Traders in Financial Futures - Futures Only Positions as of May 3, 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 123,864
Positions
2,821 66,794 0 40,643 6,278 935 30,255 22,972 2,660 10,923 400 42 35,585 23,783
Changes from: April 26, 2016 Total Change is: 2,784
-169 5,046 0 -502 -1,595 -3 2,979 -2,755 -190 271 0 1 397 2,280
Percent of Open Interest Represented by Each Category of Trader
2.3 53.9 0.0 32.8 5.1 0.8 24.4 18.5 2.1 8.8 0.3 0.0 28.7 19.2
Number of Traders in Each Category Total Traders: 84
. 10 0 11 7 4 24 15 8 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 41,656
Positions
11,798 10,500 36 1,390 3,444 122 14,938 13,053 697 1,230 400 0 11,445 13,404
Changes from: April 26, 2016 Total Change is: -1,204
-679 321 6 -5 -62 0 -2,604 85 282 510 -480 0 1,286 -1,356
Percent of Open Interest Represented by Each Category of Trader
28.3 25.2 0.1 3.3 8.3 0.3 35.9 31.3 1.7 3.0 1.0 0.0 27.5 32.2
Number of Traders in Each Category Total Traders: 45
. 4 . . 5 . 15 13 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 248,180
Positions
147,495 39,700 970 8,543 69,731 6,231 54,733 76,816 6,543 5,064 13,118 1,001 17,600 34,070
Changes from: April 26, 2016 Total Change is: 4,351
2,234 14,710 12 -196 -788 134 309 -7,927 1,425 666 -515 206 -439 -2,906
Percent of Open Interest Represented by Each Category of Trader
59.4 16.0 0.4 3.4 28.1 2.5 22.1 31.0 2.6 2.0 5.3 0.4 7.1 13.7
Number of Traders in Each Category Total Traders: 117
8 8 5 5 25 9 26 33 16 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 161,529
Positions
7,846 44,178 3,050 34,269 41,473 6,212 63,441 33,832 2,651 12,638 2,685 219 31,203 27,229
Changes from: April 26, 2016 Total Change is: -7,238
1,840 -1,401 258 -1,915 -3,531 33 -18,293 -1,529 575 7,643 -1,477 215 2,406 -381
Percent of Open Interest Represented by Each Category of Trader
4.9 27.3 1.9 21.2 25.7 3.8 39.3 20.9 1.6 7.8 1.7 0.1 19.3 16.9
Number of Traders in Each Category Total Traders: 114
6 8 4 16 17 11 36 21 8 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 360,461
Positions
64,509 69,774 4,121 127,077 93,316 16,825 51,355 89,978 6,254 35,067 21,001 627 54,626 58,565
Changes from: April 26, 2016 Total Change is: 20,261
-898 21,350 627 8,995 -4,519 824 3,737 -852 744 2,658 -367 -1,135 4,709 3,589
Percent of Open Interest Represented by Each Category of Trader
17.9 19.4 1.1 35.3 25.9 4.7 14.2 25.0 1.7 9.7 5.8 0.2 15.2 16.2
Number of Traders in Each Category Total Traders: 230
17 10 11 39 33 32 38 46 20 18 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 29,518
Positions
973 21,545 354 14,109 585 1,071 455 2,140 1 2,041 0 0 10,514 3,822
Changes from: April 26, 2016 Total Change is: -2,090
-105 -1,051 -41 -1,979 585 115 455 -911 0 13 0 0 -548 -787
Percent of Open Interest Represented by Each Category of Trader
3.3 73.0 1.2 47.8 2.0 3.6 1.5 7.2 0.0 6.9 0.0 0.0 35.6 12.9
Number of Traders in Each Category Total Traders: 21
. . . 8 . 5 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 142,695
Positions
