Traders in Financial Futures - Futures Only Positions as of March 1, 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 159,107 Positions 71,146 45,764 1,041 43,121 29,015 1,014 6,213 42,929 3,952 9,091 4,766 170 23,359 30,456 Changes from: February 23, 2016 Total Change is: 1,186 35 7,690 -81 4,409 1,308 -1 -2,348 -8,905 35 -861 606 18 -20 516 Percent of Open Interest Represented by Each Category of Trader 44.7 28.8 0.7 27.1 18.2 0.6 3.9 27.0 2.5 5.7 3.0 0.1 14.7 19.1 Number of Traders in Each Category Total Traders: 83 6 6 . 8 9 4 11 27 10 10 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 47,634 Positions 27,413 1,733 489 807 2,177 0 10,691 21,607 1,581 0 400 0 6,653 19,647 Changes from: February 23, 2016 Total Change is: -204 -201 -522 481 0 -61 0 287 -772 -122 0 0 0 -649 792 Percent of Open Interest Represented by Each Category of Trader 57.5 3.6 1.0 1.7 4.6 0.0 22.4 45.4 3.3 0.0 0.8 0.0 14.0 41.2 Number of Traders in Each Category Total Traders: 37 7 . . . 4 0 8 14 8 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 275,825 Positions 196,948 3,526 1,006 2,770 89,313 1,549 47,707 114,471 7,435 804 17,913 91 17,515 40,521 Changes from: February 23, 2016 Total Change is: 18,611 18,134 -25 36 -77 3,003 177 2,443 11,191 94 -1,622 1,423 -109 -465 2,821 Percent of Open Interest Represented by Each Category of Trader 71.4 1.3 0.4 1.0 32.4 0.6 17.3 41.5 2.7 0.3 6.5 0.0 6.4 14.7 Number of Traders in Each Category Total Traders: 114 13 5 . . 28 6 24 34 15 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 261,679 Positions 70,081 108,400 2,100 29,575 50,649 6,217 78,742 53,078 5,603 39,349 4,617 2,588 27,424 28,427 Changes from: February 23, 2016 Total Change is: 4,615 -792 3,183 1,689 -836 -6,238 640 5,117 -4,626 2,588 -2,875 2,784 2,264 -3,180 2,331 Percent of Open Interest Represented by Each Category of Trader 26.8 41.4 0.8 11.3 19.4 2.4 30.1 20.3 2.1 15.0 1.8 1.0 10.5 10.9 Number of Traders in Each Category Total Traders: 132 6 13 5 15 21 9 39 24 20 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 417,624 Positions 127,024 89,796 5,506 109,538 101,128 18,313 55,422 107,037 5,141 49,293 25,359 2,927 44,460 62,417 Changes from: February 23, 2016 Total Change is: -5,000 3,620 -34,291 1,894 -3,189 7,409 118 375 16,090 -1,554 -3,418 -3,107 1,120 -3,966 7,321 Percent of Open Interest Represented by Each Category of Trader 30.4 21.5 1.3 26.2 24.2 4.4 13.3 25.6 1.2 11.8 6.1 0.7 10.6 14.9 Number of Traders in Each Category Total Traders: 229 17 10 9 35 34 26 31 49 18 19 34 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 34,144 Positions 2,048 26,680 279 12,730 1,255 1,293 4,655 793 9 2,022 0 0 11,108 3,835 Changes from: February 23, 2016 Total Change is: -369 -89 -337 107 -288 47 390 6 0 -78 3 0 0 -420 -498 Percent of Open Interest Represented by Each Category of Trader 6.0 78.1 0.8 37.3 3.7 3.8 13.6 2.3 0.0 5.9 0.0 0.0 32.5 11.2 Number of Traders in Each Category Total Traders: 21 4 . . 7 . 6 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 122,911 Positions 47,241 31,320 535 24,922 6,671 1,309 28,271 31,352 2,257 1,201 26,048 10 17,165 23,409 Changes from: February 23, 2016 Total Change is: 3,385 -428 9,293 75 2,496 -169 -1 2,236 -1,828 -58 711 -3,543 10 -1,656 -394 Percent of Open Interest Represented by Each Category of Trader 38.4 25.5 0.4 20.3 5.4 1.1 23.0 25.5 1.8 1.0 21.2 0.0 14.0 19.0 Number of Traders in Each Category Total Traders: 83 8 8 6 11 6 5 14 27 12 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 29,983 Positions 17,672 20,924 1,207 3,788 0 0 4,080 3,403 986 713 2,377 235 1,302 851 Changes from: February 23, 2016 Total Change is: -314 -441 0 0 -50 0 0 -312 -716 342 0 0 0 147 60 Percent of Open Interest Represented by Each Category of Trader 58.9 69.8 4.0 12.6 0.0 0.0 13.6 11.3 3.3 2.4 7.9 0.8 4.3 2.8 Number of Traders in Each Category Total Traders: 27 . 