Traders in Financial Futures - Futures Only Positions as of May 31, 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 126,518 Positions 3,906 71,659 658 49,896 8,895 818 23,635 9,509 4,238 9,720 1,157 707 32,940 28,877 Changes from: May 24, 2016 Total Change is: 2,729 700 -1,312 576 -247 686 25 1,066 -7 448 -156 511 443 -126 1,359 Percent of Open Interest Represented by Each Category of Trader 3.1 56.6 0.5 39.4 7.0 0.6 18.7 7.5 3.3 7.7 0.9 0.6 26.0 22.8 Number of Traders in Each Category Total Traders: 78 . 10 4 9 8 . 25 11 10 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 57,175 Positions 28,424 1,742 288 977 3,248 117 18,311 30,203 677 1,430 0 0 6,951 20,900 Changes from: May 24, 2016 Total Change is: 5,033 4,057 -2,938 277 0 475 0 -416 8,152 30 65 -480 0 1,020 -483 Percent of Open Interest Represented by Each Category of Trader 49.7 3.0 0.5 1.7 5.7 0.2 32.0 52.8 1.2 2.5 0.0 0.0 12.2 36.6 Number of Traders in Each Category Total Traders: 46 5 . . . 5 . 14 17 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 243,685 Positions 147,251 47,176 1,179 4,674 76,759 6,260 51,812 52,122 12,051 2,853 11,400 244 17,361 36,494 Changes from: May 24, 2016 Total Change is: -692 -960 9,492 -86 -1,182 -3,201 915 -1,828 -6,256 1,696 293 -1,649 100 360 -1,703 Percent of Open Interest Represented by Each Category of Trader 60.4 19.4 0.5 1.9 31.5 2.6 21.3 21.4 4.9 1.2 4.7 0.1 7.1 15.0 Number of Traders in Each Category Total Traders: 101 8 8 4 4 23 9 28 23 20 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 156,499 Positions 12,566 22,257 3,908 28,343 45,616 6,091 64,787 39,690 3,501 6,167 2,989 3,683 27,453 28,764 Changes from: May 24, 2016 Total Change is: -3,334 963 -5,965 7 -4,061 531 79 -246 -2,912 -213 -2,375 340 3,029 -517 1,770 Percent of Open Interest Represented by Each Category of Trader 8.0 14.2 2.5 18.1 29.1 3.9 41.4 25.4 2.2 3.9 1.9 2.4 17.5 18.4 Number of Traders in Each Category Total Traders: 113 7 9 7 13 18 9 29 26 14 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 356,178 Positions 75,509 31,570 5,595 123,417 102,426 14,580 47,103 108,677 8,537 32,184 22,480 651 48,602 61,662 Changes from: May 24, 2016 Total Change is: 5,936 7,150 -8,995 282 1,770 156 -884 2,965 15,705 -310 -1,645 920 -847 -2,545 -91 Percent of Open Interest Represented by Each Category of Trader 21.2 8.9 1.6 34.7 28.8 4.1 13.2 30.5 2.4 9.0 6.3 0.2 13.6 17.3 Number of Traders in Each Category Total Traders: 220 14 12 13 36 36 26 28 49 23 18 25 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 28,056 Positions 2,888 19,505 182 11,235 457 1,873 1,313 1,449 54 904 0 0 9,607 4,536 Changes from: May 24, 2016 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 10.3 69.5 0.6 40.0 1.6 6.7 4.7 5.2 0.2 3.2 0.0 0.0 34.2 16.2 Number of Traders in Each Category Total Traders: 20 4 . . 7 . 5 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 114,647 Positions 35,884 21,794 1,280 21,889 9,977 1,056 27,458 16,344 2,678 1,589 34,845 655 22,158 26,018 Changes from: May 24, 2016 Total Change is: 14 11,807 -4,755 218 -6,015 485 0 -6,385 -1,059 986 1,083 1,478 44 -1,724 2,617 Percent of Open Interest Represented by Each Category of Trader 31.3 19.0 1.1 19.1 8.7 0.9 24.0 14.3 2.3 1.4 30.4 0.6 19.3 22.7 Number of Traders in Each Category Total Traders: 80 7 6 5 5 9 4 26 18 8 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 28,196 Positions 14,828 22,635 390 3,300 0 0 7,866 2,668 385 400 1,015 235 792 868 Changes from: May 24, 2016 Total Change is: 260 0 76 -6 0 0 0 660 483 -344 0 0 0 -50 51 Percent of Open Interest Represented by Each Category of Trader 52.6 80.3 1.4 11.7 0.0 0.0 27.9 9.5 1.4 1.4 3.6 0.8 2.8 3.1 Number of Traders in Each Category Total Traders: 24 . 