Traders in Financial Futures - Futures Only Positions as of April 5, 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 105,335 Positions 1,853 35,249 10 40,537 15,754 986 21,159 26,991 3,114 8,466 412 9 29,201 22,810 Changes from: March 29, 2016 Total Change is: 4,236 -387 8,882 -47 -30 -494 -21 1,435 -3,359 1,007 -489 -630 -289 3,057 -813 Percent of Open Interest Represented by Each Category of Trader 1.8 33.5 0.0 38.5 15.0 0.9 20.1 25.6 3.0 8.0 0.4 0.0 27.7 21.7 Number of Traders in Each Category Total Traders: 82 . 11 . 10 8 4 14 23 8 12 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 36,411 Positions 12,276 7,761 38 1,443 2,268 100 10,885 10,603 454 0 400 0 11,215 14,787 Changes from: March 29, 2016 Total Change is: 810 -220 5,548 -34 207 -727 100 -1,361 -1,969 -333 0 0 0 2,451 -1,775 Percent of Open Interest Represented by Each Category of Trader 33.7 21.3 0.1 4.0 6.2 0.3 29.9 29.1 1.2 0.0 1.1 0.0 30.8 40.6 Number of Traders in Each Category Total Traders: 40 . 5 . . 4 . 12 13 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 247,586 Positions 160,016 2,633 855 3,959 86,330 4,421 55,601 96,512 4,737 4,182 13,889 271 13,544 37,938 Changes from: March 29, 2016 Total Change is: -2,858 -5,330 411 1 1,244 269 953 2,258 -8,294 -1,502 -2 1,868 271 -751 3,165 Percent of Open Interest Represented by Each Category of Trader 64.6 1.1 0.3 1.6 34.9 1.8 22.5 39.0 1.9 1.7 5.6 0.1 5.5 15.3 Number of Traders in Each Category Total Traders: 116 11 5 . . 29 7 27 31 13 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 166,831 Positions 3,010 47,906 232 39,095 42,672 5,691 77,687 39,341 1,913 4,830 3,687 6 34,367 25,383 Changes from: March 29, 2016 Total Change is: 18,539 -932 16,510 -27 6,960 -3,388 -182 5,637 9,197 -308 2,242 -5,004 -7 5,156 1,748 Percent of Open Interest Represented by Each Category of Trader 1.8 28.7 0.1 23.4 25.6 3.4 46.6 23.6 1.1 2.9 2.2 0.0 20.6 15.2 Number of Traders in Each Category Total Traders: 114 . 12 4 15 19 10 35 23 6 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 338,533 Positions 76,957 34,577 3,073 107,578 96,338 17,443 44,989 99,328 2,726 31,464 24,495 851 53,452 59,702 Changes from: March 29, 2016 Total Change is: 8,443 -1,576 11,103 152 1,039 -2,366 2,629 4,721 -4,057 -141 109 -3,097 -116 1,626 4,336 Percent of Open Interest Represented by Each Category of Trader 22.7 10.2 0.9 31.8 28.5 5.2 13.3 29.3 0.8 9.3 7.2 0.3 15.8 17.6 Number of Traders in Each Category Total Traders: 221 16 8 9 35 36 29 34 44 13 17 31 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 32,492 Positions 1,803 22,926 280 15,466 668 1,460 896 2,712 0 2,022 581 0 10,565 3,865 Changes from: March 29, 2016 Total Change is: 848 404 250 1 429 -35 -28 -428 -22 0 0 581 0 470 101 Percent of Open Interest Represented by Each Category of Trader 5.5 70.6 0.9 47.6 2.1 4.5 2.8 8.3 0.0 6.2 1.8 0.0 32.5 11.9 Number of Traders in Each Category Total Traders: 25 4 4 . 9 . 5 . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 121,060 Positions 2,855 49,051 304 35,287 10,413 1,458 48,696 12,511 1,291 1,016 26,269 13 30,140 19,750 Changes from: March 29, 2016 Total Change is: 1,395 445 1,259 6 -6,250 2,474 161 8,610 -3,170 -232 -1,149 -816 -122 -74 1,835 Percent of Open Interest Represented by Each Category of Trader 2.4 40.5 0.3 29.1 8.6 1.2 40.2 10.3 1.1 0.8 21.7 0.0 24.9 16.3 Number of Traders in Each Category Total Traders: 88 5 8 . 