Traders in Financial Futures - Futures Only Positions as of April 26, 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 121,080 Positions 2,990 61,748 0 41,145 7,873 938 27,276 25,727 2,850 10,652 400 41 35,188 21,503 Changes from: April 19, 2016 Total Change is: 6,882 -457 8,002 -13 -1 -871 -39 4,244 780 459 1,197 0 -73 1,565 -1,363 Percent of Open Interest Represented by Each Category of Trader 2.5 51.0 0.0 34.0 6.5 0.8 22.5 21.2 2.4 8.8 0.3 0.0 29.1 17.8 Number of Traders in Each Category Total Traders: 85 . 11 0 11 6 4 21 19 6 14 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 42,860 Positions 12,477 10,179 30 1,395 3,506 122 17,542 12,968 415 720 880 0 10,159 14,760 Changes from: April 19, 2016 Total Change is: -352 -318 -6,150 5 -9 329 9 3,662 3,578 5 120 480 0 -3,826 1,392 Percent of Open Interest Represented by Each Category of Trader 29.1 23.7 0.1 3.3 8.2 0.3 40.9 30.3 1.0 1.7 2.1 0.0 23.7 34.4 Number of Traders in Each Category Total Traders: 47 4 4 . . 5 . 17 12 8 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 243,829 Positions 145,261 24,990 958 8,739 70,519 6,097 54,424 84,743 5,118 4,398 13,633 795 18,039 36,976 Changes from: April 19, 2016 Total Change is: 5,634 -1,990 10,351 58 2,466 -2,198 397 5,603 -4,616 -333 617 89 0 -1,184 1,886 Percent of Open Interest Represented by Each Category of Trader 59.6 10.2 0.4 3.6 28.9 2.5 22.3 34.8 2.1 1.8 5.6 0.3 7.4 15.2 Number of Traders in Each Category Total Traders: 116 7 8 5 5 24 9 27 34 16 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 168,767 Positions 6,006 45,579 2,792 36,184 45,004 6,179 81,734 35,361 2,076 4,995 4,162 4 28,797 27,610 Changes from: April 19, 2016 Total Change is: -11,121 -258 -11,309 232 -1,522 4,282 326 -3,342 -6,795 -54 -4,245 683 -25 -2,233 1,539 Percent of Open Interest Represented by Each Category of Trader 3.6 27.0 1.7 21.4 26.7 3.7 48.4 21.0 1.2 3.0 2.5 0.0 17.1 16.4 Number of Traders in Each Category Total Traders: 118 4 11 4 15 20 10 31 29 7 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 340,200 Positions 65,407 48,424 3,494 118,082 97,835 16,001 47,618 90,830 5,510 32,409 21,368 1,762 49,917 54,976 Changes from: April 19, 2016 Total Change is: -5,363 -9,810 5,047 -486 8,219 149 -424 -978 -8,643 1,645 -1,534 -692 621 -2,616 -2,580 Percent of Open Interest Represented by Each Category of Trader 19.2 14.2 1.0 34.7 28.8 4.7 14.0 26.7 1.6 9.5 6.3 0.5 14.7 16.2 Number of Traders in Each Category Total Traders: 221 17 9 10 37 33 28 29 49 14 18 27 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 31,608 Positions 1,078 22,596 395 16,088 0 956 0 3,051 1 2,028 0 0 11,062 4,609 Changes from: April 19, 2016 Total Change is: -882 -23 -515 26 536 0 -110 -435 -918 1 -671 0 0 -206 634 Percent of Open Interest Represented by Each Category of Trader 3.4 71.5 1.2 50.9 0.0 3.0 0.0 9.7 0.0 6.4 0.0 0.0 35.0 14.6 Number of Traders in Each Category Total Traders: 21 . 4 . 