Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 135,663
Positions
148 48,053 4,334 47,376 10,081 2,568 25,185 31,968 12,377 9,121 2,753 1,491 33,063 22,038
Changes from: June 14, 2016 Total Change is: -60,766
-210 -23,599 -33,372 5,175 1,110 -859 -1,701 14,217 -16,526 -242 460 -639 -12,392 -1,559
Percent of Open Interest Represented by Each Category of Trader
0.1 35.4 3.2 34.9 7.4 1.9 18.6 23.6 9.1 6.7 2.0 1.1 24.4 16.2
Number of Traders in Each Category Total Traders: 83
. 8 7 11 9 7 19 20 16 8 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 40,894
Positions
16,232 2,257 1,120 2,287 1,268 117 10,680 18,463 2,063 0 0 0 8,395 15,607
Changes from: June 14, 2016 Total Change is: -4,749
-1,069 629 -7 451 -942 0 -4,876 -3,257 -87 0 0 0 838 -1,085
Percent of Open Interest Represented by Each Category of Trader
39.7 5.5 2.7 5.6 3.1 0.3 26.1 45.1 5.0 0.0 0.0 0.0 20.5 38.2
Number of Traders in Each Category Total Traders: 37
. 4 4 4 . . 11 13 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 225,793
Positions
123,943 2,915 5,089 2,014 79,949 7,687 41,533 56,178 20,706 1,537 13,067 3,714 19,571 36,489
Changes from: June 14, 2016 Total Change is: -9,919
7,670 29 -1,075 -111 -1,303 -1,465 -14,177 -546 -1,550 -595 -1,248 -127 1,513 -2,634
Percent of Open Interest Represented by Each Category of Trader
54.9 1.3 2.3 0.9 35.4 3.4 18.4 24.9 9.2 0.7 5.8 1.6 8.7 16.2
Number of Traders in Each Category Total Traders: 110
9 6 9 . 29 8 25 31 26 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 184,875
Positions
8,772 2,001 8,620 28,769 44,173 8,527 62,112 21,473 26,931 2,421 37,406 5,113 33,610 30,632
Changes from: June 14, 2016 Total Change is: 7,665
2,038 449 449 994 668 -1,822 -1,212 3,439 3,702 400 139 1,071 2,044 -430
Percent of Open Interest Represented by Each Category of Trader
4.7 1.1 4.7 15.6 23.9 4.6 33.6 11.6 14.6 1.3 20.2 2.8 18.2 16.6
Number of Traders in Each Category Total Traders: 112
7 4 9 11 23 13 31 24 18 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 389,356
Positions
85,098 15,019 24,059 125,976 94,772 21,279 20,039 97,174 40,441 17,253 28,779 7,590 47,623 60,244
Changes from: June 14, 2016 Total Change is: -10,188
3,723 26 -1,150 2,744 -3,035 -1,048 -13,413 -4,732 2,866 -3,266 -804 550 -1,195 -2,861
Percent of Open Interest Represented by Each Category of Trader
21.9 3.9 6.2 32.4 24.3 5.5 5.1 25.0 10.4 4.4 7.4 1.9 12.2 15.5
Number of Traders in Each Category Total Traders: 221
15 13 18 38 34 33 30 45 34 19 25 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 26,396
Positions
870 16,623 192 12,225 1,003 1,418 1,229 2,581 0 431 0 0 10,031 4,579
Changes from: June 14, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.3 63.0 0.7 46.3 3.8 5.4 4.7 9.8 0.0 1.6 0.0 0.0 38.0 17.3
Number of Traders in Each Category Total Traders: 20
. . . 8 . 6 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 98,150
Positions
7,989 5,311 4,351 25,149 9,033 1,741 16,977 23,474 12,596 2,825 15,801 3,309 23,213 22,533
Changes from: June 14, 2016 Total Change is: -165
