Traders in Financial Futures - Futures Only Positions as of March 8, 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 174,347 Positions 72,631 57,244 3,386 39,570 24,522 995 10,860 43,014 13,020 7,003 3,845 168 26,714 28,153 Changes from: March 1, 2016 Total Change is: 15,240 1,485 11,480 2,345 -3,551 -4,493 -19 4,647 85 9,068 -2,088 -921 -2 3,355 -2,303 Percent of Open Interest Represented by Each Category of Trader 41.7 32.8 1.9 22.7 14.1 0.6 6.2 24.7 7.5 4.0 2.2 0.1 15.3 16.1 Number of Traders in Each Category Total Traders: 83 7 6 5 9 8 4 13 26 11 8 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 49,744 Positions 26,036 2,098 125 807 2,244 0 10,705 19,415 4,123 0 400 0 7,948 21,339 Changes from: March 1, 2016 Total Change is: 2,110 -1,377 365 -364 0 67 0 14 -2,192 2,542 0 0 0 1,295 1,692 Percent of Open Interest Represented by Each Category of Trader 52.3 4.2 0.3 1.6 4.5 0.0 21.5 39.0 8.3 0.0 0.8 0.0 16.0 42.9 Number of Traders in Each Category Total Traders: 35 7 . . . 4 0 7 12 8 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 299,048 Positions 199,736 3,922 15,642 2,762 88,786 1,600 39,717 114,637 17,484 980 12,173 1,001 20,126 43,803 Changes from: March 1, 2016 Total Change is: 23,223 2,788 396 14,636 -8 -527 51 -7,990 166 10,049 176 -5,740 910 2,611 3,282 Percent of Open Interest Represented by Each Category of Trader 66.8 1.3 5.2 0.9 29.7 0.5 13.3 38.3 5.8 0.3 4.1 0.3 6.7 14.6 Number of Traders in Each Category Total Traders: 116 10 7 5 . 28 6 25 36 22 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 289,879 Positions 67,235 112,635 12,031 26,486 51,047 8,248 84,529 49,600 12,863 38,831 4,776 10,778 28,878 27,901 Changes from: March 1, 2016 Total Change is: 28,200 -2,846 4,235 9,931 -3,089 398 2,031 5,787 -3,478 7,260 -518 159 8,190 1,454 -526 Percent of Open Interest Represented by Each Category of Trader 23.2 38.9 4.2 9.1 17.6 2.8 29.2 17.1 4.4 13.4 1.6 3.7 10.0 9.6 Number of Traders in Each Category Total Traders: 128 7 10 6 15 21 11 37 26 23 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 433,221 Positions 126,759 81,881 9,857 109,249 104,822 16,254 51,645 113,572 16,168 54,781 24,067 1,092 47,416 65,508 Changes from: March 1, 2016 Total Change is: 15,597 -265 -7,915 4,351 -289 3,694 -2,059 -3,777 6,535 11,027 5,488 -1,292 -1,835 2,956 3,091 Percent of Open Interest Represented by Each Category of Trader 29.3 18.9 2.3 25.2 24.2 3.8 11.9 26.2 3.7 12.6 5.6 0.3 10.9 15.1 Number of Traders in Each Category Total Traders: 232 16 13 12 35 35 29 33 47 29 20 30 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 37,977 Positions 2,045 26,597 264 12,723 1,289 1,290 5,000 889 3,891 2,022 0 0 10,742 3,757 Changes from: March 1, 2016 Total Change is: 3,833 -3 -83 -15 -7 34 -3 345 96 3,882 0 0 0 -366 -78 Percent of Open Interest Represented by Each Category of Trader 5.4 70.0 0.7 33.5 3.4 3.4 13.2 2.3 10.2 5.3 0.0 0.0 28.3 9.9 Number of Traders in Each Category Total Traders: 23 4 . . 7 . 6 4 . 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 141,845 Positions 46,219 51,999 1,303 29,021 6,187 1,312 32,263 22,935 5,203 990 31,536 213 25,321 21,157 Changes from: March 1, 2016 Total Change is: 18,934 -1,022 20,679 768 4,099 -484 3 3,992 -8,417 2,946 -211 5,488 203 8,156 -2,252 Percent of Open Interest Represented by Each Category of Trader 32.6 36.7 0.9 20.5 4.4 0.9 22.7 16.2 3.7 0.7 22.2 0.2 17.9 14.9 Number of Traders in Each Category Total Traders: 95 9 8 7 10 5 6 23 24 13 . 