Traders in Financial Futures - Futures Only Positions as of March 29, 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 101,099 Positions 2,240 26,367 57 40,567 16,248 1,007 19,724 30,350 2,107 8,955 1,042 298 26,144 23,623 Changes from: March 22, 2016 Total Change is: 2,102 -450 4,919 0 -858 -3,411 0 5,827 853 -37 397 -274 238 -3,015 -186 Percent of Open Interest Represented by Each Category of Trader 2.2 26.1 0.1 40.1 16.1 1.0 19.5 30.0 2.1 8.9 1.0 0.3 25.9 23.4 Number of Traders in Each Category Total Traders: 81 . 10 . 9 8 4 14 23 7 12 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 35,601 Positions 12,496 2,213 72 1,236 2,995 0 12,246 12,572 787 0 400 0 8,764 16,562 Changes from: March 22, 2016 Total Change is: -2,055 -1,461 482 69 18 90 0 -1,341 -1,947 49 0 0 0 611 -798 Percent of Open Interest Represented by Each Category of Trader 35.1 6.2 0.2 3.5 8.4 0.0 34.4 35.3 2.2 0.0 1.1 0.0 24.6 46.5 Number of Traders in Each Category Total Traders: 41 4 . . . 5 0 12 14 6 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 250,444 Positions 165,346 2,222 854 2,715 86,061 3,468 53,343 104,806 6,239 4,184 12,021 0 14,295 34,773 Changes from: March 22, 2016 Total Change is: 4,222 1,861 377 -1 1,119 1,286 5 -2,046 1,804 1,119 1,550 606 0 615 -974 Percent of Open Interest Represented by Each Category of Trader 66.0 0.9 0.3 1.1 34.4 1.4 21.3 41.8 2.5 1.7 4.8 0.0 5.7 13.9 Number of Traders in Each Category Total Traders: 111 10 4 . . 27 8 27 31 16 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 148,292 Positions 3,942 31,396 259 32,135 46,060 5,873 72,050 30,144 2,221 2,588 8,691 13 29,211 23,635 Changes from: March 22, 2016 Total Change is: 1,871 -401 1,692 -158 879 -470 -8 -572 2,899 -76 2,171 -633 -3 39 -1,372 Percent of Open Interest Represented by Each Category of Trader 2.7 21.2 0.2 21.7 31.1 4.0 48.6 20.3 1.5 1.7 5.9 0.0 19.7 15.9 Number of Traders in Each Category Total Traders: 114 4 11 . 15 20 10 35 20 8 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 330,090 Positions 78,533 23,474 2,921 106,539 98,704 14,814 40,268 103,385 2,867 31,355 27,592 967 51,826 55,366 Changes from: March 22, 2016 Total Change is: 5,780 -460 6,094 495 -294 729 295 5,709 20 -1,145 -1,328 215 -106 2,614 -817 Percent of Open Interest Represented by Each Category of Trader 23.8 7.1 0.9 32.3 29.9 4.5 12.2 31.3 0.9 9.5 8.4 0.3 15.7 16.8 Number of Traders in Each Category Total Traders: 215 14 9 8 37 33 29 31 44 16 14 32 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 31,644 Positions 1,399 22,676 279 15,037 703 1,488 1,324 2,734 0 2,022 0 0 10,095 3,764 Changes from: March 22, 2016 Total Change is: -13 -31 508 29 263 -3 -42 -285 -134 0 0 0 0 53 -371 Percent of Open Interest Represented by Each Category of Trader 4.4 71.7 0.9 47.5 2.2 4.7 4.2 8.6 0.0 6.4 0.0 0.0 31.9 11.9 Number of Traders in Each Category Total Traders: 24 . 4 . 9 . 5 . . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 119,665 Positions 2,410 47,792 298 41,537 7,939 1,297 40,086 15,681 1,523 2,165 27,085 135 30,214 17,915 Changes from: March 22, 2016 Total Change is: 7,988 -36 5,256 -59 2,992 375 -10 5,509 596 135 616 1,702 120 -1,279 -127 Percent of Open Interest Represented by Each Category of Trader 2.0 39.9 0.2 34.7 6.6 1.1 33.5 13.1 1.3 1.8 22.6 0.1 25.2 15.0 Number of Traders in Each Category Total Traders: 90 4 9 . 