-377 2,729 344 56 1,500 -638 -1,799 1,200 364 1,870 -2,164 41 -27 -3,541
Percent of Open Interest Represented by Each Category of Trader
8.1 5.4 4.4 25.6 9.2 1.8 17.3 23.9 12.8 2.9 16.1 3.4 23.7 23.0
Number of Traders in Each Category Total Traders: 83
4 5 5 9 10 7 20 20 13 6 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 35,807
Positions
13,387 29,100 350 3,910 0 0 16,785 5,755 0 400 129 0 975 473
Changes from: June 14, 2016 Total Change is: -7,243
-2,760 233 -5,287 0 0 0 2,250 863 -235 0 -1,617 -235 -976 -965
Percent of Open Interest Represented by Each Category of Trader
37.4 81.3 1.0 10.9 0.0 0.0 46.9 16.1 0.0 1.1 0.4 0.0 2.7 1.3
Number of Traders in Each Category Total Traders: 23
. 8 . . 0 0 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 111,502
Positions
41,234 28,202 40 50,351 6,089 175 11,388 63,942 1,955 2,911 3,343 5 3,443 7,750
Changes from: June 14, 2016 Total Change is: 267
1,538 460 -8 1,797 257 0 -3,514 -1,494 685 402 110 3 -636 255
Percent of Open Interest Represented by Each Category of Trader
37.0 25.3 0.0 45.2 5.5 0.2 10.2 57.3 1.8 2.6 3.0 0.0 3.1 7.0
Number of Traders in Each Category Total Traders: 124
7 5 . 11 10 . 10 61 11 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 28,085
Positions
0 21,084 932 6,405 105 0 19,402 3,513 120 0 1,540 0 1,226 791
Changes from: June 14, 2016 Total Change is: -288
0 0 3 6 0 0 -253 -52 -11 0 -20 0 -33 -208
Percent of Open Interest Represented by Each Category of Trader
0.0 75.1 3.3 22.8 0.4 0.0 69.1 12.5 0.4 0.0 5.5 0.0 4.4 2.8
Number of Traders in Each Category Total Traders: 28
0 . . 4 . 0 9 7 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 43,562
Positions
1,564 6,518 9 2,119 21,875 24 32,019 8,428 1,194 1,434 2,546 0 5,199 2,968
Changes from: June 14, 2016 Total Change is: 1,643
553 2,180 9 -497 0 0 1,438 -374 65 137 -224 0 -62 -13
Percent of Open Interest Represented by Each Category of Trader
3.6 15.0 0.0 4.9 50.2 0.1 73.5 19.3 2.7 3.3 5.8 0.0 11.9 6.8
Number of Traders in Each Category Total Traders: 80
. 5 . 8 7 . 38 12 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 57,290
Positions
10,594 34,418 366 6,628 1,056 129 29,160 8,047 774 988 4,397 347 8,303 7,756
Changes from: June 14, 2016 Total Change is: -18,550
-2,012 -2,796 -10,685 15 134 -80 -3,793 -1,420 -1,028 -104 -250 -422 -441 -2,004
Percent of Open Interest Represented by Each Category of Trader
18.5 60.1 0.6 11.6 1.8 0.2 50.9 14.0 1.4 1.7 7.7 0.6 14.5 13.5
Number of Traders in Each Category Total Traders: 107
12 21 . 9 . . 32 13 6 4 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 114,579
Positions
21,188 68,835 733 13,256 2,111 257 58,320 16,094 1,548 1,976 8,794 695 16,607 15,512
Changes from: June 14, 2016 Total Change is: -37,100
-4,024 -5,592 -21,371 30 268 -159 -7,585 -2,841 -2,055 -209 -499 -845 -882 -4,007
Percent of Open Interest Represented by Each Category of Trader
18.5 60.1 0.6 11.6 1.8 0.2 50.9 14.0 1.4 1.7 7.7 0.6 14.5 13.5
Number of Traders in Each Category Total Traders: 107
12 21 . 9 . . 32 13 6 4 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 830,110
Positions
