
Number of Traders in Each Category Total Traders: 121
4 11 . 10 8 . 32 37 14 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 30,622
Positions
555 17,334 1,439 4,800 160 0 22,709 6,373 128 0 4,312 0 991 876
Changes from: April 12, 2016 Total Change is: -157
93 0 0 30 0 0 -445 287 -21 0 -199 0 186 -224
Percent of Open Interest Represented by Each Category of Trader
1.8 56.6 4.7 15.7 0.5 0.0 74.2 20.8 0.4 0.0 14.1 0.0 3.2 2.9
Number of Traders in Each Category Total Traders: 25
. . . . . 0 8 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 31,313
Positions
6,277 7,141 21 1,944 10,001 0 16,754 8,450 1,170 1,299 1,290 0 3,848 3,240
Changes from: April 12, 2016 Total Change is: 1,738
282 2,105 17 97 214 0 1,026 -278 29 -172 118 0 459 -467
Percent of Open Interest Represented by Each Category of Trader
20.0 22.8 0.1 6.2 31.9 0.0 53.5 27.0 3.7 4.1 4.1 0.0 12.3 10.3
Number of Traders in Each Category Total Traders: 68
. 6 . 6 4 0 24 18 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 61,092
Positions
14,565 25,531 443 6,798 2,047 418 28,502 17,768 904 1,092 3,464 470 7,900 10,046
Changes from: April 12, 2016 Total Change is: 749
-1,252 -545 -197 -1 834 104 2,423 852 -364 55 -475 -4 -15 545
Percent of Open Interest Represented by Each Category of Trader
23.8 41.8 0.7 11.1 3.3 0.7 46.7 29.1 1.5 1.8 5.7 0.8 12.9 16.4
Number of Traders in Each Category Total Traders: 107
13 15 4 10 6 4 30 17 7 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 122,184
Positions
29,129 51,062 887 13,595 4,093 836 57,004 35,536 1,809 2,183 6,929 940 15,801 20,092
Changes from: April 12, 2016 Total Change is: 1,498
-2,505 -1,089 -395 -1 1,667 207 4,847 1,704 -728 110 -951 -8 -29 1,091
Percent of Open Interest Represented by Each Category of Trader
23.8 41.8 0.7 11.1 3.3 0.7 46.7 29.1 1.5 1.8 5.7 0.8 12.9 16.4
Number of Traders in Each Category Total Traders: 107
13 15 4 10 6 4 30 17 7 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 878,393
Positions
95,414 75,525 37,323 268,153 200,361 70,627 84,257 136,716 163,913 25,828 47,689 45,345 87,532 100,894
Changes from: April 12, 2016 Total Change is: 23,977
-13,082 6,626 5,441 15,848 -6,048 1,335 8,042 2,661 9,670 222 1,565 1,557 -5,056 1,169
Percent of Open Interest Represented by Each Category of Trader
10.9 8.6 4.2 30.5 22.8 8.0 9.6 15.6 18.7 2.9 5.4 5.2 10.0 11.5
Number of Traders in Each Category Total Traders: 641
39 37 36 116 94 102 80 138 110 53 84 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 168,270
Positions
18,643 22,069 13,164 14,220 29,209 17,007 11,432 10,337 42,936 5,167 1,615 9,925 35,776 22,008
Changes from: April 12, 2016 Total Change is: 19,306
1,007 3,110 1,543 628 5,842 4,669 3,119 2,876 5,325 1,004 102 352 1,659 -4,513
Percent of Open Interest Represented by Each Category of Trader
11.1 13.1 7.8 8.5 17.4 10.1 6.8 6.1 25.5 3.1 1.0 5.9 21.3 13.1
Number of Traders in Each Category Total Traders: 77
7 9 8 11 4 6 18 13 29 6 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 3,550,616
Positions
441,511 324,936 63,139 1,273,678 859,770 264,093 410,135 677,906 558,870 122,602 249,660 157,807 258,781 394,434
Changes from: April 12, 2016 Total Change is: 23,353
-47,775 40,251 -3,178 76,202 -59,343 -16,776 32,897 7,203 13,444 430 11,658 1,683 -33,574 28,410
Percent of Open Interest Represented by Each Category of Trader
12.4 9.2 1.8 35.9 24.2 7.4 11.6 19.1 15.7 3.5 7.0 4.4 7.3 11.1
Number of Traders in Each Category Total Traders: 622
36 39 32 114 90 99 77 136 106 51 79 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 80,094
Positions
6,778 10,363 1,117 42,786 53,452 2,987 16,359 7,585 152 218 480 0 9,697 3,958