8 . . 0 0 7 4 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 143,577 Positions 50,253 46,663 1 50,929 4,967 175 17,000 61,820 18,220 2,470 4,770 0 4,529 6,961 Changes from: May 24, 2016 Total Change is: 5,493 2,171 -275 0 5,753 -145 0 -4,059 4,127 2,142 -614 -220 0 100 -136 Percent of Open Interest Represented by Each Category of Trader 35.0 32.5 0.0 35.5 3.5 0.1 11.8 43.1 12.7 1.7 3.3 0.0 3.2 4.8 Number of Traders in Each Category Total Traders: 134 6 7 . 11 10 . 17 60 14 9 12 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 42,712 Positions 200 21,713 14,630 6,152 160 0 20,245 3,180 409 0 1,520 0 1,076 1,100 Changes from: May 24, 2016 Total Change is: 13,844 0 0 13,227 250 0 0 93 15 201 0 349 0 73 52 Percent of Open Interest Represented by Each Category of Trader 0.5 50.8 34.3 14.4 0.4 0.0 47.4 7.4 1.0 0.0 3.6 0.0 2.5 2.6 Number of Traders in Each Category Total Traders: 25 . . . . . 0 10 5 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 44,604 Positions 18,981 11,420 91 1,840 20,195 24 17,576 6,754 1,344 1,253 1,216 0 3,495 3,560 Changes from: May 24, 2016 Total Change is: 2,415 263 2,312 57 181 -26 0 1,871 138 138 -119 99 0 24 -303 Percent of Open Interest Represented by Each Category of Trader 42.6 25.6 0.2 4.1 45.3 0.1 39.4 15.1 3.0 2.8 2.7 0.0 7.8 8.0 Number of Traders in Each Category Total Traders: 73 5 5 . 4 7 . 30 17 8 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 61,198 Positions 13,348 33,820 120 7,196 823 417 30,968 12,135 197 1,161 4,145 68 7,726 9,475 Changes from: May 24, 2016 Total Change is: 2,418 -419 3,441 -51 94 -127 -21 3,202 -917 -342 -22 726 -27 5 -265 Percent of Open Interest Represented by Each Category of Trader 21.8 55.3 0.2 11.8 1.3 0.7 50.6 19.8 0.3 1.9 6.8 0.1 12.6 15.5 Number of Traders in Each Category Total Traders: 113 16 16 4 10 . 4 35 16 . 4 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 122,396 Positions 26,695 67,639 239 14,392 1,645 833 61,935 24,270 394 2,321 8,290 136 15,451 18,950 Changes from: May 24, 2016 Total Change is: 4,836 -837 6,881 -102 187 -253 -42 6,403 -1,833 -684 -44 1,452 -54 9 -529 Percent of Open Interest Represented by Each Category of Trader 21.8 55.3 0.2 11.8 1.3 0.7 50.6 19.8 0.3 1.9 6.8 0.1 12.6 15.5 Number of Traders in Each Category Total Traders: 113 16 16 4 10 . 4 35 16 . 4 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 681,779 Positions 94,135 70,577 24,805 277,102 194,962 50,713 94,641 164,161 28,208 24,682 48,533 4,373 83,121 95,447 Changes from: May 24, 2016 Total Change is: 8,327 12,090 -2,610 2,656 -3,167 -1,975 -1,476 -3,323 2,426 1,529 -923 2,677 -318 1,260 5,418 Percent of Open Interest Represented by Each Category of Trader 13.8 10.4 3.6 40.6 28.6 7.4 13.9 24.1 4.1 3.6 7.1 0.6 12.2 14.0 Number of Traders in Each Category Total Traders: 596 37 39 28 119 87 80 76 136 64 39 62 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 83,810 Positions 22,766 18,173 6,039 13,745 19,156 2,371 8,859 9,228 90 2,383 2,604 50 27,507 26,099 Changes from: May 24, 2016 Total Change is: 5,147 4,332 -2,242 900 -608 -149 119 2,689 4,008 -1,000 180 263 -3 -1,462 3,251 Percent of Open Interest Represented by Each Category of Trader 27.2 21.7 7.2 16.4 22.9 2.8 10.6 11.0 0.1 2.8 3.1 0.1 32.8 31.1 Number of Traders in Each Category Total Traders: 65 11 8 6 11 4 4 12 11 . . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 2,989,845 Positions 412,253 317,427 38,422 1,322,372 884,614 236,125 485,000 830,759 84,498 119,735 237,886 13,372 278,068 346,742 Changes from: May 24, 2016 Total Change is: 15,899 43,228 2,600 4,341 -12,631 -8,965 -8,141 -7,436 14,712 -9,979 -6,488 11,100 -605 13,610 10,836 Percent of Open Interest Represented by Each Category of Trader 13.8 10.6 1.3 44.2 29.6 7.9 16.2 27.8 2.8 4.0 8.0 0.4 9.3 11.6 Number of Traders in Each Category Total Traders: 587 36 39 24 117 83 77 75 137 57 38 61 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 84,543 Positions 4,519 26,803 1,201 45,133 46,268 2,924 20,207 3,673 373 0 592 0 10,186 2,709 Changes from: May 24, 2016 Total Change is: 3,914 209 7,894 177 2,132 -3,331 308 459 -673 157 0 -10 0 472 -608 Percent of Open Interest Represented by Each Category of Trader 5.3 31.7 1.4 53.4 54.7 3.5 23.9 4.3 0.4 0.0 0.7 0.0 12.0 3.2 Number of Traders in Each Category Total Traders: 95 4 12 . 39 15 16 17 6 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 46,379 Positions 6,040 15,528 78 15,127 6,452 676 16,684 15,079 607 2,149 2,439 75 4,943 5,444 Changes from: May 24, 2016 Total Change is: 2,108 -5,116 7,895 -59 1,842 -5,832 -428 5,793 530 -116 116 83 52 24 -16 Percent of Open Interest Represented by Each Category of Trader 13.0 33.5 0.2 32.6 13.9 1.5 36.0 32.5 1.3 4.6 5.3 0.2 10.7 11.7 Number of Traders in Each Category Total Traders: 236 14 19 . 41 19 11 46 57 16 17 22 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 231,894 Positions 30,201 77,642 388 75,636 32,262 3,378 83,421 75,397 3,036 10,746 12,195 375 24,713 27,221 Changes from: May 24, 2016 Total Change is: 10,541 -25,581 39,476 -297 9,211 -29,161 -2,139 28,967 2,648 -579 580 413 260 119 -80 Percent of Open Interest Represented by Each Category of Trader 13.0 33.5 0.2 32.6 13.9 1.5 36.0 32.5 1.3 4.6 5.3 0.2 10.7 11.7 Number of Traders in Each Category Total Traders: 236 14 19 . 41 19 11 46 57 16 17 22 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 394,574 Positions 159,779 40,290 2,033 113,414 184,466 15,789 73,469 116,852 7,355 5,405 10,301 20 17,310 17,468 Changes from: May 24, 2016 Total Change is: -6,601 -6,001 -887 -261 -3,392 -2,219 -209 1,578 -4,937 747 23 427 -12 926 750 Percent of Open Interest Represented by Each Category of Trader 40.5 10.2 0.5 28.7 46.8 4.0 18.6 29.6 1.9 1.4 2.6 0.0 4.4 4.4 Number of Traders in Each Category Total Traders: 267 22 14 4 50 50 27 42 60 18 11 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 35,516 Positions 851 12,702 21 17,622 1,222 114 4,148 4,217 78 5,108 9,719 0 7,574 7,443 Changes from: May 24, 2016 Total Change is: 2,294 -12 259 0 934 224 -5 -873 808 56 245 289 0 1,949 663 Percent of Open Interest Represented by Each Category of Trader 2.4 35.8 0.1 49.6 3.4 0.3 11.7 11.9 0.2 14.4 27.4 0.0 21.3 21.0 Number of Traders in Each Category Total Traders: 49 . 7 . 14 . . 4 12 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 92,507 Positions 27,883 16,675 1,011 29,563 1,144 10 18,922 8,438 1,007 5,151 0 43 8,917 64,179 Changes from: May 24, 2016 Total Change is: 4,671 1,963 -90 89 1,720 5 10 3,194 1,182 442 -977 0 -240 -1,530 3,273 Percent of Open Interest Represented by Each Category of Trader 30.1 18.0 1.1 32.0 1.2 0.0 20.5 9.1 1.1 5.6 0.0 0.0 9.6 69.4 Number of Traders in Each Category Total Traders: 85 18 11 . 15 . . 24 9 9 5 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 183,128 Positions 4,489 93,528 699 121,757 60,543 10,214 32,684 7,489 3,999 2,133 2,214 0 7,153 4,442 Changes from: May 24, 2016 Total Change is: -2,137 478 -2,439 -45 621 -1,113 -331 -3,789 1,061 599 42 -340 0 288 471 Percent of Open Interest Represented by Each Category of Trader 2.5 51.1 0.4 66.5 33.1 5.6 17.8 4.1 2.2 1.2 1.2 0.0 3.9 2.4 Number of Traders in Each Category Total Traders: 120 8 8 . 