Traders in Financial Futures - Futures Only Positions as of May 10, 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 124,765
Positions
1,316 72,995 14 43,349 7,628 917 31,964 14,999 2,920 10,977 0 191 33,117 25,101
Changes from: May 3, 2016 Total Change is: 901
-1,505 6,201 14 2,706 1,350 -18 1,709 -7,973 260 54 -400 149 -2,468 1,318
Percent of Open Interest Represented by Each Category of Trader
1.1 58.5 0.0 34.7 6.1 0.7 25.6 12.0 2.3 8.8 0.0 0.2 26.5 20.1
Number of Traders in Each Category Total Traders: 79
. 9 . 11 9 . 20 14 7 14 0 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 42,701
Positions
14,275 9,180 0 1,919 3,208 111 16,327 14,964 672 770 0 0 8,627 14,566
Changes from: May 3, 2016 Total Change is: 1,045
2,477 -1,320 -36 529 -236 -11 1,389 1,911 -25 -460 -400 0 -2,818 1,162
Percent of Open Interest Represented by Each Category of Trader
33.4 21.5 0.0 4.5 7.5 0.3 38.2 35.0 1.6 1.8 0.0 0.0 20.2 34.1
Number of Traders in Each Category Total Traders: 44
4 . 0 . 5 . 17 11 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 238,519
Positions
147,348 41,766 1,017 4,525 74,961 5,404 54,308 60,797 6,712 3,309 11,879 982 14,914 35,001
Changes from: May 3, 2016 Total Change is: -9,661
-147 2,066 47 -4,018 5,230 -827 -425 -16,019 169 -1,755 -1,239 -19 -2,686 931
Percent of Open Interest Represented by Each Category of Trader
61.8 17.5 0.4 1.9 31.4 2.3 22.8 25.5 2.8 1.4 5.0 0.4 6.3 14.7
Number of Traders in Each Category Total Traders: 113
8 8 5 4 24 9 27 33 17 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 165,549
Positions
8,271 40,763 2,855 34,991 44,991 6,110 65,849 38,754 3,242 13,864 2,714 85 30,282 26,035
Changes from: May 3, 2016 Total Change is: 4,020
425 -3,415 -195 722 3,518 -102 2,408 4,922 591 1,226 29 -134 -921 -1,194
Percent of Open Interest Represented by Each Category of Trader
5.0 24.6 1.7 21.1 27.2 3.7 39.8 23.4 2.0 8.4 1.6 0.1 18.3 15.7
Number of Traders in Each Category Total Traders: 123
5 9 6 16 19 11 37 28 13 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 344,978
Positions
62,811 67,691 3,190 126,547 95,659 15,953 43,026 74,363 5,869 33,805 20,864 940 52,837 60,449
Changes from: May 3, 2016 Total Change is: -15,483
-1,698 -2,083 -931 -530 2,343 -872 -8,329 -15,615 -385 -1,262 -137 313 -1,789 1,884
Percent of Open Interest Represented by Each Category of Trader
18.2 19.6 0.9 36.7 27.7 4.6 12.5 21.6 1.7 9.8 6.0 0.3 15.3 17.5
Number of Traders in Each Category Total Traders: 217
16 10 10 38 34 29 27 48 21 20 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 29,713
Positions
762 21,659 560 14,160 0 1,019 632 2,048 1 2,050 0 0 10,529 4,426
Changes from: May 3, 2016 Total Change is: 195
-211 114 206 51 -585 -52 177 -92 0 9 0 0 15 604
Percent of Open Interest Represented by Each Category of Trader
2.6 72.9 1.9 47.7 0.0 3.4 2.1 6.9 0.0 6.9 0.0 0.0 35.4 14.9
Number of Traders in Each Category Total Traders: 20
. 4 . 8 0 4 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 126,768
Positions
7,886 49,730 1,181 35,535 6,524 609 52,440 12,251 1,974 1,369 33,285 568 25,206 20,646
Changes from: May 3, 2016 Total Change is: -15,927
3,528 -15,680 49 -434 -579 -496 -16,038 -2,795 -451 -20 4,468 -240 -1,825 -203
Percent of Open Interest Represented by Each Category of Trader
6.2 39.2 0.9 28.0 5.1 0.5 41.4 9.7 1.6 1.1 26.3 0.4 19.9 16.3
Number of Traders in Each Category Total Traders: 83
5 8 4 8 8 5 31 13 8 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 27,249
Positions
14,828 22,531 400 3,300 0 0 6,984 2,413 235 400 915 235 867 520
Changes from: May 3, 2016 Total Change is: -1,177