72,059 50,540 27,820 277,726 218,374 74,759 69,118 139,850 137,793 24,750 36,872 43,852 102,231 100,248
Changes from: June 14, 2016 Total Change is: -201,439
-11,038 -11,994 -74,662 7,702 16,386 -11,868 -26,245 -14,832 -55,663 -808 -10,325 -9,645 -19,211 -28,835
Percent of Open Interest Represented by Each Category of Trader
8.7 6.1 3.4 33.5 26.3 9.0 8.3 16.8 16.6 3.0 4.4 5.3 12.3 12.1
Number of Traders in Each Category Total Traders: 635
37 29 31 115 94 103 75 149 117 58 78 70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 148,511
Positions
14,253 11,307 15,682 16,107 19,558 15,395 2,395 5,694 36,674 2,717 1,512 9,798 35,489 32,890
Changes from: June 14, 2016 Total Change is: -57,294
-15,734 -5,503 -16,894 1,111 -2,287 -488 -7,347 -6,894 -13,272 -368 -711 -1,808 -2,495 -9,437
Percent of Open Interest Represented by Each Category of Trader
9.6 7.6 10.6 10.8 13.2 10.4 1.6 3.8 24.7 1.8 1.0 6.6 23.9 22.1
Number of Traders in Each Category Total Traders: 74
6 5 6 11 5 5 15 16 29 8 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 3,407,993
Positions
291,072 198,209 58,650 1,318,155 1,004,139 286,759 347,827 684,993 491,385 118,179 184,812 162,255 333,710 336,790
Changes from: June 14, 2016 Total Change is: -720,724
-82,815 -138,748 -182,548 38,927 99,340 -62,872 -132,869 -78,067 -173,581 -6,443 -52,309 -34,945 -83,578 -96,993
Percent of Open Interest Represented by Each Category of Trader
8.5 5.8 1.7 38.7 29.5 8.4 10.2 20.1 14.4 3.5 5.4 4.8 9.8 9.9
Number of Traders in Each Category Total Traders: 613
35 30 30 113 90 99 72 146 110 54 73 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 83,326
Positions
624 26,066 1,008 44,481 46,066 3,411 22,152 3,141 307 0 543 0 11,343 2,784
Changes from: June 14, 2016 Total Change is: -11,684
-3,383 -3,905 -6,726 2,137 -1,966 715 -2,223 871 -526 0 53 0 -1,678 -200
Percent of Open Interest Represented by Each Category of Trader
0.7 31.3 1.2 53.4 55.3 4.1 26.6 3.8 0.4 0.0 0.7 0.0 13.6 3.3
Number of Traders in Each Category Total Traders: 92
. 11 . 36 15 16 19 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 45,784
Positions
4,090 20,310 284 15,117 7,171 844 16,333 8,564 1,858 1,967 2,136 475 4,814 4,142
Changes from: June 14, 2016 Total Change is: -15,032
-1,475 -312 -5,015 440 -336 -1,149 -4,589 -4,515 -2,169 -57 -336 -286 -731 -914
Percent of Open Interest Represented by Each Category of Trader
8.9 44.4 0.6 33.0 15.7 1.8 35.7 18.7 4.1 4.3 4.7 1.0 10.5 9.0
Number of Traders in Each Category Total Traders: 214
9 23 4 43 20 15 41 43 21 17 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 228,920
Positions
20,452 101,552 1,420 75,587 35,853 4,221 81,667 42,819 9,292 9,835 10,681 2,374 24,072 20,708
Changes from: June 14, 2016 Total Change is: -75,162
-7,373 -1,561 -25,077 2,199 -1,680 -5,747 -22,946 -22,575 -10,845 -287 -1,678 -1,430 -3,655 -4,569
Percent of Open Interest Represented by Each Category of Trader
8.9 44.4 0.6 33.0 15.7 1.8 35.7 18.7 4.1 4.3 4.7 1.0 10.5 9.0
Number of Traders in Each Category Total Traders: 214