12 7 5 29 16 6 4 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 27,133 Positions 14,828 21,620 391 4,392 0 0 5,844 3,119 235 528 1,076 235 680 457 Changes from: March 22, 2016 Total Change is: -120 0 121 0 -150 0 0 -13 -208 0 0 161 0 43 -194 Percent of Open Interest Represented by Each Category of Trader 54.6 79.7 1.4 16.2 0.0 0.0 21.5 11.5 0.9 1.9 4.0 0.9 2.5 1.7 Number of Traders in Each Category Total Traders: 24 . 8 . . 0 0 6 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 109,067 Positions 54,502 41,687 100 17,107 3,936 445 29,975 51,824 288 2,448 5,520 0 4,202 5,267 Changes from: March 22, 2016 Total Change is: 3,672 506 4,449 -460 -756 17 11 4,729 -1,389 -20 -139 493 0 -199 571 Percent of Open Interest Represented by Each Category of Trader 50.0 38.2 0.1 15.7 3.6 0.4 27.5 47.5 0.3 2.2 5.1 0.0 3.9 4.8 Number of Traders in Each Category Total Traders: 108 4 8 . 9 7 . 27 35 7 11 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 45,047 Positions 0 6,766 13,419 6,048 160 0 21,772 15,101 2,595 0 5,794 27 1,186 1,185 Changes from: March 22, 2016 Total Change is: 15,431 0 -908 13,419 0 0 0 161 549 1,711 0 559 27 113 74 Percent of Open Interest Represented by Each Category of Trader 0.0 15.0 29.8 13.4 0.4 0.0 48.3 33.5 5.8 0.0 12.9 0.1 2.6 2.6 Number of Traders in Each Category Total Traders: 27 0 . . . . 0 6 12 . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 28,248 Positions 5,407 2,356 1 1,889 10,176 0 14,987 9,476 1,269 1,620 1,678 0 3,075 3,292 Changes from: March 22, 2016 Total Change is: 1,085 130 532 -2 92 0 0 1,103 -115 67 220 475 0 -525 128 Percent of Open Interest Represented by Each Category of Trader 19.1 8.3 0.0 6.7 36.0 0.0 53.1 33.5 4.5 5.7 5.9 0.0 10.9 11.7 Number of Traders in Each Category Total Traders: 68 4 5 . 4 4 0 22 20 4 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 50,968 Positions 14,948 21,693 107 6,058 946 413 21,363 16,717 220 1,021 1,768 56 6,783 9,050 Changes from: March 22, 2016 Total Change is: 5,388 468 5,443 -104 102 -156 -8 3,864 362 -79 139 65 -109 1,113 -28 Percent of Open Interest Represented by Each Category of Trader 29.3 42.6 0.2 11.9 1.9 0.8 41.9 32.8 0.4 2.0 3.5 0.1 13.3 17.8 Number of Traders in Each Category Total Traders: 96 14 15 . 11 4 5 27 15 . 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 101,935 Positions 29,895 43,386 213 12,116 1,891 826 42,726 33,434 440 2,042 3,535 111 13,566 18,099 Changes from: March 22, 2016 Total Change is: 10,775 936 10,886 -207 204 -312 -16 7,728 723 -157 278 130 -217 2,226 -55 Percent of Open Interest Represented by Each Category of Trader 29.3 42.6 0.2 11.9 1.9 0.8 41.9 32.8 0.4 2.0 3.5 0.1 13.3 17.8 Number of Traders in Each Category Total Traders: 96 14 15 . 11 4 5 27 15 . 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 632,054 Positions 117,415 60,302 7,722 252,569 204,492 50,314 73,910 144,882 19,003 23,711 50,149 4,586 82,824 90,604 Changes from: March 22, 2016 Total Change is: 7,653 2,413 -1,248 1,227 -2,749 5,054 -1,136 1,990 2,658 -572 1,666 1,313 -206 5,020 563 Percent of Open Interest Represented by Each Category of Trader 18.6 9.5 1.2 40.0 32.4 8.0 11.7 22.9 3.0 3.8 7.9 0.7 13.1 14.3 Number of Traders in Each Category Total Traders: 581 39 30 17 112 98 91 72 128 67 37 65 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 62,229 Positions 9,143 10,871 964 13,626 17,701 2,685 2,830 2,296 50 2,907 1,454 21 30,003 26,187 Changes from: March 22, 2016 Total Change is: 1,972 493 868 -199 169 -107 -1 769 643 0 193 -3 0 548 771 Percent of Open Interest Represented by Each Category of Trader 14.7 17.5 1.5 21.9 28.4 4.3 4.5 3.7 0.1 4.7 2.3 0.0 48.2 42.1 Number of Traders in Each Category Total Traders: 55 5 6 . 