4,358 65,410 1,132 35,969 7,103 1,105 68,478 15,046 2,425 1,389 28,817 808 27,031 20,849
Changes from: April 26, 2016 Total Change is: -13,008
1,504 -13,284 667 -6,910 -3,549 -272 -6,465 1,260 986 1,353 2,307 -68 -3,803 -1,055
Percent of Open Interest Represented by Each Category of Trader
3.1 45.8 0.8 25.2 5.0 0.8 48.0 10.5 1.7 1.0 20.2 0.6 18.9 14.6
Number of Traders in Each Category Total Traders: 93
. 10 5 8 7 4 34 19 9 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 28,426
Positions
14,828 22,584 400 3,200 0 0 8,302 3,604 235 400 915 235 826 453
Changes from: April 26, 2016 Total Change is: -1,360
-607 134 0 -2,073 0 0 1,193 -1,422 0 0 0 0 127 -72
Percent of Open Interest Represented by Each Category of Trader
52.2 79.4 1.4 11.3 0.0 0.0 29.2 12.7 0.8 1.4 3.2 0.8 2.9 1.6
Number of Traders in Each Category Total Traders: 23
. 8 . . 0 0 8 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 116,533
Positions
39,442 56,739 95 16,506 4,925 600 33,750 24,983 18,678 2,584 5,505 20 4,858 4,988
Changes from: April 26, 2016 Total Change is: -645
-8,334 -5,392 -106 -6,493 1,081 216 3,527 -6,284 10,166 652 -154 -179 -94 7
Percent of Open Interest Represented by Each Category of Trader
33.8 48.7 0.1 14.2 4.2 0.5 29.0 21.4 16.0 2.2 4.7 0.0 4.2 4.3
Number of Traders in Each Category Total Traders: 122
4 10 . 11 9 . 34 35 16 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 25,288
Positions
450 20,871 0 4,453 160 0 19,111 2,345 35 242 1,171 0 997 706
Changes from: April 26, 2016 Total Change is: -3,729
-317 3,537 -1,439 -297 0 0 -1,675 -1,736 -215 242 -3,610 0 -28 -266
Percent of Open Interest Represented by Each Category of Trader
1.8 82.5 0.0 17.6 0.6 0.0 75.6 9.3 0.1 1.0 4.6 0.0 3.9 2.8
Number of Traders in Each Category Total Traders: 25
. . 0 . . 0 7 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 36,578
Positions
7,311 13,737 31 1,947 9,487 0 20,351 8,021 1,134 1,384 1,091 0 4,420 3,077
Changes from: April 26, 2016 Total Change is: 2,789
1,044 3,039 31 302 -514 0 1,337 -470 8 46 28 0 21 667
Percent of Open Interest Represented by Each Category of Trader
20.0 37.6 0.1 5.3 25.9 0.0 55.6 21.9 3.1 3.8 3.0 0.0 12.1 8.4
Number of Traders in Each Category Total Traders: 67
4 6 . 4 5 0 24 18 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 62,293
Positions
14,126 31,155 213 6,595 2,911 326 31,468 15,121 1,135 904 2,706 66 7,462 8,664
Changes from: April 26, 2016 Total Change is: 1,425
-539 4,445 -51 -47 -81 -9 1,869 -3,071 863 2 -144 2 -665 -530
Percent of Open Interest Represented by Each Category of Trader
22.7 50.0 0.3 10.6 4.7 0.5 50.5 24.3 1.8 1.5 4.3 0.1 12.0 13.9
Number of Traders in Each Category Total Traders: 110
13 17 4 10 5 4 36 14 5 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 124,586
Positions
28,252 62,309 425 13,190 5,821 651 62,936 30,241 2,269 1,808 5,411 131 14,924 17,328
Changes from: April 26, 2016 Total Change is: 2,849
-1,077 8,889 -102 -94 -161 -18 3,737 -6,141 1,726 3 -287 3 -1,329 -1,060
Percent of Open Interest Represented by Each Category of Trader
