Traders in Financial Futures - Futures Only Positions as of May 24, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 123,789
Positions
3,206 72,971 82 50,143 8,209 793 22,569 9,516 3,790 9,876 646 264 33,066 27,518
Changes from: May 17, 2016 Total Change is: -581
1,367 -2,528 68 6,393 2,294 0 -5,933 -4,163 17 -764 187 190 -1,919 3,354
Percent of Open Interest Represented by Each Category of Trader
2.6 58.9 0.1 40.5 6.6 0.6 18.2 7.7 3.1 8.0 0.5 0.2 26.7 22.2
Number of Traders in Each Category Total Traders: 73
. 10 . 10 8 . 19 13 9 10 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 52,142
Positions
24,367 4,680 11 977 2,773 117 18,727 22,051 647 1,365 480 0 5,931 21,383
Changes from: May 17, 2016 Total Change is: 7,388
6,525 -2,986 8 -466 56 6 2,604 4,739 -24 491 480 0 -1,756 5,109
Percent of Open Interest Represented by Each Category of Trader
46.7 9.0 0.0 1.9 5.3 0.2 35.9 42.3 1.2 2.6 0.9 0.0 11.4 41.0
Number of Traders in Each Category Total Traders: 45
5 . . . 4 . 14 15 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 244,377
Positions
148,211 37,684 1,265 5,856 79,960 5,345 53,640 58,378 10,355 2,560 13,049 144 17,001 38,197
Changes from: May 17, 2016 Total Change is: 5,219
456 1,570 84 1,748 3,216 -37 -643 -3,862 3,498 -1,308 646 -736 2,157 840
Percent of Open Interest Represented by Each Category of Trader
60.6 15.4 0.5 2.4 32.7 2.2 21.9 23.9 4.2 1.0 5.3 0.1 7.0 15.6
Number of Traders in Each Category Total Traders: 105
8 8 4 4 24 9 27 27 17 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 159,833
Positions
11,603 28,222 3,901 32,404 45,085 6,012 65,033 42,602 3,714 8,542 2,649 654 27,970 26,994
Changes from: May 17, 2016 Total Change is: 924
3,957 -9,800 611 -2,357 1,269 -133 -2,461 5,315 92 -28 -217 569 674 3,218
Percent of Open Interest Represented by Each Category of Trader
7.3 17.7 2.4 20.3 28.2 3.8 40.7 26.7 2.3 5.3 1.7 0.4 17.5 16.9
Number of Traders in Each Category Total Traders: 118
8 8 6 14 18 11 31 30 13 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 350,242
Positions
68,359 40,565 5,313 121,647 102,270 15,464 44,138 92,972 8,847 33,829 21,560 1,498 51,147 61,753
Changes from: May 17, 2016 Total Change is: 683
5,858 -24,960 -67 -1,347 4,504 -434 -4,496 21,796 -272 411 9 311 719 -204
Percent of Open Interest Represented by Each Category of Trader
19.5 11.6 1.5 34.7 29.2 4.4 12.6 26.5 2.5 9.7 6.2 0.4 14.6 17.6
Number of Traders in Each Category Total Traders: 217
16 11 12 36 36 30 26 49 22 18 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 114,633
Positions
24,077 26,549 1,062 27,904 9,492 1,056 33,843 17,403 1,692 506 33,367 611 23,882 23,401
Changes from: May 17, 2016 Total Change is: 514
14,524 -6,365 -14 -4,537 2,121 146 -8,970 2,730 -446 -393 1,424 -30 234 948
Percent of Open Interest Represented by Each Category of Trader
21.0 23.2 0.9 24.3 8.3 0.9 29.5 15.2 1.5 0.4 29.1 0.5 20.8 20.4
Number of Traders in Each Category Total Traders: 83
7 6 . 7 8 4 28 19 10 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 27,936
Positions
14,828 22,559 396 3,300 0 0 7,206 2,185 729 400 1,015 235 842 817
Changes from: May 17, 2016 Total Change is: 456
0 -16 -4 0 0 0 0 -412 494 0 100 0 -34 294
Percent of Open Interest Represented by Each Category of Trader
53.1 80.8 1.4 11.8 0.0 0.0 25.8 7.8 2.6 1.4 3.6 0.8 3.0 2.9
Number of Traders in Each Category Total Traders: 24
. 8 . . 0 0 7 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 138,084
Positions
48,082 46,938 1 45,176 5,112 175 21,059 57,693 16,078 3,084 4,990 0 4,429 7,097
Changes from: May 17, 2016 Total Change is: 3,279
