Traders in Financial Futures - Futures Only Positions as of February 23, 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 157,921
Positions
71,111 38,074 1,122 38,712 27,707 1,015 8,561 51,834 3,917 9,952 4,160 152 23,379 29,940
Changes from: February 16, 2016 Total Change is: -687
-1,023 6,554 2 -966 -5,233 -64 1,419 -1,288 -65 60 198 -22 -28 -769
Percent of Open Interest Represented by Each Category of Trader
45.0 24.1 0.7 24.5 17.5 0.6 5.4 32.8 2.5 6.3 2.6 0.1 14.8 19.0
Number of Traders in Each Category Total Traders: 83
6 6 5 8 8 4 11 29 9 10 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 47,838
Positions
27,614 2,255 8 807 2,238 0 10,404 22,379 1,703 0 400 0 7,302 18,855
Changes from: February 16, 2016 Total Change is: -726
1,944 -390 -157 -429 13 0 -13 -1,982 200 0 0 0 -2,271 1,590
Percent of Open Interest Represented by Each Category of Trader
57.7 4.7 0.0 1.7 4.7 0.0 21.7 46.8 3.6 0.0 0.8 0.0 15.3 39.4
Number of Traders in Each Category Total Traders: 36
6 . . . 4 0 9 13 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 257,214
Positions
178,814 3,551 970 2,847 86,310 1,372 45,264 103,280 7,341 2,426 16,490 200 17,980 37,700
Changes from: February 16, 2016 Total Change is: -3,435
-5,467 -911 356 -739 -5,647 19 -783 -1,700 472 -115 2,738 -89 2,911 1,327
Percent of Open Interest Represented by Each Category of Trader
69.5 1.4 0.4 1.1 33.6 0.5 17.6 40.2 2.9 0.9 6.4 0.1 7.0 14.7
Number of Traders in Each Category Total Traders: 110
12 5 4 . 26 6 22 32 12 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 257,064
Positions
70,873 105,217 411 30,411 56,887 5,577 73,625 57,704 3,015 42,224 1,833 324 30,604 26,096
Changes from: February 16, 2016 Total Change is: 8,079
13 7,895 313 317 251 68 4,369 3,757 187 1,943 -4,311 106 763 -187
Percent of Open Interest Represented by Each Category of Trader
27.6 40.9 0.2 11.8 22.1 2.2 28.6 22.4 1.2 16.4 0.7 0.1 11.9 10.2
Number of Traders in Each Category Total Traders: 128
6 13 . 13 21 9 35 29 17 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 422,624
Positions
123,404 124,087 3,612 112,727 93,719 18,195 55,047 90,947 6,695 52,711 28,466 1,807 48,426 55,096
Changes from: February 16, 2016 Total Change is: -7,373
5,066 1,963 -410 12,093 59 215 -2,218 -7,425 -468 -20,610 -1,377 -229 -812 299
Percent of Open Interest Represented by Each Category of Trader
29.2 29.4 0.9 26.7 22.2 4.3 13.0 21.5 1.6 12.5 6.7 0.4 11.5 13.0
Number of Traders in Each Category Total Traders: 222
16 11 10 35 33 25 32 41 20 20 34 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 34,513
Positions
2,137 27,017 172 13,018 1,208 903 4,649 793 87 2,019 0 0 11,528 4,333
Changes from: February 16, 2016 Total Change is: -305
47 -351 -91 6,565 0 381 -368 0 87 -6,787 0 -183 44 -148
Percent of Open Interest Represented by Each Category of Trader
6.2 78.3 0.5 37.7 3.5 2.6 13.5 2.3 0.3 5.8 0.0 0.0 33.4 12.6
Number of Traders in Each Category Total Traders: 22
4 . . 7 . 5 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 119,526
Positions
47,669 22,027 460 22,426 6,840 1,310 26,035 33,180 2,315 490 29,591 0 18,821 23,803
Changes from: February 16, 2016 Total Change is: 8,079
-671 10,876 247 887 -2,189 268 4,958 -2,026 246 8 1,654 0 2,136 -997
Percent of Open Interest Represented by Each Category of Trader
39.9 18.4 0.4 18.8 5.7 1.1 21.8 27.8 1.9 0.4 24.8 0.0 15.7 19.9
Number of Traders in Each Category Total Traders: 83
8 7 5 9 6 4 14 26 10 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 30,297
Positions
18,113 20,924 1,207 3,838 0 0 4,392 4,119 644 713 2,377 235 1,155 791
Changes from: February 16, 2016 Total Change is: -1,678
-1,070 -1,000 0 -50 0 0 -361 -722 28 -140 0 0 -85 16
