Traders in Financial Futures - Futures Only Positions as of May 17, 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 124,370 Positions 1,839 75,499 14 43,750 5,915 793 28,502 13,679 3,773 10,640 459 74 34,985 24,164 Changes from: May 10, 2016 Total Change is: -395 523 2,504 0 401 -1,713 -124 -3,462 -1,320 853 -337 459 -117 1,868 -937 Percent of Open Interest Represented by Each Category of Trader 1.5 60.7 0.0 35.2 4.8 0.6 22.9 11.0 3.0 8.6 0.4 0.1 28.1 19.4 Number of Traders in Each Category Total Traders: 74 . 9 . 10 8 . 19 14 8 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 44,754 Positions 17,842 7,666 3 1,443 2,717 111 16,123 17,312 671 874 0 0 7,687 16,274 Changes from: May 10, 2016 Total Change is: 2,053 3,567 -1,514 3 -476 -491 0 -204 2,348 -1 104 0 0 -940 1,708 Percent of Open Interest Represented by Each Category of Trader 39.9 17.1 0.0 3.2 6.1 0.2 36.0 38.7 1.5 2.0 0.0 0.0 17.2 36.4 Number of Traders in Each Category Total Traders: 43 4 . . . 4 . 15 14 5 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 239,158 Positions 147,755 36,114 1,181 4,108 76,744 5,382 54,283 62,240 6,857 3,868 12,403 880 14,844 37,357 Changes from: May 10, 2016 Total Change is: 639 407 -5,652 164 -417 1,783 -22 -25 1,443 145 559 524 -102 -70 2,356 Percent of Open Interest Represented by Each Category of Trader 61.8 15.1 0.5 1.7 32.1 2.3 22.7 26.0 2.9 1.6 5.2 0.4 6.2 15.6 Number of Traders in Each Category Total Traders: 112 8 8 5 4 24 9 27 33 16 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 158,909 Positions 7,646 38,022 3,290 34,761 43,816 6,145 67,494 37,287 3,622 8,570 2,866 85 27,296 23,776 Changes from: May 10, 2016 Total Change is: -6,640 -625 -2,741 435 -230 -1,175 35 1,645 -1,467 380 -5,294 152 0 -2,986 -2,259 Percent of Open Interest Represented by Each Category of Trader 4.8 23.9 2.1 21.9 27.6 3.9 42.5 23.5 2.3 5.4 1.8 0.1 17.2 15.0 Number of Traders in Each Category Total Traders: 118 6 9 6 14 18 12 34 28 14 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 349,559 Positions 62,501 65,525 5,380 122,994 97,766 15,898 48,634 71,176 9,119 33,418 21,551 1,187 50,428 61,957 Changes from: May 10, 2016 Total Change is: 4,581 -310 -2,166 2,190 -3,553 2,107 -55 5,608 -3,187 3,250 -387 687 247 -2,409 1,508 Percent of Open Interest Represented by Each Category of Trader 17.9 18.7 1.5 35.2 28.0 4.5 13.9 20.4 2.6 9.6 6.2 0.3 14.4 17.7 Number of Traders in Each Category Total Traders: 223 16 11 10 38 35 28 33 46 25 20 22 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 28,378 Positions 769 20,455 582 13,762 0 973 692 2,028 1 1,351 0 0 10,248 4,339 Changes from: May 10, 2016 Total Change is: -1,335 7 -1,204 22 -398 0 -46 60 -20 0 -699 0 0 -281 -87 Percent of Open Interest Represented by Each Category of Trader 2.7 72.1 2.1 48.5 0.0 3.4 2.4 7.1 0.0 4.8 0.0 0.0 36.1 15.3 Number of Traders in Each Category Total Traders: 20 . 4 . 