11 4 6 14 9 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 2,849,125 Positions 556,538 262,331 18,612 1,197,153 936,396 235,707 366,032 723,559 84,133 114,290 253,745 12,555 264,105 322,087 Changes from: March 22, 2016 Total Change is: 28,406 18,261 -1,922 -1,529 -14,592 25,805 -5,673 8,801 12,773 -5,557 8,328 7,543 -1,995 22,362 -1,039 Percent of Open Interest Represented by Each Category of Trader 19.5 9.2 0.7 42.0 32.9 8.3 12.8 25.4 3.0 4.0 8.9 0.4 9.3 11.3 Number of Traders in Each Category Total Traders: 572 38 30 15 110 95 88 72 128 62 36 63 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 88,727 Positions 16,406 9,496 319 45,000 62,440 2,234 13,689 8,304 817 204 804 0 10,058 4,313 Changes from: March 22, 2016 Total Change is: 4,170 -1,193 3,580 47 2,852 232 88 1,257 -760 479 -202 39 0 842 465 Percent of Open Interest Represented by Each Category of Trader 18.5 10.7 0.4 50.7 70.4 2.5 15.4 9.4 0.9 0.2 0.9 0.0 11.3 4.9 Number of Traders in Each Category Total Traders: 88 8 4 . 36 17 15 9 10 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 44,012 Positions 7,624 14,026 143 17,538 9,228 800 9,886 12,642 758 2,328 1,965 28 4,905 4,420 Changes from: March 22, 2016 Total Change is: 1,732 -239 2,457 9 -1,272 -879 113 2,647 992 -213 84 -412 -40 644 -294 Percent of Open Interest Represented by Each Category of Trader 17.3 31.9 0.3 39.8 21.0 1.8 22.5 28.7 1.7 5.3 4.5 0.1 11.1 10.0 Number of Traders in Each Category Total Traders: 212 17 16 4 42 20 11 36 47 9 14 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 220,059 Positions 38,120 70,131 716 87,692 46,141 4,001 49,432 63,212 3,791 11,642 9,826 142 24,523 22,099 Changes from: March 22, 2016 Total Change is: 8,662 -1,195 12,286 43 -6,359 -4,397 564 13,233 4,962 -1,066 421 -2,062 -199 3,220 -1,469 Percent of Open Interest Represented by Each Category of Trader 17.3 31.9 0.3 39.8 21.0 1.8 22.5 28.7 1.7 5.3 4.5 0.1 11.1 10.0 Number of Traders in Each Category Total Traders: 212 17 16 4 42 20 11 36 47 9 14 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 387,356 Positions 165,396 15,887 1,315 118,889 204,274 14,761 56,105 118,646 6,004 8,605 8,852 18 16,263 17,599 Changes from: March 22, 2016 Total Change is: 428 -1,046 701 359 5,152 -1,991 -1,971 -3,503 2,013 359 290 1,634 -4 792 -672 Percent of Open Interest Represented by Each Category of Trader 42.7 4.1 0.3 30.7 52.7 3.8 14.5 30.6 1.5 2.2 2.3 0.0 4.2 4.5 Number of Traders in Each Category Total Traders: 267 22 11 4 49 56 28 41 64 19 9 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 29,701 Positions 1,090 7,986 0 14,741 976 60 3,720 6,048 0 4,554 9,621 0 5,536 5,010 Changes from: March 22, 2016 Total Change is: -698 0 868 0 -50 0 6 -537 -677 0 0 -270 0 -117 -625 Percent of Open Interest Represented by Each Category of Trader 3.7 26.9 0.0 49.6 3.3 0.2 12.5 20.4 0.0 15.3 32.4 0.0 18.6 16.9 Number of Traders in Each Category Total Traders: 44 . 7 0 11 . . . 13 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 58,669 Positions 17,073 9,721 431 10,790 5,049 257 15,415 4,389 205 6,305 0 0 8,193 38,617 Changes from: March 22, 2016 Total Change is: -2,801 47 1,225 62 218 327 -2 -1,484 -2,002 107 -349 0 0 -1,400 -2,518 Percent of Open Interest Represented by Each Category of Trader 29.1 16.6 0.7 18.4 8.6 0.4 26.3 7.5 0.3 10.7 0.0 0.0 14.0 65.8 Number of Traders in Each Category Total Traders: 75 14 9 5 9 6 . 