Traders in Financial Futures - Futures Only Positions as of March 15, 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 169,228 Positions 73,309 67,798 7,404 38,959 23,641 995 11,772 35,994 2,872 7,672 3,952 132 26,113 26,440 Changes from: March 8, 2016 Total Change is: -5,119 678 10,554 4,018 -611 -881 0 912 -7,020 -10,148 669 107 -36 -601 -1,713 Percent of Open Interest Represented by Each Category of Trader 43.3 40.1 4.4 23.0 14.0 0.6 7.0 21.3 1.7 4.5 2.3 0.1 15.4 15.6 Number of Traders in Each Category Total Traders: 77 6 6 8 8 9 4 13 22 9 9 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 40,250 Positions 14,377 1,438 0 1,218 2,920 0 17,408 16,167 453 0 400 0 6,794 18,872 Changes from: March 8, 2016 Total Change is: -9,494 -11,659 -660 -125 411 676 0 6,703 -3,248 -3,670 0 0 0 -1,154 -2,467 Percent of Open Interest Represented by Each Category of Trader 35.7 3.6 0.0 3.0 7.3 0.0 43.2 40.2 1.1 0.0 1.0 0.0 16.9 46.9 Number of Traders in Each Category Total Traders: 36 4 . 0 . 5 0 12 10 6 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 253,177 Positions 150,129 1,658 1,318 1,401 88,333 3,260 78,410 104,520 4,551 804 10,923 0 13,304 38,614 Changes from: March 8, 2016 Total Change is: -45,871 -49,607 -2,264 -14,324 -1,361 -453 1,660 38,693 -10,117 -12,933 -176 -1,250 -1,001 -6,822 -5,189 Percent of Open Interest Represented by Each Category of Trader 59.3 0.7 0.5 0.6 34.9 1.3 31.0 41.3 1.8 0.3 4.3 0.0 5.3 15.3 Number of Traders in Each Category Total Traders: 102 7 6 . . 26 6 27 28 14 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 140,084 Positions 3,705 16,348 491 26,306 51,450 5,486 75,676 30,600 2,174 448 9,224 6 25,792 24,305 Changes from: March 8, 2016 Total Change is: -149,795 -63,530 -96,287 -11,540 -180 403 -2,762 -8,853 -19,000 -10,689 -38,383 4,448 -10,772 -3,086 -3,596 Percent of Open Interest Represented by Each Category of Trader 2.6 11.7 0.4 18.8 36.7 3.9 54.0 21.8 1.6 0.3 6.6 0.0 18.4 17.4 Number of Traders in Each Category Total Traders: 119 4 8 . 14 21 8 40 24 9 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 322,405 Positions 83,931 9,761 945 107,584 100,699 15,491 31,348 106,061 4,063 32,979 29,063 1,074 44,990 55,248 Changes from: March 8, 2016 Total Change is: -110,816 -42,828 -72,120 -8,912 -1,665 -4,123 -763 -20,297 -7,511 -12,105 -21,802 4,996 -18 -2,426 -10,260 Percent of Open Interest Represented by Each Category of Trader 26.0 3.0 0.3 33.4 31.2 4.8 9.7 32.9 1.3 10.2 9.0 0.3 14.0 17.1 Number of Traders in Each Category Total Traders: 216 17 10 10 34 34 28 29 39 16 17 35 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 99,992 Positions 1,337 32,299 74 35,545 6,857 1,108 29,159 13,780 1,540 2,317 25,508 15 28,897 18,811 Changes from: March 8, 2016 Total Change is: -41,853 -44,882 -19,700 -1,229 6,524 670 -204 -3,104 -9,155 -3,663 1,327 -6,028 -198 3,576 -2,346 Percent of Open Interest Represented by Each Category of Trader 1.3 32.3 0.1 35.5 6.9 1.1 29.2 13.8 1.5 2.3 25.5 0.0 28.9 18.8 Number of Traders in Each Category Total Traders: 83 4 9 . 11 6 5 21 18 4 7 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 33,223 Positions 16,008 22,124 4,124 4,206 0 0 5,311 1,516 2,021 691 2,632 235 627 571 Changes from: March 8, 2016 Total Change is: 2,303 -1,533 1,200 1,757 418 0 0 520 -1,901 1,361 0 255 0 -220 -369 Percent of Open Interest Represented by Each Category of Trader 48.2 66.6 12.4 12.7 0.0 0.0 16.0 4.6 6.1 2.1 7.9 0.7 1.9 1.7 Number of Traders in Each Category Total Traders: 26 . 6 5 . 