9 0 4 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 114,119 Positions 9,553 32,914 1,076 32,441 7,371 910 42,813 14,673 2,138 899 31,943 641 23,648 22,453 Changes from: May 10, 2016 Total Change is: -12,649 1,667 -16,816 -105 -3,094 847 301 -9,627 2,422 164 -470 -1,342 73 -1,558 1,807 Percent of Open Interest Represented by Each Category of Trader 8.4 28.8 0.9 28.4 6.5 0.8 37.5 12.9 1.9 0.8 28.0 0.6 20.7 19.7 Number of Traders in Each Category Total Traders: 84 5 8 4 8 7 4 29 17 9 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 27,480 Positions 14,828 22,575 400 3,300 0 0 7,206 2,597 235 400 915 235 876 523 Changes from: May 10, 2016 Total Change is: 231 0 44 0 0 0 0 222 184 0 0 0 0 9 3 Percent of Open Interest Represented by Each Category of Trader 54.0 82.2 1.5 12.0 0.0 0.0 26.2 9.5 0.9 1.5 3.3 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 17, 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 134,805 Positions 44,361 52,246 1 45,230 4,711 209 20,170 47,729 17,666 3,045 4,879 0 4,123 7,364 Changes from: May 10, 2016 Total Change is: 5,894 248 -5,546 0 -1,511 -212 -112 6,081 10,719 932 663 -38 0 -407 151 Percent of Open Interest Represented by Each Category of Trader 32.9 38.8 0.0 33.6 3.5 0.2 15.0 35.4 13.1 2.3 3.6 0.0 3.1 5.5 Number of Traders in Each Category Total Traders: 130 5 8 . 10 9 . 22 52 14 11 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 27,453 Positions 200 21,713 0 5,752 160 0 20,226 3,271 197 0 1,171 0 1,078 941 Changes from: May 10, 2016 Total Change is: -90 0 121 0 0 0 0 -281 -390 112 0 0 0 79 67 Percent of Open Interest Represented by Each Category of Trader 0.7 79.1 0.0 21.0 0.6 0.0 73.7 11.9 0.7 0.0 4.3 0.0 3.9 3.4 Number of Traders in Each Category Total Traders: 23 . . 0 . . 0 7 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 43,986 Positions 17,176 10,765 34 1,842 19,635 24 18,679 7,608 1,237 1,244 1,070 0 3,750 3,613 Changes from: May 10, 2016 Total Change is: -1,433 131 -2,920 3 62 6 0 -1,329 1,206 -162 -273 99 0 135 335 Percent of Open Interest Represented by Each Category of Trader 39.0 24.5 0.1 4.2 44.6 0.1 42.5 17.3 2.8 2.8 2.4 0.0 8.5 8.2 Number of Traders in Each Category Total Traders: 71 5 5 . 4 7 . 27 18 6 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 4,480 Positions 1,103 0 0 0 1,496 23 2,890 1,766 9 0 148 0 455 1,038 Changes from: May 10, 2016 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 24.6 0.0 0.0 0.0 33.4 0.5 64.5 39.4 0.2 0.0 3.3 0.0 10.2 23.2 Number of Traders in Each Category Total Traders: 20 . 0 0 0 . . 8 6 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 55,806 Positions 13,856 29,466 217 6,680 2,835 403 25,510 11,088 461 909 2,373 67 7,705 8,899 Changes from: May 10, 2016 Total Change is: -9,254 -27 -3,392 1 -1,018 154 21 -6,988 -4,705 30 -163 -1,260 2 -1,113 -104 Percent of Open Interest Represented by Each Category of Trader 24.8 52.8 0.4 12.0 5.1 0.7 45.7 19.9 0.8 1.6 4.3 0.1 13.8 15.9 Number of Traders in Each Category Total Traders: 105 14 16 4 11 4 4 31 15 5 . 