Changes from: April 12, 2016 Total Change is: -2,895
-4,952 1,149 91 125 -6,640 543 2,112 1,634 -504 -50 -75 0 -260 907
Percent of Open Interest Represented by Each Category of Trader
8.5 12.9 1.4 53.4 66.7 3.7 20.4 9.5 0.2 0.3 0.6 0.0 12.1 4.9
Number of Traders in Each Category Total Traders: 90
7 6 . 36 15 16 13 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 49,662
Positions
5,018 17,886 420 16,520 8,803 826 16,233 11,886 2,697 2,479 2,314 383 5,085 4,446
Changes from: April 12, 2016 Total Change is: 1,370
-2,646 1,576 20 47 -447 74 4,489 677 -308 134 -81 -200 -241 58
Percent of Open Interest Represented by Each Category of Trader
10.1 36.0 0.8 33.3 17.7 1.7 32.7 23.9 5.4 5.0 4.7 0.8 10.2 9.0
Number of Traders in Each Category Total Traders: 242
14 20 7 43 20 13 53 52 23 18 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 248,310
Positions
25,092 89,429 2,102 82,601 44,014 4,129 81,165 59,432 13,484 12,395 11,572 1,915 25,427 22,232
Changes from: April 12, 2016 Total Change is: 6,852
-13,230 7,880 100 237 -2,236 371 22,447 3,386 -1,538 671 -404 -1,000 -1,207 292
Percent of Open Interest Represented by Each Category of Trader
10.1 36.0 0.8 33.3 17.7 1.7 32.7 23.9 5.4 5.0 4.7 0.8 10.2 9.0
Number of Traders in Each Category Total Traders: 242
14 20 7 43 20 13 53 52 23 18 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 374,944
Positions
163,354 17,596 1,238 111,777 199,226 17,476 53,396 106,583 6,416 4,836 9,474 81 16,370 16,853
Changes from: April 12, 2016 Total Change is: -6,769
-8,731 502 -400 -2,601 -3,592 615 3,755 -5,502 598 114 682 -25 -94 352
Percent of Open Interest Represented by Each Category of Trader
43.6 4.7 0.3 29.8 53.1 4.7 14.2 28.4 1.7 1.3 2.5 0.0 4.4 4.5
Number of Traders in Each Category Total Traders: 267
21 11 4 49 59 29 41 62 19 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 30,070
Positions
1,000 9,644 9 15,741 588 74 2,063 4,601 13 5,060 9,403 0 6,110 5,738
Changes from: April 12, 2016 Total Change is: -337
-174 1,149 9 -99 -266 -6 -18 -1,271 -12 -688 81 0 651 -21
Percent of Open Interest Represented by Each Category of Trader
3.3 32.1 0.0 52.3 2.0 0.2 6.9 15.3 0.0 16.8 31.3 0.0 20.3 19.1
Number of Traders in Each Category Total Traders: 41
. 6 . 12 . . . 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 79,620
Positions
23,904 12,949 651 13,723 4,097 251 26,198 5,862 374 5,593 710 0 8,926 54,726
Changes from: April 12, 2016 Total Change is: 8,463
2,299 3,088 -191 -169 -4 39 5,635 -964 321 -426 -203 0 955 6,377
Percent of Open Interest Represented by Each Category of Trader
30.0 16.3 0.8 17.2 5.1 0.3 32.9 7.4 0.5 7.0 0.9 0.0 11.2 68.7
Number of Traders in Each Category Total Traders: 89
15 6 . 12 5 . 31 12 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 197,955
Positions
8,668 104,511 725 124,717 60,658 10,128 36,804 11,140 3,174 6,669 3,151 10 7,060 4,458
Changes from: April 12, 2016 Total Change is: 3,397
-840 5,539 -4 -298 -5,443 1,082 -964 3,285 39 3,727 -235 -1 656 -865
Percent of Open Interest Represented by Each Category of Trader
4.4 52.8 0.4 63.0 30.6 5.1 18.6 5.6 1.6 3.4 1.6 0.0 3.6 2.3
Number of Traders in Each Category Total Traders: 129
9 11 . 45 24 16 14 11 5 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 629,081
Positions
43,579 339,552 1,472 330,417 92,122 74,251 131,331 87,338 7,142 20,392 16,612 1,169 19,328 9,423
Changes from: April 12, 2016 Total Change is: 28,706
-78 19,606 -206 13,794 -1,769 2,897 9,164 11,896 -214 2,542 -220 -51 858 -3,233
Percent of Open Interest Represented by Each Category of Trader
6.9 54.0 0.2 52.5 14.6 11.8 20.9 13.9 1.1 3.2 2.6 0.2 3.1 1.5
