Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 145,560
Positions
5,081 72,879 4,029 42,966 7,045 2,554 29,295 15,291 14,201 10,563 1 1,609 35,262 27,951
Changes from: May 3, 2016 Total Change is: -4,021
445 6,687 -2,240 4,648 767 -1,487 -700 -6,145 -1,955 -163 -408 -10 -2,559 769
Percent of Open Interest Represented by Each Category of Trader
3.5 50.1 2.8 29.5 4.8 1.8 20.1 10.5 9.8 7.3 0.0 1.1 24.2 19.2
Number of Traders in Each Category Total Traders: 81
. 9 7 11 9 5 19 16 14 14 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 45,536
Positions
14,653 9,120 1,066 1,919 3,208 111 15,876 14,927 2,344 770 0 0 8,797 14,760
Changes from: May 3, 2016 Total Change is: 470
2,190 -2,085 30 529 -236 -11 1,063 2,107 -27 -460 -400 0 -2,844 1,092
Percent of Open Interest Represented by Each Category of Trader
32.2 20.0 2.3 4.2 7.0 0.2 34.9 32.8 5.1 1.7 0.0 0.0 19.3 32.4
Number of Traders in Each Category Total Traders: 44
4 . . . 5 . 16 12 8 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 264,517
Positions
147,994 44,153 5,499 4,235 74,976 6,328 54,560 59,100 23,019 3,128 11,366 3,227 16,527 36,849
Changes from: May 3, 2016 Total Change is: -22,600
-97 4,172 -2,938 125 5,229 -4,581 1,740 -11,665 -9,458 -1,767 -966 -2,614 -3,011 221
Percent of Open Interest Represented by Each Category of Trader
55.9 16.7 2.1 1.6 28.3 2.4 20.6 22.3 8.7 1.2 4.3 1.2 6.2 13.9
Number of Traders in Each Category Total Traders: 115
8 8 11 4 24 9 27 35 26 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 201,680
Positions
8,803 40,657 11,648 35,127 44,814 8,413 64,019 36,235 23,684 13,297 3,206 4,224 32,466 28,799
Changes from: May 3, 2016 Total Change is: -4,276
-4,665 -3,628 573 4,122 2,903 -2,784 2,831 4,206 -3,932 511 390 533 -1,465 -2,536
Percent of Open Interest Represented by Each Category of Trader
4.4 20.2 5.8 17.4 22.2 4.2 31.7 18.0 11.7 6.6 1.6 2.1 16.1 14.3
Number of Traders in Each Category Total Traders: 130
5 10 12 17 20 16 33 33 25 4 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 406,949
Positions
63,540 71,500 21,896 126,748 93,269 20,219 42,851 70,579 36,025 33,124 21,695 6,424 56,122 65,342
Changes from: May 3, 2016 Total Change is: -33,029
-3,263 -770 -9,432 2,999 -137 -1,947 -4,856 -7,885 -12,679 -1,623 -630 -300 -1,928 751
Percent of Open Interest Represented by Each Category of Trader
15.6 17.6 5.4 31.1 22.9 5.0 10.5 17.3 8.9 8.1 5.3 1.6 13.8 16.1
Number of Traders in Each Category Total Traders: 223
14 12 18 38 34 32 32 47 36 20 24 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 29,713
Positions
762 21,659 560 14,160 0 1,019 632 2,048 1 2,050 0 0 10,529 4,426
Changes from: May 3, 2016 Total Change is: 195
-211 114 206 51 -585 -52 177 -92 0 9 0 0 15 604
Percent of Open Interest Represented by Each Category of Trader
2.6 72.9 1.9 47.7 0.0 3.4 2.1 6.9 0.0 6.9 0.0 0.0 35.4 14.9
Number of Traders in Each Category Total Traders: 20
. 4 . 8 0 4 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 148,187
Positions