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 111,611 Positions 27,712 58,931 433 13,359 5,669 805 51,020 22,175 921 1,817 4,745 134 15,410 17,798 Changes from: May 10, 2016 Total Change is: -18,508 -53 -6,784 2 -2,035 307 42 -13,975 -9,410 59 -326 -2,520 3 -2,225 -207 Percent of Open Interest Represented by Each Category of Trader 24.8 52.8 0.4 12.0 5.1 0.7 45.7 19.9 0.8 1.6 4.3 0.1 13.8 15.9 Number of Traders in Each Category Total Traders: 105 14 16 4 11 4 4 31 15 5 . 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 644,341 Positions 82,895 69,501 21,108 268,765 192,461 55,349 78,683 143,851 29,266 25,794 43,905 4,983 77,497 83,917 Changes from: May 10, 2016 Total Change is: -4,507 3,587 -2,125 -1,138 6,008 2,226 -1,327 -7,478 4,863 2,169 996 -6,187 14 -7,338 -3,003 Percent of Open Interest Represented by Each Category of Trader 12.9 10.8 3.3 41.7 29.9 8.6 12.2 22.3 4.5 4.0 6.8 0.8 12.0 13.0 Number of Traders in Each Category Total Traders: 599 37 39 23 113 95 86 75 137 74 42 60 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 74,289 Positions 14,913 20,715 4,914 14,428 19,066 2,248 5,907 7,522 149 2,264 2,109 70 29,396 17,496 Changes from: May 10, 2016 Total Change is: -1,492 2,324 -3,300 1,025 524 -1,629 -4 213 737 0 21 -5 68 -5,663 1,616 Percent of Open Interest Represented by Each Category of Trader 20.1 27.9 6.6 19.4 25.7 3.0 8.0 10.1 0.2 3.0 2.8 0.1 39.6 23.6 Number of Traders in Each Category Total Traders: 66 7 9 5 11 4 5 12 14 . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 2,850,259 Positions 383,615 287,632 37,269 1,277,085 872,375 260,105 408,081 725,844 101,388 128,248 219,578 13,964 240,504 332,104 Changes from: May 10, 2016 Total Change is: -15,075 -2,655 -3,094 -1,844 24,866 16,725 -4,065 -31,239 27,844 3,630 5,783 -30,001 -1,176 -8,375 -23,094 Percent of Open Interest Represented by Each Category of Trader 13.5 10.1 1.3 44.8 30.6 9.1 14.3 25.5 3.6 4.5 7.7 0.5 8.4 11.7 Number of Traders in Each Category Total Traders: 590 38 37 21 111 91 83 75 137 65 41 59 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 79,836 Positions 4,421 14,445 1,002 42,873 52,859 2,929 18,533 4,158 581 0 471 0 9,497 3,391 Changes from: May 10, 2016 Total Change is: -83 -268 -927 -55 1,737 -147 85 -281 375 -62 0 -43 0 -1,239 691 Percent of Open Interest Represented by Each Category of Trader 5.5 18.1 1.3 53.7 66.2 3.7 23.2 5.2 0.7 0.0 0.6 0.0 11.9 4.2 Number of Traders in Each Category Total Traders: 91 . 10 . 37 16 17 16 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 44,755 Positions 16,767 7,757 201 12,933 14,844 1,056 6,807 12,534 1,019 1,948 2,078 23 4,001 5,243 Changes from: May 10, 2016 Total Change is: -1,856 2,258 -132 30 -2,020 575 200 -1,878 -2,970 -11 95 -27 0 -529 478 Percent of Open Interest Represented by Each Category of Trader 37.5 17.3 0.4 28.9 33.2 2.4 15.2 28.0 2.3 4.4 4.6 0.1 8.9 11.7 Number of Traders in Each Category Total Traders: 222 26 12 5 36 25 16 36 53 15 13 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 223,775 Positions 83,833 38,783 1,005 64,666 74,220 5,280 34,036 62,670 5,097 9,738 10,390 115 20,005 26,215 Changes from: May 10, 2016 Total Change is: -9,282 11,290 -658 149 -10,100 2,876 998 -9,392 -14,851 -54 474 -133 0 -2,647 2,391 