9 0 4 0 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 155,703 Positions 2,854 78,694 465 42,879 10,652 1,377 74,943 13,786 1,439 36 26,510 876 30,834 21,904 Changes from: April 19, 2016 Total Change is: 12,781 -232 15,070 -15 -64 126 -72 13,913 -2,050 127 -8 -52 -68 -800 -285 Percent of Open Interest Represented by Each Category of Trader 1.8 50.5 0.3 27.5 6.8 0.9 48.1 8.9 0.9 0.0 17.0 0.6 19.8 14.1 Number of Traders in Each Category Total Traders: 94 4 9 . 11 8 4 35 17 4 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 29,786 Positions 15,435 22,450 400 5,273 0 0 7,109 5,026 235 400 915 235 699 525 Changes from: April 19, 2016 Total Change is: 74 -17 94 5 211 0 0 -109 -62 0 0 0 0 -16 37 Percent of Open Interest Represented by Each Category of Trader 51.8 75.4 1.3 17.7 0.0 0.0 23.9 16.9 0.8 1.3 3.1 0.8 2.3 1.8 Number of Traders in Each Category Total Traders: 25 . 8 . . 0 0 7 4 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 117,178 Positions 47,776 62,131 201 22,999 3,844 384 30,223 31,267 8,512 1,932 5,659 199 4,952 4,981 Changes from: April 19, 2016 Total Change is: -9,333 73 -6,452 -99 861 -23 0 -9,851 -3,976 519 -426 133 102 -512 463 Percent of Open Interest Represented by Each Category of Trader 40.8 53.0 0.2 19.6 3.3 0.3 25.8 26.7 7.3 1.6 4.8 0.2 4.2 4.3 Number of Traders in Each Category Total Traders: 117 4 9 . 11 8 . 28 40 12 8 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 29,017 Positions 767 17,334 1,439 4,750 160 0 20,786 4,081 250 0 4,781 0 1,025 972 Changes from: April 19, 2016 Total Change is: -1,605 212 0 0 -50 0 0 -1,923 -2,292 122 0 469 0 34 96 Percent of Open Interest Represented by Each Category of Trader 2.6 59.7 5.0 16.4 0.6 0.0 71.6 14.1 0.9 0.0 16.5 0.0 3.5 3.3 Number of Traders in Each Category Total Traders: 25 . . . . . 0 7 8 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 33,789 Positions 6,267 10,698 0 1,645 10,001 0 19,014 8,491 1,126 1,338 1,063 0 4,399 2,410 Changes from: April 19, 2016 Total Change is: 2,476 -10 3,557 -21 -299 0 0 2,260 41 -44 39 -227 0 551 -830 Percent of Open Interest Represented by Each Category of Trader 18.5 31.7 0.0 4.9 29.6 0.0 56.3 25.1 3.3 4.0 3.1 0.0 13.0 7.1 Number of Traders in Each Category Total Traders: 65 . 6 0 4 4 0 23 19 4 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 60,869 Positions 14,665 26,710 264 6,642 2,991 335 29,600 18,191 272 903 2,849 64 8,127 9,194 Changes from: April 19, 2016 Total Change is: 1,106 177 1,179 -18 -156 945 -84 1,043 337 -97 -110 -515 -1 349 -643 Percent of Open Interest Represented by Each Category of Trader 24.1 43.9 0.4 10.9 4.9 0.5 48.6 29.9 0.4 1.5 4.7 0.1 13.4 15.1 Number of Traders in Each Category Total Traders: 106 13 16 4 10 5 . 33 16 5 . 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 121,737 Positions 29,329 53,420 527 13,284 5,982 669 59,199 36,382 543 1,805 5,698 128 16,253 18,388 Changes from: April 19, 2016 Total Change is: 2,211 354 2,358 -35 -311 1,889 -167 2,085 674 -193 -219 -1,029 -1 698 -1,285 Percent of Open Interest Represented by Each Category of Trader 24.1 43.9 0.4 10.9 4.9 0.5 48.6 29.9 0.4 1.5 4.7 0.1 13.4 15.1 Number of Traders in Each Category Total Traders: 106 13 16 4 10 5 . 