6 . . 0 0 7 4 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 141,104 Positions 79,061 54,857 489 12,738 4,630 686 23,994 49,894 18,171 2,363 5,411 171 3,431 6,795 Changes from: February 23, 2016 Total Change is: -4,527 1,451 109 224 990 26 0 -3,669 -632 -2,791 -369 -5 -433 70 -1,025 Percent of Open Interest Represented by Each Category of Trader 56.0 38.9 0.3 9.0 3.3 0.5 17.0 35.4 12.9 1.7 3.8 0.1 2.4 4.8 Number of Traders in Each Category Total Traders: 116 9 5 5 8 8 . 19 45 18 10 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 14,911 Positions 1,297 5,577 412 6,912 320 0 4,690 4,184 534 0 2,408 0 1,066 1,476 Changes from: February 23, 2016 Total Change is: 1,975 -265 -136 412 274 160 0 1,410 1,069 293 -146 26 0 -3 151 Percent of Open Interest Represented by Each Category of Trader 8.7 37.4 2.8 46.4 2.1 0.0 31.5 28.1 3.6 0.0 16.1 0.0 7.1 9.9 Number of Traders in Each Category Total Traders: 27 . . . . . 0 5 13 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 31,473 Positions 14,591 3,811 164 1,279 10,824 0 10,352 9,966 1,308 1,481 1,373 0 2,298 4,027 Changes from: February 23, 2016 Total Change is: -1,145 -2,045 102 20 -73 -3,096 0 1,427 1,251 97 -16 287 0 -555 194 Percent of Open Interest Represented by Each Category of Trader 46.4 12.1 0.5 4.1 34.4 0.0 32.9 31.7 4.2 4.7 4.4 0.0 7.3 12.8 Number of Traders in Each Category Total Traders: 62 9 . . . 4 0 15 20 6 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 31,216 Positions 11,494 11,690 957 5,086 769 231 6,064 9,660 399 1,313 692 1 5,672 6,819 Changes from: February 23, 2016 Total Change is: 2,264 95 1,336 292 1,137 -159 -311 107 1,410 127 -62 197 0 880 -628 Percent of Open Interest Represented by Each Category of Trader 36.8 37.4 3.1 16.3 2.5 0.7 19.4 30.9 1.3 4.2 2.2 0.0 18.2 21.8 Number of Traders in Each Category Total Traders: 85 19 10 5 11 . 5 21 15 4 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 62,431 Positions 22,987 23,379 1,914 10,172 1,537 461 12,128 19,320 798 2,626 1,383 1 11,344 13,638 Changes from: February 23, 2016 Total Change is: 4,527 189 2,672 583 2,273 -317 -621 213 2,819 254 -123 393 0 1,759 -1,256 Percent of Open Interest Represented by Each Category of Trader 36.8 37.4 3.1 16.3 2.5 0.7 19.4 30.9 1.3 4.2 2.2 0.0 18.2 21.8 Number of Traders in Each Category Total Traders: 85 19 10 5 11 . 5 21 15 4 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 776,246 Positions 127,552 72,317 58,108 241,793 191,022 63,691 70,404 140,031 37,535 24,002 49,726 5,013 148,148 158,803 Changes from: February 23, 2016 Total Change is: 15,134 12,500 8,856 -4,210 -9,889 -3,089 2,929 76 -1,964 6,243 1,041 2,586 -1,757 8,202 5,540 Percent of Open Interest Represented by Each Category of Trader 16.4 9.3 7.5 31.1 24.6 8.2 9.1 18.0 4.8 3.1 6.4 0.6 19.1 20.5 Number of Traders in Each Category Total Traders: 585 38 35 33 112 97 91 72 122 73 39 70 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 146,272 Positions 69,433 15,590 3,447 21,871 18,736 2,768 14,064 9,301 729 2,438 5,519 719 30,803 89,463 Changes from: February 23, 2016 Total Change is: 3,739 2,053 -1,033 230 -4,232 325 48 2,822 1,379 32 10 105 22 2,754 2,631 Percent of Open Interest Represented by Each Category of Trader 47.5 10.7 2.4 15.0 12.8 1.9 9.6 6.4 0.5 1.7 3.8 0.5 21.1 61.2 Number of