3,721 -5,308 0 -54 401 -34 889 9,964 -1,588 39 111 0 306 -267
Percent of Open Interest Represented by Each Category of Trader
34.8 34.0 0.0 32.7 3.7 0.1 15.3 41.8 11.6 2.2 3.6 0.0 3.2 5.1
Number of Traders in Each Category Total Traders: 135
6 7 . 11 10 . 22 53 14 12 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 28,868
Positions
200 21,713 1,403 5,902 160 0 20,152 3,165 208 0 1,171 0 1,003 1,048
Changes from: May 17, 2016 Total Change is: 1,415
0 0 1,403 150 0 0 -74 -106 11 0 0 0 -75 107
Percent of Open Interest Represented by Each Category of Trader
0.7 75.2 4.9 20.4 0.6 0.0 69.8 11.0 0.7 0.0 4.1 0.0 3.5 3.6
Number of Traders in Each Category Total Traders: 23
. . . . . 0 8 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 42,189
Positions
18,718 9,108 34 1,659 20,221 24 15,705 6,616 1,206 1,372 1,117 0 3,471 3,863
Changes from: May 17, 2016 Total Change is: -1,797
1,542 -1,657 0 -183 586 0 -2,974 -992 -31 128 47 0 -279 250
Percent of Open Interest Represented by Each Category of Trader
44.4 21.6 0.1 3.9 47.9 0.1 37.2 15.7 2.9 3.3 2.6 0.0 8.2 9.2
Number of Traders in Each Category Total Traders: 68
4 5 . 4 7 . 25 17 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 58,780
Positions
13,766 30,379 171 7,103 949 438 27,766 13,052 539 1,183 3,419 95 7,721 9,740
Changes from: May 17, 2016 Total Change is: 2,975
-90 914 -46 423 -1,886 35 2,256 1,964 79 274 1,047 28 16 841
Percent of Open Interest Represented by Each Category of Trader
23.4 51.7 0.3 12.1 1.6 0.7 47.2 22.2 0.9 2.0 5.8 0.2 13.1 16.6
Number of Traders in Each Category Total Traders: 114
14 16 4 10 . . 38 15 7 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 117,560
Positions
27,532 60,758 341 14,205 1,898 875 55,532 26,103 1,078 2,365 6,838 190 15,442 19,479
Changes from: May 17, 2016 Total Change is: 5,949
-180 1,827 -92 846 -3,771 70 4,512 3,928 157 548 2,093 56 32 1,681
Percent of Open Interest Represented by Each Category of Trader
23.4 51.7 0.3 12.1 1.6 0.7 47.2 22.2 0.9 2.0 5.8 0.2 13.1 16.6
Number of Traders in Each Category Total Traders: 114
14 16 4 10 . . 38 15 7 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 673,452
Positions
82,045 73,187 22,149 280,270 196,937 52,189 97,963 161,735 26,679 25,605 45,855 4,691 81,861 90,029
Changes from: May 17, 2016 Total Change is: 29,111
-850 3,686 1,040 11,505 4,476 -3,160 19,280 17,884 -2,587 -189 1,951 -292 4,364 6,112
Percent of Open Interest Represented by Each Category of Trader
12.2 10.9 3.3 41.6 29.2 7.7 14.5 24.0 4.0 3.8 6.8 0.7 12.2 13.4
Number of Traders in Each Category Total Traders: 599
34 39 25 117 93 80 77 139 71 39 60 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 78,663
Positions
18,434 20,415 5,139 14,353 19,305 2,252 6,170 5,220 1,090 2,203 2,341 53 28,969 22,848
Changes from: May 17, 2016 Total Change is: 4,374
3,521 -300 225 -75 239 4 263 -2,302 941 -61 232 -17 -427 5,352
Percent of Open Interest Represented by Each Category of Trader
23.4 26.0 6.5 18.2 24.5 2.9 7.8 6.6 1.4 2.8 3.0 0.1 36.8 29.0
Number of Traders in Each Category Total Traders: 62
9 9 5 11 4 4 10 13 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 2,973,946
Positions
369,025 314,827 34,081 1,335,003 893,579 244,266 492,436 816,047 94,477 126,223 226,786 13,977 264,458 335,906
Changes from: May 17, 2016 Total Change is: 123,687
-14,590 27,195 -3,188 57,918 21,204 -15,839 84,355 90,203 -6,911 -2,025 7,208 13 23,954 3,802
Percent of Open Interest Represented by Each Category of Trader
12.4 10.6 1.1 44.9 30.0 8.2 16.6 27.4 3.2 4.2 7.6 0.5 8.9 11.3