33 16 5 . 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 653,325 Positions 73,696 79,304 25,010 272,214 195,329 50,120 92,139 134,827 24,216 24,573 51,028 4,485 86,872 89,005 Changes from: April 19, 2016 Total Change is: 6,276 -17,790 3,685 5,155 3,979 6,755 -1,174 7,655 -9,217 -2,682 -82 -364 -42 11,258 4,160 Percent of Open Interest Represented by Each Category of Trader 11.3 12.1 3.8 41.7 29.9 7.7 14.1 20.6 3.7 3.8 7.8 0.7 13.3 13.6 Number of Traders in Each Category Total Traders: 587 33 45 23 116 91 87 79 128 66 35 60 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 79,546 Positions 8,570 29,275 5,077 14,632 18,812 2,328 7,791 5,966 130 2,182 2,252 0 38,836 15,706 Changes from: April 19, 2016 Total Change is: 7,373 -3,670 7,213 618 302 581 -9 2,238 -115 -1,008 -45 415 0 8,947 -322 Percent of Open Interest Represented by Each Category of Trader 10.8 36.8 6.4 18.4 23.6 2.9 9.8 7.5 0.2 2.7 2.8 0.0 48.8 19.7 Number of Traders in Each Category Total Traders: 63 5 12 6 11 4 4 13 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 2,868,896 Positions 393,852 318,371 31,443 1,292,982 887,658 233,886 460,023 682,587 82,148 120,710 252,633 13,673 240,179 366,497 Changes from: April 19, 2016 Total Change is: -5,484 -52,335 623 4,422 19,447 31,936 -6,890 33,709 -38,883 -14,996 283 -3,430 -678 11,554 22,412 Percent of Open Interest Represented by Each Category of Trader 13.7 11.1 1.1 45.1 30.9 8.2 16.0 23.8 2.9 4.2 8.8 0.5 8.4 12.8 Number of Traders in Each Category Total Traders: 579 33 43 19 115 87 85 80 127 55 35 59 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 79,409 Positions 4,409 15,822 1,114 41,249 49,727 3,319 19,045 6,379 232 0 540 0 10,041 2,276 Changes from: April 19, 2016 Total Change is: -685 -2,369 5,459 -3 -1,537 -3,725 332 2,686 -1,206 80 -218 60 0 344 -1,682 Percent of Open Interest Represented by Each Category of Trader 5.6 19.9 1.4 51.9 62.6 4.2 24.0 8.0 0.3 0.0 0.7 0.0 12.6 2.9 Number of Traders in Each Category Total Traders: 94 5 12 . 36 15 16 15 9 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 45,360 Positions 4,778 16,291 102 15,757 8,542 1,011 15,804 12,666 509 1,931 1,967 33 5,434 4,240 Changes from: April 19, 2016 Total Change is: -1,718 -240 -1,690 -20 -763 -261 185 -501 734 -369 -518 -284 9 500 -21 Percent of Open Interest Represented by Each Category of Trader 10.5 35.9 0.2 34.7 18.8 2.2 34.8 27.9 1.1 4.3 4.3 0.1 12.0 9.3 Number of Traders in Each Category Total Traders: 230 15 19 4 45 19 14 46 53 12 14 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 226,799 Positions 23,891 81,454 511 78,787 42,708 5,055 79,020 63,328 2,544 9,653 9,833 167 27,171 21,199 Changes from: April 19, 2016 Total Change is: -8,591 -1,201 -8,452 -102 -3,814 -1,306 926 -2,507 3,670 -1,847 -2,591 -1,420 46 2,499 -106 Percent of Open Interest Represented by Each Category of Trader 10.5 35.9 0.2 34.7 18.8 2.2 34.8 27.9 1.1 4.3 4.3 0.1 12.0 9.3 Number of Traders in Each Category Total