7,965 49,097 8,500 35,487 6,008 2,113 50,753 12,985 11,469 1,548 32,380 3,178 27,174 22,456
Changes from: May 3, 2016 Total Change is: -17,008
3,738 -15,400 -102 -392 451 -1,260 -15,380 -2,992 -1,131 78 3,979 -351 -2,207 -201
Percent of Open Interest Represented by Each Category of Trader
5.4 33.1 5.7 23.9 4.1 1.4 34.2 8.8 7.7 1.0 21.9 2.1 18.3 15.2
Number of Traders in Each Category Total Traders: 87
5 8 9 8 8 8 28 16 15 5 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 27,941
Positions
14,828 23,223 400 3,300 0 0 6,984 2,413 235 1,092 915 235 867 520
Changes from: May 3, 2016 Total Change is: -1,145
0 -21 0 100 0 0 -1,318 -1,191 0 32 0 0 41 67
Percent of Open Interest Represented by Each Category of Trader
53.1 83.1 1.4 11.8 0.0 0.0 25.0 8.6 0.8 3.9 3.3 0.8 3.1 1.9
Number of Traders in Each Category Total Traders: 25
. 10 . . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 129,215
Positions
44,113 57,795 9 46,741 4,923 321 14,000 36,915 17,040 2,371 4,929 11 4,608 7,272
Changes from: May 3, 2016 Total Change is: 12,362
4,671 1,027 -92 30,235 -2 -279 -19,777 11,919 -1,849 -208 -584 -14 -325 2,236
Percent of Open Interest Represented by Each Category of Trader
34.1 44.7 0.0 36.2 3.8 0.2 10.8 28.6 13.2 1.8 3.8 0.0 3.6 5.6
Number of Traders in Each Category Total Traders: 120
4 9 . 10 10 . 19 46 15 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 27,543
Positions
200 21,592 0 5,752 160 0 20,507 3,661 85 0 1,171 0 999 874
Changes from: May 3, 2016 Total Change is: 2,255
-250 721 0 1,299 0 0 1,396 1,316 50 -242 0 0 2 168
Percent of Open Interest Represented by Each Category of Trader
0.7 78.4 0.0 20.9 0.6 0.0 74.5 13.3 0.3 0.0 4.3 0.0 3.6 3.2
Number of Traders in Each Category Total Traders: 22
. . 0 . . 0 6 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 45,419
Positions
17,045 13,685 31 1,780 19,629 24 20,008 6,402 1,399 1,517 971 0 3,615 3,278
Changes from: May 3, 2016 Total Change is: 8,841
9,734 -52 0 -167 10,142 24 -343 -1,619 265 133 -120 0 -805 201
Percent of Open Interest Represented by Each Category of Trader
37.5 30.1 0.1 3.9 43.2 0.1 44.1 14.1 3.1 3.3 2.1 0.0 8.0 7.2
Number of Traders in Each Category Total Traders: 69
4 5 . 4 7 . 27 16 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 66,763
Positions
13,925 32,858 453 7,697 2,681 382 32,434 15,708 1,137 1,151 3,612 685 8,899 9,248
Changes from: May 3, 2016 Total Change is: 2,761
-185 1,703 -48 1,102 -230 56 1,004 891 -772 148 638 186 1,270 338
Percent of Open Interest Represented by Each Category of Trader
20.9 49.2 0.7 11.5 4.0 0.6 48.6 23.5 1.7 1.7 5.4 1.0 13.3 13.9
Number of Traders in Each Category Total Traders: 118
14 17 5 11 4 4 38 18 11 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 133,526
Positions
27,850 65,715 905 15,394 5,362 763 64,869 31,416 2,275 2,303 7,224 1,370 17,797 18,497
Changes from: May 3, 2016 Total Change is: 5,522
-369 3,406 -97 2,204 -459 112 2,009 1,782 -1,545 297 1,275 372 2,540 676
Percent of Open Interest Represented by Each Category of Trader
20.9 49.2 0.7 11.5 4.0 0.6 48.6 23.5 1.7 1.7 5.4 1.0 13.3 13.9