Number of Traders in Each Category Total Traders: 297
21 24 5 94 38 42 45 31 17 32 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 638,675
Positions
12,111 52,716 22,552 186,457 169,657 85,449 82,441 51,083 79,201 8,097 27,160 6,286 156,081 144,571
Changes from: April 12, 2016 Total Change is: 12,515
6,593 -8 -1,528 8,281 9,066 -271 -634 4,325 4,955 -575 4,195 1,263 -5,568 -9,482
Percent of Open Interest Represented by Each Category of Trader
1.9 8.3 3.5 29.2 26.6 13.4 12.9 8.0 12.4 1.3 4.3 1.0 24.4 22.6
Number of Traders in Each Category Total Traders: 164
5 19 14 33 31 38 28 31 37 6 11 10
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Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 2016
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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 629,877
Positions
0 48,871 907 348,066 134,575 71,488 47,486 275,359 13,207 7,202 14,416 0 141,521 71,054
Changes from: April 12, 2016 Total Change is: -1,857
-1,600 1,950 -93 5,741 6,756 -4,556 1,170 879 -1,529 1,571 3,233 -1,571 -990 -6,926
Percent of Open Interest Represented by Each Category of Trader
0.0 7.8 0.1 55.3 21.4 11.3 7.5 43.7 2.1 1.1 2.3 0.0 22.5 11.3
Number of Traders in Each Category Total Traders: 99
0 9 . 42 14 31 13 15 12 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 1,064,630
Positions
20,243 104,114 7,036 411,042 174,846 111,727 282,846 268,147 51,431 48,881 185,018 6,425 124,998 155,885
Changes from: April 12, 2016 Total Change is: 26,786
-1,880 17,418 820 26,989 20,508 4,882 -5,946 -22,200 -716 4,920 1,005 633 -2,915 4,435
Percent of Open Interest Represented by Each Category of Trader
1.9 9.8 0.7 38.6 16.4 10.5 26.6 25.2 4.8 4.6 17.4 0.6 11.7 14.6
Number of Traders in Each Category Total Traders: 232
7 31 14 55 34 49 31 32 33 15 27 7
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Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 3,252,652
Positions
82,129 223,546 147,984 960,888 991,431 365,670 549,542 580,304 318,748 399,475 146,410 64,634 363,581 413,923
Changes from: April 12, 2016 Total Change is: 35,851
-29,123 9,808 13,211 36,549 92,701 -30,873 43,030 -33,360 -11,330 11,823 11,412 2,139 426 -17,856
Percent of Open Interest Represented by Each Category of Trader
2.5 6.9 4.5 29.5 30.5 11.2 16.9 17.8 9.8 12.3 4.5 2.0 11.2 12.7
Number of Traders in Each Category Total Traders: 372
18 33 38 59 83 83 64 60 86 29 26 28
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Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 111,576
Positions
5,151 9,384 0 16,073 40,280 1,537 44,623 0 178 2,250 2,000 0 41,764 58,197
Changes from: April 12, 2016 Total Change is: 6,708
-1,708 2,491 0 3,020 812 414 5,424 0 3 0 2,000 0 -444 988
Percent of Open Interest Represented by Each Category of Trader
4.6 8.4 0.0 14.4 36.1 1.4 40.0 0.0 0.2 2.0 1.8 0.0 37.4 52.2
Number of Traders in Each Category Total Traders: 25
. . 0 4 6 6 9 0 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 2,674,094
Positions
47,623 256,007 61,577 1,296,658 497,841 325,220 360,187 831,306 139,123 143,715 210,893 19,137 280,854 332,990
Changes from: April 12, 2016 Total Change is: 75,320
7,921 43,529 8,738 -13,438 27,326 4,648 61,859 -9,657 13,825 868 -1,668 2,753 -11,854 -14,175
Percent of Open Interest Represented by Each Category of Trader
1.8 9.6 2.3 48.5 18.6 12.2 13.5 31.1 5.2 5.4 7.9 0.7 10.5 12.5
Number of Traders in Each Category Total Traders: 295
11 33 18 53 52 60 44 60 56 11 31 12
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Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 1,004,128
Positions
366,948 165,333 272,380 4,139 23,646 5,123 81,406 214,041 205,854 19,341 28,606 29,026 19,911 60,119