12 7 5 30 16 4 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 27,289 Positions 14,828 21,880 391 4,444 0 0 5,981 3,001 235 528 915 235 647 632 Changes from: March 29, 2016 Total Change is: 156 0 260 0 52 0 0 137 -118 0 0 -161 0 -33 175 Percent of Open Interest Represented by Each Category of Trader 54.3 80.2 1.4 16.3 0.0 0.0 21.9 11.0 0.9 1.9 3.4 0.9 2.4 2.3 Number of Traders in Each Category Total Traders: 24 . 8 . . 0 0 7 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 113,872 Positions 50,825 48,177 148 17,701 4,056 240 37,703 49,754 643 2,275 5,092 50 4,287 5,712 Changes from: March 29, 2016 Total Change is: 4,805 -3,677 6,490 48 594 120 -205 7,728 -2,070 355 -173 -428 50 85 445 Percent of Open Interest Represented by Each Category of Trader 44.6 42.3 0.1 15.5 3.6 0.2 33.1 43.7 0.6 2.0 4.5 0.0 3.8 5.0 Number of Traders in Each Category Total Traders: 113 4 10 . 9 8 . 25 40 9 11 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 30,973 Positions 0 17,408 1,365 4,750 160 0 23,314 5,005 507 0 5,559 0 1,037 969 Changes from: March 29, 2016 Total Change is: -14,074 0 10,642 -12,054 -1,298 0 0 1,542 -10,096 -2,088 0 -235 -27 -149 -216 Percent of Open Interest Represented by Each Category of Trader 0.0 56.2 4.4 15.3 0.5 0.0 75.3 16.2 1.6 0.0 17.9 0.0 3.3 3.1 Number of Traders in Each Category Total Traders: 25 0 . . . . 0 9 8 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 28,309 Positions 5,306 4,085 6 2,072 8,637 0 15,300 9,887 1,104 1,369 1,328 0 3,152 3,262 Changes from: March 29, 2016 Total Change is: 61 -101 1,729 5 183 -1,539 0 313 411 -165 -251 -350 0 77 -30 Percent of Open Interest Represented by Each Category of Trader 18.7 14.4 0.0 7.3 30.5 0.0 54.0 34.9 3.9 4.8 4.7 0.0 11.1 11.5 Number of Traders in Each Category Total Traders: 66 . 6 . 5 . 0 20 21 5 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 56,474 Positions 15,009 27,213 196 6,075 1,025 522 25,678 16,217 620 961 1,732 31 7,383 8,921 Changes from: March 29, 2016 Total Change is: 5,506 62 5,520 89 17 79 109 4,315 -501 400 -61 -36 -25 600 -129 Percent of Open Interest Represented by Each Category of Trader 26.6 48.2 0.3 10.8 1.8 0.9 45.5 28.7 1.1 1.7 3.1 0.1 13.1 15.8 Number of Traders in Each Category Total Traders: 96 15 13 . 10 5 5 26 17 4 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 112,947 Positions 30,018 54,425 391 12,150 2,049 1,044 51,356 32,433 1,239 1,921 3,463 62 14,766 17,841 Changes from: March 29, 2016 Total Change is: 11,012 123 11,039 178 34 158 218 8,630 -1,001 799 -121 -72 -49 1,200 -258 Percent of Open Interest Represented by Each Category of Trader 26.6 48.2 0.3 10.8 1.8 0.9 45.5 28.7 1.1 1.7 3.1 0.1 13.1 15.8 Number of Traders in Each Category Total Traders: 96 15 13 . 10 5 5 26 17 4 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 640,464 Positions 117,876 66,788 10,761 247,285 202,267 50,984 82,427 146,345 21,682 23,959 50,336 4,804 80,685 86,496 Changes from: March 29, 2016 Total Change is: 8,410 460 6,486 3,040 -5,283 -2,226 669 8,517 1,464 2,679 248 187 218 -2,139 -4,108 Percent of Open Interest Represented by Each Category of Trader 18.4 10.4 1.7 38.6 31.6 8.0 12.9 22.8 3.4 3.7 7.9 0.8 12.6 13.5 Number of Traders in Each Category Total Traders: 590 39 33 22 109 101 89 78 133 73 39 58 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 66,906 Positions 12,895 14,766 2,664 13,607 18,296 2,623 3,794 4,959 50 2,781 1,412 22 28,470 22,114 Changes from: March 29, 2016 Total Change is: 4,677 3,752 3,895 1,700 -19 595 -62 964 2,663 0 -126 -42 1 -1,533 -4,073 Percent of Open Interest Represented by Each Category of Trader 19.3 22.1 4.0 20.3 27.3 3.9 5.7 7.4 0.1 4.2 2.1 0.0 42.6 33.1 Number of Traders in Each Category Total Traders: 60 6 7 . 