Traders in Financial Futures - Futures Only Positions as of July 19, 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 117,603
Positions
456 59,515 16 53,899 7,787 911 22,557 19,480 1,139 7,148 2,889 723 30,754 25,143
Changes from: July 12, 2016 Total Change is: 3,373
312 5,279 -31 3,262 169 -263 163 -1,468 -777 -679 -657 515 871 606
Percent of Open Interest Represented by Each Category of Trader
0.4 50.6 0.0 45.8 6.6 0.8 19.2 16.6 1.0 6.1 2.5 0.6 26.2 21.4
Number of Traders in Each Category Total Traders: 79
. 7 . 11 8 . 19 19 7 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 41,766
Positions
21,991 1,415 258 1,843 2,210 127 10,593 18,384 668 0 0 0 6,286 18,704
Changes from: July 12, 2016 Total Change is: 2,756
2,442 -195 1 -143 251 0 59 1,632 29 0 0 0 368 1,038
Percent of Open Interest Represented by Each Category of Trader
52.7 3.4 0.6 4.4 5.3 0.3 25.4 44.0 1.6 0.0 0.0 0.0 15.1 44.8
Number of Traders in Each Category Total Traders: 37
5 . . . . . 13 10 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 225,589
Positions
163,130 3,953 1,414 7,351 69,947 3,840 19,984 79,458 8,370 2,573 13,479 1,482 17,445 43,646
Changes from: July 12, 2016 Total Change is: -11,022
3,702 -1,036 165 -337 -14,546 -221 -13,126 5,872 -894 -399 -3,580 604 -516 2,614
Percent of Open Interest Represented by Each Category of Trader
72.3 1.8 0.6 3.3 31.0 1.7 8.9 35.2 3.7 1.1 6.0 0.7 7.7 19.3
Number of Traders in Each Category Total Traders: 112
8 8 5 . 27 5 18 37 14 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 158,366
Positions
20,446 2,298 67 26,734 42,658 4,564 72,635 26,719 2,727 1,093 48,606 1,152 28,948 29,575
Changes from: July 12, 2016 Total Change is: -2,896
2,039 -1,652 31 543 -1,923 -13 -7,105 1,957 296 -127 1,878 -764 2,204 -2,706
Percent of Open Interest Represented by Each Category of Trader
12.9 1.5 0.0 16.9 26.9 2.9 45.9 16.9 1.7 0.7 30.7 0.7 18.3 18.7
Number of Traders in Each Category Total Traders: 110
7 5 . 12 21 9 30 26 11 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 388,905
Positions
131,597 10,055 2,224 118,973 95,861 18,391 47,774 152,822 6,622 20,951 36,193 1,742 40,631 64,995
Changes from: July 12, 2016 Total Change is: 18,533
13,739 520 149 -1,796 -3,163 180 3,385 16,561 -295 3,209 744 285 -323 3,552
Percent of Open Interest Represented by Each Category of Trader
33.8 2.6 0.6 30.6 24.6 4.7 12.3 39.3 1.7 5.4 9.3 0.4 10.4 16.7
Number of Traders in Each Category Total Traders: 235
19 9 9 34 39 28 29 56 16 24 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 31,160
Positions
1,125 20,889 190 16,242 0 1,128 558 5,364 3 1,133 0 0 10,781 3,586
Changes from: July 12, 2016 Total Change is: 302
-12 337 0 789 0 -3 -439 633 0 0 0 0 -33 -665
Percent of Open Interest Represented by Each Category of Trader
3.6 67.0 0.6 52.1 0.0 3.6 1.8 17.2 0.0 3.6 0.0 0.0 34.6 11.5
Number of Traders in Each Category Total Traders: 21
. . . 10 0 4 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 99,518
Positions
2,831 39,605 204 17,696 8,578 1,336 46,513 18,874 2,717 4,722 5,506 0 23,499 22,698
Changes from: July 12, 2016 Total Change is: 9,775
-333 7,853 -85 707 1,413 13 10,119 -2,071 797 3,566 -268 0 -5,009 2,123
Percent of Open Interest Represented by Each Category of Trader
2.8 39.8 0.2 17.8 8.6 1.3 46.7 19.0 2.7 4.7 5.5 0.0 23.6 22.8
