Traders in Financial Futures - Futures Only Positions as of March 22, 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 98,997
Positions
2,690 21,448 57 41,425 19,659 1,007 13,897 29,497 2,144 8,558 1,316 60 29,159 23,809
Changes from: March 15, 2016 Total Change is: -70,231
-70,619 -46,350 -7,347 2,466 -3,982 12 2,125 -6,497 -728 886 -2,636 -72 3,046 -2,631
Percent of Open Interest Represented by Each Category of Trader
2.7 21.7 0.1 41.8 19.9 1.0 14.0 29.8 2.2 8.6 1.3 0.1 29.5 24.1
Number of Traders in Each Category Total Traders: 76
. 10 . 8 8 4 12 22 5 11 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 37,656
Positions
13,957 1,731 3 1,218 2,905 0 13,587 14,519 738 0 400 0 8,153 17,360
Changes from: March 15, 2016 Total Change is: -2,594
-420 293 3 0 -15 0 -3,821 -1,648 285 0 0 0 1,359 -1,512
Percent of Open Interest Represented by Each Category of Trader
37.1 4.6 0.0 3.2 7.7 0.0 36.1 38.6 2.0 0.0 1.1 0.0 21.7 46.1
Number of Traders in Each Category Total Traders: 40
5 . . . 5 0 11 14 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 246,222
Positions
163,485 1,845 855 1,596 84,775 3,463 55,389 103,002 5,120 2,634 11,415 0 13,680 35,747
Changes from: March 15, 2016 Total Change is: -6,955
13,356 187 -463 195 -3,558 203 -23,021 -1,518 569 1,830 492 0 376 -2,867
Percent of Open Interest Represented by Each Category of Trader
66.4 0.7 0.3 0.6 34.4 1.4 22.5 41.8 2.1 1.1 4.6 0.0 5.6 14.5
Number of Traders in Each Category Total Traders: 104
9 5 . . 26 9 26 29 16 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 146,421
Positions
4,343 29,704 417 31,256 46,530 5,881 72,622 27,245 2,297 417 9,324 16 29,172 25,007
Changes from: March 15, 2016 Total Change is: 6,337
638 13,356 -74 4,950 -4,920 395 -3,054 -3,355 123 -31 100 10 3,380 702
Percent of Open Interest Represented by Each Category of Trader
3.0 20.3 0.3 21.3 31.8 4.0 49.6 18.6 1.6 0.3 6.4 0.0 19.9 17.1
Number of Traders in Each Category Total Traders: 116
5 10 . 15 21 10 34 21 9 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 324,310
Positions
78,993 17,380 2,426 106,833 97,975 14,519 34,559 103,365 4,012 32,683 27,377 1,073 49,212 56,183
Changes from: March 15, 2016 Total Change is: 1,905
-4,938 7,619 1,481 -751 -2,724 -972 3,211 -2,696 -51 -296 -1,686 -1 4,222 935
Percent of Open Interest Represented by Each Category of Trader
24.4 5.4 0.7 32.9 30.2 4.5 10.7 31.9 1.2 10.1 8.4 0.3 15.2 17.3
Number of Traders in Each Category Total Traders: 219
15 9 9 36 35 30 27 46 17 16 34 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 31,657
Positions
1,430 22,168 250 14,774 706 1,530 1,609 2,868 0 2,022 0 0 10,042 4,135
Changes from: March 15, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
4.5 70.0 0.8 46.7 2.2 4.8 5.1 9.1 0.0 6.4 0.0 0.0 31.7 13.1
Number of Traders in Each Category Total Traders: 23
. . . 9 . 5 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 111,677
Positions
2,446 42,536 357 38,545 7,564 1,307 34,577 15,085 1,388 1,549 25,383 15 31,493 18,042
Changes from: March 15, 2016 Total Change is: 11,685
1,109 10,237 283 3,000 707 199 5,418 1,305 -152 -768 -125 0 2,596 -769
Percent of Open Interest Represented by Each Category of Trader
2.2 38.1 0.3 34.5 6.8 1.2 31.0 13.5 1.2 1.4 22.7 0.0 28.2 16.2
Number of Traders in Each Category Total Traders: 88
5 10 . 13 7 6 23 18 4 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 27,253
Positions
14,828 21,499 391 4,542 0 0 5,857 3,327 235 528 915 235 637 651
Changes from: March 15, 2016 Total Change is: -5,970
-1,180 -625 -3,733 336 0 0 546 1,811 -1,786 -163 -1,717 0 10 80
Percent of Open Interest Represented by Each Category of Trader