Percent of Open Interest Represented by Each Category of Trader 37.5 17.3 0.4 28.9 33.2 2.4 15.2 28.0 2.3 4.4 4.6 0.1 8.9 11.7 Number of Traders in Each Category Total Traders: 222 26 12 5 36 25 16 36 53 15 13 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 390,294 Positions 162,609 25,584 2,270 113,443 189,192 19,112 64,900 118,127 7,642 5,183 9,804 30 15,105 18,533 Changes from: May 10, 2016 Total Change is: 3,356 5,486 2,031 416 -4,917 -722 258 3,505 -50 -830 4 22 1 -567 2,230 Percent of Open Interest Represented by Each Category of Trader 41.7 6.6 0.6 29.1 48.5 4.9 16.6 30.3 2.0 1.3 2.5 0.0 3.9 4.7 Number of Traders in Each Category Total Traders: 262 22 12 . 49 53 28 37 64 18 9 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 32,156 Positions 863 12,620 21 15,812 998 127 5,897 2,952 5 4,074 9,393 0 5,357 6,040 Changes from: May 10, 2016 Total Change is: -1,937 57 -301 0 -51 0 4 -293 -1,011 5 -726 -15 0 -933 -619 Percent of Open Interest Represented by Each Category of Trader 2.7 39.2 0.1 49.2 3.1 0.4 18.3 9.2 0.0 12.7 29.2 0.0 16.7 18.8 Number of Traders in Each Category Total Traders: 44 . 6 . 12 . . 8 7 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 87,200 Positions 24,737 18,773 884 27,984 1,149 14 18,773 6,572 667 5,922 283 0 8,219 58,858 Changes from: May 10, 2016 Total Change is: -5,958 -2,585 1,224 -208 -1,825 -5 14 -1,418 -1,426 324 -238 0 0 -22 -5,881 Percent of Open Interest Represented by Each Category of Trader 28.4 21.5 1.0 32.1 1.3 0.0 21.5 7.5 0.8 6.8 0.3 0.0 9.4 67.5 Number of Traders in Each Category Total Traders: 87 17 13 . 14 . . 20 14 5 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 191,757 Positions 5,505 101,016 799 126,149 61,728 10,228 37,274 7,884 3,201 2,319 2,569 0 6,282 4,332 Changes from: May 10, 2016 Total Change is: -3,367 -1,906 -3,780 -10 4,423 -779 -1,298 -3,869 2,970 62 -275 -201 -11 -483 -320 Percent of Open Interest Represented by Each Category of Trader 2.9 52.7 0.4 65.8 32.2 5.3 19.4 4.1 1.7 1.2 1.3 0.0 3.3 2.3 Number of Traders in Each Category Total Traders: 125 7 11 . 45 23 16 16 10 5 7 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 620,903 Positions 35,918 339,816 3,585 329,617 104,497 83,763 118,138 47,350 8,800 22,721 20,273 1,571 16,790 11,248 Changes from: May 10, 2016 Total Change is: -3,422 236 -5,082 231 1,967 4,623 2,472 -10,275 -5,635 2,034 10 711 1 -98 -2,777 Percent of Open Interest Represented by Each Category of Trader 5.8 54.7 0.6 53.1 16.8 13.5 19.0 7.6 1.4 3.7 3.3 0.3 2.7 1.8 Number of Traders in Each Category Total Traders: 304 20 24 7 93 42 38 41 32 18 34 18 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 534,013 Positions 12,951 43,432 1,448 192,620 165,764 72,855 76,608 65,365 24,080 5,839 29,191 1,098 146,514 130,780 Changes from: May 10, 2016 Total Change is: 13,588 3,871 4,336 -1,063 9,485 1,631 -1,201 4,853 7,017 2,155 -987 735 532 -4,057 -554 Percent of Open Interest Represented by Each Category of Trader 2.4 8.1 0.3 36.1 31.0 13.6 14.3 12.2 4.5 1.1 5.5 0.2 27.4 24.5 Number of Traders in Each