Changes from: April 12, 2016 Total Change is: 66,411
31,728 -1,023 27,245 0 778 83 -18,002 8,131 30,236 -6,727 3,751 -880 2,728 -1,909
Percent of Open Interest Represented by Each Category of Trader
36.5 16.5 27.1 0.4 2.4 0.5 8.1 21.3 20.5 1.9 2.8 2.9 2.0 6.0
Number of Traders in Each Category Total Traders: 139
15 35 40 . 7 . 9 44 39 7 13 11
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Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 is18,351,468
Positions
3,045,750 1,407,406 3,242,332 253,952 1,471,816 578,687 746,259 923,831 7,836,184 524,277 379,891 1,203,143 920,885 1,308,179
Changes from: April 12, 2016 Total Change is: -472,311
10,205 -68,199 -59,054 -81,321 33,075 -13,935 -11,131 -53,877 -330,173 14,957 -26,671 -57,088 55,230 103,611
Percent of Open Interest Represented by Each Category of Trader
16.6 7.7 17.7 1.4 8.0 3.2 4.1 5.0 42.7 2.9 2.1 6.6 5.0 7.1
Number of Traders in Each Category Total Traders: 308
36 47 82 11 31 33 48 81 110 21 28 33
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Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 26,328
Positions
1,323 1,178 0 0 13,528 151 16,818 8,257 0 7,158 2,376 725 153 113
Changes from: April 12, 2016 Total Change is: -155
33 782 0 0 -590 3 -483 -534 0 319 189 0 -27 -5
Percent of Open Interest Represented by Each Category of Trader
5.0 4.5 0.0 0.0 51.4 0.6 63.9 31.4 0.0 27.2 9.0 2.8 0.6 0.4
Number of Traders in Each Category Total Traders: 45
. . 0 0 13 . 4 12 0 . 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 31,159
Positions
7,271 745 0 123 12,914 593 21,782 11,482 0 1,300 5,302 0 90 123
Changes from: April 12, 2016 Total Change is: -700
434 337 0 -48 -316 0 -1,076 -765 0 0 78 0 -10 -34
Percent of Open Interest Represented by Each Category of Trader
23.3 2.4 0.0 0.4 41.4 1.9 69.9 36.8 0.0 4.2 17.0 0.0 0.3 0.4
Number of Traders in Each Category Total Traders: 37
4 . 0 . 8 . 5 8 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 62,891
Positions
327 26,189 63 14,887 2,815 546 17,914 25,580 2,733 17,882 1,689 160 8,378 3,116
Changes from: April 12, 2016 Total Change is: 3,465
-564 -345 -21 -128 140 10 3,908 2,677 759 -1,016 239 24 493 -18
Percent of Open Interest Represented by Each Category of Trader
0.5 41.6 0.1 23.7 4.5 0.9 28.5 40.7 4.3 28.4 2.7 0.3 13.3 5.0
Number of Traders in Each Category Total Traders: 133
. 4 . 7 6 . 29 29 15 43 9 4
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Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 462,357
Positions
109,406 23,151 38,860 131,227 48,264 39,477 37,275 200,807 66,676 4,487 5,961 12,699 22,250 26,462
Changes from: April 12, 2016 Total Change is: 54,159
13,353 6,141 13,040 17,021 -6,964 3,600 9,361 42,207 4,406 1,645 69 -6,198 -2,069 -2,142
Percent of Open Interest Represented by Each Category of Trader
23.7 5.0 8.4 28.4 10.4 8.5 8.1 43.4 14.4 1.0 1.3 2.7 4.8 5.7
Number of Traders in Each Category Total Traders: 209
16 13 22 14 19 11 37 72 60 11 9 16
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Traders in Financial Futures - Options and Futures Combined Positions as of April 19, 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 18,716
Positions
170 3,085 0 10,527 984 952 5,055 13,298 390 1,519 0 0 103 7
Changes from: April 12, 2016 Total Change is: 3,271
-175 -55 0 3,291 -1,834 94 -629 5,068 0 714 0 0 -24 -2
Percent of Open Interest Represented by Each Category of Trader
0.9 16.5 0.0 56.2 5.3 5.1 27.0 71.1 2.1 8.1 0.0 0.0 0.6 0.0
Number of Traders in Each Category Total Traders: 36
. . 0 9 . . 10 8 . 4 0 0
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Updated April 22, 2016