22 8 4 7 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 182,111 Positions 11,133 90,377 812 110,582 65,145 7,798 36,940 5,214 5,068 3,520 2,597 4 6,254 5,096 Changes from: March 22, 2016 Total Change is: 1,503 598 -243 0 -137 2,039 246 995 -174 -230 24 1 -1 8 -135 Percent of Open Interest Represented by Each Category of Trader 6.1 49.6 0.4 60.7 35.8 4.3 20.3 2.9 2.8 1.9 1.4 0.0 3.4 2.8 Number of Traders in Each Category Total Traders: 122 10 8 . 41 24 16 15 7 5 9 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 584,976 Positions 37,395 285,544 1,357 322,859 105,839 65,227 116,983 89,209 5,776 15,677 19,396 1,325 18,377 11,303 Changes from: March 22, 2016 Total Change is: -21,309 287 -2,164 -191 -26,376 -3,719 204 2,302 -16,345 -58 448 588 87 1,988 289 Percent of Open Interest Represented by Each Category of Trader 6.4 48.8 0.2 55.2 18.1 11.2 20.0 15.3 1.0 2.7 3.3 0.2 3.1 1.9 Number of Traders in Each Category Total Traders: 278 17 25 5 84 38 41 35 37 17 26 16 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 504,806 Positions 7,896 62,324 935 167,256 147,891 74,396 76,862 47,700 21,419 7,235 22,173 152 148,655 127,816 Changes from: March 22, 2016 Total Change is: 12,662 2,185 -1,053 72 -4,964 2,033 6 8,047 9,179 -1,654 -2,278 -845 -337 11,585 5,261 Percent of Open Interest Represented by Each Category of Trader 1.6 12.3 0.2 33.1 29.3 14.7 15.2 9.4 4.2 1.4 4.4 0.0 29.4 25.3 Number of Traders in Each Category Total Traders: 143 . 19 4 31 29 31 26 20 15 8 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 619,757 Positions 0 63,571 851 355,548 111,515 60,335 42,197 280,352 12,790 9,124 7,856 0 138,912 82,487 Changes from: March 22, 2016 Total Change is: 3,408 0 -1,142 -77 -10,666 -6,168 5,617 3,443 2,495 325 1,750 0 0 3,016 2,358 Percent of Open Interest Represented by Each Category of Trader 0.0 10.3 0.1 57.4 18.0 9.7 6.8 45.2 2.1 1.5 1.3 0.0 22.4 13.3 Number of Traders in Each Category Total Traders: 95 0 6 . 41 15 30 14 13 12 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 942,425 Positions 24,178 101,390 3,693 354,651 164,543 109,094 258,498 252,459 32,819 46,241 128,678 2,517 110,734 147,232 Changes from: March 22, 2016 Total Change is: 17,322 -5,205 23,334 -13 5,984 -67,952 5,554 14,131 50,596 -416 -1,172 7,264 -1,851 310 806 Percent of Open Interest Represented by Each Category of Trader 2.6 10.8 0.4 37.6 17.5 11.6 27.4 26.8 3.5 4.9 13.7 0.3 11.7 15.6 Number of Traders in Each Category Total Traders: 226 9 28 6 57 36 47 30 32 19 13 21 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 2,653,703 Positions 89,717 221,776 31,125 902,968 841,328 331,494 503,164 594,426 77,611 362,958 146,278 11,834 342,832 397,831 Changes from: March 22, 2016 Total Change is: 23,961 -19,729 657 6,887 62,873 -20,197 1,835 -26,339 44,562 -6,684 -7,243 -7,156 3,332 9,029 725 Percent of Open Interest Represented by Each Category of Trader 3.4 8.4 1.2 34.0 31.7 12.5 19.0 22.4 2.9 13.7 5.5 0.4 12.9 15.0 Number of Traders in Each Category Total Traders: 343 15 29 12 61 77 65 62 55 48 14 29 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 2,461,580 Positions 59,132 241,195 25,897 1,305,439 506,222 277,152 332,842 822,210 57,678 140,268 197,375 4,382 258,790 329,469 Changes from: March 22, 2016 Total Change is: 81,473 -20,105 35,278 -1,136 89,867 -31,824 4,316 20,164 58,600 -12,433 -5,367 16,662 184 5,983 11,826 Percent of Open Interest Represented by Each Category of Trader 2.4 9.8 1.1 53.0 20.6 11.3 13.5 33.4 2.3 5.7 8.0 0.2 10.5 13.4 Number of Traders in Each Category Total Traders: 