Category Total Traders: 154 8 12 5 38 28 34 26 28 25 5 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 633,667 Positions 1,657 66,550 2,777 349,634 135,726 68,277 48,801 255,293 16,693 7,102 14,080 0 138,726 74,271 Changes from: May 10, 2016 Total Change is: 2,217 1,657 5,204 1,381 -1,747 7,443 -3,452 -1,171 -10,702 1,261 0 1 0 4,288 1,081 Percent of Open Interest Represented by Each Category of Trader 0.3 10.5 0.4 55.2 21.4 10.8 7.7 40.3 2.6 1.1 2.2 0.0 21.9 11.7 Number of Traders in Each Category Total Traders: 98 . 6 . 43 16 29 13 13 16 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,132,109 Positions 27,859 108,905 45,490 428,054 159,127 120,391 278,168 264,701 60,457 49,994 214,349 3,629 118,067 155,060 Changes from: May 10, 2016 Total Change is: 16,281 8,408 -24,597 29,746 -32,303 -7,631 8,766 334 4,037 2,400 -508 -7,887 19 -581 11,428 Percent of Open Interest Represented by Each Category of Trader 2.5 9.6 4.0 37.8 14.1 10.6 24.6 23.4 5.3 4.4 18.9 0.3 10.4 13.7 Number of Traders in Each Category Total Traders: 246 10 29 13 51 42 50 35 40 35 16 23 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 2,780,493 Positions 106,444 216,275 35,259 860,799 853,746 374,220 522,746 587,239 126,985 385,047 151,709 16,806 352,187 418,254 Changes from: May 10, 2016 Total Change is: 24,384 -18,694 -50 8,828 11,877 -74,161 20,346 -6,198 71,650 -13,837 -3,578 -870 8,282 17,358 4,196 Percent of Open Interest Represented by Each Category of Trader 3.8 7.8 1.3 31.0 30.7 13.5 18.8 21.1 4.6 13.8 5.5 0.6 12.7 15.0 Number of Traders in Each Category Total Traders: 365 22 35 20 59 78 67 63 60 60 19 29 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 138,981 Positions 17,729 14,552 921 15,787 42,082 1,802 54,517 3,947 4,647 0 5,433 0 43,578 65,597 Changes from: May 10, 2016 Total Change is: 14,591 1,313 5,489 921 5,354 463 -363 8,433 1,303 1,130 -2,250 2,833 0 53 2,815 Percent of Open Interest Represented by Each Category of Trader 12.8 10.5 0.7 11.4 30.3 1.3 39.2 2.8 3.3 0.0 3.9 0.0 31.4 47.2 Number of Traders in Each Category Total Traders: 27 . 4 . 4 5 5 8 . 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 2,617,804 Positions 56,269 255,984 75,322 1,295,376 547,379 298,707 328,953 765,541 104,160 144,157 219,921 5,727 309,133 345,063 Changes from: May 10, 2016 Total Change is: 43,176 9,831 -27,550 32,838 -15,729 99,413 -17,767 25,079 -56,442 8,238 -1,103 2,231 812 977 1,403 Percent of Open Interest Represented by Each Category of Trader 2.1 9.8 2.9 49.5 20.9 11.4 12.6 29.2 4.0 5.5 8.4 0.2 11.8 13.2 Number of Traders in Each Category Total Traders: 290 10 36 13 51 51 53 32 64 41 14 32 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 937,418 Positions 376,936 124,823 240,452 4,139 42,761 11,246 35,193 189,335 167,907 13,185 36,641 63,248 25,112 61,005 Changes from: May 10, 2016 Total Change is: 6,177 19,068 -9,517 -3,956 0 10,352 56 5,528 18,861 -19,972 -2,599 430 7,470 582 2,453 Percent of Open Interest Represented by Each Category of Trader 40.2 13.3 25.7 0.4 4.6 1.2 3.8 20.2 17.9 1.4 3.9 6.7 2.7 6.5 Number of Traders in Each Category Total Traders: 126 16 30 36 . 