54.4 78.9 1.4 16.7 0.0 0.0 21.5 12.2 0.9 1.9 3.4 0.9 2.3 2.4
Number of Traders in Each Category Total Traders: 24
. 8 . . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 105,395
Positions
53,996 37,238 560 17,863 3,919 434 25,246 53,213 308 2,587 5,027 0 4,401 4,696
Changes from: March 15, 2016 Total Change is: 7,939
-385 4,201 460 2,085 -90 -232 4,738 4,162 -222 503 321 0 992 -661
Percent of Open Interest Represented by Each Category of Trader
51.2 35.3 0.5 16.9 3.7 0.4 24.0 50.5 0.3 2.5 4.8 0.0 4.2 4.5
Number of Traders in Each Category Total Traders: 111
4 10 . 9 7 . 24 42 7 11 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 29,616
Positions
0 7,674 0 6,048 160 0 21,611 14,552 884 0 5,235 0 1,073 1,111
Changes from: March 15, 2016 Total Change is: 5,039
0 0 0 -233 0 0 4,942 2,984 356 0 1,718 0 -26 -19
Percent of Open Interest Represented by Each Category of Trader
0.0 25.9 0.0 20.4 0.5 0.0 73.0 49.1 3.0 0.0 17.7 0.0 3.6 3.8
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 22, 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 27,163
Positions
5,277 1,824 3 1,797 10,176 0 13,884 9,591 1,202 1,400 1,203 0 3,600 3,164
Changes from: March 15, 2016 Total Change is: -1,288
-262 207 3 -62 -290 0 -1,471 -227 -399 -404 122 0 1,307 -704
Percent of Open Interest Represented by Each Category of Trader
19.4 6.7 0.0 6.6 37.5 0.0 51.1 35.3 4.4 5.2 4.4 0.0 13.3 11.6
Number of Traders in Each Category Total Traders: 63
. 5 . 4 4 0 19 21 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 45,580
Positions
14,480 16,250 210 5,956 1,102 421 17,499 16,356 299 882 1,703 164 5,670 9,077
Changes from: March 15, 2016 Total Change is: 737
2,979 4,999 -10,038 507 -225 -108 8,319 5,314 -93 -347 559 163 -645 167
Percent of Open Interest Represented by Each Category of Trader
31.8 35.7 0.5 13.1 2.4 0.9 38.4 35.9 0.7 1.9 3.7 0.4 12.4 19.9
Number of Traders in Each Category Total Traders: 87
13 14 . 11 4 5 22 15 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 91,160
Positions
28,959 32,500 420 11,912 2,203 842 34,998 32,711 597 1,764 3,405 328 11,340 18,154
Changes from: March 15, 2016 Total Change is: 1,474
5,957 9,997 -20,076 1,013 -449 -216 16,638 10,627 -186 -693 1,117 326 -1,289 334
Percent of Open Interest Represented by Each Category of Trader
31.8 35.7 0.5 13.1 2.4 0.9 38.4 35.9 0.7 1.9 3.7 0.4 12.4 19.9
Number of Traders in Each Category Total Traders: 87
13 14 . 11 4 5 22 15 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 624,401
Positions
115,002 61,550 6,495 255,318 199,438 51,450 71,920 142,223 19,575 22,045 48,836 4,792 77,804 90,041
Changes from: March 15, 2016 Total Change is: -210,702
-28,350 -20,740 -50,354 6,186 -11,555 -15,194 -11,398 -2,175 -27,947 -1,630 -7,082 -1,313 -80,701 -74,342
Percent of Open Interest Represented by Each Category of Trader
18.4 9.9 1.0 40.9 31.9 8.2 11.5 22.8 3.1 3.5 7.8 0.8 12.5 14.4
Number of Traders in Each Category Total Traders: 578
39 33 14 112 98 89 71 124 70 35 66 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 60,257
Positions
8,650 10,003 1,163 13,457 17,808 2,686 2,061 1,653 50 2,714 1,457 21 29,455 25,416
Changes from: March 15, 2016 Total Change is: -95,537
-56,580 -7,787 -2,235 -5,752 -821 -1,946 -17,473 -5,352 -1,425 324 -3,913 -1,031 -9,419 -71,027
Percent of Open Interest Represented by Each Category of Trader
14.4 16.6 1.9 22.3 29.6 4.5 3.4 2.7 0.1 4.5 2.4 0.0 48.9 42.2
Number of Traders in Each Category Total Traders: 52
5 5 . 11 4 6 9 13 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 2,820,719
Positions