Traders in Each Category Total Traders: 66 13 7 5 12 6 7 11 12 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 3,149,871 Positions 410,804 403,846 153,096 1,126,246 888,063 277,982 372,546 744,497 93,181 116,820 230,036 12,470 586,726 346,700 Changes from: February 23, 2016 Total Change is: 56,976 23,734 20,946 6,300 -38,503 -27,287 24,623 10,669 7,684 6,654 4,305 11,555 -8,045 27,239 14,546 Percent of Open Interest Represented by Each Category of Trader 13.0 12.8 4.9 35.8 28.2 8.8 11.8 23.6 3.0 3.7 7.3 0.4 18.6 11.0 Number of Traders in Each Category Total Traders: 579 33 40 29 109 95 87 70 124 66 40 68 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 95,249 Positions 33,040 4,065 151 39,037 70,465 3,050 11,840 11,634 424 254 745 0 7,453 4,715 Changes from: February 23, 2016 Total Change is: -2,884 -2,365 902 87 -338 -3,559 -81 -639 457 105 -2 191 0 349 -986 Percent of Open Interest Represented by Each Category of Trader 34.7 4.3 0.2 41.0 74.0 3.2 12.4 12.2 0.4 0.3 0.8 0.0 7.8 5.0 Number of Traders in Each Category Total Traders: 89 11 4 . 34 18 14 8 10 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 51,617 Positions 8,845 21,157 669 26,019 10,994 1,284 7,733 9,239 837 1,951 2,215 29 4,249 5,192 Changes from: February 23, 2016 Total Change is: -516 -2,180 2,638 31 866 -2,163 97 120 -913 112 -72 99 -17 527 -401 Percent of Open Interest Represented by Each Category of Trader 17.1 41.0 1.3 50.4 21.3 2.5 15.0 17.9 1.6 3.8 4.3 0.1 8.2 10.1 Number of Traders in Each Category Total Traders: 212 12 25 7 40 23 10 29 57 18 12 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 258,086 Positions 44,226 105,787 3,344 130,096 54,972 6,421 38,664 46,195 4,186 9,756 11,075 147 21,246 25,959 Changes from: February 23, 2016 Total Change is: -2,581 -10,899 13,189 155 4,329 -10,813 483 600 -4,563 561 -359 497 -86 2,635 -2,004 Percent of Open Interest Represented by Each Category of Trader 17.1 41.0 1.3 50.4 21.3 2.5 15.0 17.9 1.6 3.8 4.3 0.1 8.2 10.1 Number of Traders in Each Category Total Traders: 212 12 25 7 40 23 10 29 57 18 12 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 429,603 Positions 198,459 29,234 1,548 110,162 213,503 23,147 70,923 126,013 4,058 6,886 10,241 303 14,117 21,556 Changes from: February 23, 2016 Total Change is: -4,396 2,670 789 -310 -3,712 -4,141 -663 -2,381 -168 -45 -775 650 252 568 -760 Percent of Open Interest Represented by Each Category of Trader 46.2 6.8 0.4 25.6 49.7 5.4 16.5 29.3 0.9 1.6 2.4 0.1 3.3 5.0 Number of Traders in Each Category Total Traders: 273 25 12 . 52 57 27 36 64 14 10 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 40,667 Positions 5,304 6,658 130 16,873 1,381 123 6,419 6,283 170 4,494 21,276 0 7,154 4,646 Changes from: February 23, 2016 Total Change is: 574 616 433 0 230 566 50 93 -419 -334 182 246 0 -263 32 Percent of Open Interest Represented by Each Category of Trader 13.0 16.4 0.3 41.5 3.4 0.3 15.8 15.4 0.4 11.1 52.3 0.0 17.6 11.4 Number of Traders in Each Category Total Traders: 51 . 7 . 12 4 . 7 11 4 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 100,816 Positions 30,450 11,805 3,931 12,937 5,988 748 31,820 9,139 2,173 8,082 563 65 10,610 66,404 Changes from: February 23, 2016 Total Change is: -119 1,731 -1,309 -263 -2,221 2,009 -18 -64 111 160 1,051 563 10 -505 -1,382 Percent of Open Interest Represented by Each Category of Trader 30.2 11.7 3.9 12.8 5.9 0.7 31.6 9.1 2.2 8.0 0.6 0.1 10.5 65.9 Number of Traders in Each Category Total Traders: 96 19 10 . 9 6 . 