Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 142,052
Positions
3,922 51,059 3,670 56,508 8,838 4,641 19,413 28,191 10,308 5,881 7,467 1,656 36,054 26,223
Changes from: August 9, 2016 Total Change is: 12,167
34 5,395 836 3,288 -1,363 2,556 -2,270 5,889 2,446 -1,033 66 453 5,857 -4,111
Percent of Open Interest Represented by Each Category of Trader
2.8 35.9 2.6 39.8 6.2 3.3 13.7 19.8 7.3 4.1 5.3 1.2 25.4 18.5
Number of Traders in Each Category Total Traders: 82
. 6 7 9 7 5 24 19 12 6 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 44,859
Positions
23,205 2,115 851 2,417 1,158 127 7,376 22,848 1,245 0 0 0 9,638 16,514
Changes from: August 9, 2016 Total Change is: -395
-1,537 734 52 513 -951 0 -1,064 2,337 -505 0 0 0 2,147 -2,062
Percent of Open Interest Represented by Each Category of Trader
51.7 4.7 1.9 5.4 2.6 0.3 16.4 50.9 2.8 0.0 0.0 0.0 21.5 36.8
Number of Traders in Each Category Total Traders: 36
4 . . 4 . . 8 15 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 280,622
Positions
177,418 4,198 10,270 9,028 76,131 6,237 22,828 93,425 24,017 3,724 16,045 3,945 23,155 46,354
Changes from: August 9, 2016 Total Change is: 9,145
3,935 -3,108 1,342 1,393 1,527 806 -586 4,030 201 1,075 452 754 226 3,141
Percent of Open Interest Represented by Each Category of Trader
63.2 1.5 3.7 3.2 27.1 2.2 8.1 33.3 8.6 1.3 5.7 1.4 8.3 16.5
Number of Traders in Each Category Total Traders: 127
9 9 11 4 27 8 19 43 22 8 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 209,915
Positions
17,603 15,588 14,073 31,889 37,869 8,138 71,211 28,739 26,371 1,307 34,724 8,824 30,499 35,589
Changes from: August 9, 2016 Total Change is: 2,796
-5,170 7,449 3,696 180 -6,350 1,147 -278 -5,250 1,846 278 -1,355 733 364 881
Percent of Open Interest Represented by Each Category of Trader
8.4 7.4 6.7 15.2 18.0 3.9 33.9 13.7 12.6 0.6 16.5 4.2 14.5 17.0
Number of Traders in Each Category Total Traders: 112
8 6 9 11 22 13 25 29 17 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 438,077
Positions
129,257 10,422 21,484 124,694 98,310 21,708 22,034 132,588 41,857 18,984 36,878 7,971 50,086 66,859
Changes from: August 9, 2016 Total Change is: 5,107
-12,475 -698 1,527 2,312 3,303 1,094 2,343 -3,033 4,521 446 -2,221 28 5,311 587
Percent of Open Interest Represented by Each Category of Trader
29.5 2.4 4.9 28.5 22.4 5.0 5.0 30.3 9.6 4.3 8.4 1.8 11.4 15.3
Number of Traders in Each Category Total Traders: 232
21 8 14 38 38 36 20 56 29 25 24 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 33,599
Positions
1,500 23,463 190 18,701 0 1,070 810 5,336 12 0 0 0 11,316 3,528
Changes from: August 9, 2016 Total Change is: 106
426 255 0 498 -559 56 391 668 1 -1,133 0 0 -133 -315
Percent of Open Interest Represented by Each Category of Trader
4.5 69.8 0.6 55.7 0.0 3.2 2.4 15.9 0.0 0.0 0.0 0.0 33.7 10.5
Number of Traders in Each Category Total Traders: 24
. . . 12 0 7 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 132,368
Positions
2,081 50,640 4,021 21,654 9,072 3,453 51,853 20,721 12,433 725 4,987 3,321 32,828 23,722
Changes from: August 9, 2016 Total Change is: 12,911
-208 7,561 741 171 70 948 7,632 3,242 1,286 187 -57 324 1,830 -1,205
Percent of Open Interest Represented by Each Category of Trader
1.6 38.3 3.0 16.4 6.9 2.6 39.2 15.7 9.4 0.5 3.8 2.5 24.8 17.9
Number of Traders in Each Category Total Traders: 87
. 5 6 9 11 8 28 20 13 . 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 33,309
Positions
10,528 29,783 350 4,450 0 0 16,334 2,323 76 550 411 0 1,021 366
Changes from: August 9, 2016 Total Change is: 2,122
-30 1,009 0 0 0 0 2,036 900 76 -50 181 0 90 -44