Percent of Open Interest Represented by Each Category of Trader
59.8 69.1 4.0 12.7 0.0 0.0 14.5 13.6 2.1 2.4 7.8 0.8 3.8 2.6
Number of Traders in Each Category Total Traders: 28
. 6 . . 0 0 7 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 145,631
Positions
77,610 54,748 265 11,748 4,604 686 27,663 50,526 20,962 2,732 5,416 604 3,361 7,820
Changes from: February 16, 2016 Total Change is: -15,772
11,870 -204 68 -37,144 -1,093 -178 8,380 -14,358 418 257 -231 434 123 -628
Percent of Open Interest Represented by Each Category of Trader
53.3 37.6 0.2 8.1 3.2 0.5 19.0 34.7 14.4 1.9 3.7 0.4 2.3 5.4
Number of Traders in Each Category Total Traders: 118
8 4 5 7 8 . 20 48 16 10 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 12,936
Positions
1,562 5,713 0 6,638 160 0 3,280 3,115 241 146 2,382 0 1,069 1,325
Changes from: February 16, 2016 Total Change is: -777
0 0 0 913 0 0 -1,939 -1,147 119 5 100 0 125 151
Percent of Open Interest Represented by Each Category of Trader
12.1 44.2 0.0 51.3 1.2 0.0 25.4 24.1 1.9 1.1 18.4 0.0 8.3 10.2
Number of Traders in Each Category Total Traders: 24
. . 0 . . 0 4 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 32,618
Positions
16,636 3,709 144 1,352 13,920 0 8,925 8,715 1,211 1,497 1,086 0 2,853 3,833
Changes from: February 16, 2016 Total Change is: -978
-2,448 -11 2 -250 -856 -1 1,561 248 -169 80 131 0 247 -322
Percent of Open Interest Represented by Each Category of Trader
51.0 11.4 0.4 4.1 42.7 0.0 27.4 26.7 3.7 4.6 3.3 0.0 8.7 11.8
Number of Traders in Each Category Total Traders: 57
9 . . . . 0 15 18 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 28,952
Positions
11,399 10,354 666 3,950 927 541 5,958 8,251 272 1,375 495 1 4,793 7,447
Changes from: February 16, 2016 Total Change is: -2,526
-3,304 -656 15 678 85 -51 603 -2,219 -375 -143 71 0 52 605
Percent of Open Interest Represented by Each Category of Trader
39.4 35.8 2.3 13.6 3.2 1.9 20.6 28.5 0.9 4.7 1.7 0.0 16.6 25.7
Number of Traders in Each Category Total Traders: 84
20 9 4 8 4 4 17 19 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 57,904
Positions
22,798 20,707 1,331 7,899 1,854 1,082 11,915 16,501 544 2,749 990 1 9,585 14,894
Changes from: February 16, 2016 Total Change is: -5,052
-6,608 -1,312 30 1,355 169 -102 1,205 -4,438 -750 -285 141 0 103 1,210
Percent of Open Interest Represented by Each Category of Trader
39.4 35.8 2.3 13.6 3.2 1.9 20.6 28.5 0.9 4.7 1.7 0.0 16.6 25.7
Number of Traders in Each Category Total Traders: 84
20 9 4 8 4 4 17 19 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 761,112
Positions
115,052 63,461 62,318 251,683 194,111 60,762 70,328 141,995 31,292 22,961 47,140 6,770 139,946 153,263
Changes from: February 16, 2016 Total Change is: 321
9,608 2,374 -3,508 675 -4,676 -1,426 -722 -4,782 -902 -3,255 4,044 -390 242 9,589
Percent of Open Interest Represented by Each Category of Trader
15.1 8.3 8.2 33.1 25.5 8.0 9.2 18.7 4.1 3.0 6.2 0.9 18.4 20.1
Number of Traders in Each Category Total Traders: 598
38 34 29 115 98 92 73 133 75 38 69 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 142,533
Positions
67,380 16,623 3,217 26,103 18,411 2,720 11,242 7,922 697 2,428 5,414 697 28,049 86,832
Changes from: February 16, 2016 Total Change is: 2,149
5,721 -4,026 200 -3,666 979 182 734 -971 -2 -18 287 -7 -995 5,507
Percent of Open Interest Represented by Each Category of Trader
47.3 11.7 2.3 18.3 12.9 1.9 7.9 5.6 0.5 1.7 3.8 0.5 19.7 60.9
Number of Traders in Each Category Total Traders: 66
13 6 5 13 6 7 11 12 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 3,092,895
Positions
387,070 382,900 146,796 1,164,749 915,350 253,359 361,877 736,813 86,527 112,515 218,481 20,515 559,487 332,154