46 22 16 14 11 7 6 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 613,026 Positions 36,655 324,879 7,284 293,403 102,907 92,126 134,441 43,178 8,343 19,736 19,301 1,651 19,387 13,357 Changes from: May 24, 2016 Total Change is: -4,144 -2,516 -5,275 4,110 -12,245 -4,034 2,492 4,814 -584 -412 -2,340 -1,232 81 1,872 710 Percent of Open Interest Represented by Each Category of Trader 6.0 53.0 1.2 47.9 16.8 15.0 21.9 7.0 1.4 3.2 3.1 0.3 3.2 2.2 Number of Traders in Each Category Total Traders: 283 18 26 10 85 40 38 38 29 17 31 16 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 563,250 Positions 8,207 43,790 1,555 173,925 146,734 81,863 83,276 70,528 46,725 6,161 32,762 3,036 158,502 136,257 Changes from: May 24, 2016 Total Change is: 24,571 -222 -1,623 615 -3,634 -4,233 1,551 3,490 7,622 27,223 -73 7,607 2,377 -6,756 -16,568 Percent of Open Interest Represented by Each Category of Trader 1.5 7.8 0.3 30.9 26.1 14.5 14.8 12.5 8.3 1.1 5.8 0.5 28.1 24.2 Number of Traders in Each Category Total Traders: 134 4 11 6 28 28 29 27 22 17 5 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 615,744 Positions 0 65,110 812 324,501 126,006 75,262 43,068 234,961 27,534 5,387 11,847 1 139,179 74,211 Changes from: May 24, 2016 Total Change is: -17,254 -2,842 -1,020 -9,791 -9,815 -2,969 7,364 3,411 -7,499 4,625 -1,784 -407 1 -8,423 -7,558 Percent of Open Interest Represented by Each Category of Trader 0.0 10.6 0.1 52.7 20.5 12.2 7.0 38.2 4.5 0.9 1.9 0.0 22.6 12.1 Number of Traders in Each Category Total Traders: 93 0 5 . 42 15 29 13 13 15 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 1,004,111 Positions 25,178 89,453 9,605 406,375 148,845 109,970 197,477 221,207 75,993 54,314 206,449 890 124,309 141,699 Changes from: May 24, 2016 Total Change is: -177,226 625 -32,043 -15,282 -33,731 -9,095 -16,145 -40,007 -6,454 -59,772 -5,526 -1,947 -6,510 -878 -29,978 Percent of Open Interest Represented by Each Category of Trader 2.5 8.9 1.0 40.5 14.8 11.0 19.7 22.0 7.6 5.4 20.6 0.1 12.4 14.1 Number of Traders in Each Category Total Traders: 233 7 29 15 48 40 47 29 39 28 15 26 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 2,618,379 Positions 112,742 189,003 39,472 844,644 850,825 342,614 412,491 501,457 132,964 386,064 142,022 12,147 335,241 407,875 Changes from: May 24, 2016 Total Change is: -208,069 -2,832 -8,405 11,677 -27,680 -18,809 -41,777 -71,845 -38,751 -22,633 2,004 1,261 -5,752 -49,231 -84,880 Percent of Open Interest Represented by Each Category of Trader 4.3 7.2 1.5 32.3 32.5 13.1 15.8 19.2 5.1 14.7 5.4 0.5 12.8 15.6 Number of Traders in Each Category Total Traders: 340 16 36 24 54 74 67 57 58 51 21 24 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 158,870 Positions 14,375 3,590 7,370 16,208 46,023 1,727 53,001 11,469 12,032 3,088 5,649 0 51,069 71,010 Changes from: May 24, 2016 Total Change is: 8,288 -4,385 -3,170 4,794 3,862 709 257 -3,394 2,072 7,645 0 -3,868 -5 -486 -146 Percent of Open Interest Represented by Each Category of Trader 9.0 2.3 4.6 10.2 29.0 1.1 33.4 7.2 7.6 1.9 3.6 0.0 32.1 44.7 Number of Traders in Each Category Total Traders: 29 . . . 4 8 4 7 . 