Number of Traders in Each Category Total Traders: 591
33 39 22 115 89 77 79 137 63 38 60 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 80,629
Positions
4,310 18,909 1,024 43,001 49,599 2,616 19,748 4,346 216 0 602 0 9,714 3,317
Changes from: May 17, 2016 Total Change is: 793
-111 4,464 22 128 -3,260 -313 1,215 188 -365 0 131 0 217 -74
Percent of Open Interest Represented by Each Category of Trader
5.3 23.5 1.3 53.3 61.5 3.2 24.5 5.4 0.3 0.0 0.7 0.0 12.0 4.1
Number of Traders in Each Category Total Traders: 94
. 12 . 35 16 15 19 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 44,271
Positions
11,156 7,633 137 13,285 12,285 1,103 10,891 14,550 723 2,033 2,356 23 4,919 5,460
Changes from: May 17, 2016 Total Change is: -484
-5,610 -123 -64 352 -2,559 47 4,084 2,016 -296 86 278 0 918 217
Percent of Open Interest Represented by Each Category of Trader
25.2 17.2 0.3 30.0 27.7 2.5 24.6 32.9 1.6 4.6 5.3 0.1 11.1 12.3
Number of Traders in Each Category Total Traders: 239
26 11 . 41 21 15 47 54 13 16 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 221,353
Positions
55,782 38,166 685 66,425 61,423 5,517 54,454 72,749 3,615 10,166 11,782 115 24,594 27,301
Changes from: May 17, 2016 Total Change is: -2,422
-28,051 -617 -320 1,759 -12,797 237 20,418 10,079 -1,482 428 1,392 0 4,589 1,086
Percent of Open Interest Represented by Each Category of Trader
25.2 17.2 0.3 30.0 27.7 2.5 24.6 32.9 1.6 4.6 5.3 0.1 11.1 12.3
Number of Traders in Each Category Total Traders: 239
26 11 . 41 21 15 47 54 13 16 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 401,175
Positions
165,780 41,177 2,294 116,806 186,685 15,998 71,891 121,789 6,608 5,382 9,874 32 16,384 16,718
Changes from: May 17, 2016 Total Change is: 10,881
3,171 15,593 24 3,363 -2,507 -3,114 6,991 3,662 -1,034 199 70 2 1,279 -1,815
Percent of Open Interest Represented by Each Category of Trader
41.3 10.3 0.6 29.1 46.5 4.0 17.9 30.4 1.6 1.3 2.5 0.0 4.1 4.2
Number of Traders in Each Category Total Traders: 275
20 17 4 51 54 29 42 64 16 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 33,222
Positions
863 12,443 21 16,688 998 119 5,021 3,409 22 4,863 9,430 0 5,625 6,780
Changes from: May 17, 2016 Total Change is: 1,066
0 -177 0 876 0 -8 -876 457 17 789 37 0 268 740
Percent of Open Interest Represented by Each Category of Trader
2.6 37.5 0.1 50.2 3.0 0.4 15.1 10.3 0.1 14.6 28.4 0.0 16.9 20.4
Number of Traders in Each Category Total Traders: 46
. 6 . 13 . . 7 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 87,836
Positions
25,920 16,765 922 27,843 1,139 0 15,728 7,256 565 6,128 0 283 10,447 60,906
Changes from: May 17, 2016 Total Change is: 636
1,183 -2,008 38 -141 -10 -14 -3,045 684 -102 206 -283 283 2,228 2,048
Percent of Open Interest Represented by Each Category of Trader
29.5 19.1 1.0 31.7 1.3 0.0 17.9 8.3 0.6 7.0 0.0 0.3 11.9 69.3
Number of Traders in Each Category Total Traders: 84
16 12 . 13 . 0 20 13 6 7 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 185,265
Positions
4,011 95,967 744 121,136 61,656 10,545 36,473 6,428 3,400 2,091 2,554 0 6,865 3,971
Changes from: May 17, 2016 Total Change is: -6,492
-1,494 -5,049 -55 -5,013 -72 317 -801 -1,456 199 -228 -15 0 583 -361
Percent of Open Interest Represented by Each Category of Trader
2.2 51.8 0.4 65.4 33.3 5.7 19.7 3.5 1.8 1.1 1.4 0.0 3.7 2.1
Number of Traders in Each Category Total Traders: 121
7 9 . 46 24 17 14 9 6 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 617,170
Positions
39,171 330,154 3,174 305,648 106,941 89,634 129,627 43,762 8,755 22,076 20,533 1,570 17,515 12,647