28 15 10 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 201,838 Positions 11,383 107,734 621 121,313 69,713 8,177 46,206 4,139 2,979 3,331 2,972 11 7,817 5,492 Changes from: February 23, 2016 Total Change is: -1,286 2,559 4,650 172 -7,789 -524 395 2,013 -6,770 194 135 381 7 1,028 209 Percent of Open Interest Represented by Each Category of Trader 5.6 53.4 0.3 60.1 34.5 4.1 22.9 2.1 1.5 1.7 1.5 0.0 3.9 2.7 Number of Traders in Each Category Total Traders: 133 10 13 . 42 28 17 18 6 5 8 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 565,050 Positions 31,160 178,491 17,581 266,216 156,913 91,554 109,447 84,313 6,411 19,767 15,980 1,373 21,541 12,434 Changes from: February 23, 2016 Total Change is: 18,944 500 21,984 14,698 -6,840 -14,084 -832 2,913 -4,053 389 733 -530 -509 7,892 1,881 Percent of Open Interest Represented by Each Category of Trader 5.5 31.6 3.1 47.1 27.8 16.2 19.4 14.9 1.1 3.5 2.8 0.2 3.8 2.2 Number of Traders in Each Category Total Traders: 277 21 22 8 78 45 39 29 42 19 25 15 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 542,518 Positions 8,826 53,132 4,042 187,921 151,929 85,750 58,144 44,858 43,954 7,920 21,000 204 145,757 137,649 Changes from: February 23, 2016 Total Change is: -3,821 481 -6,224 1,501 -2,788 3,153 -4,820 5,042 -3,176 19,642 -732 932 -121 -22,026 -14,708 Percent of Open Interest Represented by Each Category of Trader 1.6 9.8 0.7 34.6 28.0 15.8 10.7 8.3 8.1 1.5 3.9 0.0 26.9 25.4 Number of Traders in Each Category Total Traders: 151 7 14 10 32 31 34 30 22 20 8 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 624,033 Positions 2,375 82,056 1,252 363,917 110,496 52,834 33,724 264,102 21,983 7,544 7,856 0 140,404 83,454 Changes from: February 23, 2016 Total Change is: -38,261 2,375 900 -102 -9,791 -5,991 -4,306 4,794 -11,000 -13,042 -155 -347 0 -18,034 -4,373 Percent of Open Interest Represented by Each Category of Trader 0.4 13.1 0.2 58.3 17.7 8.5 5.4 42.3 3.5 1.2 1.3 0.0 22.5 13.4 Number of Traders in Each Category Total Traders: 98 . 7 6 47 13 28 11 14 11 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,068,941 Positions 24,682 124,317 10,111 365,850 209,098 103,311 321,207 288,551 57,506 59,001 115,245 11,418 115,855 149,384 Changes from: February 23, 2016 Total Change is: -80,589 10,218 4,120 681 13,325 11,090 -780 -49,072 -53,065 -20,933 3,995 -4,799 -8,820 -29,203 -8,083 Percent of Open Interest Represented by Each Category of Trader 2.3 11.6 0.9 34.2 19.6 9.7 30.0 27.0 5.4 5.5 10.8 1.1 10.8 14.0 Number of Traders in Each Category Total Traders: 248 13 24 12 55 38 47 40 35 30 16 26 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,909,117 Positions 93,031 253,374 46,368 1,032,735 776,958 360,823 472,799 737,082 162,197 354,610 133,535 16,330 370,224 422,450 Changes from: February 23, 2016 Total Change is: -177,422 10,013 -50,362 -17,167 -80,744 -92,427 -4,837 -53,272 12,956 26,397 -12,032 -26,082 -4,131 -41,649 -21,769 Percent of Open Interest Represented by Each Category of Trader 3.2 8.7 1.6 35.5 26.7 12.4 16.3 25.3 5.6 12.2 4.6 0.6 12.7 14.5 Number of Traders in Each Category Total Traders: 353 22 32 24 59 78 68 62 53 50 16 31 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,644,923 Positions 53,863 289,152 34,058 1,305,606 522,118 322,164 318,448 762,959 190,697 134,137 162,869 6,084 279,866 354,822 Changes from: February 23, 2016 Total Change is: -53,035 10,982 -8,205 -9,543 17,417 56,500 -48,964 -28,996 -45,064 57,949 3,408 -7,301 -723 -54,565 -47,684 Percent of Open Interest Represented by Each Category of Trader 2.0 10.9 1.3 49.4 19.7 12.2 12.0 28.8 7.2 5.1 6.2 0.2 10.6 13.4 Number of Traders in Each Category Total