0 -53 0 100 0 0 -1,318 -1,191 0 0 0 0 41 67
Percent of Open Interest Represented by Each Category of Trader
54.4 82.7 1.5 12.1 0.0 0.0 25.6 8.9 0.9 1.5 3.4 0.9 3.2 1.9
Number of Traders in Each Category Total Traders: 22
. 8 . . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 128,911
Positions
44,113 57,792 1 46,741 4,923 321 14,089 37,010 16,734 2,382 4,917 0 4,530 7,213
Changes from: May 3, 2016 Total Change is: 12,378
4,671 1,053 -94 30,235 -2 -279 -19,661 12,027 -1,944 -202 -588 -20 -328 2,225
Percent of Open Interest Represented by Each Category of Trader
34.2 44.8 0.0 36.3 3.8 0.2 10.9 28.7 13.0 1.8 3.8 0.0 3.5 5.6
Number of Traders in Each Category Total Traders: 120
4 9 . 10 10 . 19 46 14 10 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 27,543
Positions
200 21,592 0 5,752 160 0 20,507 3,661 85 0 1,171 0 999 874
Changes from: May 3, 2016 Total Change is: 2,255
-250 721 0 1,299 0 0 1,396 1,316 50 -242 0 0 2 168
Percent of Open Interest Represented by Each Category of Trader
0.7 78.4 0.0 20.9 0.6 0.0 74.5 13.3 0.3 0.0 4.3 0.0 3.6 3.2
Number of Traders in Each Category Total Traders: 22
. . 0 . . 0 6 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 45,419
Positions
17,045 13,685 31 1,780 19,629 24 20,008 6,402 1,399 1,517 971 0 3,615 3,278
Changes from: May 3, 2016 Total Change is: 8,841
9,734 -52 0 -167 10,142 24 -343 -1,619 265 133 -120 0 -805 201
Percent of Open Interest Represented by Each Category of Trader
37.5 30.1 0.1 3.9 43.2 0.1 44.1 14.1 3.1 3.3 2.1 0.0 8.0 7.2
Number of Traders in Each Category Total Traders: 69
4 5 . 4 7 . 27 16 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 65,060
Positions
13,883 32,858 216 7,697 2,681 382 32,498 15,793 431 1,072 3,633 66 8,818 9,003
Changes from: May 3, 2016 Total Change is: 2,767
-244 1,703 3 1,102 -230 56 1,030 672 -704 168 927 0 1,356 339
Percent of Open Interest Represented by Each Category of Trader
21.3 50.5 0.3 11.8 4.1 0.6 50.0 24.3 0.7 1.6 5.6 0.1 13.6 13.8
Number of Traders in Each Category Total Traders: 117
14 17 4 11 4 4 38 18 7 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 130,119
Positions
27,765 65,715 431 15,394 5,362 763 64,995 31,585 862 2,143 7,265 131 17,635 18,005
Changes from: May 3, 2016 Total Change is: 5,533
-487 3,406 6 2,204 -459 112 2,059 1,344 -1,407 335 1,854 0 2,711 677
Percent of Open Interest Represented by Each Category of Trader
21.3 50.5 0.3 11.8 4.1 0.6 50.0 24.3 0.7 1.6 5.6 0.1 13.6 13.8
Number of Traders in Each Category Total Traders: 117
14 17 4 11 4 4 38 18 7 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 648,848
Positions
79,308 71,626 22,246 262,757 190,235 56,676 86,161 138,988 27,098 24,798 50,091 4,968 84,835 86,920
Changes from: May 3, 2016 Total Change is: 8,515
-606 341 1,624 1,846 -4,542 4,048 1,096 6,968 1,337 350 -884 14 -1,195 -391
Percent of Open Interest Represented by Each Category of Trader
12.2 11.0 3.4 40.5 29.3 8.7 13.3 21.4 4.2 3.8 7.7 0.8 13.1 13.4
Number of Traders in Each Category Total Traders: 607
35 39 25 114 93 84 85 136 69 37 67 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 75,781
Positions
12,589 24,015 3,889 13,904 20,695 2,252 5,694 6,785 149 2,243 2,114 2 35,059 15,880
Changes from: May 3, 2016 Total Change is: -2,153
1,071 -1,296 -170 67 2,162 -19 -238 -1,100 -2 49 -504 1 -2,912 -1,225
Percent of Open Interest Represented by Each Category of Trader
16.6 31.7 5.1 18.3 27.3 3.0 7.5 9.0 0.2 3.0 2.8 0.0 46.3 21.0
Number of Traders in Each Category Total Traders: 66
6 10 4 11 5 4 11 15 . 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 2,865,334
Positions