0 0 6 4 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 97,456 Positions 54,381 33,037 100 15,778 4,009 666 20,508 49,051 530 2,084 4,706 0 3,409 5,357 Changes from: March 8, 2016 Total Change is: -41,649 -24,048 -21,555 -442 1,592 -68 0 584 1,518 -18,326 -319 -899 -729 39 -1,148 Percent of Open Interest Represented by Each Category of Trader 55.8 33.9 0.1 16.2 4.1 0.7 21.0 50.3 0.5 2.1 4.8 0.0 3.5 5.5 Number of Traders in Each Category Total Traders: 107 . 7 . 9 7 . 22 43 7 9 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 24,577 Positions 0 7,674 0 6,281 160 0 16,669 11,568 528 0 3,517 0 1,099 1,130 Changes from: March 8, 2016 Total Change is: 3,691 0 2,280 0 -69 0 0 3,739 2,403 -131 0 -571 0 152 -290 Percent of Open Interest Represented by Each Category of Trader 0.0 31.2 0.0 25.6 0.7 0.0 67.8 47.1 2.1 0.0 14.3 0.0 4.5 4.6 Number of Traders in Each Category Total Traders: 26 0 . 0 . . 0 5 12 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 28,451 Positions 5,539 1,617 0 1,859 10,466 0 15,355 9,818 1,601 1,804 1,081 0 2,293 3,868 Changes from: March 8, 2016 Total Change is: -6,506 -5,790 -2,338 -130 261 -359 0 1,874 -2,229 -1,918 -52 -131 0 -751 599 Percent of Open Interest Represented by Each Category of Trader 19.5 5.7 0.0 6.5 36.8 0.0 54.0 34.5 5.6 6.3 3.8 0.0 8.1 13.6 Number of Traders in Each Category Total Traders: 64 4 . 0 4 5 0 17 22 6 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 44,843 Positions 11,501 11,252 10,248 5,450 1,326 529 9,180 11,042 392 1,229 1,144 1 6,315 8,910 Changes from: March 8, 2016 Total Change is: 11,601 126 -185 8,215 801 558 192 1,490 1,716 4 -50 -308 0 824 1,410 Percent of Open Interest Represented by Each Category of Trader 25.6 25.1 22.9 12.2 3.0 1.2 20.5 24.6 0.9 2.7 2.6 0.0 14.1 19.9 Number of Traders in Each Category Total Traders: 94 17 12 12 12 4 5 23 17 . 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 89,686 Positions 23,002 22,503 20,496 10,899 2,652 1,058 18,360 22,084 783 2,457 2,288 2 12,629 17,820 Changes from: March 8, 2016 Total Change is: 23,201 252 -370 16,430 1,602 1,115 384 2,979 3,431 7 -100 -616 0 1,647 2,820 Percent of Open Interest Represented by Each Category of Trader 25.6 25.1 22.9 12.2 3.0 1.2 20.5 24.6 0.9 2.7 2.6 0.0 14.1 19.9 Number of Traders in Each Category Total Traders: 94 17 12 12 12 4 5 23 17 . 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 835,103 Positions 143,352 82,290 56,849 249,132 210,993 66,644 83,319 144,399 47,522 23,676 55,918 6,105 158,505 164,383 Changes from: March 8, 2016 Total Change is: 23,014 1,999 5,915 3,657 5,357 7,870 2,041 1,984 -6,439 9,632 727 4,270 1,110 -3,493 -5,043 Percent of Open Interest Represented by Each Category of Trader 17.2 9.9 6.8 29.8 25.3 8.0 10.0 17.3 5.7 2.8 6.7 0.7 19.0 19.7 Number of Traders in Each Category Total Traders: 588 36 37 43 113 97 104 67 131 85 39 68 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 155,794 Positions 65,230 17,790 3,398 19,209 18,629 4,632 19,534 7,005 1,475 2,390 5,370 1,052 38,874 96,443 Changes from: March 8, 2016 Total Change is: -1,979 -1,259 4,583 -257 -1,754 104 -1,277 -312 -5 696 39 -86 333 1,812 -6,070 Percent of Open Interest Represented by Each Category of Trader 41.9 11.4 2.2 12.3 12.0 3.0 12.5 4.5 0.9 1.5 3.4 0.7 25.0 61.9 Number of Traders in Each Category Total Traders: 67 12 6 5 12 6 8 14 11 13 . 