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 30,920 Positions 17,541 20,924 2,367 3,788 0 0 4,791 3,417 660 691 2,377 235 847 940 Changes from: March 1, 2016 Total Change is: 937 -131 0 1,160 0 0 0 711 14 -326 -22 0 0 -455 89 Percent of Open Interest Represented by Each Category of Trader 56.7 67.7 7.7 12.3 0.0 0.0 15.5 11.1 2.1 2.2 7.7 0.8 2.7 3.0 Number of Traders in Each Category Total Traders: 28 . 6 5 . 0 0 7 5 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 139,105 Positions 78,429 54,592 542 14,186 4,077 666 19,924 47,533 18,856 2,403 5,605 729 3,370 6,505 Changes from: March 1, 2016 Total Change is: -1,999 -632 -265 53 1,448 -553 -20 -4,070 -2,361 685 40 194 558 -61 -290 Percent of Open Interest Represented by Each Category of Trader 56.4 39.2 0.4 10.2 2.9 0.5 14.3 34.2 13.6 1.7 4.0 0.5 2.4 4.7 Number of Traders in Each Category Total Traders: 111 8 4 4 8 7 . 18 44 16 10 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 20,886 Positions 0 5,394 0 6,350 160 0 12,930 9,165 659 0 4,088 0 947 1,420 Changes from: March 1, 2016 Total Change is: 5,975 -1,297 -183 -412 -562 -160 0 8,240 4,981 125 0 1,680 0 -119 -56 Percent of Open Interest Represented by Each Category of Trader 0.0 25.8 0.0 30.4 0.8 0.0 61.9 43.9 3.2 0.0 19.6 0.0 4.5 6.8 Number of Traders in Each Category Total Traders: 25 0 . 0 . . 0 5 11 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 34,957 Positions 11,329 3,955 130 1,598 10,825 0 13,481 12,047 3,519 1,856 1,212 0 3,044 3,269 Changes from: March 1, 2016 Total Change is: 3,484 -3,262 144 -34 319 1 0 3,129 2,081 2,211 375 -161 0 746 -758 Percent of Open Interest Represented by Each Category of Trader 32.4 11.3 0.4 4.6 31.0 0.0 38.6 34.5 10.1 5.3 3.5 0.0 8.7 9.4 Number of Traders in Each Category Total Traders: 68 9 . 4 4 4 0 19 20 8 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 33,243 Positions 11,375 11,437 2,033 4,649 769 337 7,691 9,327 388 1,279 1,452 1 5,491 7,500 Changes from: March 1, 2016 Total Change is: 2,027 -119 -253 1,076 -438 0 107 1,627 -334 -11 -35 761 1 -181 681 Percent of Open Interest Represented by Each Category of Trader 34.2 34.4 6.1 14.0 2.3 1.0 23.1 28.1 1.2 3.8 4.4 0.0 16.5 22.6 Number of Traders in Each Category Total Traders: 84 18 12 7 9 . 4 19 15 5 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 66,485 Positions 22,750 22,873 4,066 9,297 1,537 674 15,381 18,653 776 2,557 2,904 2 10,982 15,000 Changes from: March 1, 2016 Total Change is: 4,054 -237 -506 2,152 -875 0 213 3,253 -667 -22 -69 1,521 1 -362 1,362 Percent of Open Interest Represented by Each Category of Trader 34.2 34.4 6.1 14.0 2.3 1.0 23.1 28.1 1.2 3.8 4.4 0.0 16.5 22.6 Number of Traders in Each Category Total Traders: 84 18 12 7 9 . 4 19 15 5 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 812,089 Positions 141,353 76,375 53,192 243,775 203,123 64,603 81,335 150,837 37,890 22,948 51,648 4,995 161,998 169,426 Changes from: March 1, 2016 Total Change is: 35,843 13,802 4,058 -4,917 1,982 12,101 912 10,931 10,806 355 -1,053 1,922 -18 13,850 10,623 Percent of Open Interest Represented by Each Category of Trader 17.4 9.4 6.5 30.0 25.0 8.0 10.0 18.6 4.7 2.8 6.4 0.6 19.9 20.9 Number of Traders in Each Category Total Traders: 587 36 34 34 109 97 92 74 131 79 36 70 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 157,773 Positions 66,489 13,207 3,655 20,963 18,525 5,909 19,846 7,010 779 2,351 5,456 719 37,062 102,513 Changes from: March 1, 2016 Total Change is: 11,501 -2,944 -2,383 208 -908 -211 3,141 5,782 -2,291 50 -87 -63 0 6,259 13,050 Percent of Open Interest Represented by Each Category of Trader 42.1 8.4 2.3 13.3 11.7 3.7 12.6 4.4 0.5 1.5 3.5 0.5 23.5 65.0 Number of Traders in Each Category Total Traders: 67 12 6 5 12 6 8 12 14 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 