11 4 5 12 12 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 2,867,791 Positions 543,267 278,475 22,124 1,171,061 922,523 239,134 409,021 722,785 92,306 114,942 253,670 14,862 261,074 321,912 Changes from: March 29, 2016 Total Change is: 18,666 -13,271 16,144 3,512 -26,092 -13,873 3,427 42,989 -774 8,173 652 -75 2,307 -3,031 -175 Percent of Open Interest Represented by Each Category of Trader 18.9 9.7 0.8 40.8 32.2 8.3 14.3 25.2 3.2 4.0 8.8 0.5 9.1 11.2 Number of Traders in Each Category Total Traders: 580 39 32 18 107 98 87 79 131 65 37 57 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 83,910 Positions 13,577 9,019 344 42,880 59,940 2,430 14,954 7,947 347 204 522 0 9,174 3,361 Changes from: March 29, 2016 Total Change is: -4,817 -2,829 -477 25 -2,120 -2,500 196 1,265 -357 -470 0 -282 0 -884 -952 Percent of Open Interest Represented by Each Category of Trader 16.2 10.7 0.4 51.1 71.4 2.9 17.8 9.5 0.4 0.2 0.6 0.0 10.9 4.0 Number of Traders in Each Category Total Traders: 91 8 5 . 35 18 15 12 10 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 43,356 Positions 8,210 14,911 96 15,297 8,565 1,122 10,970 11,682 364 2,388 2,158 25 4,883 4,432 Changes from: March 29, 2016 Total Change is: -656 586 885 -47 -2,241 -663 322 1,084 -961 -395 59 193 -3 -21 12 Percent of Open Interest Represented by Each Category of Trader 18.9 34.4 0.2 35.3 19.8 2.6 25.3 26.9 0.8 5.5 5.0 0.1 11.3 10.2 Number of Traders in Each Category Total Traders: 213 17 19 4 41 20 9 38 43 11 14 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 216,778 Positions 41,051 74,557 481 76,486 42,824 5,610 54,851 58,409 1,818 11,938 10,792 126 24,417 22,161 Changes from: March 29, 2016 Total Change is: -3,281 2,931 4,426 -235 -11,206 -3,317 1,609 5,419 -4,803 -1,973 296 966 -16 -106 62 Percent of Open Interest Represented by Each Category of Trader 18.9 34.4 0.2 35.3 19.8 2.6 25.3 26.9 0.8 5.5 5.0 0.1 11.3 10.2 Number of Traders in Each Category Total Traders: 213 17 19 4 41 20 9 38 43 11 14 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 376,108 Positions 164,627 16,561 1,703 113,926 203,589 14,964 52,173 108,534 5,667 8,217 7,878 20 14,811 17,192 Changes from: March 29, 2016 Total Change is: -11,248 -769 674 388 -4,963 -685 203 -3,932 -10,112 -337 -388 -974 2 -1,452 -407 Percent of Open Interest Represented by Each Category of Trader 43.8 4.4 0.5 30.3 54.1 4.0 13.9 28.9 1.5 2.2 2.1 0.0 3.9 4.6 Number of Traders in Each Category Total Traders: 264 22 10 4 49 59 25 39 62 17 9 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 30,689 Positions 1,085 8,353 0 15,143 588 86 2,212 6,183 0 6,146 9,417 0 6,017 6,062 Changes from: March 29, 2016 Total Change is: 988 -5 367 0 402 -388 26 -1,508 135 0 1,592 -204 0 481 1,052 Percent of Open Interest Represented by Each Category of Trader 3.5 27.2 0.0 49.3 1.9 0.3 7.2 20.1 0.0 20.0 30.7 0.0 19.6 19.8 Number of Traders in Each Category Total Traders: 42 . 7 0 12 . . . 11 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 72,198 Positions 22,360 7,106 793 12,469 4,076 265 20,259 9,534 219 7,115 0 0 8,718 50,205 Changes from: March 29, 2016 Total Change is: 13,529 5,287 -2,615 362 1,679 -973 8 4,844 5,145 14 810 0 0 525 11,588 Percent of Open Interest Represented by Each Category of Trader 31.0 9.8 1.1 17.3 5.6 0.4 28.1 13.2 0.3 9.9 0.0 0.0 12.1 69.5 Number of Traders in Each Category Total Traders: 84 19 5 . 10 6 . 25 12 . 7 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 190,842 Positions 9,797 97,515 721 119,431 66,481 9,111 38,314 6,555 3,017 3,485 2,546 17 6,949 4,879 Changes from: March 29, 2016 Total Change is: 8,731 -1,336 7,138 -91 8,849 1,336 1,313 1,374 1,341 -2,051 -35 -51 13 695 -217 Percent of Open Interest Represented by Each Category of Trader 5.1 51.1 0.4 62.6 34.8 4.8 20.1 3.4 1.6 1.8 1.3 0.0 3.6 2.6 Number of Traders in Each Category Total Traders: 125 9 10 . 