Changes from: February 16, 2016 Total Change is: -9,138
-13,257 -692 14,149 15,741 -34,241 -2,075 -13,752 -25,529 1,971 -18,827 16,142 728 6,184 20,409
Percent of Open Interest Represented by Each Category of Trader
12.5 12.4 4.7 37.7 29.6 8.2 11.7 23.8 2.8 3.6 7.1 0.7 18.1 10.7
Number of Traders in Each Category Total Traders: 592
33 39 27 111 97 87 74 132 69 39 67 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 98,133
Positions
35,405 3,163 64 39,375 74,024 3,131 12,479 11,177 319 256 554 0 7,104 5,701
Changes from: February 16, 2016 Total Change is: -3,651
-586 -150 -59 -875 -4,105 -246 -758 1,199 -582 4 -30 0 -549 322
Percent of Open Interest Represented by Each Category of Trader
36.1 3.2 0.1 40.1 75.4 3.2 12.7 11.4 0.3 0.3 0.6 0.0 7.2 5.8
Number of Traders in Each Category Total Traders: 90
12 . . 34 18 15 11 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 52,133
Positions
11,025 18,520 638 25,153 13,157 1,188 7,613 10,152 725 2,023 2,116 47 3,722 5,593
Changes from: February 16, 2016 Total Change is: -1,785
-158 246 263 -191 -950 256 -1,177 -1,663 -146 -134 340 -17 -482 -115
Percent of Open Interest Represented by Each Category of Trader
21.1 35.5 1.2 48.2 25.2 2.3 14.6 19.5 1.4 3.9 4.1 0.1 7.1 10.7
Number of Traders in Each Category Total Traders: 206
12 25 6 35 24 11 25 56 14 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 260,667
Positions
55,125 92,598 3,189 125,767 65,785 5,938 38,064 50,758 3,625 10,115 10,578 233 18,611 27,963
Changes from: February 16, 2016 Total Change is: -8,925
-788 1,232 1,314 -953 -4,749 1,282 -5,885 -8,316 -730 -670 1,699 -84 -2,411 -573
Percent of Open Interest Represented by Each Category of Trader
21.1 35.5 1.2 48.2 25.2 2.3 14.6 19.5 1.4 3.9 4.1 0.1 7.1 10.7
Number of Traders in Each Category Total Traders: 206
12 25 6 35 24 11 25 56 14 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 433,999
Positions
195,789 28,445 1,858 113,874 217,644 23,810 73,304 126,181 4,103 7,661 9,591 51 13,549 22,316
Changes from: February 16, 2016 Total Change is: -2,137
4,642 -5,480 322 1,937 -7,431 -1,183 -581 11,110 -2,956 -2,694 192 -8 -1,616 3,297
Percent of Open Interest Represented by Each Category of Trader
45.1 6.6 0.4 26.2 50.1 5.5 16.9 29.1 0.9 1.8 2.2 0.0 3.1 5.1
Number of Traders in Each Category Total Traders: 262
23 11 4 52 58 29 32 60 14 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 40,093
Positions
4,688 6,225 130 16,643 815 73 6,326 6,702 504 4,312 21,030 0 7,417 4,614
Changes from: February 16, 2016 Total Change is: -1,091
-208 -328 -34 -721 -28 13 151 -678 -20 -129 0 0 -143 -16
Percent of Open Interest Represented by Each Category of Trader
11.7 15.5 0.3 41.5 2.0 0.2 15.8 16.7 1.3 10.8 52.5 0.0 18.5 11.5
Number of Traders in Each Category Total Traders: 46
. 7 . 12 . . 8 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 100,935
Positions
28,719 13,114 4,194 15,158 3,979 766 31,884 9,028 2,013 7,031 0 55 11,115 67,786
Changes from: February 16, 2016 Total Change is: -4,372
2,545 -684 -1,242 -2,516 268 762 -2,980 1,239 126 -25 -1,491 -10 -1,032 -3,340
Percent of Open Interest Represented by Each Category of Trader
28.5 13.0 4.2 15.0 3.9 0.8 31.6 8.9 2.0 7.0 0.0 0.1 11.0 67.2
Number of Traders in Each Category Total Traders: 85
18 12 4 10 5 . 23 11 11 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 203,124
Positions
8,824 103,084 449 129,102 70,237 7,782 44,193 10,909 2,785 3,196 2,591 4 6,789 5,283
Changes from: February 16, 2016 Total Change is: 1,153
-2,965 1,284 -37 3,171 -3,569 99 222 3,516 -70 465 -133 -4 272 67
Percent of Open Interest Represented by Each Category of Trader
4.3 50.7 0.2 63.6 34.6 3.8 21.8 5.4 1.4 1.6 1.3 0.0 3.3 2.6