22.7 50.0 0.3 10.6 4.7 0.5 50.5 24.3 1.8 1.5 4.3 0.1 12.0 13.9
Number of Traders in Each Category Total Traders: 110
13 17 4 10 5 4 36 14 5 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 640,333
Positions
79,914 71,284 20,622 260,911 194,776 52,628 85,065 132,020 25,760 24,447 50,976 4,954 86,030 87,311
Changes from: April 26, 2016 Total Change is: -12,993
6,218 -8,020 -4,388 -11,302 -552 2,508 -7,074 -2,807 1,544 -126 -52 469 -842 -1,694
Percent of Open Interest Represented by Each Category of Trader
12.5 11.1 3.2 40.7 30.4 8.2 13.3 20.6 4.0 3.8 8.0 0.8 13.4 13.6
Number of Traders in Each Category Total Traders: 600
36 40 21 112 98 88 76 137 68 36 65 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 77,934
Positions
11,518 25,311 4,059 13,837 18,533 2,271 5,932 7,885 151 2,194 2,618 1 37,971 17,105
Changes from: April 26, 2016 Total Change is: -1,612
2,948 -3,964 -1,018 -795 -279 -57 -1,859 1,919 21 12 366 1 -865 1,399
Percent of Open Interest Represented by Each Category of Trader
14.8 32.5 5.2 17.8 23.8 2.9 7.6 10.1 0.2 2.8 3.4 0.0 48.7 21.9
Number of Traders in Each Category Total Traders: 64
5 9 4 11 4 4 10 16 . 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 2,811,993
Positions
390,403 278,289 34,393 1,241,490 887,336 245,668 438,428 663,438 85,286 120,962 251,483 15,070 240,293 351,030
Changes from: April 26, 2016 Total Change is: -56,903
-3,449 -40,082 2,950 -51,492 -322 11,782 -21,595 -19,149 3,138 252 -1,150 1,397 114 -15,467
Percent of Open Interest Represented by Each Category of Trader
13.9 9.9 1.2 44.1 31.6 8.7 15.6 23.6 3.0 4.3 8.9 0.5 8.5 12.5
Number of Traders in Each Category Total Traders: 592
34 41 19 111 94 86 76 137 59 36 63 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 79,118
Positions
3,953 14,978 1,071 42,059 51,246 3,179 19,181 4,730 271 0 470 0 9,404 3,173
Changes from: April 26, 2016 Total Change is: -291
-456 -844 -43 810 1,519 -140 136 -1,649 39 0 -70 0 -637 897
Percent of Open Interest Represented by Each Category of Trader
5.0 18.9 1.4 53.2 64.8 4.0 24.2 6.0 0.3 0.0 0.6 0.0 11.9 4.0
Number of Traders in Each Category Total Traders: 94
4 11 . 37 15 18 16 9 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 48,150
Positions
11,583 9,196 137 15,212 13,800 922 12,868 16,859 663 1,939 1,966 22 4,804 4,584
Changes from: April 26, 2016 Total Change is: 2,790
6,805 -7,094 34 -545 5,258 -89 -2,936 4,194 155 9 -1 -12 -631 344
Percent of Open Interest Represented by Each Category of Trader
24.1 19.1 0.3 31.6 28.7 1.9 26.7 35.0 1.4 4.0 4.1 0.0 10.0 9.5
Number of Traders in Each Category Total Traders: 229
19 17 5 41 22 15 48 51 16 12 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 240,748
Positions
57,914 45,982 683 76,060 68,999 4,611 64,339 84,297 3,317 9,697 9,830 109 24,018 22,920
Changes from: April 26, 2016 Total Change is: 13,949
34,023 -35,472 172 -2,727 26,291 -444 -14,681 20,969 773 44 -3 -58 -3,153 1,721
Percent of Open Interest Represented by Each Category of Trader
24.1 19.1 0.3 31.6 28.7 1.9 26.7 35.0 1.4 4.0 4.1 0.0 10.0 9.5