Percent of Open Interest Represented by Each Category of Trader
31.6 89.4 1.1 13.4 0.0 0.0 49.0 7.0 0.2 1.7 1.2 0.0 3.1 1.1
Number of Traders in Each Category Total Traders: 26
. 7 . . 0 0 9 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 121,934
Positions
36,692 32,287 2,459 28,554 4,534 637 22,383 45,688 21,618 3,760 9,234 15 5,815 5,462
Changes from: August 9, 2016 Total Change is: -6,209
-11,404 -1,173 282 1,723 -418 1 2,701 -5,067 -365 533 884 15 305 -368
Percent of Open Interest Represented by Each Category of Trader
30.1 26.5 2.0 23.4 3.7 0.5 18.4 37.5 17.7 3.1 7.6 0.0 4.8 4.5
Number of Traders in Each Category Total Traders: 135
7 7 4 9 8 . 31 49 21 10 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 26,895
Positions
644 18,046 13 6,293 0 0 17,613 7,272 23 430 720 0 1,879 821
Changes from: August 9, 2016 Total Change is: 1,054
-31 128 -128 -5 0 0 1,076 1,007 -33 180 -40 0 -5 120
Percent of Open Interest Represented by Each Category of Trader
2.4 67.1 0.0 23.4 0.0 0.0 65.5 27.0 0.1 1.6 2.7 0.0 7.0 3.1
Number of Traders in Each Category Total Traders: 34
. . . 5 0 0 10 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 43,268
Positions
2,053 15,006 151 2,245 15,727 56 31,678 5,673 891 898 2,207 0 5,296 3,557
Changes from: August 9, 2016 Total Change is: 1,793
466 1,056 16 -502 824 22 1,818 -279 -308 -99 28 0 380 434
Percent of Open Interest Represented by Each Category of Trader
4.7 34.7 0.3 5.2 36.3 0.1 73.2 13.1 2.1 2.1 5.1 0.0 12.2 8.2
Number of Traders in Each Category Total Traders: 81
. 6 4 8 6 . 38 12 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 73,670
Positions
10,495 46,643 1,262 8,219 1,199 306 42,049 8,049 1,475 996 3,932 477 8,391 10,328
Changes from: August 9, 2016 Total Change is: 1,727
20 344 -40 241 361 -46 1,258 158 713 -217 -418 145 -347 509
Percent of Open Interest Represented by Each Category of Trader
14.2 63.3 1.7 11.2 1.6 0.4 57.1 10.9 2.0 1.4 5.3 0.6 11.4 14.0
Number of Traders in Each Category Total Traders: 127
12 23 4 8 4 4 41 21 7 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 147,340
Positions
20,990 93,286 2,524 16,438 2,397 611 84,099 16,098 2,949 1,992 7,864 955 16,781 20,656
Changes from: August 9, 2016 Total Change is: 3,454
39 689 -79 482 721 -91 2,516 317 1,425 -433 -835 289 -694 1,019
Percent of Open Interest Represented by Each Category of Trader
14.2 63.3 1.7 11.2 1.6 0.4 57.1 10.9 2.0 1.4 5.3 0.6 11.4 14.0
Number of Traders in Each Category Total Traders: 127
12 23 4 8 4 4 41 21 7 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 974,464
Positions
73,459 72,240 68,522 295,107 210,741 80,301 80,163 144,661 195,877 28,217 42,305 55,543 97,275 104,275
Changes from: August 9, 2016 Total Change is: 11,635
-5,520 4,503 6,002 3,548 -778 -1,221 3,367 -4,302 4,969 658 301 187 -356 1,974
Percent of Open Interest Represented by Each Category of Trader
7.5 7.4 7.0 30.3 21.6 8.2 8.2 14.8 20.1 2.9 4.3 5.7 10.0 10.7
Number of Traders in Each Category Total Traders: 684
39 36 47 125 88 102 90 150 127 72 82 75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 228,935
Positions
33,886 29,729 26,477 18,907 25,573 24,661 14,738 24,637 56,150 6,169 1,376 13,077 34,869 27,254
Changes from: August 9, 2016 Total Change is: -503
-1,508 4,287 -183 2,133 -3,809 -281 -420 289 705 -887 53 -74 11 -1,489
Percent of Open Interest Represented by Each Category of Trader
14.8 13.0 11.6 8.3 11.2 10.8 6.4 10.8 24.5 2.7 0.6 5.7 15.2 11.9
Number of Traders in Each Category Total Traders: 87
10 9 9 10 4 4 12 23 32 11 7 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 3,727,645
Positions
275,263 289,957 132,824 1,380,999 925,838 278,200 425,819 698,813 599,938 134,650 229,051 187,921 312,030 385,104