Number of Traders in Each Category Total Traders: 127
8 13 . 38 27 14 15 11 5 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 546,106
Positions
30,660 156,507 2,883 273,056 170,997 92,386 106,534 88,366 6,022 19,034 16,510 1,882 13,649 10,553
Changes from: February 16, 2016 Total Change is: 336
-6,888 11,100 -1,098 7,813 -25,554 -738 3,210 15,683 -696 1,492 2,352 -474 -2,285 -239
Percent of Open Interest Represented by Each Category of Trader
5.6 28.7 0.5 50.0 31.3 16.9 19.5 16.2 1.1 3.5 3.0 0.3 2.5 1.9
Number of Traders in Each Category Total Traders: 281
20 23 6 74 46 39 27 45 18 29 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 546,339
Positions
8,345 59,356 2,541 190,709 148,776 90,570 53,102 48,034 24,312 8,652 20,068 325 167,783 152,357
Changes from: February 16, 2016 Total Change is: -22,223
1,215 -21,015 -278 -52,745 9,997 5,923 -2,503 -24,564 5,759 3,123 -10,744 200 17,083 12,499
Percent of Open Interest Represented by Each Category of Trader
1.5 10.9 0.5 34.9 27.2 16.6 9.7 8.8 4.4 1.6 3.7 0.1 30.7 27.9
Number of Traders in Each Category Total Traders: 139
7 14 7 33 26 31 26 20 20 6 7 .
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Traders in Financial Futures - Futures Only Positions as of February 23, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 662,294
Positions
0 81,156 1,354 373,708 116,487 57,140 28,930 275,102 35,025 7,699 8,203 0 158,438 87,827
Changes from: February 16, 2016 Total Change is: 20,086
-3,678 -4,557 93 -15,362 -3,950 -921 2,370 -5,455 24,118 -1,615 -50 0 15,081 10,808
Percent of Open Interest Represented by Each Category of Trader
0.0 12.3 0.2 56.4 17.6 8.6 4.4 41.5 5.3 1.2 1.2 0.0 23.9 13.3
Number of Traders in Each Category Total Traders: 92
0 7 . 45 13 30 11 11 11 . . 0
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Traders in Financial Futures - Futures Only Positions as of February 23, 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 1,149,530
Positions
14,464 120,197 9,430 352,525 198,008 104,091 370,279 341,616 78,439 55,006 120,044 20,238 145,058 157,467
Changes from: February 16, 2016 Total Change is: -57,378
-2,686 -16,756 4,484 1,016 -1,215 -2,596 6,333 -8,530 -31,918 -50,880 -2,053 379 18,490 827
Percent of Open Interest Represented by Each Category of Trader
1.3 10.5 0.8 30.7 17.2 9.1 32.2 29.7 6.8 4.8 10.4 1.8 12.6 13.7
Number of Traders in Each Category Total Traders: 254
6 28 14 56 36 43 43 37 41 16 31 12
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Traders in Financial Futures - Futures Only Positions as of February 23, 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 3,086,539
Positions
83,018 303,736 63,535 1,113,479 869,385 365,660 526,071 724,126 135,800 366,642 159,617 20,461 411,873 444,219
Changes from: February 16, 2016 Total Change is: -58,338
-3,839 14,173 -49,680 -40,062 126,930 11,003 68,126 -86,603 -67,406 -1,806 -11,911 -205 25,531 5,361
Percent of Open Interest Represented by Each Category of Trader
2.7 9.8 2.1 36.1 28.2 11.8 17.0 23.5 4.4 11.9 5.2 0.7 13.3 14.4
Number of Traders in Each Category Total Traders: 358
18 35 20 60 79 72 59 56 48 18 33 15
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Traders in Financial Futures - Futures Only Positions as of February 23, 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 2,697,958
Positions
42,881 297,357 43,601 1,288,189 465,618 371,128 347,444 808,023 132,748 130,729 170,170 6,807 334,431 402,506
Changes from: February 16, 2016 Total Change is: -52,094
-26,450 -36,434 -19,905 -34,006 23,197 5,814 3,200 -83,742 3,417 -9,494 -8,338 -2,013 27,343 65,910
Percent of Open Interest Represented by Each Category of Trader
1.6 11.0 1.6 47.7 17.3 13.8 12.9 29.9 4.9 4.8 6.3 0.3 12.4 14.9