9 23 4 43 20 15 41 43 21 17 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 333,733
Positions
96,838 16,400 354 118,915 182,089 15,248 71,617 89,054 7,197 4,348 7,317 1,535 17,681 14,539
Changes from: June 14, 2016 Total Change is: -69,052
-34,468 -23,719 -12,098 2,153 2,194 -1,542 -12,844 -22,210 -3,968 -76 -3,344 -459 -5,749 -3,905
Percent of Open Interest Represented by Each Category of Trader
29.0 4.9 0.1 35.6 54.6 4.6 21.5 26.7 2.2 1.3 2.2 0.5 5.3 4.4
Number of Traders in Each Category Total Traders: 257
23 12 . 47 52 30 41 57 19 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 32,479
Positions
2,399 10,249 0 15,363 588 100 4,895 4,007 0 3,718 11,345 0 6,004 6,190
Changes from: June 14, 2016 Total Change is: 875
1,390 0 0 -439 0 -42 -77 596 0 164 -112 0 -121 433
Percent of Open Interest Represented by Each Category of Trader
7.4 31.6 0.0 47.3 1.8 0.3 15.1 12.3 0.0 11.4 34.9 0.0 18.5 19.1
Number of Traders in Each Category Total Traders: 38
. . 0 12 . . 6 7 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 65,068
Positions
13,077 3,132 791 26,529 4,974 673 12,262 5,702 534 3,387 0 0 7,815 49,262
Changes from: June 14, 2016 Total Change is: -1,597
-490 -1,310 388 -578 2,131 301 1,075 -1,694 -152 -888 0 0 -1,253 -1,261
Percent of Open Interest Represented by Each Category of Trader
20.1 4.8 1.2 40.8 7.6 1.0 18.8 8.8 0.8 5.2 0.0 0.0 12.0 75.7
Number of Traders in Each Category Total Traders: 72
15 6 4 12 6 . 19 10 4 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 196,468
Positions
13,964 96,766 693 118,554 66,179 12,788 36,309 10,680 3,716 4,719 1,438 0 5,725 4,208
Changes from: June 14, 2016 Total Change is: -13,057
9,243 3,645 -12,467 -752 2,988 -6,256 1,224 2,532 -526 200 -783 0 -3,723 -2,190
Percent of Open Interest Represented by Each Category of Trader
7.1 49.3 0.4 60.3 33.7 6.5 18.5 5.4 1.9 2.4 0.7 0.0 2.9 2.1
Number of Traders in Each Category Total Traders: 124
8 8 . 44 25 18 14 13 6 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 616,823
Positions
40,063 335,990 1,615 308,357 111,765 84,159 136,645 47,938 6,793 19,466 16,190 1,596 18,129 10,777
Changes from: June 14, 2016 Total Change is: -64,786
1,017 -14,141 -33,635 -918 7,182 -5,341 -3,123 6,715 -5,148 -143 -3,550 -408 -17,087 -16,460
Percent of Open Interest Represented by Each Category of Trader
6.5 54.5 0.3 50.0 18.1 13.6 22.2 7.8 1.1 3.2 2.6 0.3 2.9 1.7
Number of Traders in Each Category Total Traders: 277
21 22 6 89 37 36 42 25 14 29 12 7
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 737,820
Positions
6,758 70,877 35,176 213,911 168,506 101,378 85,350 67,870 102,645 6,114 24,439 13,386 173,102 153,542
Changes from: June 14, 2016 Total Change is: 4,113
-5,681 9,923 7,553 8,393 -1,836 2,625 4,497 -9,539 1,274 -2,209 -1,994 -2,828 -9,510 -1,064
Percent of Open Interest Represented by Each Category of Trader
0.9 9.6 4.8 29.0 22.8 13.7 11.6 9.2 13.9 0.8 3.3 1.8 23.5 20.8
Number of Traders in Each Category Total Traders: 164
. 16 12 36 32 35 31 32 41 7 7 10
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 593,878
Positions