Number of Traders in Each Category Total Traders: 118
14 17 5 11 4 4 38 18 11 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 863,275
Positions
78,930 72,782 38,452 262,111 194,859 74,038 85,819 133,489 156,926 25,284 46,362 45,489 96,226 100,878
Changes from: May 3, 2016 Total Change is: 22,489
-505 545 3,296 1,628 -4,079 6,152 2,485 6,457 10,007 -92 -967 920 -1,401 157
Percent of Open Interest Represented by Each Category of Trader
9.1 8.4 4.5 30.4 22.6 8.6 9.9 15.5 18.2 2.9 5.4 5.3 11.1 11.7
Number of Traders in Each Category Total Traders: 663
35 39 40 114 96 99 84 155 121 55 83 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 155,723
Positions
14,260 23,996 12,176 13,769 23,777 13,271 8,062 8,776 40,641 2,951 1,673 10,261 40,332 21,151
Changes from: May 3, 2016 Total Change is: 8,195
1,368 -1,317 1,439 147 2,505 911 1,175 216 4,869 727 21 476 -2,914 -923
Percent of Open Interest Represented by Each Category of Trader
9.2 15.4 7.8 8.8 15.3 8.5 5.2 5.6 26.1 1.9 1.1 6.6 25.9 13.6
Number of Traders in Each Category Total Traders: 84
8 9 10 11 6 6 15 18 32 8 8 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 3,537,761
Positions
381,372 301,948 73,359 1,249,661 863,362 295,881 428,155 662,933 542,059 122,765 234,544 165,041 279,469 398,634
Changes from: May 3, 2016 Total Change is: 71,469
-4,566 14,109 4,489 9,239 -31,084 24,376 3,508 28,165 28,735 -1,036 -1,879 -840 7,564 5,398
Percent of Open Interest Represented by Each Category of Trader
10.8 8.5 2.1 35.3 24.4 8.4 12.1 18.7 15.3 3.5 6.6 4.7 7.9 11.3
Number of Traders in Each Category Total Traders: 640
34 39 38 113 90 96 84 149 114 52 78 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 79,919
Positions
4,689 15,372 1,057 41,136 53,006 2,844 18,814 3,783 643 0 514 0 10,736 2,700
Changes from: May 3, 2016 Total Change is: 801
736 394 -14 -923 1,760 -335 -367 -947 372 0 44 0 1,332 -473
Percent of Open Interest Represented by Each Category of Trader
5.9 19.2 1.3 51.5 66.3 3.6 23.5 4.7 0.8 0.0 0.6 0.0 13.4 3.4
Number of Traders in Each Category Total Traders: 89
4 11 . 34 16 17 15 7 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 49,170
Positions
14,516 7,859 341 14,958 14,269 856 8,570 15,400 2,983 1,855 2,146 389 4,702 4,928
Changes from: May 3, 2016 Total Change is: -1,444
2,906 -1,292 51 -254 469 -66 -4,169 -1,508 530 -109 209 -27 -305 191
Percent of Open Interest Represented by Each Category of Trader
29.5 16.0 0.7 30.4 29.0 1.7 17.4 31.3 6.1 3.8 4.4 0.8 9.6 10.0
Number of Traders in Each Category Total Traders: 233
22 13 7 43 23 13 38 52 25 13 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 245,852
Positions
72,581 39,293 1,703 74,788 71,344 4,282 42,851 76,998 14,917 9,277 10,731 1,943 23,509 24,640
Changes from: May 3, 2016 Total Change is: -7,220
14,532 -6,461 253 -1,272 2,345 -329 -20,846 -7,541 2,651 -544 1,044 -137 -1,527 956
Percent of Open Interest Represented by Each Category of Trader
29.5 16.0 0.7 30.4 29.0 1.7 17.4 31.3 6.1 3.8 4.4 0.8 9.6 10.0