Number of Traders in Each Category Total Traders: 279
9 29 16 50 50 53 51 46 54 13 31 10
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Traders in Financial Futures - Futures Only Positions as of February 23, 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 786,174
Positions
345,223 176,390 232,884 5,339 7,830 15,980 23,337 136,472 119,289 7,274 40,877 14,966 21,882 41,486
Changes from: February 16, 2016 Total Change is: 19,904
22,991 -6,836 9,129 1,200 4,492 -2,678 -346 20,048 -1,961 -8,604 157 302 -129 -2,749
Percent of Open Interest Represented by Each Category of Trader
43.9 22.4 29.6 0.7 1.0 2.0 3.0 17.4 15.2 0.9 5.2 1.9 2.8 5.3
Number of Traders in Each Category Total Traders: 106
14 29 35 . 5 5 15 30 30 5 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 is10,629,147
Positions
2,316,070 1,501,781 2,419,366 1,002,182 1,337,795 323,463 1,502,500 1,568,607 1,495,211 365,789 427,077 369,676 834,890 1,186,171
Changes from: February 16, 2016 Total Change is: -167,726
15,864 -136,405 -61,048 41,230 10,045 -4,385 14,432 109,769 -108,188 -51,215 -19,322 -34,302 19,886 76,110
Percent of Open Interest Represented by Each Category of Trader
21.8 14.1 22.8 9.4 12.6 3.0 14.1 14.8 14.1 3.4 4.0 3.5 7.9 11.2
Number of Traders in Each Category Total Traders: 274
29 54 77 9 27 28 33 75 80 8 27 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 30,694
Positions
4,944 5,377 0 310 12,819 136 18,996 8,766 0 5,778 3,069 421 109 106
Changes from: February 16, 2016 Total Change is: 980
264 -144 0 0 474 27 1,099 298 0 -523 169 144 -31 12
Percent of Open Interest Represented by Each Category of Trader
16.1 17.5 0.0 1.0 41.8 0.4 61.9 28.6 0.0 18.8 10.0 1.4 0.4 0.3
Number of Traders in Each Category Total Traders: 50
. 4 0 . 13 . 6 12 0 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 40,086
Positions
1,535 9,449 0 466 15,939 245 35,335 9,325 0 2,372 5,031 0 133 97
Changes from: February 16, 2016 Total Change is: 2,361
52 1,770 0 28 52 0 2,196 262 0 22 250 0 63 27
Percent of Open Interest Represented by Each Category of Trader
3.8 23.6 0.0 1.2 39.8 0.6 88.1 23.3 0.0 5.9 12.6 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 38
. . 0 . 9 . 7 5 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 69,258
Positions
679 46,542 4 15,079 2,368 887 24,704 12,436 3,426 18,573 1,211 0 5,906 2,384
Changes from: February 16, 2016 Total Change is: -668
-204 -1,315 0 -28 115 49 -351 -590 1,091 -297 598 0 -928 -616
Percent of Open Interest Represented by Each Category of Trader
1.0 67.2 0.0 21.8 3.4 1.3 35.7 18.0 4.9 26.8 1.7 0.0 8.5 3.4
Number of Traders in Each Category Total Traders: 113
. 4 . 4 5 . 28 18 12 41 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 248,064
Positions
21,757 75,788 17,721 60,477 8,935 29,261 42,913 42,397 42,871 3,369 1,396 7,854 21,841 21,841
Changes from: February 16, 2016 Total Change is: -18,804
-327 1,641 -8,403 20,113 2,116 -1,173 -20,326 -5,399 -1,650 -1,490 -804 -5,433 -115 301
Percent of Open Interest Represented by Each Category of Trader
8.8 30.6 7.1 24.4 3.6 11.8 17.3 17.1 17.3 1.4 0.6 3.2 8.8 8.8
Number of Traders in Each Category Total Traders: 145
10 15 19 17 6 8 36 38 43 8 6 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 17,247
Positions
0 3,340 0 5,994 2,461 1,354 8,965 9,679 264 350 0 0 320 149
Changes from: February 16, 2016 Total Change is: 947
-30 -102 0 1,696 681 22 -716 346 0 70 0 0 -95 0
Percent of Open Interest Represented by Each Category of Trader
0.0 19.4 0.0 34.8 14.3 7.9 52.0 56.1 1.5 2.0 0.0 0.0 1.9 0.9
Number of Traders in Each Category Total Traders: 28
0 . 0 7 . 4 5 8 . . 0 0
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Updated February 26, 2016