0 77,740 906 319,045 124,971 72,011 39,264 223,933 12,948 5,319 10,108 0 144,385 71,261
Changes from: June 14, 2016 Total Change is: -24,839
0 -7,348 -830 -11,095 1,116 -2,157 -8,943 -9,139 -7,165 0 1,575 0 5,352 -890
Percent of Open Interest Represented by Each Category of Trader
0.0 13.1 0.2 53.7 21.0 12.1 6.6 37.7 2.2 0.9 1.7 0.0 24.3 12.0
Number of Traders in Each Category Total Traders: 99
0 8 . 47 15 29 11 14 10 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 1,054,722
Positions
14,970 89,648 9,886 363,531 176,251 132,664 284,785 232,445 53,264 60,740 209,958 7,790 127,093 142,817
Changes from: June 14, 2016 Total Change is: 9,739
-6,961 -13,962 866 -9,967 7,926 5,301 6,153 7,353 -5,441 4,804 4,837 636 14,347 2,222
Percent of Open Interest Represented by Each Category of Trader
1.4 8.5 0.9 34.5 16.7 12.6 27.0 22.0 5.1 5.8 19.9 0.7 12.0 13.5
Number of Traders in Each Category Total Traders: 236
9 24 13 49 41 47 39 35 37 17 22 4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 3,536,005
Positions
94,527 216,764 229,840 889,010 811,695 514,719 516,530 614,143 429,031 374,447 172,553 93,360 394,542 453,902
Changes from: June 14, 2016 Total Change is: 90,860
-21,983 19,462 29,990 81,463 44,394 -20,709 28,494 32,127 3,919 -10,129 -4,203 -14,894 14,709 775
Percent of Open Interest Represented by Each Category of Trader
2.7 6.1 6.5 25.1 23.0 14.6 14.6 17.4 12.1 10.6 4.9 2.6 11.2 12.8
Number of Traders in Each Category Total Traders: 374
23 31 41 61 77 79 78 44 87 30 30 30
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 149,281
Positions
2,478 17,798 43 29,746 50,257 2,149 51,722 4,232 4,183 2,670 2,210 0 56,290 68,409
Changes from: June 14, 2016 Total Change is: 13,850
-453 12,839 0 7,917 3,183 221 10,855 -66 -1,641 -1,804 -2,404 0 -1,244 1,718
Percent of Open Interest Represented by Each Category of Trader
1.7 11.9 0.0 19.9 33.7 1.4 34.6 2.8 2.8 1.8 1.5 0.0 37.7 45.8
Number of Traders in Each Category Total Traders: 33
. 5 . 5 9 5 9 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 2,989,359
Positions
54,860 298,829 102,744 1,438,510 532,917 324,275 403,403 944,431 210,266 137,026 208,591 34,389 283,885 332,917
Changes from: June 14, 2016 Total Change is: 145,530
14,552 8,641 12,975 40,200 1,592 14,994 83,464 112,366 7,940 -12,088 6,067 -10,526 -5,980 -8,519
Percent of Open Interest Represented by Each Category of Trader
1.8 10.0 3.4 48.1 17.8 10.8 13.5 31.6 7.0 4.6 7.0 1.2 9.5 11.1
Number of Traders in Each Category Total Traders: 311
9 39 30 53 54 58 49 59 64 13 35 15
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 1,023,327
Positions
386,469 176,176 228,677 0 40,229 21,428 102,510 190,927 212,839 6,978 55,210 41,842 22,584 55,998
Changes from: June 14, 2016 Total Change is: 35,808
2,860 14,340 -2,146 0 1,915 -2,968 21,612 7,306 13,135 -3,323 1,959 6,543 96 -4,275
Percent of Open Interest Represented by Each Category of Trader
37.8 17.2 22.3 0.0 3.9 2.1 10.0 18.7 20.8 0.7 5.4 4.1 2.2 5.5
Number of Traders in Each Category Total Traders: 141
22 34 41 0 12 5 14 43 32 4 10 9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 is17,791,158