Number of Traders in Each Category Total Traders: 233
22 13 7 43 23 13 38 52 25 13 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 387,592
Positions
157,123 23,553 1,854 118,360 189,914 18,854 61,578 118,269 8,707 5,179 9,903 76 15,861 16,462
Changes from: May 3, 2016 Total Change is: 9,136
881 2,322 152 3,912 542 -193 5,456 5,940 -866 -33 1,447 -12 -161 -196
Percent of Open Interest Represented by Each Category of Trader
40.5 6.1 0.5 30.5 49.0 4.9 15.9 30.5 2.2 1.3 2.6 0.0 4.1 4.2
Number of Traders in Each Category Total Traders: 271
21 12 . 53 54 29 43 64 17 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 34,093
Positions
806 12,921 21 15,863 998 123 6,190 3,963 0 4,800 9,408 0 6,290 6,659
Changes from: May 3, 2016 Total Change is: -604
10 489 21 -139 0 -44 1,656 -1,099 -3 -977 -106 0 -1,128 138
Percent of Open Interest Represented by Each Category of Trader
2.4 37.9 0.1 46.5 2.9 0.4 18.2 11.6 0.0 14.1 27.6 0.0 18.4 19.5
Number of Traders in Each Category Total Traders: 45
. 6 . 12 . . 8 8 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 93,158
Positions
27,322 17,549 1,092 29,809 1,154 0 20,191 7,998 343 6,160 283 0 8,241 64,739
Changes from: May 3, 2016 Total Change is: -3,569
-2,728 3,148 -199 2,335 -689 0 -1,335 -1,450 -457 -688 0 0 -497 -3,922
Percent of Open Interest Represented by Each Category of Trader
29.3 18.8 1.2 32.0 1.2 0.0 21.7 8.6 0.4 6.6 0.3 0.0 8.8 69.5
Number of Traders in Each Category Total Traders: 88
18 11 . 13 . 0 22 14 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 195,124
Positions
7,411 104,796 809 121,726 62,507 11,526 41,143 4,914 3,139 2,594 2,770 11 6,765 4,652
Changes from: May 3, 2016 Total Change is: 2,850
1,807 -3,593 -9 3,045 5,606 335 2,189 -703 -29 -4,010 7 3 -481 1,233
Percent of Open Interest Represented by Each Category of Trader
3.8 53.7 0.4 62.4 32.0 5.9 21.1 2.5 1.6 1.3 1.4 0.0 3.5 2.4
Number of Traders in Each Category Total Traders: 128
9 9 . 45 23 16 20 7 5 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 624,325
Positions
35,682 344,898 3,354 327,650 99,874 81,291 128,413 52,985 6,766 22,711 19,562 1,570 16,888 14,025
Changes from: May 3, 2016 Total Change is: -9,063
-5,930 -5,497 829 -12,452 5,482 9,003 917 -26,706 1,709 -1,039 1,870 85 -2,185 4,162
Percent of Open Interest Represented by Each Category of Trader
5.7 55.2 0.5 52.5 16.0 13.0 20.6 8.5 1.1 3.6 3.1 0.3 2.7 2.2
Number of Traders in Each Category Total Traders: 312
23 23 7 95 40 38 47 32 16 36 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 615,635
Positions
6,230 40,638 19,676 181,125 168,263 83,030 71,888 48,290 73,136 6,991 27,568 8,074 165,485 146,961
Changes from: May 3, 2016 Total Change is: 22,888
-105 14,072 4,080 8,422 -6,040 -10,630 -587 3,111 9,448 -716 2,594 1,391 11,586 4,863
Percent of Open Interest Represented by Each Category of Trader
1.0 6.6 3.2 29.4 27.3 13.5 11.7 7.8 11.9 1.1 4.5 1.3 26.9 23.9
Number of Traders in Each Category Total Traders: 156
7 14 15 34 32 37 31 22 35 6 10 9