Changes from: May 17, 2016 Total Change is: -3,733
3,253 -9,662 -411 -23,969 2,444 5,871 11,489 -3,588 -45 -645 260 -1 725 1,399
Percent of Open Interest Represented by Each Category of Trader
6.3 53.5 0.5 49.5 17.3 14.5 21.0 7.1 1.4 3.6 3.3 0.3 2.8 2.0
Number of Traders in Each Category Total Traders: 300
20 25 6 88 44 38 39 32 18 33 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 538,679
Positions
8,429 45,413 940 177,559 150,967 80,312 79,786 62,906 19,502 6,234 25,155 659 165,258 152,825
Changes from: May 17, 2016 Total Change is: 4,666
-4,522 1,981 -508 -15,061 -14,797 7,457 3,178 -2,459 -4,578 395 -4,036 -439 18,744 22,045
Percent of Open Interest Represented by Each Category of Trader
1.6 8.4 0.2 33.0 28.0 14.9 14.8 11.7 3.6 1.2 4.7 0.1 30.7 28.4
Number of Traders in Each Category Total Traders: 133
4 9 4 32 27 32 32 20 16 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 632,998
Positions
2,842 66,130 10,603 334,316 128,975 67,898 39,657 242,460 22,909 7,171 12,254 0 147,602 81,769
Changes from: May 17, 2016 Total Change is: -669
1,185 -420 7,826 -15,318 -6,751 -379 -9,144 -12,833 6,216 69 -1,826 0 8,876 7,498
Percent of Open Interest Represented by Each Category of Trader
0.4 10.4 1.7 52.8 20.4 10.7 6.3 38.3 3.6 1.1 1.9 0.0 23.3 12.9
Number of Traders in Each Category Total Traders: 86
. 4 . 37 15 28 12 10 14 . . 0
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Traders in Financial Futures - Futures Only Positions as of May 24, 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 1,181,337
Positions
24,553 121,496 24,887 440,106 157,940 126,115 237,484 227,661 135,765 59,840 208,396 7,400 125,187 171,677
Changes from: May 17, 2016 Total Change is: 49,228
-3,306 12,591 -20,603 12,052 -1,187 5,724 -40,684 -37,040 75,308 9,846 -5,953 3,771 7,120 16,617
Percent of Open Interest Represented by Each Category of Trader
2.1 10.3 2.1 37.3 13.4 10.7 20.1 19.3 11.5 5.1 17.6 0.6 10.6 14.5
Number of Traders in Each Category Total Traders: 246
6 29 19 51 42 52 34 43 35 16 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 2,826,448
Positions
115,574 197,408 27,795 872,324 869,634 384,391 484,336 540,208 155,597 384,060 140,761 17,899 384,472 492,755
Changes from: May 17, 2016 Total Change is: 45,955
9,130 -18,867 -7,464 11,525 15,888 10,171 -38,410 -47,031 28,612 -987 -10,948 1,093 32,285 74,501
Percent of Open Interest Represented by Each Category of Trader
4.1 7.0 1.0 30.9 30.8 13.6 17.1 19.1 5.5 13.6 5.0 0.6 13.6 17.4
Number of Traders in Each Category Total Traders: 339
19 30 20 54 76 69 63 51 58 21 24 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 150,582
Positions
18,760 6,760 2,576 12,346 45,314 1,470 56,395 9,397 4,387 3,088 9,517 5 51,555 71,156
Changes from: May 17, 2016 Total Change is: 11,601
1,031 -7,792 1,655 -3,441 3,232 -332 1,878 5,450 -260 3,088 4,084 5 7,977 5,559
Percent of Open Interest Represented by Each Category of Trader
12.5 4.5 1.7 8.2 30.1 1.0 37.5 6.2 2.9 2.1 6.3 0.0 34.2 47.3
Number of Traders in Each Category Total Traders: 31
. . . . 6 4 9 4 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,722,744
Positions
67,707 261,317 47,113 1,324,181 567,839 285,567 308,067 695,273 159,773 143,686 211,615 7,763 378,887 486,484
Changes from: May 17, 2016 Total Change is: 104,940
11,438 5,333 -28,209 28,805 20,460 -13,140 -20,886 -70,268 55,613 -471 -8,306 2,036 69,754 141,421
Percent of Open Interest Represented by Each Category of Trader
2.5 9.6 1.7 48.6 20.9 10.5 11.3 25.5 5.9 5.3 7.8 0.3 13.9 17.9
Number of Traders in Each Category Total Traders: 282