3,271,582 Positions 447,342 388,862 174,663 1,136,009 944,938 271,521 388,984 800,675 104,017 111,962 239,936 12,405 624,679 334,565 Changes from: March 1, 2016 Total Change is: 121,711 36,538 -14,984 21,567 9,763 56,875 -6,461 16,438 56,178 10,836 -4,858 9,900 -65 37,953 -12,135 Percent of Open Interest Represented by Each Category of Trader 13.7 11.9 5.3 34.7 28.9 8.3 11.9 24.5 3.2 3.4 7.3 0.4 19.1 10.2 Number of Traders in Each Category Total Traders: 580 32 38 31 106 95 87 74 130 75 35 70 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 95,785 Positions 28,619 8,319 276 44,321 65,391 2,501 11,106 13,360 473 283 534 0 8,206 4,931 Changes from: March 1, 2016 Total Change is: 536 -4,421 4,254 125 5,284 -5,074 -549 -734 1,726 49 29 -211 0 753 216 Percent of Open Interest Represented by Each Category of Trader 29.9 8.7 0.3 46.3 68.3 2.6 11.6 13.9 0.5 0.3 0.6 0.0 8.6 5.1 Number of Traders in Each Category Total Traders: 88 10 5 . 34 18 15 7 11 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 52,461 Positions 9,852 19,758 731 24,898 11,303 1,146 8,864 11,410 662 2,110 2,420 27 4,171 5,003 Changes from: March 1, 2016 Total Change is: 844 1,007 -1,399 62 -1,121 308 -138 1,131 2,171 -175 159 205 -2 -78 -189 Percent of Open Interest Represented by Each Category of Trader 18.8 37.7 1.4 47.5 21.5 2.2 16.9 21.8 1.3 4.0 4.6 0.1 8.0 9.5 Number of Traders in Each Category Total Traders: 211 15 23 7 35 23 10 33 51 18 14 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 262,306 Positions 49,260 98,792 3,654 124,489 56,514 5,730 44,321 57,052 3,312 10,549 12,102 136 20,855 25,014 Changes from: March 1, 2016 Total Change is: 4,220 5,034 -6,995 310 -5,607 1,542 -691 5,657 10,857 -874 793 1,027 -11 -391 -945 Percent of Open Interest Represented by Each Category of Trader 18.8 37.7 1.4 47.5 21.5 2.2 16.9 21.8 1.3 4.0 4.6 0.1 8.0 9.5 Number of Traders in Each Category Total Traders: 211 15 23 7 35 23 10 33 51 18 14 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 425,933 Positions 197,352 33,970 1,916 118,106 213,828 17,195 65,178 123,654 5,052 5,131 10,866 19 15,984 19,433 Changes from: March 1, 2016 Total Change is: -3,670 -1,107 4,736 368 7,944 325 -5,952 -5,745 -2,359 994 -1,755 625 -284 1,867 -2,123 Percent of Open Interest Represented by Each Category of Trader 46.3 8.0 0.4 27.7 50.2 4.0 15.3 29.0 1.2 1.2 2.6 0.0 3.8 4.6 Number of Traders in Each Category Total Traders: 268 22 12 5 51 57 27 34 66 17 9 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 45,279 Positions 5,630 6,597 130 16,436 1,334 122 6,459 5,877 4,516 2,728 21,030 400 8,858 5,273 Changes from: March 1, 2016 Total Change is: 4,612 326 -61 0 -437 -47 -1 40 -406 4,346 -1,766 -246 400 1,704 627 Percent of Open Interest Represented by Each Category of Trader 12.4 14.6 0.3 36.3 2.9 0.3 14.3 13.0 10.0 6.0 46.4 0.9 19.6 11.6 Number of Traders in Each Category Total Traders: 51 4 7 . 11 4 . 9 8 9 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 103,671 Positions 27,273 12,348 5,202 12,971 5,904 765 32,316 9,721 5,628 7,018 1,068 10 12,488 63,025 Changes from: March 1, 2016 Total Change is: 2,855 -3,177 543 1,271 34 -84 17 496 582 3,455 -1,064 505 -55 1,878 -3,379 Percent of Open Interest Represented by Each Category of Trader 26.3 11.9 5.0 12.5 5.7 0.7 31.2 9.4 5.4 6.8 1.0 0.0 12.0 60.8 Number of Traders in Each Category Total Traders: 89 18 9 7 11 5 . 