538,277 264,253 20,141 1,211,745 910,591 241,380 357,231 710,786 89,690 105,962 246,202 14,550 241,743 323,126
Changes from: March 15, 2016 Total Change is: -575,827
74,226 -131,691 -173,671 38,336 -75,024 -44,887 -56,493 -70,983 -45,744 -7,756 -13,828 -3,426 -356,412 -16,573
Percent of Open Interest Represented by Each Category of Trader
19.1 9.4 0.7 43.0 32.3 8.6 12.7 25.2 3.2 3.8 8.7 0.5 8.6 11.5
Number of Traders in Each Category Total Traders: 568
37 33 14 110 95 86 69 126 64 34 64 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 84,557
Positions
17,599 5,916 272 42,148 62,208 2,146 12,432 9,064 338 406 765 0 9,216 3,848
Changes from: March 15, 2016 Total Change is: -17,485
-7,965 -2,956 -8,144 -1,882 -2,440 -416 553 -2,313 -487 -88 251 0 944 -980
Percent of Open Interest Represented by Each Category of Trader
20.8 7.0 0.3 49.8 73.6 2.5 14.7 10.7 0.4 0.5 0.9 0.0 10.9 4.6
Number of Traders in Each Category Total Traders: 85
9 4 . 35 17 15 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 42,279
Positions
7,863 11,569 135 18,810 10,108 687 7,240 11,650 971 2,244 2,378 68 4,261 4,714
Changes from: March 15, 2016 Total Change is: -13,198
-73 -5,670 -6,241 -6,276 -662 -957 647 655 36 -47 88 -22 -266 -426
Percent of Open Interest Represented by Each Category of Trader
18.6 27.4 0.3 44.5 23.9 1.6 17.1 27.6 2.3 5.3 5.6 0.2 10.1 11.1
Number of Traders in Each Category Total Traders: 203
15 18 5 38 23 11 29 46 14 13 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 211,397
Positions
39,315 57,845 673 94,051 50,538 3,437 36,199 58,250 4,857 11,221 11,888 341 21,303 23,568
Changes from: March 15, 2016 Total Change is: -65,992
-364 -28,349 -31,205 -31,378 -3,308 -4,785 3,237 3,276 180 -235 439 -112 -1,330 -2,128
Percent of Open Interest Represented by Each Category of Trader
18.6 27.4 0.3 44.5 23.9 1.6 17.1 27.6 2.3 5.3 5.6 0.2 10.1 11.1
Number of Traders in Each Category Total Traders: 203
15 18 5 38 23 11 29 46 14 13 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 386,928
Positions
166,442 15,186 956 113,737 206,265 16,732 59,608 116,633 5,645 8,315 7,218 22 15,471 18,271
Changes from: March 15, 2016 Total Change is: -55,590
-26,930 -19,130 -7,804 -6,038 -8,525 222 -4,840 -5,386 -6,454 3,241 -2,879 -3,308 -3,679 -2,326
Percent of Open Interest Represented by Each Category of Trader
43.0 3.9 0.2 29.4 53.3 4.3 15.4 30.1 1.5 2.1 1.9 0.0 4.0 4.7
Number of Traders in Each Category Total Traders: 265
23 10 . 49 57 27 40 63 18 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 30,399
Positions
1,090 7,118 0 14,791 976 54 4,257 6,725 0 4,554 9,891 0 5,653 5,635
Changes from: March 15, 2016 Total Change is: 1,117
330 3,683 0 -950 -248 11 41 -1,704 0 1,920 621 -400 165 -846
Percent of Open Interest Represented by Each Category of Trader
3.6 23.4 0.0 48.7 3.2 0.2 14.0 22.1 0.0 15.0 32.5 0.0 18.6 18.5
Number of Traders in Each Category Total Traders: 46
. 6 0 11 . . 4 13 0 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 61,470
Positions
17,026 8,496 369 10,572 4,722 259 16,899 6,391 98 6,654 0 0 9,593 41,135
Changes from: March 15, 2016 Total Change is: 2,973
3,324 3,119 150 -211 78 21 -1,199 -233 -256 388 -441 0 756 535
Percent of Open Interest Represented by Each Category of Trader
27.7 13.8 0.6 17.2 7.7 0.4 27.5 10.4 0.2 10.8 0.0 0.0 15.6 66.9
Number of Traders in Each Category Total Traders: 75
15 8 5 9 5 . 22 10 . 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 180,608
Positions
10,535 90,620 812 110,719 63,106 7,552 35,945 5,388 5,298 3,496 2,596 5 6,246 5,231
Changes from: March 15, 2016 Total Change is: -23,774
-767 -6,768 -14,053 -3,079 -1,898 -199 -2,324 761 -562 5 -176 -29 -2,766 -850