Changes from: August 9, 2016 Total Change is: 60,690
-6,899 14,245 17,763 7,076 15,157 -4,701 19,831 -22,057 20,423 3,458 -3,030 5,575 -1,835 17,316
Percent of Open Interest Represented by Each Category of Trader
7.4 7.8 3.6 37.0 24.8 7.5 11.4 18.7 16.1 3.6 6.1 5.0 8.4 10.3
Number of Traders in Each Category Total Traders: 660
38 37 41 123 84 99 90 143 120 65 79 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 82,632
Positions
523 26,761 1,377 39,464 43,437 3,066 25,704 3,449 134 0 250 0 12,364 4,158
Changes from: August 9, 2016 Total Change is: -567
-1,192 -1,511 943 571 402 -793 107 -221 -23 0 -234 0 -180 870
Percent of Open Interest Represented by Each Category of Trader
0.6 32.4 1.7 47.8 52.6 3.7 31.1 4.2 0.2 0.0 0.3 0.0 15.0 5.0
Number of Traders in Each Category Total Traders: 87
. 10 . 36 13 15 19 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 64,268
Positions
3,616 28,880 713 17,465 5,377 822 27,693 14,718 4,089 2,312 2,846 839 6,720 5,985
Changes from: August 9, 2016 Total Change is: 1,573
-68 -489 -72 409 8 29 353 547 19 40 441 93 770 996
Percent of Open Interest Represented by Each Category of Trader
5.6 44.9 1.1 27.2 8.4 1.3 43.1 22.9 6.4 3.6 4.4 1.3 10.5 9.3
Number of Traders in Each Category Total Traders: 258
9 28 9 49 19 13 65 47 21 20 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 321,341
Positions
18,078 144,398 3,566 87,324 26,883 4,111 138,463 73,588 20,445 11,558 14,228 4,196 33,601 29,926
Changes from: August 9, 2016 Total Change is: 7,863
-341 -2,446 -361 2,043 42 145 1,766 2,736 97 202 2,207 464 3,849 4,979
Percent of Open Interest Represented by Each Category of Trader
5.6 44.9 1.1 27.2 8.4 1.3 43.1 22.9 6.4 3.6 4.4 1.3 10.5 9.3
Number of Traders in Each Category Total Traders: 258
9 28 9 49 19 13 65 47 21 20 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 332,937
Positions
82,693 39,904 855 120,469 153,901 16,915 78,524 86,539 6,181 5,506 10,141 2,162 19,632 16,339
Changes from: August 9, 2016 Total Change is: 3,086
-3,622 2,206 -203 2,686 -253 174 4,255 2,038 -269 302 -73 -3 -234 -531
Percent of Open Interest Represented by Each Category of Trader
24.8 12.0 0.3 36.2 46.2 5.1 23.6 26.0 1.9 1.7 3.0 0.6 5.9 4.9
Number of Traders in Each Category Total Traders: 266
19 17 4 56 44 28 51 52 22 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 36,532
Positions
3,474 16,470 22 16,583 1,266 74 3,035 2,448 0 4,345 10,730 0 8,999 5,522
Changes from: August 9, 2016 Total Change is: 1,191
-43 9 0 1,556 0 11 -813 -31 0 -67 0 0 547 1,202
Percent of Open Interest Represented by Each Category of Trader
9.5 45.1 0.1 45.4 3.5 0.2 8.3 6.7 0.0 11.9 29.4 0.0 24.6 15.1
Number of Traders in Each Category Total Traders: 38
. 4 . 12 . . 5 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 70,703
Positions
18,983 13,396 1,324 16,760 7,431 524 21,577 7,776 320 1,527 208 0 9,688 39,724
Changes from: August 9, 2016 Total Change is: 2,422
1,531 202 353 -2,155 2,453 169 2,237 -557 -136 70 -477 0 353 415
Percent of Open Interest Represented by Each Category of Trader
26.8 18.9 1.9 23.7 10.5 0.7 30.5 11.0 0.5 2.2 0.3 0.0 13.7 56.2
Number of Traders in Each Category Total Traders: 86
13 12 4 14 5 4 23 14 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 229,211
Positions
18,109 136,753 1,050 147,476 50,568 16,353 31,674 16,414 3,271 4,309 1,052 0 6,969 3,750
Changes from: August 9, 2016 Total Change is: 3,967
-73 3,623 570 2,706 -889 374 705 302 107 -1 0 0 -421 -120
Percent of Open Interest Represented by Each Category of Trader
7.9 59.7 0.5 64.3 22.1 7.1 13.8 7.2 1.4 1.9 0.5 0.0 3.0 1.6