20 15 14 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 195,993 Positions 11,568 104,231 1,197 117,732 66,200 7,806 42,628 3,667 4,418 3,478 2,887 7 7,159 5,580 Changes from: March 1, 2016 Total Change is: -5,845 185 -3,503 576 -3,581 -3,513 -371 -3,578 -472 1,439 147 -85 -4 -658 88 Percent of Open Interest Represented by Each Category of Trader 5.9 53.2 0.6 60.1 33.8 4.0 21.7 1.9 2.3 1.8 1.5 0.0 3.7 2.8 Number of Traders in Each Category Total Traders: 130 10 11 4 41 28 19 18 5 7 9 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 595,454 Positions 29,296 216,168 29,797 314,264 141,347 62,739 112,450 109,831 7,427 20,499 14,652 1,286 17,696 12,207 Changes from: March 1, 2016 Total Change is: 30,404 -1,864 37,677 12,216 48,048 -15,566 -28,815 3,003 25,518 1,016 732 -1,328 -87 -3,845 -227 Percent of Open Interest Represented by Each Category of Trader 4.9 36.3 5.0 52.8 23.7 10.5 18.9 18.4 1.2 3.4 2.5 0.2 3.0 2.1 Number of Traders in Each Category Total Traders: 281 20 24 11 78 45 36 29 43 18 27 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 525,655 Positions 7,018 66,046 3,412 180,910 153,206 81,627 65,266 42,941 29,999 8,609 21,349 31 148,783 127,044 Changes from: March 1, 2016 Total Change is: -16,863 -1,808 12,914 -630 -7,011 1,277 -4,123 7,122 -1,917 -13,955 689 349 -173 3,026 -10,605 Percent of Open Interest Represented by Each Category of Trader 1.3 12.6 0.6 34.4 29.1 15.5 12.4 8.2 5.7 1.6 4.1 0.0 28.3 24.2 Number of Traders in Each Category Total Traders: 150 6 17 5 29 34 32 28 22 14 7 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 624,129 Positions 0 69,823 815 360,946 110,217 52,952 33,038 275,561 23,089 7,544 7,856 0 145,745 83,816 Changes from: March 1, 2016 Total Change is: 96 -2,375 -12,233 -437 -2,971 -279 118 -686 11,459 1,106 0 0 0 5,341 362 Percent of Open Interest Represented by Each Category of Trader 0.0 11.2 0.1 57.8 17.7 8.5 5.3 44.2 3.7 1.2 1.3 0.0 23.4 13.4 Number of Traders in Each Category Total Traders: 96 0 6 . 45 13 30 12 15 13 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 982,783 Positions 17,536 93,878 3,861 373,299 238,782 101,555 286,463 235,376 40,219 30,321 113,406 13,121 116,408 142,585 Changes from: March 1, 2016 Total Change is: -86,158 -7,146 -30,439 -6,250 7,449 29,684 -1,756 -34,744 -53,175 -17,287 -28,680 -1,839 1,703 553 -6,799 Percent of Open Interest Represented by Each Category of Trader 1.8 9.6 0.4 38.0 24.3 10.3 29.1 23.9 4.1 3.1 11.5 1.3 11.8 14.5 Number of Traders in Each Category Total Traders: 232 8 23 8 55 40 46 34 34 26 16 21 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 2,801,162 Positions 86,217 263,775 25,524 979,333 781,322 361,088 511,791 685,689 124,464 363,678 145,993 16,917 332,150 396,390 Changes from: March 1, 2016 Total Change is: -107,955 -6,814 10,401 -20,844 -53,402 4,364 265 38,992 -51,393 -37,733 9,068 12,458 587 -38,074 -26,060 Percent of Open Interest Represented by Each Category of Trader 3.1 9.4 0.9 35.0 27.9 12.9 18.3 24.5 4.4 13.0 5.2 0.6 11.9 14.2 Number of Traders in Each Category Total Traders: 356 19 31 18 61 80 67 70 48 49 17 30 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 101,730 Positions 2,354 17,993 119 20,537 33,194 268 35,867 6,318 392 2,250 0 0 39,943 43,446 Changes from: March 1, 2016 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 2.3 17.7 0.1 20.2 32.6 0.3 35.3 6.2 0.4 2.2 0.0 0.0 39.3 42.7 Number of Traders in Each Category Total Traders: 22 . . . 