8 7 11 43 31 6 7 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 is10,705,229 Positions 3,093,940 1,236,215 2,271,359 203,485 1,670,599 413,694 1,050,654 1,088,860 2,096,418 482,821 480,185 274,010 818,848 1,173,889 Changes from: May 10, 2016 Total Change is: -44,985 58,578 -9,876 -70,018 -2,422 -30,267 21,564 -95,875 -83,165 130,838 -43,119 28,654 10,351 -54,882 -43,066 Percent of Open Interest Represented by Each Category of Trader 28.9 11.5 21.2 1.9 15.6 3.9 9.8 10.2 19.6 4.5 4.5 2.6 7.6 11.0 Number of Traders in Each Category Total Traders: 298 35 53 81 6 30 30 38 89 98 6 25 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 26,520 Positions 1,001 3,746 0 0 11,755 126 16,825 7,791 0 7,699 2,309 701 168 92 Changes from: May 10, 2016 Total Change is: 1,404 -263 1,537 0 0 -175 -23 1,167 179 0 499 -155 40 -16 1 Percent of Open Interest Represented by Each Category of Trader 3.8 14.1 0.0 0.0 44.3 0.5 63.4 29.4 0.0 29.0 8.7 2.6 0.6 0.3 Number of Traders in Each Category Total Traders: 46 . 5 0 0 13 . 5 10 0 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 30,053 Positions 5,823 4,478 0 215 11,837 566 22,180 8,192 0 1,176 4,797 0 93 183 Changes from: May 10, 2016 Total Change is: 380 -1,631 2,033 0 0 -76 0 1,922 -1,360 0 76 -233 0 13 16 Percent of Open Interest Represented by Each Category of Trader 19.4 14.9 0.0 0.7 39.4 1.9 73.8 27.3 0.0 3.9 16.0 0.0 0.3 0.6 Number of Traders in Each Category Total Traders: 36 4 4 0 . 6 . 7 5 0 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 65,412 Positions 168 25,621 0 15,014 2,793 792 16,994 26,344 5,598 19,177 1,532 0 7,669 2,732 Changes from: May 10, 2016 Total Change is: -2,429 -121 -496 0 -310 -518 27 -1,851 -2,014 849 -673 223 0 -350 -500 Percent of Open Interest Represented by Each Category of Trader 0.3 39.2 0.0 23.0 4.3 1.2 26.0 40.3 8.6 29.3 2.3 0.0 11.7 4.2 Number of Traders in Each Category Total Traders: 132 . 5 0 5 8 . 28 28 19 46 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 464,177 Positions 142,495 13,505 24,811 105,718 59,167 40,657 33,305 197,081 70,224 2,492 5,944 18,732 25,743 34,056 Changes from: May 10, 2016 Total Change is: 680 8,993 -1,362 2,846 3,136 -4,059 -2,734 -10,438 921 -3,735 -1,603 2,616 154 4,061 6,033 Percent of Open Interest Represented by Each Category of Trader 30.7 2.9 5.3 22.8 12.7 8.8 7.2 42.5 15.1 0.5 1.3 4.0 5.5 7.3 Number of Traders in Each Category Total Traders: 210 18 13 20 11 22 12 31 78 62 7 15 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 17, 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 23,021 Positions 117 3,533 0 14,640 830 1,293 4,970 16,967 390 1,175 0 0 436 8 Changes from: May 10, 2016 Total Change is: -161 -891 498 0 566 0 4 -147 -615 0 0 0 0 307 -48 Percent of Open Interest Represented by Each Category of Trader 0.5 15.3 0.0 63.6 3.6 5.6 21.6 73.7 1.7 5.1 0.0 0.0 1.9 0.0 Number of Traders in Each Category Total Traders: 35 . . 0 10 . . 9 8 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 20, 2016