Number of Traders in Each Category Total Traders: 127
8 11 . 47 22 21 15 14 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 846,990
Positions
49,034 576,228 38,019 446,186 66,199 58,723 184,008 72,121 7,953 35,919 18,742 762 26,386 8,243
Changes from: August 9, 2016 Total Change is: 63,572
4,260 43,696 33,688 18,892 -9,918 -7,083 8,218 1,688 642 254 -41 -28 4,729 928
Percent of Open Interest Represented by Each Category of Trader
5.8 68.0 4.5 52.7 7.8 6.9 21.7 8.5 0.9 4.2 2.2 0.1 3.1 1.0
Number of Traders in Each Category Total Traders: 311
25 20 11 113 25 37 56 21 16 39 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 696,126
Positions
11,143 46,516 19,286 208,792 171,414 120,250 75,560 80,008 74,099 7,146 19,740 11,402 168,447 153,410
Changes from: August 9, 2016 Total Change is: 3,411
771 -2,652 309 9,817 9,806 1,120 -7,036 4,207 113 -467 -2,479 -630 -587 -6,384
Percent of Open Interest Represented by Each Category of Trader
1.6 6.7 2.8 30.0 24.6 17.3 10.9 11.5 10.6 1.0 2.8 1.6 24.2 22.0
Number of Traders in Each Category Total Traders: 155
7 15 13 38 31 36 24 26 33 9 5 10
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Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 613,807
Positions
0 67,874 5,718 311,064 118,483 91,217 39,736 216,384 17,741 13,494 8,827 2,040 132,797 85,523
Changes from: August 9, 2016 Total Change is: 3,813
-1,669 -11,860 4,396 595 3,332 2,954 3,618 -245 816 -103 -570 -217 -6,577 5,207
Percent of Open Interest Represented by Each Category of Trader
0.0 11.1 0.9 50.7 19.3 14.9 6.5 35.3 2.9 2.2 1.4 0.3 21.6 13.9
Number of Traders in Each Category Total Traders: 98
. 7 5 43 13 33 11 17 12 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 1,151,409
Positions
54,074 96,641 13,142 343,568 209,510 145,028 289,385 240,313 90,896 91,146 200,273 7,614 116,555 147,992
Changes from: August 9, 2016 Total Change is: 14,165
27,019 -226 3,168 -561 -7,258 -5,663 6,140 9,658 9,225 -26,878 -516 1,523 192 4,255
Percent of Open Interest Represented by Each Category of Trader
4.7 8.4 1.1 29.8 18.2 12.6 25.1 20.9 7.9 7.9 17.4 0.7 10.1 12.9
Number of Traders in Each Category Total Traders: 246
12 30 12 46 39 49 36 41 35 20 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 3,342,191
Positions
150,209 141,454 165,755 816,528 977,197 483,888 557,053 587,396 331,051 375,726 137,631 73,786 388,195 444,033
Changes from: August 9, 2016 Total Change is: -12,131
-4,016 -28,277 16,588 -1,104 15,666 -17,940 -7,378 2,420 2,657 -4,737 -8,410 6,823 -3,025 -1,659
Percent of Open Interest Represented by Each Category of Trader
4.5 4.2 5.0 24.4 29.2 14.5 16.7 17.6 9.9 11.2 4.1 2.2 11.6 13.3
Number of Traders in Each Category Total Traders: 366
28 27 42 58 70 74 60 64 88 26 33 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 186,920
Positions
19,462 9,320 1,189 38,282 88,996 4,402 62,618 2,410 1,203 7,664 0 0 52,100 79,400
Changes from: August 9, 2016 Total Change is: 9,683
7,538 3,507 1,105 9,366 4,402 -446 -2,339 0 -2,778 0 0 0 -2,764 3,893
Percent of Open Interest Represented by Each Category of Trader
10.4 5.0 0.6 20.5 47.6 2.4 33.5 1.3 0.6 4.1 0.0 0.0 27.9 42.5
Number of Traders in Each Category Total Traders: 33
4 . . 4 11 6 8 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,008,272
Positions
60,268 352,037 113,925 1,523,488 587,604 317,976 342,259 910,817 187,305 161,879 166,723 33,211 267,963 338,674
Changes from: August 9, 2016 Total Change is: 61,177
2,121 -21,131 28,495 409 41,569 7,887 3,352 -29,663 38,703 -27,710 -1,275 6,190 1,730 -9,597
Percent of Open Interest Represented by Each Category of Trader