Traders: 277 11 29 17 48 51 51 47 46 37 12 32 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 725,225 Positions 297,693 162,430 205,489 4,139 10,691 10,949 30,198 108,833 132,591 4,207 36,091 16,316 23,643 41,835 Changes from: February 23, 2016 Total Change is: -60,949 -47,530 -13,960 -27,395 -1,200 2,861 -5,031 6,861 -27,639 13,302 -3,067 -4,786 1,350 1,761 349 Percent of Open Interest Represented by Each Category of Trader 41.0 22.4 28.3 0.6 1.5 1.5 4.2 15.0 18.3 0.6 5.0 2.2 3.3 5.8 Number of Traders in Each Category Total Traders: 100 15 27 32 . 5 4 12 30 29 . 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is10,929,373 Positions 2,383,258 1,498,718 2,510,653 1,064,027 1,323,414 319,936 1,434,984 1,677,470 1,606,896 406,554 443,315 410,593 792,472 1,138,378 Changes from: February 23, 2016 Total Change is: 300,226 67,188 -3,063 91,287 61,845 -14,381 -3,527 -67,516 108,863 111,685 40,765 16,238 40,917 -42,418 -47,793 Percent of Open Interest Represented by Each Category of Trader 21.8 13.7 23.0 9.7 12.1 2.9 13.1 15.3 14.7 3.7 4.1 3.8 7.3 10.4 Number of Traders in Each Category Total Traders: 280 30 53 79 11 28 31 30 83 82 8 24 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 32,345 Positions 5,041 6,110 127 0 13,156 136 20,330 8,803 292 5,761 3,029 555 103 137 Changes from: February 23, 2016 Total Change is: 1,651 97 733 127 -310 337 0 1,334 37 292 -17 -40 134 -6 31 Percent of Open Interest Represented by Each Category of Trader 15.6 18.9 0.4 0.0 40.7 0.4 62.9 27.2 0.9 17.8 9.4 1.7 0.3 0.4 Number of Traders in Each Category Total Traders: 47 . 4 . 0 13 . 6 11 . 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 41,718 Positions 407 12,851 25 468 14,124 245 38,095 9,463 6 2,358 4,963 0 114 41 Changes from: February 23, 2016 Total Change is: 1,632 -1,128 3,402 25 2 -1,815 0 2,760 138 6 -14 -68 0 -19 -56 Percent of Open Interest Represented by Each Category of Trader 1.0 30.8 0.1 1.1 33.9 0.6 91.3 22.7 0.0 5.7 11.9 0.0 0.3 0.1 Number of Traders in Each Category Total Traders: 39 . 4 . . 9 . 7 6 . . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 64,297 Positions 438 42,424 27 14,104 1,804 1,236 22,039 11,125 3,791 16,218 1,694 0 6,444 2,196 Changes from: February 23, 2016 Total Change is: -4,961 -241 -4,118 23 -975 -564 349 -2,665 -1,311 365 -2,355 483 0 538 -188 Percent of Open Interest Represented by Each Category of Trader 0.7 66.0 0.0 21.9 2.8 1.9 34.3 17.3 5.9 25.2 2.6 0.0 10.0 3.4 Number of Traders in Each Category Total Traders: 112 . 4 . 6 . . 33 18 15 35 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 273,237 Positions 23,185 75,213 22,521 67,401 11,337 35,672 49,697 52,473 39,401 4,938 2,317 8,384 22,038 25,919 Changes from: February 23, 2016 Total Change is: 25,173 1,428 -575 4,800 6,924 2,402 6,411 6,784 10,076 -3,470 1,569 921 530 197 4,078 Percent of Open Interest Represented by Each Category of Trader 8.5 27.5 8.2 24.7 4.1 13.1 18.2 19.2 14.4 1.8 0.8 3.1 8.1 9.5 Number of Traders in Each Category Total Traders: 158 11 12 17 16 10 10 44 36 48 11 9 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 1, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 18,044 Positions 60 3,811 0 6,156 1,911 1,321 9,574 10,633 264 350 0 0 319 104 Changes from: February 23, 2016 Total Change is: 797 60 471 0 162 -550 -33 609 954 0 0 0 0 -1 -45 Percent of Open Interest Represented by Each Category of Trader 0.3 21.1 0.0 34.1 10.6 7.3 53.1 58.9 1.5 1.9 0.0 0.0 1.8 0.6 Number of Traders in Each Category Total Traders: 31 . . 0 6 . 4 7 9 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 4, 2016