386,270 290,726 39,113 1,252,219 855,650 264,170 439,320 698,000 97,758 122,465 249,579 15,140 248,879 355,198
Changes from: May 3, 2016 Total Change is: 53,341
-4,133 12,437 4,720 10,729 -31,686 18,502 892 34,562 12,472 1,503 -1,904 70 8,586 4,168
Percent of Open Interest Represented by Each Category of Trader
13.5 10.1 1.4 43.7 29.9 9.2 15.3 24.4 3.4 4.3 8.7 0.5 8.7 12.4
Number of Traders in Each Category Total Traders: 598
34 39 23 113 88 82 86 135 61 37 65 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 79,919
Positions
4,689 15,372 1,057 41,136 53,006 2,844 18,814 3,783 643 0 514 0 10,736 2,700
Changes from: May 3, 2016 Total Change is: 801
736 394 -14 -923 1,760 -335 -367 -947 372 0 44 0 1,332 -473
Percent of Open Interest Represented by Each Category of Trader
5.9 19.2 1.3 51.5 66.3 3.6 23.5 4.7 0.8 0.0 0.6 0.0 13.4 3.4
Number of Traders in Each Category Total Traders: 89
4 11 . 34 16 17 15 7 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 46,611
Positions
14,509 7,888 171 14,953 14,269 856 8,686 15,504 1,030 1,853 2,105 23 4,530 4,765
Changes from: May 3, 2016 Total Change is: -1,538
2,926 -1,308 35 -259 469 -66 -4,182 -1,355 367 -87 139 1 -273 181
Percent of Open Interest Represented by Each Category of Trader
31.1 16.9 0.4 32.1 30.6 1.8 18.6 33.3 2.2 4.0 4.5 0.0 9.7 10.2
Number of Traders in Each Category Total Traders: 224
22 13 5 43 23 13 38 50 14 11 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 233,057
Positions
72,543 39,441 856 74,766 71,344 4,282 43,428 77,521 5,151 9,264 10,523 115 22,652 23,824
Changes from: May 3, 2016 Total Change is: -7,691
14,629 -6,541 173 -1,294 2,345 -329 -20,911 -6,776 1,834 -433 693 6 -1,366 904
Percent of Open Interest Represented by Each Category of Trader
31.1 16.9 0.4 32.1 30.6 1.8 18.6 33.3 2.2 4.0 4.5 0.0 9.7 10.2
Number of Traders in Each Category Total Traders: 224
22 13 5 43 23 13 38 50 14 11 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 386,938
Positions
157,123 23,553 1,854 118,360 189,914 18,854 61,395 118,177 8,472 5,179 9,782 29 15,672 16,303
Changes from: May 3, 2016 Total Change is: 9,092
881 2,322 152 3,912 542 -193 5,300 5,785 -725 -33 1,449 2 -204 -242
Percent of Open Interest Represented by Each Category of Trader
40.6 6.1 0.5 30.6 49.1 4.9 15.9 30.5 2.2 1.3 2.5 0.0 4.1 4.2
Number of Traders in Each Category Total Traders: 271
21 12 . 53 54 29 43 64 13 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 34,093
Positions
806 12,921 21 15,863 998 123 6,190 3,963 0 4,800 9,408 0 6,290 6,659
Changes from: May 3, 2016 Total Change is: -604
10 489 21 -139 0 -44 1,656 -1,099 -3 -977 -106 0 -1,128 138
Percent of Open Interest Represented by Each Category of Trader
2.4 37.9 0.1 46.5 2.9 0.4 18.2 11.6 0.0 14.1 27.6 0.0 18.4 19.5
Number of Traders in Each Category Total Traders: 45
. 6 . 12 . . 8 8 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 93,158
Positions
27,322 17,549 1,092 29,809 1,154 0 20,191 7,998 343 6,160 283 0 8,241 64,739
Changes from: May 3, 2016 Total Change is: -3,569
-2,728 3,148 -199 2,335 -689 0 -1,335 -1,450 -457 -688 0 0 -497 -3,922
Percent of Open Interest Represented by Each Category of Trader
29.3 18.8 1.2 32.0 1.2 0.0 21.7 8.6 0.4 6.6 0.3 0.0 8.8 69.5
Number of Traders in Each Category Total Traders: 88
18 11 . 13 . 0 22 14 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 195,124
Positions
7,411 104,796 809 121,726 62,507 11,526 41,143 4,914 3,139 2,594 2,770 11 6,765 4,652
Changes from: May 3, 2016 Total Change is: 2,850
1,807 -3,593 -9 3,045 5,606 335 2,189 -703 -29 -4,010 7 3 -481 1,233
Percent of Open Interest Represented by Each Category of Trader