5 5 4 5 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 2,514,518 Positions 59,363 235,013 22,532 1,278,885 546,475 294,799 318,135 767,888 121,020 133,228 160,580 3,998 282,558 362,213 Changes from: March 1, 2016 Total Change is: -130,405 5,500 -54,139 -11,526 -26,721 24,357 -27,365 -313 4,929 -69,677 -909 -2,289 -2,086 2,692 7,391 Percent of Open Interest Represented by Each Category of Trader 2.4 9.3 0.9 50.9 21.7 11.7 12.7 30.5 4.8 5.3 6.4 0.2 11.2 14.4 Number of Traders in Each Category Total Traders: 274 9 31 12 48 51 49 47 48 39 12 28 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 770,518 Positions 302,402 164,494 225,190 4,139 10,484 6,480 64,288 127,366 128,291 123 45,085 19,069 20,536 44,059 Changes from: March 1, 2016 Total Change is: 45,293 4,709 2,064 19,701 0 -207 -4,469 34,090 18,533 -4,300 -4,084 8,994 2,753 -3,107 2,224 Percent of Open Interest Represented by Each Category of Trader 39.2 21.3 29.2 0.5 1.4 0.8 8.3 16.5 16.6 0.0 5.9 2.5 2.7 5.7 Number of Traders in Each Category Total Traders: 106 17 27 35 . 4 4 16 30 28 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 is10,887,448 Positions 2,494,331 1,442,093 2,419,244 1,053,837 1,452,935 247,860 1,360,720 1,639,446 1,714,109 447,168 445,411 389,774 760,405 1,136,576 Changes from: March 1, 2016 Total Change is: -41,925 111,073 -56,625 -91,409 -10,190 129,521 -72,076 -74,264 -38,024 107,213 40,614 2,096 -20,819 -32,067 -1,802 Percent of Open Interest Represented by Each Category of Trader 22.9 13.2 22.2 9.7 13.3 2.3 12.5 15.1 15.7 4.1 4.1 3.6 7.0 10.4 Number of Traders in Each Category Total Traders: 277 31 50 78 10 31 27 27 80 83 9 25 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 33,133 Positions 5,076 6,413 816 0 13,291 102 20,381 9,163 9 6,249 2,821 386 114 132 Changes from: March 1, 2016 Total Change is: 788 35 303 689 0 135 -34 51 360 -283 488 -208 -169 11 -5 Percent of Open Interest Represented by Each Category of Trader 15.3 19.4 2.5 0.0 40.1 0.3 61.5 27.7 0.0 18.9 8.5 1.2 0.3 0.4 Number of Traders in Each Category Total Traders: 44 . . . 0 13 . 7 9 . 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 46,419 Positions 250 13,419 2,638 467 13,995 552 39,938 10,498 67 2,459 5,180 0 48 70 Changes from: March 1, 2016 Total Change is: 4,701 -157 568 2,613 -1 -129 307 1,843 1,035 61 101 217 0 -66 29 Percent of Open Interest Represented by Each Category of Trader 0.5 28.9 5.7 1.0 30.1 1.2 86.0 22.6 0.1 5.3 11.2 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 42 . 4 . . 9 . 9 5 . . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 63,702 Positions 633 42,259 3 14,196 1,866 1,038 23,029 10,469 4,704 14,476 1,481 0 5,623 1,882 Changes from: March 1, 2016 Total Change is: -595 195 -165 -24 92 62 -198 990 -656 913 -1,742 -213 0 -821 -314 Percent of Open Interest Represented by Each Category of Trader 1.0 66.3 0.0 22.3 2.9 1.6 36.2 16.4 7.4 22.7 2.3 0.0 8.8 3.0 Number of Traders in Each Category Total Traders: 113 . 5 . 6 4 . 29 17 16 35 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 293,296 Positions 19,215 58,817 26,133 84,414 15,287 35,824 46,803 75,417 45,751 6,249 2,445 7,659 21,248 25,963 Changes from: March 1, 2016 Total Change is: 20,059 -3,970 -16,396 3,612 17,013 3,950 152 -2,894 22,944 6,350 1,311 128 -725 -790 44 Percent of Open Interest Represented by Each Category of Trader 6.6 20.1 8.9 28.8 5.2 12.2 16.0 25.7 15.6 2.1 0.8 2.6 7.2 8.9 Number of Traders in Each Category Total Traders: 173 9 17 20 15 12 9 38 51 61 11 9 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 8, 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 20,833 Positions 88 3,322 296 4,573 1,911 1,400 9,576 8,699 4,331 296 750 0 273 124 Changes from: March 1, 2016 Total Change is: 2,789 28 -489 296 -1,583 0 79 2 -1,934 4,067 -54 750 0 -46 20 Percent of Open Interest Represented by Each Category of Trader 0.4 15.9 1.4 22.0 9.2 6.7 46.0 41.8 20.8 1.4 3.6 0.0 1.3 0.6 Number of Traders in Each Category Total Traders: 32 . . . 6 . 4 8 8 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 11, 2016