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Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 632,315
Positions
0 61,346 1,396 351,381 128,283 71,729 49,959 265,991 15,511 7,102 14,079 0 135,238 73,981
Changes from: May 3, 2016 Total Change is: 10,034
0 16,091 1,351 1,822 -10,415 -2,878 1,772 3,001 2,939 0 0 0 5,028 -55
Percent of Open Interest Represented by Each Category of Trader
0.0 9.7 0.2 55.6 20.3 11.3 7.9 42.1 2.5 1.1 2.2 0.0 21.4 11.7
Number of Traders in Each Category Total Traders: 98
0 7 . 42 16 31 13 14 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 1,143,031
Positions
19,190 132,226 19,022 460,984 170,372 115,199 273,832 257,209 76,826 50,607 220,400 7,154 120,217 144,623
Changes from: May 3, 2016 Total Change is: 57,177
-1,557 14,109 10,131 23,111 9,931 3,722 8,724 12,222 13,559 1,090 -2,269 3 -1,607 -4,232
Percent of Open Interest Represented by Each Category of Trader
1.7 11.6 1.7 40.3 14.9 10.1 24.0 22.5 6.7 4.4 19.3 0.6 10.5 12.7
Number of Traders in Each Category Total Traders: 253
10 30 18 51 43 48 38 39 37 17 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,226,145
Positions
106,559 221,049 141,934 887,051 945,626 395,915 505,480 495,101 382,943 388,723 144,360 65,109 352,431 434,109
Changes from: May 3, 2016 Total Change is: 124,166
16,010 34,922 20,855 38,683 2,428 -9,658 13,000 -1,756 59,917 -32,610 2,931 6,339 11,630 8,188
Percent of Open Interest Represented by Each Category of Trader
3.3 6.9 4.4 27.5 29.3 12.3 15.7 15.3 11.9 12.0 4.5 2.0 10.9 13.5
Number of Traders in Each Category Total Traders: 370
18 37 44 58 77 76 63 62 94 25 30 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 124,590
Positions
16,416 9,063 0 10,433 41,619 2,165 45,884 2,644 3,717 2,250 2,600 0 43,725 62,782
Changes from: May 3, 2016 Total Change is: 10,910
6,387 1,867 0 -3,010 676 123 2,674 -2,542 2,249 0 600 0 2,487 7,937
Percent of Open Interest Represented by Each Category of Trader
13.2 7.3 0.0 8.4 33.4 1.7 36.8 2.1 3.0 1.8 2.1 0.0 35.1 50.4
Number of Traders in Each Category Total Traders: 24
. . 0 . 6 6 8 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 2,712,362
Positions
46,599 295,525 72,415 1,299,407 448,418 334,609 297,639 790,306 188,382 144,930 216,350 14,293 314,088 352,063
Changes from: May 3, 2016 Total Change is: 109,973
2,062 -3,590 20,479 21,365 -16,270 9,854 -10,213 40,136 37,389 2,111 -145 2,226 24,699 19,894
Percent of Open Interest Represented by Each Category of Trader
1.7 10.9 2.7 47.9 16.5 12.3 11.0 29.1 6.9 5.3 8.0 0.5 11.6 13.0
Number of Traders in Each Category Total Traders: 285
9 36 23 50 49 56 32 65 57 14 30 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 934,004
Positions
357,868 134,340 244,408 4,139 32,409 11,190 29,665 170,223 188,799 15,784 36,311 55,778 26,373 60,546
Changes from: May 3, 2016 Total Change is: 94,662
6,013 -15,888 31,915 0 11,495 2,877 3,505 -327 12,068 -349 7,777 38,776 -143 5,969
Percent of Open Interest Represented by Each Category of Trader
38.3 14.4 26.2 0.4 3.5 1.2 3.2 18.2 20.2 1.7 3.9 6.0 2.8 6.5