Traders: 230 15 19 4 45 19 14 46 53 12 14 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 371,722 Positions 155,675 21,731 1,340 114,470 190,338 18,503 51,583 109,825 6,776 5,240 8,301 27 18,108 14,881 Changes from: April 19, 2016 Total Change is: -2,535 -7,679 4,135 102 2,693 -8,888 1,027 -1,644 3,290 690 404 -1,045 3 1,869 -1,849 Percent of Open Interest Represented by Each Category of Trader 41.9 5.8 0.4 30.8 51.2 5.0 13.9 29.5 1.8 1.4 2.2 0.0 4.9 4.0 Number of Traders in Each Category Total Traders: 267 21 13 4 51 56 28 42 61 14 9 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 33,521 Positions 784 10,169 9 16,166 588 56 4,956 5,916 9 4,636 9,424 0 6,905 7,350 Changes from: April 19, 2016 Total Change is: 3,451 -216 525 0 425 0 -18 2,893 1,315 -4 -424 21 0 795 1,612 Percent of Open Interest Represented by Each Category of Trader 2.3 30.3 0.0 48.2 1.8 0.2 14.8 17.6 0.0 13.8 28.1 0.0 20.6 21.9 Number of Traders in Each Category Total Traders: 48 . 7 . 13 . . 7 11 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 81,261 Positions 23,834 12,522 664 15,460 3,336 306 25,603 7,038 591 5,708 488 0 9,095 56,316 Changes from: April 19, 2016 Total Change is: 1,641 -70 -427 13 1,737 -761 55 -595 1,176 217 115 -222 0 169 1,590 Percent of Open Interest Represented by Each Category of Trader 29.3 15.4 0.8 19.0 4.1 0.4 31.5 8.7 0.7 7.0 0.6 0.0 11.2 69.3 Number of Traders in Each Category Total Traders: 87 17 8 . 12 5 . 29 10 6 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 196,497 Positions 7,532 108,095 722 121,199 55,533 11,829 36,444 10,004 3,847 6,669 2,587 15 8,240 3,865 Changes from: April 19, 2016 Total Change is: -1,458 -1,136 3,584 -3 -3,518 -5,125 1,701 -360 -1,136 673 0 -564 5 1,180 -593 Percent of Open Interest Represented by Each Category of Trader 3.8 55.0 0.4 61.7 28.3 6.0 18.5 5.1 2.0 3.4 1.3 0.0 4.2 2.0 Number of Traders in Each Category Total Traders: 124 8 11 . 44 23 16 14 10 5 7 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 633,981 Positions 40,959 344,467 1,672 337,015 92,382 73,952 128,321 86,795 6,954 21,470 16,612 1,807 21,831 9,340 Changes from: April 19, 2016 Total Change is: 4,900 -2,620 4,915 200 6,598 260 -299 -3,010 -543 -188 1,078 0 638 2,503 -83 Percent of Open Interest Represented by Each Category of Trader 6.5 54.3 0.3 53.2 14.6 11.7 20.2 13.7 1.1 3.4 2.6 0.3 3.4 1.5 Number of Traders in Each Category Total Traders: 298 21 24 5 93 38 40 44 32 16 35 11 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 520,073 Positions 7,699 42,468 539 176,502 164,580 85,605 73,100 46,529 20,422 8,980 26,047 221 147,005 133,662 Changes from: April 19, 2016 Total Change is: -22,761 -9,534 -8,898 -1,276 -10,395 -4,277 11,147 -10,377 -15,864 -2,333 -611 -1,166 -119 737 25 Percent of Open Interest Represented by Each Category of Trader 1.5 8.2 0.1 33.9 31.6 16.5 14.1 8.9 3.9 1.7 5.0 0.0 28.3 25.7 Number of Traders in Each Category Total Traders: 135 4 10 4 27 30 30 29 23 16 5 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 622,083 Positions 1,821 46,944 792 348,789 138,340 73,434 48,485 266,079 12,281 7,202 14,079 0 129,279 70,134 Changes from: April 19, 2016 Total Change is: -7,239 1,821 -1,927 -115 723 3,765 1,946 1,002 -9,286 -898 0 -337 0 -11,718 -387 Percent of Open Interest Represented by Each Category of Trader 0.3 7.5 0.1 56.1 22.2 11.8 7.8 42.8 2.0 1.2 2.3 0.0 20.8 11.3 Number of Traders in Each Category Total Traders: 98 . 