Number of Traders in Each Category Total Traders: 229
19 17 5 41 22 15 48 51 16 12 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 377,846
Positions
156,242 21,231 1,702 114,448 189,372 19,047 56,095 112,392 9,197 5,212 8,333 27 15,876 16,545
Changes from: April 26, 2016 Total Change is: 6,124
567 -500 362 -22 -966 544 4,512 2,567 2,421 -28 32 0 -2,232 1,664
Percent of Open Interest Represented by Each Category of Trader
41.4 5.6 0.5 30.3 50.1 5.0 14.8 29.7 2.4 1.4 2.2 0.0 4.2 4.4
Number of Traders in Each Category Total Traders: 265
21 11 . 50 53 28 42 65 16 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 34,697
Positions
796 12,432 0 16,002 998 167 4,534 5,062 3 5,777 9,514 0 7,418 6,521
Changes from: April 26, 2016 Total Change is: 1,176
12 2,263 -9 -164 410 111 -422 -854 -6 1,141 90 0 513 -829
Percent of Open Interest Represented by Each Category of Trader
2.3 35.8 0.0 46.1 2.9 0.5 13.1 14.6 0.0 16.6 27.4 0.0 21.4 18.8
Number of Traders in Each Category Total Traders: 47
. 6 0 12 . . 6 10 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 96,727
Positions
30,050 14,401 1,291 27,474 1,843 0 21,526 9,448 800 6,848 283 0 8,738 68,661
Changes from: April 26, 2016 Total Change is: 15,466
6,216 1,879 627 12,014 -1,493 -306 -4,077 2,410 209 1,140 -205 0 -357 12,345
Percent of Open Interest Represented by Each Category of Trader
31.1 14.9 1.3 28.4 1.9 0.0 22.3 9.8 0.8 7.1 0.3 0.0 9.0 71.0
Number of Traders in Each Category Total Traders: 92
18 9 . 14 5 0 27 11 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 192,274
Positions
5,604 108,389 818 118,681 56,901 11,191 38,954 5,617 3,168 6,604 2,763 8 7,246 3,419
Changes from: April 26, 2016 Total Change is: -4,223
-1,928 294 96 -2,518 1,368 -638 2,510 -4,387 -679 -65 176 -7 -994 -446
Percent of Open Interest Represented by Each Category of Trader
2.9 56.4 0.4 61.7 29.6 5.8 20.3 2.9 1.6 3.4 1.4 0.0 3.8 1.8
Number of Traders in Each Category Total Traders: 129
7 12 . 44 23 16 20 8 5 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 633,388
Positions
41,612 350,395 2,525 340,102 94,392 72,288 127,496 79,691 5,057 23,750 17,692 1,485 19,073 9,863
Changes from: April 26, 2016 Total Change is: -593
653 5,928 853 3,087 2,010 -1,664 -825 -7,104 -1,897 2,280 1,080 -322 -2,758 523
Percent of Open Interest Represented by Each Category of Trader
6.6 55.3 0.4 53.7 14.9 11.4 20.1 12.6 0.8 3.7 2.8 0.2 3.0 1.6
Number of Traders in Each Category Total Traders: 303
21 23 6 93 39 40 43 35 15 37 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 509,896
Positions
7,523 27,719 1,424 173,006 169,297 84,716 74,558 52,838 19,583 7,883 26,219 515 140,688 127,585
Changes from: April 26, 2016 Total Change is: -10,177
-176 -14,749 885 -3,496 4,717 -889 1,458 6,309 -839 -1,097 172 294 -6,317 -6,077
Percent of Open Interest Represented by Each Category of Trader
1.5 5.4 0.3 33.9 33.2 16.6 14.6 10.4 3.8 1.5 5.1 0.1 27.6 25.0
Number of Traders in Each Category Total Traders: 144
4 13 6 32 31 33 28 23 23 5 8 .