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 2,554,079 Positions 52,986 259,514 47,623 1,326,427 535,001 279,987 310,658 734,072 133,048 139,900 204,264 7,350 256,100 353,220 Changes from: May 24, 2016 Total Change is: -168,665 -14,721 -1,803 510 2,246 -32,838 -5,580 2,591 38,799 -26,725 -3,786 -7,351 -413 -122,787 -133,264 Percent of Open Interest Represented by Each Category of Trader 2.1 10.2 1.9 51.9 20.9 11.0 12.2 28.7 5.2 5.5 8.0 0.3 10.0 13.8 Number of Traders in Each Category Total Traders: 276 10 34 13 48 49 53 37 54 35 14 30 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 1,007,504 Positions 366,355 155,762 248,189 200 26,470 29,510 68,627 197,401 214,993 10,338 35,925 49,373 19,919 49,881 Changes from: May 24, 2016 Total Change is: 52,618 18,793 16,065 5,756 -3,939 -197 2,749 21,195 17,016 9,811 6,068 4,063 -2,917 -4,898 272 Percent of Open Interest Represented by Each Category of Trader 36.4 15.5 24.6 0.0 2.6 2.9 6.8 19.6 21.3 1.0 3.6 4.9 2.0 5.0 Number of Traders in Each Category Total Traders: 132 21 27 38 . 6 8 13 44 37 . 12 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 is10,807,317 Positions 3,657,978 1,122,528 2,157,015 179,571 1,672,897 428,000 792,722 1,428,862 2,027,433 520,439 462,136 271,177 772,982 1,237,269 Changes from: May 24, 2016 Total Change is: 228,632 311,725 52,424 -63,763 -7,308 80,189 7,987 -70,102 148,485 56,732 -24,072 -81,633 35,686 -18,253 -7,475 Percent of Open Interest Represented by Each Category of Trader 33.8 10.4 20.0 1.7 15.5 4.0 7.3 13.2 18.8 4.8 4.3 2.5 7.2 11.4 Number of Traders in Each Category Total Traders: 284 36 50 80 7 28 30 30 91 94 7 25 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 28,250 Positions 620 3,151 269 0 12,742 126 18,692 7,618 0 7,889 3,783 466 188 95 Changes from: May 24, 2016 Total Change is: -71 -400 -1,006 269 0 -605 0 158 -193 0 16 1,552 -112 -2 24 Percent of Open Interest Represented by Each Category of Trader 2.2 11.2 1.0 0.0 45.1 0.4 66.2 27.0 0.0 27.9 13.4 1.6 0.7 0.3 Number of Traders in Each Category Total Traders: 45 . 5 . 0 13 . 5 9 0 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 30,830 Positions 3,566 3,504 0 283 11,876 539 24,914 7,747 492 896 6,463 57 83 152 Changes from: May 24, 2016 Total Change is: -687 -2,246 -2,060 0 67 -14 -18 1,036 -753 492 -104 1,610 53 33 3 Percent of Open Interest Represented by Each Category of Trader 11.6 11.4 0.0 0.9 38.5 1.7 80.8 25.1 1.6 2.9 21.0 0.2 0.3 0.5 Number of Traders in Each Category Total Traders: 34 . 4 0 . 6 . 5 6 . . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 62,195 Positions 163 25,616 0 15,255 884 1,246 13,292 24,546 6,169 17,666 1,470 0 8,404 2,264 Changes from: May 24, 2016 Total Change is: 929 0 -72 0 265 -193 -196 -207 1,154 71 -49 291 0 1,045 -126 Percent of Open Interest Represented by Each Category of Trader 0.3 41.2 0.0 24.5 1.4 2.0 21.4 39.5 9.9 28.4 2.4 0.0 13.5 3.6 Number of Traders in Each Category Total Traders: 129 . 5 0 9 5 4 29 26 18 45 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 468,183 Positions 150,489 13,674 12,307 112,125 55,949 40,856 38,493 220,720 62,435 4,122 7,652 24,896 22,460 29,694 Changes from: May 24, 2016 Total Change is: 29,828 12,726 1,922 1,242 711 -5,386 1,407 4,668 25,237 -1,349 1,449 516 7,281 1,693 -1,042 Percent of Open Interest Represented by Each Category of Trader 32.1 2.9 2.6 23.9 12.0 8.7 8.2 47.1 13.3 0.9 1.6 5.3 4.8 6.3 Number of Traders in Each Category Total Traders: 218 19 8 18 14 22 9 39 76 54 11 15 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 31, 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 21,255 Positions 104 3,475 0 11,922 830 1,173 7,239 15,378 390 260 0 0 167 9 Changes from: May 24, 2016 Total Change is: 1,743 0 356 0 -247 0 -7 2,325 1,394 0 0 0 0 -328 0 Percent of Open Interest Represented by Each Category of Trader 0.5 16.3 0.0 56.1 3.9 5.5 34.1 72.4 1.8 1.2 0.0 0.0 0.8 0.0 Number of Traders in Each Category Total Traders: 32 . . 0 9 . . 9 7 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 3, 2016