3.8 53.7 0.4 62.4 32.0 5.9 21.1 2.5 1.6 1.3 1.4 0.0 3.5 2.4
Number of Traders in Each Category Total Traders: 128
9 9 . 45 23 16 20 7 5 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 624,325
Positions
35,682 344,898 3,354 327,650 99,874 81,291 128,413 52,985 6,766 22,711 19,562 1,570 16,888 14,025
Changes from: May 3, 2016 Total Change is: -9,063
-5,930 -5,497 829 -12,452 5,482 9,003 917 -26,706 1,709 -1,039 1,870 85 -2,185 4,162
Percent of Open Interest Represented by Each Category of Trader
5.7 55.2 0.5 52.5 16.0 13.0 20.6 8.5 1.1 3.6 3.1 0.3 2.7 2.2
Number of Traders in Each Category Total Traders: 312
23 23 7 95 40 38 47 32 16 36 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 520,425
Positions
9,080 39,096 2,511 183,135 164,133 74,056 71,755 58,348 21,925 6,826 28,456 566 150,571 131,334
Changes from: May 3, 2016 Total Change is: 10,529
1,557 11,377 1,087 10,129 -5,164 -10,660 -2,803 5,510 2,342 -1,057 2,237 51 9,883 3,749
Percent of Open Interest Represented by Each Category of Trader
1.7 7.5 0.5 35.2 31.5 14.2 13.8 11.2 4.2 1.3 5.5 0.1 28.9 25.2
Number of Traders in Each Category Total Traders: 153
5 16 7 35 29 34 25 27 25 6 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 631,450
Positions
0 61,346 1,396 351,381 128,283 71,729 49,972 265,995 15,432 7,102 14,079 0 134,438 73,190
Changes from: May 3, 2016 Total Change is: 10,171
0 16,091 1,351 1,822 -10,415 -2,878 1,775 3,020 2,941 0 0 0 5,160 61
Percent of Open Interest Represented by Each Category of Trader
0.0 9.7 0.2 55.6 20.3 11.4 7.9 42.1 2.4 1.1 2.2 0.0 21.3 11.6
Number of Traders in Each Category Total Traders: 98
0 7 . 42 16 31 13 14 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 1,115,828
Positions
19,451 133,502 15,744 460,357 166,758 111,625 277,834 260,664 58,057 50,502 222,236 3,610 118,648 143,632
Changes from: May 3, 2016 Total Change is: 58,961
-2,393 14,174 11,229 22,716 10,611 3,368 11,150 11,592 13,630 1,097 -2,284 -163 -1,673 -3,196
Percent of Open Interest Represented by Each Category of Trader
1.7 12.0 1.4 41.3 14.9 10.0 24.9 23.4 5.2 4.5 19.9 0.3 10.6 12.9
Number of Traders in Each Category Total Traders: 251
8 32 12 51 42 47 36 40 34 16 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 2,756,109
Positions
125,138 216,325 26,431 848,922 927,907 353,874 528,944 515,589 140,822 388,625 152,579 8,524 334,829 414,058
Changes from: May 3, 2016 Total Change is: 93,308
29,901 32,927 6,495 28,724 -17,811 -4,082 4,303 15,026 42,749 -28,257 7,388 457 13,018 10,159
Percent of Open Interest Represented by Each Category of Trader
4.5 7.8 1.0 30.8 33.7 12.8 19.2 18.7 5.1 14.1 5.5 0.3 12.1 15.0
Number of Traders in Each Category Total Traders: 359
19 36 23 57 78 68 62 58 67 21 27 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 124,390
Positions
16,416 9,063 0 10,433 41,619 2,165 46,084 2,644 3,517 2,250 2,600 0 43,525 62,782
Changes from: May 3, 2016 Total Change is: 10,910
6,387 1,867 0 -3,010 676 123 2,700 -2,542 2,236 0 600 0 2,474 7,950
Percent of Open Interest Represented by Each Category of Trader
13.2 7.3 0.0 8.4 33.5 1.7 37.0 2.1 2.8 1.8 2.1 0.0 35.0 50.5
Number of Traders in Each Category Total Traders: 24
. . 0 . 6 6 8 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 2,574,628
Positions
46,438 283,534 42,484 1,311,105 447,966 316,474 303,874 821,983 95,922 145,260 217,690 4,915 308,156 343,660
Changes from: May 3, 2016 Total Change is: 112,301
1,416 -8,852 22,322 29,223 -15,185 5,156 -12,049 46,492 35,521 1,889 2,789 2,760 26,063 21,298
Percent of Open Interest Represented by Each Category of Trader