2.0 11.7 3.8 50.6 19.5 10.6 11.4 30.3 6.2 5.4 5.5 1.1 8.9 11.3
Number of Traders in Each Category Total Traders: 301
13 38 27 53 54 52 41 60 55 14 28 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 845,342
Positions
298,298 102,228 266,197 6,890 20,309 21,718 29,935 178,417 167,904 13,756 13,795 18,123 22,521 56,651
Changes from: August 9, 2016 Total Change is: 29,609
24,729 21,675 7,456 2,764 -5,040 -265 9,408 15,652 -3,636 -6,118 -2,530 -2,159 -2,571 -1,544
Percent of Open Interest Represented by Each Category of Trader
35.3 12.1 31.5 0.8 2.4 2.6 3.5 21.1 19.9 1.6 1.6 2.1 2.7 6.7
Number of Traders in Each Category Total Traders: 133
19 34 44 . 7 4 16 40 36 . 4 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,848,005
Positions
3,618,831 1,353,844 3,411,212 315,557 1,804,416 597,561 584,658 1,071,962 7,578,099 667,734 598,600 1,194,481 879,872 1,237,829
Changes from: August 9, 2016 Total Change is: -525,657
100,902 -85,451 -248,720 -8,983 132,829 -15,724 -88,102 54,210 -378,385 37,982 -30,159 47,893 27,479 -2,150
Percent of Open Interest Represented by Each Category of Trader
19.2 7.2 18.1 1.7 9.6 3.2 3.1 5.7 40.2 3.5 3.2 6.3 4.7 6.6
Number of Traders in Each Category Total Traders: 313
31 53 80 13 27 33 43 91 110 22 27 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 26,317
Positions
4,693 4,635 0 0 9,612 144 11,889 9,038 0 8,845 2,111 637 109 140
Changes from: August 9, 2016 Total Change is: 1,340
314 557 0 0 -185 -1 913 756 0 143 205 5 -34 3
Percent of Open Interest Represented by Each Category of Trader
17.8 17.6 0.0 0.0 36.5 0.5 45.2 34.3 0.0 33.6 8.0 2.4 0.4 0.5
Number of Traders in Each Category Total Traders: 46
5 5 0 0 13 . 5 7 0 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 34,205
Positions
9,994 13,804 0 270 8,094 414 22,464 7,628 0 939 4,086 54 70 125
Changes from: August 9, 2016 Total Change is: -699
1,207 128 0 31 -798 -28 -1,562 -46 0 -309 -2 0 -38 47
Percent of Open Interest Represented by Each Category of Trader
29.2 40.4 0.0 0.8 23.7 1.2 65.7 22.3 0.0 2.7 11.9 0.2 0.2 0.4
Number of Traders in Each Category Total Traders: 33
4 . 0 . 4 . 7 8 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 58,063
Positions
184 19,091 5 12,934 1,233 1,746 10,949 24,932 8,151 17,105 545 53 6,935 2,307
Changes from: August 9, 2016 Total Change is: 1,493
-24 -851 3 -1,043 627 3 177 2,063 -1,042 4,152 171 1 -734 519
Percent of Open Interest Represented by Each Category of Trader
0.3 32.9 0.0 22.3 2.1 3.0 18.9 42.9 14.0 29.5 0.9 0.1 11.9 4.0
Number of Traders in Each Category Total Traders: 126
. 6 . 7 4 . 27 31 16 43 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 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 541,636
Positions
146,834 44,629 30,864 98,957 41,594 36,387 83,669 240,805 90,693 10,923 6,829 19,686 23,623 30,149
Changes from: August 9, 2016 Total Change is: -986
-14,164 -7,709 8,976 -2,807 -5,419 1,830 16,289 9,179 -5,566 -145 697 -1,774 -3,625 -1,200
Percent of Open Interest Represented by Each Category of Trader
27.1 8.2 5.7 18.3 7.7 6.7 15.4 44.5 16.7 2.0 1.3 3.6 4.4 5.6
Number of Traders in Each Category Total Traders: 238
18 12 24 14 20 16 44 77 64 17 19 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 18,159
Positions
537 2,874 0 12,652 0 198 3,318 13,840 390 917 842 0 147 15
Changes from: August 9, 2016 Total Change is: 31
449 -1,197 0 -235 0 -45 -87 423 0 -25 842 0 -26 8
Percent of Open Interest Represented by Each Category of Trader
3.0 15.8 0.0 69.7 0.0 1.1 18.3 76.2 2.1 5.0 4.6 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 34
. . 0 9 0 . 11 5 . 4 . 0
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Updated August 19, 2016