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Traders in Financial Futures - Futures Only Positions as of May 3, 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 :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 621,279
Positions
0 45,255 45 349,559 138,698 74,607 48,197 262,975 12,491 7,102 14,079 0 129,278 73,129
Changes from: April 26, 2016 Total Change is: -804
-1,821 -1,689 -747 770 358 1,173 -288 -3,104 210 -100 0 0 -1 2,995
Percent of Open Interest Represented by Each Category of Trader
0.0 7.3 0.0 56.3 22.3 12.0 7.8 42.3 2.0 1.1 2.3 0.0 20.8 11.8
Number of Traders in Each Category Total Traders: 97
0 7 . 42 16 31 12 14 11 . . 0
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Traders in Financial Futures - Futures Only Positions as of May 3, 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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,056,867
Positions
21,844 119,328 4,515 437,641 156,147 108,257 266,684 249,072 44,427 49,405 224,520 3,773 120,321 146,828
Changes from: April 26, 2016 Total Change is: 2,382
-1,816 19,257 1,060 25,008 -1,857 -8,752 -12,080 -22,363 1,323 -775 17,565 -1,032 -554 -2,819
Percent of Open Interest Represented by Each Category of Trader
2.1 11.3 0.4 41.4 14.8 10.2 25.2 23.6 4.2 4.7 21.2 0.4 11.4 13.9
Number of Traders in Each Category Total Traders: 247
8 30 8 54 37 47 32 40 29 17 29 7
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Traders in Financial Futures - Futures Only Positions as of May 3, 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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,662,801
Positions
95,237 183,398 19,936 820,198 945,718 357,956 524,641 500,563 98,073 416,882 145,191 8,067 321,811 403,899
Changes from: April 26, 2016 Total Change is: -15,814
9,744 -22 -2,301 -56,810 -14,414 28,980 11,949 -20,731 2,269 8,661 9,190 -5,137 -13,169 -13,648
Percent of Open Interest Represented by Each Category of Trader
3.6 6.9 0.7 30.8 35.5 13.4 19.7 18.8 3.7 15.7 5.5 0.3 12.1 15.2
Number of Traders in Each Category Total Traders: 355
20 32 14 56 77 70 67 54 61 23 25 13
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Traders in Financial Futures - Futures Only Positions as of May 3, 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 :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 113,480
Positions
10,029 7,196 0 13,443 40,943 2,042 43,384 5,186 1,281 2,250 2,000 0 41,051 54,832
Changes from: April 26, 2016 Total Change is: 915
5,005 -1,342 0 -2,399 -936 548 -2,811 -1,285 162 0 0 0 410 3,768
Percent of Open Interest Represented by Each Category of Trader
8.8 6.3 0.0 11.8 36.1 1.8 38.2 4.6 1.1 2.0 1.8 0.0 36.2 48.3
Number of Traders in Each Category Total Traders: 25
. . 0 . 6 6 8 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,462,327
Positions
45,022 292,386 20,162 1,281,882 463,151 311,318 315,923 775,491 60,401 143,371 214,901 2,155 282,093 322,362
Changes from: April 26, 2016 Total Change is: -40,699
-2,553 33,335 -13,274 14,658 -49,778 3,773 -50,211 -29,547 11,611 -3,537 12,213 -2,220 1,054 -6,812
Percent of Open Interest Represented by Each Category of Trader
1.8 11.9 0.8 52.1 18.8 12.6 12.8 31.5 2.5 5.8 8.7 0.1 11.5 13.1
Number of Traders in Each Category Total Traders: 276
6 38 13 52 46 55 34 59 35 12 29 7
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Traders in Financial Futures - Futures Only Positions as of May 3, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 836,320
Positions
351,855 150,228 212,493 4,139 20,914 8,313 26,160 170,728 175,631 16,133 28,430 17,002 24,594 52,581
Changes from: April 26, 2016 Total Change is: -142,269