Percent of Open Interest Represented by Each Category of Trader
5.8 50.2 0.4 61.3 34.9 4.2 19.9 3.0 2.9 1.9 1.4 0.0 3.5 2.9
Number of Traders in Each Category Total Traders: 123
10 8 . 42 24 16 14 8 5 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 606,285
Positions
37,108 287,708 1,548 349,235 109,558 65,023 114,681 105,554 5,834 15,229 18,808 1,238 16,389 11,014
Changes from: March 15, 2016 Total Change is: -80,505
7,495 49,982 -71,124 25,412 -22,303 -115 262 -2,814 -5,142 -3,647 4,334 -1,762 -31,884 -31,561
Percent of Open Interest Represented by Each Category of Trader
6.1 47.5 0.3 57.6 18.1 10.7 18.9 17.4 1.0 2.5 3.1 0.2 2.7 1.8
Number of Traders in Each Category Total Traders: 271
17 26 6 81 40 39 32 38 16 24 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 492,144
Positions
5,711 63,377 863 172,220 145,858 74,390 68,815 38,521 23,073 9,513 23,018 489 137,070 122,555
Changes from: March 15, 2016 Total Change is: -14,240
-1,364 -774 304 -957 3,392 -7,250 5,766 -1,108 -8,738 744 -784 176 -2,921 542
Percent of Open Interest Represented by Each Category of Trader
1.2 12.9 0.2 35.0 29.6 15.1 14.0 7.8 4.7 1.9 4.7 0.1 27.9 24.9
Number of Traders in Each Category Total Traders: 155
5 18 4 33 30 32 31 22 18 7 9 .
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 616,349
Positions
0 64,713 928 366,214 117,683 54,718 38,754 277,857 12,465 7,374 7,856 0 135,896 80,129
Changes from: March 15, 2016 Total Change is: -4,849
0 -6,905 -613 681 3,892 3,608 4,102 3,548 -7,073 0 0 0 -5,554 -1,306
Percent of Open Interest Represented by Each Category of Trader
0.0 10.5 0.2 59.4 19.1 8.9 6.3 45.1 2.0 1.2 1.3 0.0 22.0 13.0
Number of Traders in Each Category Total Traders: 95
0 6 . 42 15 31 13 14 11 . . 0
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 925,103
Positions
29,383 78,056 3,706 348,667 232,495 103,540 244,367 201,863 33,235 47,413 121,414 4,368 110,424 146,426
Changes from: March 15, 2016 Total Change is: 6,077
4,504 4,227 -289 12,737 -20,927 543 -15,805 13,509 -5,271 19,833 14,878 -5,638 -4,537 5,045
Percent of Open Interest Represented by Each Category of Trader
3.2 8.4 0.4 37.7 25.1 11.2 26.4 21.8 3.6 5.1 13.1 0.5 11.9 15.8
Number of Traders in Each Category Total Traders: 227
11 26 7 55 41 45 29 30 21 15 20 7
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,629,742
Positions
109,446 221,119 24,238 840,095 861,525 329,659 529,503 549,864 84,295 370,201 153,434 8,502 333,803 397,106
Changes from: March 15, 2016 Total Change is: -43,929
18,697 -22,548 2,292 -45,659 54,503 1,781 20,872 -65,133 -24,956 -8,316 11,065 -6,588 -2,052 5,655
Percent of Open Interest Represented by Each Category of Trader
4.2 8.4 0.9 31.9 32.8 12.5 20.1 20.9 3.2 14.1 5.8 0.3 12.7 15.1
Number of Traders in Each Category Total Traders: 364
22 32 12 62 77 64 69 55 49 18 29 7
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 95,318
Positions
2,960 10,449 459 14,790 38,659 176 34,487 0 0 2,250 0 0 40,196 45,575
Changes from: March 15, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.1 11.0 0.5 15.5 40.6 0.2 36.2 0.0 0.0 2.4 0.0 0.0 42.2 47.8
Number of Traders in Each Category Total Traders: 20
. . . . 5 4 7 0 0 . 0 0
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,380,107
Positions
79,237 205,917 27,033 1,215,572 538,046 272,836 312,678 763,610 70,111 145,635 180,713 4,198 252,807 317,643
Changes from: March 15, 2016 Total Change is: -23,273
-630 -11,556 5,282 -10,251 -14,237 -13,395 2,049 26,138 -11,487 12,633 16,021 885 -8,359 -20,924
Percent of Open Interest Represented by Each Category of Trader