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 3,396,546 Positions 464,051 395,944 193,812 1,173,409 985,615 286,267 413,724 781,769 135,434 113,718 260,030 17,976 598,155 339,699 Changes from: March 8, 2016 Total Change is: 124,964 16,709 7,082 19,149 37,400 40,677 14,746 24,740 -18,906 31,417 1,756 20,094 5,571 -26,524 5,134 Percent of Open Interest Represented by Each Category of Trader 13.7 11.7 5.7 34.5 29.0 8.4 12.2 23.0 4.0 3.3 7.7 0.5 17.6 10.0 Number of Traders in Each Category Total Traders: 581 33 40 40 110 95 100 68 129 79 38 68 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 102,042 Positions 25,564 8,872 8,416 44,030 64,648 2,562 11,879 11,377 825 494 514 0 8,272 4,828 Changes from: March 8, 2016 Total Change is: 6,257 -3,055 553 8,140 -291 -743 61 773 -1,983 352 211 -20 0 66 -103 Percent of Open Interest Represented by Each Category of Trader 25.1 8.7 8.2 43.1 63.4 2.5 11.6 11.1 0.8 0.5 0.5 0.0 8.1 4.7 Number of Traders in Each Category Total Traders: 89 9 5 7 37 18 17 8 8 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 55,478 Positions 7,936 17,239 6,376 25,086 10,769 1,644 6,592 10,995 935 2,291 2,290 91 4,527 5,139 Changes from: March 8, 2016 Total Change is: 3,017 -1,916 -2,520 5,645 188 -534 498 -2,272 -416 273 181 -131 63 356 136 Percent of Open Interest Represented by Each Category of Trader 14.3 31.1 11.5 45.2 19.4 3.0 11.9 19.8 1.7 4.1 4.1 0.2 8.2 9.3 Number of Traders in Each Category Total Traders: 211 15 24 17 37 22 12 31 51 19 14 17 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 277,389 Positions 39,679 86,194 31,878 125,429 53,846 8,222 32,962 54,974 4,677 11,456 11,449 453 22,633 25,696 Changes from: March 8, 2016 Total Change is: 15,083 -9,581 -12,598 28,224 940 -2,668 2,492 -11,359 -2,078 1,365 907 -653 317 1,778 682 Percent of Open Interest Represented by Each Category of Trader 14.3 31.1 11.5 45.2 19.4 3.0 11.9 19.8 1.7 4.1 4.1 0.2 8.2 9.3 Number of Traders in Each Category Total Traders: 211 15 24 17 37 22 12 31 51 19 14 17 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 442,518 Positions 193,372 34,316 8,760 119,775 214,790 16,510 64,448 122,019 12,099 5,074 10,097 3,330 19,150 20,597 Changes from: March 8, 2016 Total Change is: 16,585 -3,980 346 6,844 1,669 962 -685 -730 -1,635 7,047 -57 -769 3,311 3,166 1,164 Percent of Open Interest Represented by Each Category of Trader 43.7 7.8 2.0 27.1 48.5 3.7 14.6 27.6 2.7 1.1 2.3 0.8 4.3 4.7 Number of Traders in Each Category Total Traders: 275 23 12 17 53 56 29 37 67 28 8 17 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 29,282 Positions 760 3,435 0 15,741 1,224 43 4,216 8,429 0 2,634 9,270 400 5,488 6,481 Changes from: March 8, 2016 Total Change is: -15,997 -4,870 -3,162 -130 -695 -110 -79 -2,243 2,552 -4,516 -94 -11,760 0 -3,370 1,208 Percent of Open Interest Represented by Each Category of Trader 2.6 11.7 0.0 53.8 4.2 0.1 14.4 28.8 0.0 9.0 31.7 1.4 18.7 22.1 Number of Traders in Each Category Total Traders: 42 . 4 0 12 . . 4 11 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 58,497 Positions 13,702 5,377 219 10,783 4,644 238 18,098 6,624 354 6,266 441 0 8,837 40,600 Changes from: March 8, 2016 Total Change is: -45,174 -13,571 -6,971 -4,983 -2,188 -1,260 -527 -14,218 -3,097 -5,274 -752 -627 -10 -3,651 -22,425 Percent of Open Interest Represented by Each Category of Trader 23.4 9.2 0.4 18.4 7.9 0.4 30.9 11.3 0.6 10.7 0.8 0.0 15.1 69.4 Number of Traders in Each Category Total Traders: 69 14 4 . 10 5 . 