11 36 17 47 49 54 38 57 47 12 31 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 954,886
Positions
347,562 139,697 242,433 4,139 26,667 26,761 47,432 180,385 205,182 4,270 31,862 52,290 24,817 49,609
Changes from: May 17, 2016 Total Change is: 17,468
-29,374 14,874 1,981 0 -16,094 15,515 12,239 -8,950 37,275 -8,915 -4,779 -10,958 -295 -11,396
Percent of Open Interest Represented by Each Category of Trader
36.4 14.6 25.4 0.4 2.8 2.8 5.0 18.9 21.5 0.4 3.3 5.5 2.6 5.2
Number of Traders in Each Category Total Traders: 129
18 29 38 . 8 9 12 42 37 4 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,578,685
Positions
3,346,253 1,070,104 2,220,778 186,879 1,592,708 420,013 862,824 1,280,377 1,970,701 544,511 543,769 235,491 791,235 1,244,744
Changes from: May 17, 2016 Total Change is: -126,544
252,313 -166,111 -50,581 -16,606 -77,891 6,319 -187,830 191,517 -125,717 61,690 63,584 -38,519 -27,613 70,855
Percent of Open Interest Represented by Each Category of Trader
31.6 10.1 21.0 1.8 15.1 4.0 8.2 12.1 18.6 5.1 5.1 2.2 7.5 11.8
Number of Traders in Each Category Total Traders: 285
40 45 82 7 28 30 34 86 94 10 22 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 28,321
Positions
1,020 4,157 0 0 13,347 126 18,534 7,811 0 7,873 2,231 578 190 71
Changes from: May 17, 2016 Total Change is: 1,801
19 411 0 0 1,592 0 1,709 20 0 174 -78 -123 22 -21
Percent of Open Interest Represented by Each Category of Trader
3.6 14.7 0.0 0.0 47.1 0.4 65.4 27.6 0.0 27.8 7.9 2.0 0.7 0.3
Number of Traders in Each Category Total Traders: 46
. 5 0 0 13 . 5 10 0 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 31,517
Positions
5,812 5,564 0 216 11,890 557 23,878 8,500 0 1,000 4,853 4 50 149
Changes from: May 17, 2016 Total Change is: 1,464
-11 1,086 0 1 53 -9 1,698 308 0 -176 56 4 -43 -34
Percent of Open Interest Represented by Each Category of Trader
18.4 17.7 0.0 0.7 37.7 1.8 75.8 27.0 0.0 3.2 15.4 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 36
. 5 0 . 6 . 6 6 0 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 61,266
Positions
163 25,688 0 14,990 1,077 1,442 13,499 23,392 6,098 17,715 1,179 0 7,359 2,390
Changes from: May 17, 2016 Total Change is: -4,146
-5 67 0 -24 -1,716 650 -3,495 -2,952 500 -1,462 -353 0 -310 -342
Percent of Open Interest Represented by Each Category of Trader
0.3 41.9 0.0 24.5 1.8 2.4 22.0 38.2 10.0 28.9 1.9 0.0 12.0 3.9
Number of Traders in Each Category Total Traders: 130
. 5 0 8 7 . 30 23 19 45 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 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 438,355
Positions
137,763 11,752 11,065 111,414 61,335 39,449 33,825 195,483 63,784 2,673 7,136 17,615 20,767 30,736
Changes from: May 17, 2016 Total Change is: -25,822
-4,732 -1,753 -13,746 5,696 2,168 -1,208 520 -1,598 -6,440 181 1,192 -1,117 -4,976 -3,320
Percent of Open Interest Represented by Each Category of Trader
31.4 2.7 2.5 25.4 14.0 9.0 7.7 44.6 14.6 0.6 1.6 4.0 4.7 7.0
Number of Traders in Each Category Total Traders: 201
20 9 18 12 24 11 27 74 53 7 14 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 24, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 19,512
Positions
104 3,119 0 12,169 830 1,180 4,914 13,984 390 260 0 0 495 9
Changes from: May 17, 2016 Total Change is: -3,509
-13 -414 0 -2,471 0 -113 -56 -2,983 0 -915 0 0 59 1
Percent of Open Interest Represented by Each Category of Trader
0.5 16.0 0.0 62.4 4.3 6.0 25.2 71.7 2.0 1.3 0.0 0.0 2.5 0.0
Number of Traders in Each Category Total Traders: 31
. . 0 9 . . 8 7 . . 0 0
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Updated May 27, 2016