Number of Traders in Each Category Total Traders: 124
15 28 32 . 8 6 10 42 34 6 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 is19,490,601
Positions
3,257,464 1,319,108 3,520,178 215,675 1,790,319 603,780 684,157 947,883 8,244,057 607,327 356,087 1,437,864 920,099 1,271,325
Changes from: May 3, 2016 Total Change is: 575,027
63,663 51,761 125,665 -5,629 64,962 -27,243 90,616 -20,232 217,125 -35,831 37,088 89,330 57,331 36,572
Percent of Open Interest Represented by Each Category of Trader
16.7 6.8 18.1 1.1 9.2 3.1 3.5 4.9 42.3 3.1 1.8 7.4 4.7 6.5
Number of Traders in Each Category Total Traders: 329
35 50 83 10 36 34 50 91 119 22 27 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 25,116
Positions
1,264 2,209 0 0 11,930 149 15,658 7,612 0 7,200 2,464 661 184 91
Changes from: May 3, 2016 Total Change is: 651
476 129 0 0 -133 0 54 537 0 81 59 64 -24 -5
Percent of Open Interest Represented by Each Category of Trader
5.0 8.8 0.0 0.0 47.5 0.6 62.3 30.3 0.0 28.7 9.8 2.6 0.7 0.4
Number of Traders in Each Category Total Traders: 44
. 4 0 0 13 . 5 10 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 29,673
Positions
7,454 2,445 0 215 11,913 566 20,258 9,552 0 1,100 5,030 0 80 167
Changes from: May 3, 2016 Total Change is: -894
-504 -432 0 92 -108 -27 -458 -130 -1 0 -243 0 4 47
Percent of Open Interest Represented by Each Category of Trader
25.1 8.2 0.0 0.7 40.1 1.9 68.3 32.2 0.0 3.7 17.0 0.0 0.3 0.6
Number of Traders in Each Category Total Traders: 38
4 4 0 . 6 . 6 7 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 68,339
Positions
303 26,117 77 15,324 3,311 765 18,772 28,358 4,970 19,912 1,327 147 8,068 3,267
Changes from: May 3, 2016 Total Change is: -3,739
-137 1 -6 -739 119 229 -1,483 -4,277 211 -645 481 -91 -1,077 -406
Percent of Open Interest Represented by Each Category of Trader
0.4 38.2 0.1 22.4 4.8 1.1 27.5 41.5 7.3 29.1 1.9 0.2 11.8 4.8
Number of Traders in Each Category Total Traders: 139
. . . 8 8 . 30 28 18 49 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 463,497
Positions
133,502 14,867 21,965 102,582 63,226 43,391 43,743 196,160 73,959 4,095 3,328 18,578 21,682 28,023
Changes from: May 3, 2016 Total Change is: 11,598
3,702 3,520 -4,202 -14,127 5,613 1,470 19,054 4,525 -2,317 2,902 -2,257 6,003 -887 -757
Percent of Open Interest Represented by Each Category of Trader
28.8 3.2 4.7 22.1 13.6 9.4 9.4 42.3 16.0 0.9 0.7 4.0 4.7 6.0
Number of Traders in Each Category Total Traders: 220
18 12 18 13 22 10 38 78 67 8 14 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 10, 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 23,182
Positions
1,008 3,035 0 14,074 830 1,289 5,117 17,582 390 1,175 0 0 129 56
Changes from: May 3, 2016 Total Change is: 1,163
909 -756 0 369 830 183 34 872 0 -324 0 0 -8 34
Percent of Open Interest Represented by Each Category of Trader
4.3 13.1 0.0 60.7 3.6 5.6 22.1 75.8 1.7 5.1 0.0 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 34
. . 0 8 . . 9 10 . . 0 0
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Updated May 13, 2016