1.8 11.0 1.7 50.9 17.4 12.3 11.8 31.9 3.7 5.6 8.5 0.2 12.0 13.3
Number of Traders in Each Category Total Traders: 279
6 38 12 51 48 49 28 66 39 13 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 931,241
Positions
357,868 134,340 244,408 4,139 32,409 11,190 29,665 170,474 187,879 15,784 36,211 55,778 24,530 58,552
Changes from: May 3, 2016 Total Change is: 94,921
6,013 -15,888 31,915 0 11,495 2,877 3,505 -254 12,248 -349 7,781 38,776 -64 5,971
Percent of Open Interest Represented by Each Category of Trader
38.4 14.4 26.2 0.4 3.5 1.2 3.2 18.3 20.2 1.7 3.9 6.0 2.6 6.3
Number of Traders in Each Category Total Traders: 122
15 28 32 . 8 6 10 41 33 6 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 is10,750,214
Positions
3,035,362 1,246,091 2,341,377 205,907 1,700,866 392,130 1,146,529 1,172,025 1,965,580 525,940 451,531 263,659 873,730 1,216,955
Changes from: May 3, 2016 Total Change is: 446,382
91,229 75,370 69,055 -4,562 47,220 -2,702 117,582 56,218 122,261 -30,650 18,451 18,845 65,324 41,664
Percent of Open Interest Represented by Each Category of Trader
28.2 11.6 21.8 1.9 15.8 3.6 10.7 10.9 18.3 4.9 4.2 2.5 8.1 11.3
Number of Traders in Each Category Total Traders: 287
35 50 81 7 30 29 33 84 97 6 25 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 25,116
Positions
1,264 2,209 0 0 11,930 149 15,658 7,612 0 7,200 2,464 661 184 91
Changes from: May 3, 2016 Total Change is: 651
476 129 0 0 -133 0 54 537 0 81 59 64 -24 -5
Percent of Open Interest Represented by Each Category of Trader
5.0 8.8 0.0 0.0 47.5 0.6 62.3 30.3 0.0 28.7 9.8 2.6 0.7 0.4
Number of Traders in Each Category Total Traders: 44
. 4 0 0 13 . 5 10 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 29,673
Positions
7,454 2,445 0 215 11,913 566 20,258 9,552 0 1,100 5,030 0 80 167
Changes from: May 3, 2016 Total Change is: -894
-504 -432 0 92 -108 -27 -458 -130 -1 0 -243 0 4 47
Percent of Open Interest Represented by Each Category of Trader
25.1 8.2 0.0 0.7 40.1 1.9 68.3 32.2 0.0 3.7 17.0 0.0 0.3 0.6
Number of Traders in Each Category Total Traders: 38
4 4 0 . 6 . 6 7 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 67,841
Positions
289 26,117 0 15,324 3,311 765 18,845 28,358 4,749 19,850 1,309 0 8,019 3,232
Changes from: May 3, 2016 Total Change is: -3,687
-147 1 0 -739 119 229 -1,396 -4,277 223 -744 464 -55 -1,058 -391
Percent of Open Interest Represented by Each Category of Trader
0.4 38.5 0.0 22.6 4.9 1.1 27.8 41.8 7.0 29.3 1.9 0.0 11.8 4.8
Number of Traders in Each Category Total Traders: 135
. . 0 8 8 . 29 28 18 47 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 463,497
Positions
133,502 14,867 21,965 102,582 63,226 43,391 43,743 196,160 73,959 4,095 3,328 18,578 21,682 28,023
Changes from: May 3, 2016 Total Change is: 11,598
3,702 3,520 -4,202 -14,127 5,613 1,470 19,054 4,525 -2,317 2,902 -2,257 6,003 -887 -757
Percent of Open Interest Represented by Each Category of Trader
28.8 3.2 4.7 22.1 13.6 9.4 9.4 42.3 16.0 0.9 0.7 4.0 4.7 6.0
Number of Traders in Each Category Total Traders: 220
18 12 18 13 22 10 38 78 67 8 14 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 10, 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 23,182
Positions
1,008 3,035 0 14,074 830 1,289 5,117 17,582 390 1,175 0 0 129 56
Changes from: May 3, 2016 Total Change is: 1,163
909 -756 0 369 830 183 34 872 0 -324 0 0 -8 34
Percent of Open Interest Represented by Each Category of Trader
4.3 13.1 0.0 60.7 3.6 5.6 22.1 75.8 1.7 5.1 0.0 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 34
. . 0 8 . . 9 10 . . 0 0
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Updated May 13, 2016