3.3 8.7 1.1 51.1 22.6 11.5 13.1 32.1 2.9 6.1 7.6 0.2 10.6 13.3
Number of Traders in Each Category Total Traders: 278
11 26 7 48 54 53 43 56 33 13 27 4
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 779,098
Positions
254,537 168,851 235,984 4,139 15,963 2,389 109,245 151,318 126,160 9,592 16,407 15,428 21,624 46,598
Changes from: March 15, 2016 Total Change is: -36,541
-29,103 7,138 -1,893 0 2,888 -5,405 -806 -25,123 -1,233 5,563 -6,500 -6,361 2,697 -52
Percent of Open Interest Represented by Each Category of Trader
32.7 21.7 30.3 0.5 2.0 0.3 14.0 19.4 16.2 1.2 2.1 2.0 2.8 6.0
Number of Traders in Each Category Total Traders: 109
16 31 34 . 4 . 18 28 29 . 4 4
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 9,534,044
Positions
2,565,244 1,238,423 2,157,988 572,867 1,346,573 241,388 1,137,792 1,299,774 1,522,458 386,968 372,365 286,557 662,782 1,068,518
Changes from: March 15, 2016 Total Change is: -122,064
60,272 -36,444 59,283 -281,809 10,784 -6,318 -66,416 -120,390 36,587 94,068 -54,844 15,486 -33,217 -26,208
Percent of Open Interest Represented by Each Category of Trader
26.9 13.0 22.6 6.0 14.1 2.5 11.9 13.6 16.0 4.1 3.9 3.0 7.0 11.2
Number of Traders in Each Category Total Traders: 264
34 41 73 10 30 29 27 79 81 6 24 20
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 24,957
Positions
1,684 312 0 0 13,038 134 16,211 8,510 0 6,210 2,240 612 106 111
Changes from: March 15, 2016 Total Change is: -1,655
28 0 0 0 -596 0 -1,686 -739 0 -15 -321 12 6 -11
Percent of Open Interest Represented by Each Category of Trader
6.7 1.3 0.0 0.0 52.2 0.5 65.0 34.1 0.0 24.9 9.0 2.5 0.4 0.4
Number of Traders in Each Category Total Traders: 41
. . 0 0 13 . 4 11 0 5 4 .
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 29,443
Positions
3,708 118 0 414 14,035 551 23,600 10,194 0 1,100 4,497 0 70 48
Changes from: March 15, 2016 Total Change is: -589
945 11 0 -53 148 -1 -1,001 -247 0 -466 -490 0 -13 -10
Percent of Open Interest Represented by Each Category of Trader
12.6 0.4 0.0 1.4 47.7 1.9 80.2 34.6 0.0 3.7 15.3 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 38
4 . 0 . 8 . 6 6 0 . 9 0
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 52,614
Positions
425 26,362 0 14,627 2,262 634 11,022 18,315 1,084 18,395 1,140 5 6,422 2,812
Changes from: March 15, 2016 Total Change is: 2,930
-357 -54 0 91 -14 14 -703 1,587 571 2,718 -294 5 591 1,115
Percent of Open Interest Represented by Each Category of Trader
0.8 50.1 0.0 27.8 4.3 1.2 20.9 34.8 2.1 35.0 2.2 0.0 12.2 5.3
Number of Traders in Each Category Total Traders: 123
4 . 0 6 6 . 24 28 10 46 5 .
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 322,164
Positions
44,406 23,124 19,131 95,269 33,573 37,826 40,557 124,538 48,317 7,028 4,297 6,772 22,858 24,586
Changes from: March 15, 2016 Total Change is: 9,714
12,650 -34,370 -8,682 16,755 12,829 1,045 -14,172 39,551 1,057 298 304 -1,455 2,218 -565
Percent of Open Interest Represented by Each Category of Trader
13.8 7.2 5.9 29.6 10.4 11.7 12.6 38.7 15.0 2.2 1.3 2.1 7.1 7.6
Number of Traders in Each Category Total Traders: 186
16 10 17 9 20 8 35 63 52 12 14 12
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 19,274
Positions
71 3,378 0 10,217 1,864 1,124 6,613 11,869 260 694 750 0 295 29
Changes from: March 15, 2016 Total Change is: 252
20 11 -270 3,608 0 63 -2,637 1,391 -931 369 0 0 30 -12
Percent of Open Interest Represented by Each Category of Trader
0.4 17.5 0.0 53.0 9.7 5.8 34.3 61.6 1.3 3.6 3.9 0.0 1.5 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 9 . . 8 8 . 4 . 0
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Updated March 25, 2016