275 8 30 7 52 48 53 41 54 30 8 34 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 822,071 Positions 250,092 152,293 258,270 4,139 15,624 5,389 111,382 168,017 135,453 12,878 13,428 23,607 20,861 49,990 Changes from: March 22, 2016 Total Change is: 42,973 -4,445 -16,558 22,286 0 -339 3,000 2,137 16,699 9,293 3,286 -2,979 8,179 -763 3,392 Percent of Open Interest Represented by Each Category of Trader 30.4 18.5 31.4 0.5 1.9 0.7 13.5 20.4 16.5 1.6 1.6 2.9 2.5 6.1 Number of Traders in Each Category Total Traders: 115 17 30 36 . 4 4 14 32 31 6 6 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 9,628,030 Positions 2,782,299 1,293,927 2,103,729 428,689 1,342,861 277,818 1,163,707 1,304,240 1,484,260 364,849 419,110 295,747 726,932 1,106,338 Changes from: March 22, 2016 Total Change is: 93,986 217,055 55,504 -54,259 -144,178 -3,712 36,430 25,915 4,466 -38,198 -22,119 46,745 9,190 64,150 37,820 Percent of Open Interest Represented by Each Category of Trader 28.9 13.4 21.9 4.5 13.9 2.9 12.1 13.5 15.4 3.8 4.4 3.1 7.6 11.5 Number of Traders in Each Category Total Traders: 268 32 45 75 10 32 30 26 82 83 5 25 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 25,888 Positions 1,802 426 0 0 13,496 134 16,652 8,706 0 6,559 2,391 612 129 123 Changes from: March 22, 2016 Total Change is: 931 118 114 0 0 458 0 441 196 0 349 151 0 23 12 Percent of Open Interest Represented by Each Category of Trader 7.0 1.6 0.0 0.0 52.1 0.5 64.3 33.6 0.0 25.3 9.2 2.4 0.5 0.5 Number of Traders in Each Category Total Traders: 44 4 . 0 0 13 . 4 10 0 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 31,411 Positions 6,915 423 0 414 14,514 551 22,368 10,903 0 1,100 4,869 0 63 151 Changes from: March 22, 2016 Total Change is: 1,968 3,207 305 0 0 479 0 -1,232 709 0 0 372 0 -7 103 Percent of Open Interest Represented by Each Category of Trader 22.0 1.3 0.0 1.3 46.2 1.8 71.2 34.7 0.0 3.5 15.5 0.0 0.2 0.5 Number of Traders in Each Category Total Traders: 39 . . 0 . 8 . 6 8 0 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 53,669 Positions 373 26,216 0 14,873 2,279 629 11,708 19,607 1,262 18,644 601 4 6,176 3,071 Changes from: March 22, 2016 Total Change is: 1,055 -52 -146 0 246 17 -5 686 1,292 178 249 -539 -1 -246 259 Percent of Open Interest Represented by Each Category of Trader 0.7 48.8 0.0 27.7 4.2 1.2 21.8 36.5 2.4 34.7 1.1 0.0 11.5 5.7 Number of Traders in Each Category Total Traders: 117 . . 0 6 6 . 23 24 8 47 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 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 338,446 Positions 59,872 19,800 19,156 89,933 43,209 39,412 42,445 128,209 51,190 6,435 3,787 7,609 22,394 26,074 Changes from: March 22, 2016 Total Change is: 16,282 15,466 -3,324 25 -5,336 9,636 1,586 1,888 3,671 2,873 -593 -510 837 -464 1,488 Percent of Open Interest Represented by Each Category of Trader 17.7 5.9 5.7 26.6 12.8 11.6 12.5 37.9 15.1 1.9 1.1 2.2 6.6 7.7 Number of Traders in Each Category Total Traders: 190 17 10 19 10 18 9 42 59 54 12 13 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 18,436 Positions 562 3,190 0 8,640 2,818 1,000 6,968 10,273 326 659 817 0 281 12 Changes from: March 22, 2016 Total Change is: -838 491 -188 0 -1,577 954 -124 355 -1,596 66 -35 67 0 -14 -17 Percent of Open Interest Represented by Each Category of Trader 3.0 17.3 0.0 46.9 15.3 5.4 37.8 55.7 1.8 3.6 4.4 0.0 1.5 0.1 Number of Traders in Each Category Total Traders: 37 . . 0 9 . . 8 9 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 1, 2016