43 24 18 14 8 5 9 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 593,509 Positions 42,443 313,541 1,432 316,747 93,960 69,484 119,640 79,132 6,987 17,850 17,413 1,187 17,739 10,373 Changes from: March 29, 2016 Total Change is: 8,533 5,048 27,997 75 -6,112 -11,879 4,257 2,657 -10,077 1,211 2,173 -1,983 -138 -638 -930 Percent of Open Interest Represented by Each Category of Trader 7.2 52.8 0.2 53.4 15.8 11.7 20.2 13.3 1.2 3.0 2.9 0.2 3.0 1.7 Number of Traders in Each Category Total Traders: 281 20 23 5 87 40 41 35 35 14 28 13 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 517,225 Positions 10,702 56,441 568 177,017 154,416 75,270 71,717 53,225 19,965 8,336 16,785 198 153,452 140,357 Changes from: March 29, 2016 Total Change is: 12,419 2,806 -5,883 -367 9,761 6,525 874 -5,145 5,525 -1,454 1,101 -5,388 46 4,797 12,541 Percent of Open Interest Represented by Each Category of Trader 2.1 10.9 0.1 34.2 29.9 14.6 13.9 10.3 3.9 1.6 3.2 0.0 29.7 27.1 Number of Traders in Each Category Total Traders: 143 6 16 4 31 27 29 24 26 13 8 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 624,505 Positions 0 58,790 834 356,681 116,453 66,829 40,250 276,332 12,930 5,631 8,753 1,571 139,779 82,013 Changes from: March 29, 2016 Total Change is: 4,748 0 -4,781 -17 1,133 4,938 6,494 -1,947 -4,020 140 -3,493 897 1,571 867 -474 Percent of Open Interest Represented by Each Category of Trader 0.0 9.4 0.1 57.1 18.6 10.7 6.4 44.2 2.1 0.9 1.4 0.3 22.4 13.1 Number of Traders in Each Category Total Traders: 95 0 7 . 41 16 30 12 14 9 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 992,726 Positions 24,856 80,149 3,321 372,648 141,788 110,271 273,980 313,352 27,983 52,047 173,091 3,458 124,162 139,313 Changes from: March 29, 2016 Total Change is: 50,301 678 -21,241 -372 17,997 -22,755 1,177 15,482 60,893 -4,836 5,806 44,413 941 13,428 -7,919 Percent of Open Interest Represented by Each Category of Trader 2.5 8.1 0.3 37.5 14.3 11.1 27.6 31.6 2.8 5.2 17.4 0.3 12.5 14.0 Number of Traders in Each Category Total Traders: 225 8 25 8 55 33 47 28 35 21 14 27 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 2,689,476 Positions 139,832 208,610 21,881 896,361 813,134 349,676 456,264 670,711 80,490 381,993 135,507 9,536 353,443 399,931 Changes from: March 29, 2016 Total Change is: 35,773 50,115 -13,166 -9,244 -6,607 -28,194 18,182 -46,900 76,285 2,879 19,035 -10,771 -2,298 10,611 2,100 Percent of Open Interest Represented by Each Category of Trader 5.2 7.8 0.8 33.3 30.2 13.0 17.0 24.9 3.0 14.2 5.0 0.4 13.1 14.9 Number of Traders in Each Category Total Traders: 342 20 29 11 60 75 66 53 62 53 16 27 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 107,167 Positions 10,425 11,578 0 13,611 40,128 587 39,627 2,720 3 2,250 0 0 40,664 52,151 Changes from: March 29, 2016 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 9.7 10.8 0.0 12.7 37.4 0.5 37.0 2.5 0.0 2.1 0.0 0.0 37.9 48.7 Number of Traders in Each Category Total Traders: 23 . 4 0 . 5 . 