-39,611 -10,450 -45,113 0 344 3,100 -32,227 -6,076 -23,542 1,669 -1,276 -8,565 2,020 -50,691
Percent of Open Interest Represented by Each Category of Trader
42.1 18.0 25.4 0.5 2.5 1.0 3.1 20.4 21.0 1.9 3.4 2.0 2.9 6.3
Number of Traders in Each Category Total Traders: 121
14 27 31 . 7 6 8 42 34 . 12 8
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Traders in Financial Futures - Futures Only Positions as of May 3, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,303,832
Positions
2,944,133 1,170,721 2,272,322 210,469 1,653,646 394,832 1,028,947 1,115,807 1,843,319 556,590 433,080 244,814 808,406 1,175,291
Changes from: April 26, 2016 Total Change is: 158,892
30,792 -95,188 69,937 5,173 93,010 25,532 -113,854 -13,681 107,383 73,500 43,897 -25,892 -13,679 -46,106
Percent of Open Interest Represented by Each Category of Trader
28.6 11.4 22.1 2.0 16.0 3.8 10.0 10.8 17.9 5.4 4.2 2.4 7.8 11.4
Number of Traders in Each Category Total Traders: 280
38 45 80 8 30 29 31 82 88 8 25 19
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Traders in Financial Futures - Futures Only Positions as of May 3, 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 :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 24,465
Positions
788 2,080 0 0 12,063 149 15,604 7,075 0 7,119 2,405 597 208 96
Changes from: April 26, 2016 Total Change is: -1,009
-231 568 0 0 -1,572 0 -628 120 0 -199 -93 1 48 -33
Percent of Open Interest Represented by Each Category of Trader
3.2 8.5 0.0 0.0 49.3 0.6 63.8 28.9 0.0 29.1 9.8 2.4 0.9 0.4
Number of Traders in Each Category Total Traders: 40
. 4 0 0 11 . 4 10 0 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 30,567
Positions
7,958 2,877 0 123 12,021 593 20,716 9,682 1 1,100 5,273 0 76 120
Changes from: April 26, 2016 Total Change is: -146
860 -511 0 0 -88 0 -786 303 1 -200 141 0 -21 8
Percent of Open Interest Represented by Each Category of Trader
26.0 9.4 0.0 0.4 39.3 1.9 67.8 31.7 0.0 3.6 17.3 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 40
5 4 0 . 7 . 7 7 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 71,528
Positions
436 26,116 0 16,063 3,192 536 20,241 32,635 4,526 20,594 845 55 9,077 3,623
Changes from: April 26, 2016 Total Change is: 7,494
60 -29 0 1,188 387 -11 3,266 5,912 465 1,659 -17 55 812 732
Percent of Open Interest Represented by Each Category of Trader
0.6 36.5 0.0 22.5 4.5 0.7 28.3 45.6 6.3 28.8 1.2 0.1 12.7 5.1
Number of Traders in Each Category Total Traders: 147
. . 0 9 7 . 28 32 16 56 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 451,899
Positions
129,800 11,347 26,167 116,709 57,613 41,921 24,689 191,635 76,276 1,193 5,585 12,575 22,569 28,780
Changes from: April 26, 2016 Total Change is: 3,286
1,742 -4,847 629 -9,662 2,362 2,043 -4,249 -9,660 7,539 148 -168 2,120 2,976 3,268
Percent of Open Interest Represented by Each Category of Trader
28.7 2.5 5.8 25.8 12.7 9.3 5.5 42.4 16.9 0.3 1.2 2.8 5.0 6.4
Number of Traders in Each Category Total Traders: 201
19 12 18 14 19 9 31 75 60 5 13 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 3, 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 :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 22,019
Positions
99 3,791 0 13,705 0 1,106 5,083 16,710 390 1,499 0 0 137 22
Changes from: April 26, 2016 Total Change is: 2,731
10 611 0 2,539 0 103 45 2,024 0 9 0 0 25 -7
Percent of Open Interest Represented by Each Category of Trader
0.4 17.2 0.0 62.2 0.0 5.0 23.1 75.9 1.8 6.8 0.0 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 34
. . 0 10 0 . 8 9 . 4 0 0
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Updated May 6, 2016