20 8 4 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 204,382 Positions 11,302 97,388 14,865 113,798 65,004 7,751 38,269 4,627 5,860 3,491 2,772 34 9,012 6,081 Changes from: March 8, 2016 Total Change is: 8,389 -266 -6,843 13,668 -3,934 -1,196 -55 -4,359 960 1,442 13 -115 27 1,853 501 Percent of Open Interest Represented by Each Category of Trader 5.5 47.6 7.3 55.7 31.8 3.8 18.7 2.3 2.9 1.7 1.4 0.0 4.4 3.0 Number of Traders in Each Category Total Traders: 128 11 11 12 38 27 17 15 8 7 9 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 686,790 Positions 29,613 237,726 72,672 323,823 131,861 65,138 114,419 108,368 10,976 18,876 14,474 3,000 48,273 42,575 Changes from: March 8, 2016 Total Change is: 91,336 317 21,558 42,875 9,559 -9,486 2,399 1,969 -1,463 3,549 -1,623 -178 1,714 30,577 30,368 Percent of Open Interest Represented by Each Category of Trader 4.3 34.6 10.6 47.2 19.2 9.5 16.7 15.8 1.6 2.7 2.1 0.4 7.0 6.2 Number of Traders in Each Category Total Traders: 278 20 23 16 78 43 40 33 38 24 27 14 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 506,384 Positions 7,075 64,151 559 173,177 142,466 81,640 63,049 39,629 31,811 8,769 23,802 313 139,991 122,013 Changes from: March 8, 2016 Total Change is: -19,271 57 -1,895 -2,853 -7,733 -10,740 13 -2,217 -3,312 1,812 160 2,453 282 -8,792 -5,031 Percent of Open Interest Represented by Each Category of Trader 1.4 12.7 0.1 34.2 28.1 16.1 12.5 7.8 6.3 1.7 4.7 0.1 27.6 24.1 Number of Traders in Each Category Total Traders: 150 6 16 5 31 31 32 32 19 17 7 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 621,198 Positions 0 71,618 1,541 365,533 113,791 51,110 34,652 274,309 19,538 7,374 7,856 0 141,450 81,435 Changes from: March 8, 2016 Total Change is: -2,931 0 1,795 726 4,587 3,574 -1,842 1,614 -1,252 -3,551 -170 0 0 -4,295 -2,381 Percent of Open Interest Represented by Each Category of Trader 0.0 11.5 0.2 58.8 18.3 8.2 5.6 44.2 3.1 1.2 1.3 0.0 22.8 13.1 Number of Traders in Each Category Total Traders: 93 0 7 . 43 13 30 12 13 11 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 919,026 Positions 24,879 73,829 3,995 335,930 253,422 102,997 260,172 188,354 38,506 27,580 106,536 10,006 114,961 141,381 Changes from: March 8, 2016 Total Change is: -63,757 7,343 -20,049 134 -37,369 14,640 1,442 -26,291 -47,022 -1,713 -2,741 -6,870 -3,115 -1,447 -1,204 Percent of Open Interest Represented by Each Category of Trader 2.7 8.0 0.4 36.6 27.6 11.2 28.3 20.5 4.2 3.0 11.6 1.1 12.5 15.4 Number of Traders in Each Category Total Traders: 224 11 24 8 56 41 45 30 28 24 12 21 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 2,673,671 Positions 90,749 243,667 21,946 885,754 807,022 327,878 508,631 614,997 109,251 378,517 142,369 15,090 335,855 391,451 Changes from: March 8, 2016 Total Change is: -127,491 4,532 -20,108 -3,578 -93,579 25,700 -33,210 -3,160 -70,692 -15,213 14,839 -3,624 -1,827 3,705 -4,939 Percent of Open Interest Represented by Each Category of Trader 3.4 9.1 0.8 33.1 30.2 12.3 19.0 23.0 4.1 14.2 5.3 0.6 12.6 14.6 Number of Traders in Each Category Total Traders: 360 18 32 13 60 80 63 70 51 51 17 32 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 2,403,380 Positions 79,867 217,473 21,751 1,225,823 552,283 286,231 310,629 737,472 81,598 133,002 164,692 3,313 261,166 338,567 Changes from: March 8, 2016 Total Change is: -111,138 20,504 -17,540 -781 -53,062 5,808 -8,568 -7,506 -30,416 -39,422 -226 4,112 -685 -21,392 -23,646 Percent of Open Interest Represented by Each Category of Trader 3.3 9.0 0.9 51.0 23.0 11.9 12.9 30.7 3.4 5.5 6.9 0.1 10.9 14.1 Number of Traders in Each Category Total Traders: 276 11 29 7 50 51 50 45 50 35 12 28 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 815,639 Positions 283,640 161,713 237,877 4,139 13,075 7,794 110,051 176,441 127,393 4,029 22,907 21,789 18,927 46,650 Changes from: March 8, 2016 Total Change is: 45,121 -18,762 -2,781 12,687 0 2,591 1,314 45,763 49,075 -898 3,906 -22,178 2,720 -1,609 2,591 Percent of Open Interest Represented by Each Category of Trader 34.8 19.8 29.2 0.5 1.6 1.0 13.5 21.6 15.6 0.5 2.8 2.7 2.3 5.7 Number of Traders in Each Category Total Traders: 111 17 27 34 . 