8 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 2,445,959 Positions 46,016 199,581 21,824 1,334,367 447,832 291,108 301,207 897,950 30,865 137,999 213,313 4,557 278,016 338,929 Changes from: March 29, 2016 Total Change is: -15,621 -13,116 -41,614 -4,073 28,928 -58,390 13,956 -31,635 75,740 -26,813 -2,269 15,938 175 19,226 9,460 Percent of Open Interest Represented by Each Category of Trader 1.9 8.2 0.9 54.6 18.3 11.9 12.3 36.7 1.3 5.6 8.7 0.2 11.4 13.9 Number of Traders in Each Category Total Traders: 276 7 29 6 53 49 51 40 59 30 8 31 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 855,670 Positions 293,147 150,674 232,536 4,139 17,544 5,889 103,274 181,072 152,650 22,472 22,572 24,756 16,807 67,977 Changes from: March 29, 2016 Total Change is: 33,599 43,055 -1,619 -25,734 0 1,920 500 -8,108 13,055 17,197 9,594 9,144 1,149 -4,054 17,987 Percent of Open Interest Represented by Each Category of Trader 34.3 17.6 27.2 0.5 2.1 0.7 12.1 21.2 17.8 2.6 2.6 2.9 2.0 7.9 Number of Traders in Each Category Total Traders: 126 16 28 34 . 6 4 8 44 33 6 7 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is10,035,176 Positions 2,807,857 1,383,315 2,125,499 353,333 1,346,477 331,632 1,309,030 1,380,476 1,634,926 462,828 465,074 241,256 768,815 1,126,521 Changes from: March 29, 2016 Total Change is: 407,146 25,558 89,388 21,770 -75,356 3,616 53,814 145,323 76,236 150,666 97,979 45,964 -54,491 41,883 20,183 Percent of Open Interest Represented by Each Category of Trader 28.0 13.8 21.2 3.5 13.4 3.3 13.0 13.8 16.3 4.6 4.6 2.4 7.7 11.2 Number of Traders in Each Category Total Traders: 274 33 48 77 10 28 29 27 86 88 7 25 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 26,847 Positions 2,197 396 0 0 14,135 152 16,926 8,695 0 6,713 2,619 735 124 115 Changes from: March 29, 2016 Total Change is: 959 395 -30 0 0 639 18 274 -11 0 154 228 123 -5 -8 Percent of Open Interest Represented by Each Category of Trader 8.2 1.5 0.0 0.0 52.7 0.6 63.0 32.4 0.0 25.0 9.8 2.7 0.5 0.4 Number of Traders in Each Category Total Traders: 46 . . 0 0 13 . 5 11 0 . 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 32,601 Positions 9,111 992 0 171 13,230 593 21,535 12,610 0 1,100 5,119 0 91 57 Changes from: March 29, 2016 Total Change is: 1,190 2,196 569 0 -243 -1,284 42 -833 1,707 0 0 250 0 28 -94 Percent of Open Interest Represented by Each Category of Trader 27.9 3.0 0.0 0.5 40.6 1.8 66.1 38.7 0.0 3.4 15.7 0.0 0.3 0.2 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 April 5, 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 56,323 Positions 429 26,409 0 14,477 2,513 629 9,846 21,194 1,625 22,156 1,123 0 7,161 2,830 Changes from: March 29, 2016 Total Change is: 2,654 56 193 0 -396 234 0 -1,862 1,587 363 3,512 522 -4 985 -241 Percent of Open Interest Represented by Each Category of Trader 0.8 46.9 0.0 25.7 4.5 1.1 17.5 37.6 2.9 39.3 2.0 0.0 12.7 5.0 Number of Traders in Each Category Total Traders: 142 4 6 0 6 6 . 22 29 12 62 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 395,270 Positions 84,137 17,561 23,231 123,923 56,904 36,447 25,211 159,981 55,995 6,346 3,820 13,545 26,435 27,786 Changes from: March 29, 2016 Total Change is: 56,824 24,265 -2,239 4,075 33,990 13,695 -2,965 -17,234 31,772 4,805 -89 33 5,936 4,041 1,712 Percent of Open Interest Represented by Each Category of Trader 21.3 4.4 5.9 31.4 14.4 9.2 6.4 40.5 14.2 1.6 1.0 3.4 6.7 7.0 Number of Traders in Each Category Total Traders: 203 21 9 18 14 19 9 39 66 52 11 14 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 5, 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 16,348 Positions 311 3,140 0 8,225 2,972 949 5,609 8,128 390 556 750 0 308 19 Changes from: March 29, 2016 Total Change is: -2,088 -251 -50 0 -415 154 -51 -1,359 -2,145 64 -103 -67 0 27 7 Percent of Open Interest Represented by Each Category of Trader 1.9 19.2 0.0 50.3 18.2 5.8 34.3 49.7 2.4 3.4 4.6 0.0 1.9 0.1 Number of Traders in Each Category Total Traders: 34 . . 0 8 . . 8 8 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 8, 2016