8 . 42 15 31 12 14 11 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 1,054,485 Positions 23,660 100,071 3,455 412,633 158,004 117,009 278,764 271,435 43,104 50,180 206,955 4,805 120,875 149,647 Changes from: April 19, 2016 Total Change is: 21,571 2,993 -3,858 -230 826 -11,287 7,789 -2,800 -1,532 12,295 875 20,478 2,134 -2,311 -4,218 Percent of Open Interest Represented by Each Category of Trader 2.2 9.5 0.3 39.1 15.0 11.1 26.4 25.7 4.1 4.8 19.6 0.5 11.5 14.2 Number of Traders in Each Category Total Traders: 232 8 27 6 51 37 49 30 34 23 16 29 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 2,678,615 Positions 85,493 183,420 22,237 877,008 960,132 328,976 512,692 521,294 95,804 408,221 136,001 13,204 334,980 417,547 Changes from: April 19, 2016 Total Change is: -127,368 -18,482 -43,123 -4,462 -67,278 1,032 -2,126 -52,881 -105,264 15,215 11,759 -11,655 3,615 -12,728 19,400 Percent of Open Interest Represented by Each Category of Trader 3.2 6.8 0.8 32.7 35.8 12.3 19.1 19.5 3.6 15.2 5.1 0.5 12.5 15.6 Number of Traders in Each Category Total Traders: 358 20 34 13 54 78 70 66 57 57 25 23 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 112,565 Positions 5,024 8,538 0 15,842 41,879 1,494 46,195 6,471 1,119 2,250 2,000 0 40,641 51,064 Changes from: April 19, 2016 Total Change is: 1,189 -127 -846 0 -231 1,599 -43 1,422 6,471 1,116 0 0 0 -948 -7,108 Percent of Open Interest Represented by Each Category of Trader 4.5 7.6 0.0 14.1 37.2 1.3 41.0 5.7 1.0 2.0 1.8 0.0 36.1 45.4 Number of Traders in Each Category Total Traders: 28 . . 0 4 6 6 9 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 2,503,026 Positions 47,575 259,051 33,436 1,267,224 512,929 307,545 366,134 805,038 48,790 146,908 202,688 4,375 281,039 329,174 Changes from: April 19, 2016 Total Change is: -13,003 -4,074 4,835 7,711 -26,224 18,473 -2,549 610 -40,372 4,607 2,946 -8,424 -1,970 5,940 4,686 Percent of Open Interest Represented by Each Category of Trader 1.9 10.3 1.3 50.6 20.5 12.3 14.6 32.2 1.9 5.9 8.1 0.2 11.2 13.2 Number of Traders in Each Category Total Traders: 280 8 33 13 53 51 54 37 59 35 11 28 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 978,589 Positions 391,466 160,678 257,606 4,139 20,570 5,213 58,387 176,804 199,173 14,464 29,706 25,567 22,574 103,272 Changes from: April 19, 2016 Total Change is: -22,511 24,506 -3,480 -14,609 0 -3,076 90 -22,478 -38,008 -4,380 -4,877 1,207 -3,459 2,696 43,204 Percent of Open Interest Represented by Each Category of Trader 40.0 16.4 26.3 0.4 2.1 0.5 6.0 18.1 20.4 1.5 3.0 2.6 2.3 10.6 Number of Traders in Each Category Total Traders: 132 15 32 38 . 