5 5 16 32 27 . 10 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 is 9,656,108 Positions 2,504,972 1,274,867 2,098,705 854,676 1,335,789 247,706 1,204,208 1,420,164 1,485,871 292,900 427,209 271,071 695,999 1,094,726 Changes from: March 8, 2016 Total Change is:-1,231,340 10,641 -167,226 -320,539 -199,161 -117,146 -154 -156,512 -219,282 -228,238 -154,268 -18,202 -118,703 -64,406 -41,850 Percent of Open Interest Represented by Each Category of Trader 25.9 13.2 21.7 8.9 13.8 2.6 12.5 14.7 15.4 3.0 4.4 2.8 7.2 11.3 Number of Traders in Each Category Total Traders: 263 29 47 73 10 30 29 30 76 79 6 24 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 26,612 Positions 1,656 312 0 0 13,634 134 17,897 9,249 0 6,225 2,561 600 100 122 Changes from: March 8, 2016 Total Change is: -6,521 -3,420 -6,101 -816 0 343 32 -2,484 86 -9 -24 -260 214 -14 -10 Percent of Open Interest Represented by Each Category of Trader 6.2 1.2 0.0 0.0 51.2 0.5 67.3 34.8 0.0 23.4 9.6 2.3 0.4 0.5 Number of Traders in Each Category Total Traders: 42 . . 0 0 13 . 6 9 0 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 30,032 Positions 2,763 107 0 467 13,887 552 24,601 10,441 0 1,566 4,987 0 83 58 Changes from: March 8, 2016 Total Change is: -16,387 2,513 -13,312 -2,638 0 -108 0 -15,337 -57 -67 -893 -193 0 35 -12 Percent of Open Interest Represented by Each Category of Trader 9.2 0.4 0.0 1.6 46.2 1.8 81.9 34.8 0.0 5.2 16.6 0.0 0.3 0.2 Number of Traders in Each Category Total Traders: 40 4 . 0 . 8 . 8 5 0 . 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 49,684 Positions 782 26,416 0 14,536 2,276 620 11,725 16,728 513 15,677 1,434 0 5,831 1,697 Changes from: March 8, 2016 Total Change is: -14,018 149 -15,843 -3 340 410 -418 -11,304 6,259 -4,191 1,201 -47 0 208 -185 Percent of Open Interest Represented by Each Category of Trader 1.6 53.2 0.0 29.3 4.6 1.2 23.6 33.7 1.0 31.6 2.9 0.0 11.7 3.4 Number of Traders in Each Category Total Traders: 110 . . 0 6 4 . 24 22 5 39 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 312,450 Positions 31,756 57,494 27,813 78,514 20,744 36,781 54,729 84,987 47,260 6,730 3,993 8,227 20,640 25,151 Changes from: March 8, 2016 Total Change is: 19,154 12,541 -1,323 1,680 -5,900 5,457 957 7,926 9,570 1,509 481 1,548 568 -608 -812 Percent of Open Interest Represented by Each Category of Trader 10.2 18.4 8.9 25.1 6.6 11.8 17.5 27.2 15.1 2.2 1.3 2.6 6.6 8.0 Number of Traders in Each Category Total Traders: 184 15 14 21 12 17 10 34 54 53 13 12 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 15, 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 19,022 Positions 51 3,367 270 6,609 1,864 1,061 9,250 10,478 1,191 325 750 0 265 41 Changes from: March 8, 2016 Total Change is: -1,811 -37 45 -26 2,036 -47 -339 -326 1,779 -3,140 29 0 0 -8 -83 Percent of Open Interest Represented by Each Category of Trader 0.3 17.7 1.4 34.7 9.8 5.6 48.6 55.1 6.3 1.7 3.9 0.0 1.4 0.2 Number of Traders in Each Category Total Traders: 34 . . . 7 . . 8 9 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 18, 2016