Positions
3,255,459 1,275,341 3,081,600 260,357 1,731,415 521,100 722,774 890,408 7,522,154 472,222 484,462 1,101,121 854,370 1,183,556
Changes from: June 14, 2016 Total Change is: 150,616
-62,385 197,445 14,297 39,917 -6,587 -70,438 61,809 -133,622 118,779 7,539 45,950 28,402 12,695 -43,610
Percent of Open Interest Represented by Each Category of Trader
18.3 7.2 17.3 1.5 9.7 2.9 4.1 5.0 42.3 2.7 2.7 6.2 4.8 6.7
Number of Traders in Each Category Total Traders: 316
32 52 79 11 29 27 54 87 116 22 26 29
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 26,752
Positions
4,124 3,553 0 0 12,940 153 13,599 7,521 0 8,119 1,838 652 105 95
Changes from: June 14, 2016 Total Change is: -311
-164 154 0 0 11 0 83 -61 0 -53 -226 -44 -133 -145
Percent of Open Interest Represented by Each Category of Trader
15.4 13.3 0.0 0.0 48.4 0.6 50.8 28.1 0.0 30.3 6.9 2.4 0.4 0.4
Number of Traders in Each Category Total Traders: 45
. 5 0 0 13 . 5 9 0 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 26,156
Positions
9,579 2,004 0 218 11,325 475 14,709 8,032 0 1,020 4,190 55 100 75
Changes from: June 14, 2016 Total Change is: -163
-491 -45 0 0 -195 0 278 -8 0 16 102 -2 36 -15
Percent of Open Interest Represented by Each Category of Trader
36.6 7.7 0.0 0.8 43.3 1.8 56.2 30.7 0.0 3.9 16.0 0.2 0.4 0.3
Number of Traders in Each Category Total Traders: 29
. . 0 . 4 . 6 7 0 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 51,008
Positions
170 10,914 0 15,530 2,407 1,147 6,959 30,530 3,210 17,645 283 122 6,225 2,396
Changes from: June 14, 2016 Total Change is: 385
21 -14 0 -8 802 -6 70 -73 -391 1,468 -60 14 -783 113
Percent of Open Interest Represented by Each Category of Trader
0.3 21.4 0.0 30.4 4.7 2.2 13.6 59.9 6.3 34.6 0.6 0.2 12.2 4.7
Number of Traders in Each Category Total Traders: 125
. 5 0 9 5 . 23 27 14 45 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 382,528
Positions
104,741 26,098 18,060 102,729 39,983 45,775 22,300 145,890 59,068 1,349 9,576 11,038 17,468 27,040
Changes from: June 14, 2016 Total Change is: -53,775
-31,192 10,532 -9,609 3,908 -8,664 4,376 1,234 -34,029 -10,622 -80 481 -5,534 -6,256 -706
Percent of Open Interest Represented by Each Category of Trader
27.4 6.8 4.7 26.9 10.5 12.0 5.8 38.1 15.4 0.4 2.5 2.9 4.6 7.1
Number of Traders in Each Category Total Traders: 176
11 16 16 18 16 11 24 63 52 6 11 14
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Traders in Financial Futures - Options and Futures Combined Positions as of June 21, 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 19,806
Positions
1,099 2,874 0 9,969 1,799 435 7,445 13,792 390 260 500 0 208 16
Changes from: June 14, 2016 Total Change is: -4,935
1,065 -822 -113 -3,877 1,000 -187 -20 -2,913 -1,744 0 0 0 -59 -156
Percent of Open Interest Represented by Each Category of Trader
5.5 14.5 0.0 50.3 9.1 2.2 37.6 69.6 2.0 1.3 2.5 0.0 1.1 0.1
Number of Traders in Each Category Total Traders: 33
. . 0 9 . . 10 6 . . . 0
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Updated June 24, 2016