7 4 9 42 36 6 13 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 is10,144,940 Positions 2,913,341 1,265,909 2,202,385 205,296 1,560,636 369,300 1,142,801 1,129,488 1,735,936 483,090 389,183 270,706 822,085 1,221,397 Changes from: April 19, 2016 Total Change is: 28,611 115,192 -9,493 33,367 -40,229 136,300 5,356 -97,901 -49,204 -4,738 5,309 -109,949 54,358 -42,103 -27,386 Percent of Open Interest Represented by Each Category of Trader 28.7 12.5 21.7 2.0 15.4 3.6 11.3 11.1 17.1 4.8 3.8 2.7 8.1 12.0 Number of Traders in Each Category Total Traders: 270 35 47 81 7 28 29 31 78 84 8 23 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 25,474 Positions 1,019 1,512 0 0 13,635 149 16,232 6,955 0 7,318 2,498 596 160 129 Changes from: April 19, 2016 Total Change is: -854 -304 334 0 0 107 -2 -586 -1,302 0 160 122 -129 7 16 Percent of Open Interest Represented by Each Category of Trader 4.0 5.9 0.0 0.0 53.5 0.6 63.7 27.3 0.0 28.7 9.8 2.3 0.6 0.5 Number of Traders in Each Category Total Traders: 43 . . 0 0 13 . 4 11 0 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 30,713 Positions 7,098 3,388 0 123 12,109 593 21,502 9,379 0 1,300 5,132 0 97 112 Changes from: April 19, 2016 Total Change is: -446 -173 2,643 0 0 -805 0 -280 -2,103 0 0 -170 0 7 -11 Percent of Open Interest Represented by Each Category of Trader 23.1 11.0 0.0 0.4 39.4 1.9 70.0 30.5 0.0 4.2 16.7 0.0 0.3 0.4 Number of Traders in Each Category Total Traders: 37 5 . 0 . 7 . 5 7 0 . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 64,034 Positions 376 26,145 0 14,875 2,805 547 16,975 26,723 4,061 18,935 862 0 8,265 2,891 Changes from: April 19, 2016 Total Change is: 1,540 88 -71 0 -12 -10 1 -852 1,143 1,447 913 -792 0 -45 -178 Percent of Open Interest Represented by Each Category of Trader 0.6 40.8 0.0 23.2 4.4 0.9 26.5 41.7 6.3 29.6 1.3 0.0 12.9 4.5 Number of Traders in Each Category Total Traders: 135 . . 0 7 6 . 27 28 13 53 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 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 448,613 Positions 128,058 16,194 25,538 126,371 55,251 39,878 28,938 201,295 68,737 1,045 5,753 10,455 19,593 25,512 Changes from: April 19, 2016 Total Change is: -13,744 18,652 -6,957 -13,322 -4,856 6,987 401 -8,337 488 2,061 -3,442 -208 -2,244 -2,657 -950 Percent of Open Interest Represented by Each Category of Trader 28.5 3.6 5.7 28.2 12.3 8.9 6.5 44.9 15.3 0.2 1.3 2.3 4.4 5.7 Number of Traders in Each Category Total Traders: 205 19 11 21 17 19 9 29 80 61 . 15 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 26, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 19,288 Positions 89 3,180 0 11,166 0 1,003 5,038 14,686 390 1,490 0 0 112 29 Changes from: April 19, 2016 Total Change is: 572 -81 95 0 639 -984 51 -17 1,388 0 -29 0 0 9 22 Percent of Open Interest Represented by Each Category of Trader 0.5 16.5 0.0 57.9 0.0 5.2 26.1 76.1 2.0 7.7 0.0 0.0 0.6 0.2 Number of Traders in Each Category Total Traders: 33 . . 0 9 0 . 8 9 . 4 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 29, 2016