Number of Traders in Each Category Total Traders: 89
4 5 . 10 10 4 30 20 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 38,785
Positions
10,685 32,955 350 4,410 0 0 21,525 5,055 0 530 0 0 1,285 425
Changes from: July 12, 2016 Total Change is: 204
-2,445 448 0 0 0 0 2,472 -221 0 14 0 0 163 -23
Percent of Open Interest Represented by Each Category of Trader
27.5 85.0 0.9 11.4 0.0 0.0 55.5 13.0 0.0 1.4 0.0 0.0 3.3 1.1
Number of Traders in Each Category Total Traders: 23
. 7 . . 0 0 6 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 103,432
Positions
38,226 33,901 121 24,049 4,799 944 25,458 44,730 8,217 2,537 4,226 138 3,742 6,356
Changes from: July 12, 2016 Total Change is: 6,071
1,427 152 50 1,227 486 137 -3,562 -2,219 6,563 542 143 100 -413 659
Percent of Open Interest Represented by Each Category of Trader
37.0 32.8 0.1 23.3 4.6 0.9 24.6 43.2 7.9 2.5 4.1 0.1 3.6 6.1
Number of Traders in Each Category Total Traders: 123
7 7 . 9 8 4 18 55 14 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 26,199
Positions
302 21,216 38 6,037 0 0 17,630 2,432 251 433 1,572 0 1,508 690
Changes from: July 12, 2016 Total Change is: -774
0 103 38 19 0 0 46 -219 -708 0 60 0 -169 -48
Percent of Open Interest Represented by Each Category of Trader
1.2 81.0 0.1 23.0 0.0 0.0 67.3 9.3 1.0 1.7 6.0 0.0 5.8 2.6
Number of Traders in Each Category Total Traders: 31
. 4 . 4 0 0 10 5 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 41,199
Positions
2,097 10,398 121 1,711 19,488 159 29,862 5,061 1,156 1,427 2,077 0 4,666 2,739
Changes from: July 12, 2016 Total Change is: -3,551
299 113 54 -218 -2,359 125 -2,992 -1,303 122 -55 -134 0 -886 -169
Percent of Open Interest Represented by Each Category of Trader
5.1 25.2 0.3 4.2 47.3 0.4 72.5 12.3 2.8 3.5 5.0 0.0 11.3 6.6
Number of Traders in Each Category Total Traders: 83
. 6 . 7 5 . 40 14 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 63,157
Positions
11,677 37,448 68 7,645 824 266 34,501 8,094 247 1,056 4,749 0 7,697 11,461
Changes from: July 12, 2016 Total Change is: 7,170
16 4,706 57 879 45 -40 6,899 805 -57 -1 775 0 -584 879
Percent of Open Interest Represented by Each Category of Trader
18.5 59.3 0.1 12.1 1.3 0.4 54.6 12.8 0.4 1.7 7.5 0.0 12.2 18.1
Number of Traders in Each Category Total Traders: 109
14 21 . 8 . . 36 11 . . 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 126,313
Positions
23,354 74,896 135 15,290 1,648 532 69,002 16,188 494 2,112 9,498 0 15,394 22,922
Changes from: July 12, 2016 Total Change is: 14,339
32 9,411 113 1,758 90 -79 13,798 1,610 -114 -2 1,550 0 -1,167 1,758
Percent of Open Interest Represented by Each Category of Trader
18.5 59.3 0.1 12.1 1.3 0.4 54.6 12.8 0.4 1.7 7.5 0.0 12.2 18.1
Number of Traders in Each Category Total Traders: 109
14 21 . 8 . . 36 11 . . 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 688,835
Positions
74,323 69,804 21,270 296,848 212,506 54,979 80,722 146,816 30,342 26,082 44,103 6,497 97,771 102,517
Changes from: July 12, 2016 Total Change is: 3,017
-12,429 13,262 5,683 15,899 -4,087 -10,038 1,015 -6,263 5,035 -452 459 1,984 -3,681 -3,019
Percent of Open Interest Represented by Each Category of Trader
10.8 10.1 3.1 43.1 30.9 8.0 11.7 21.3 4.4 3.8 6.4 0.9 14.2 14.9
Number of Traders in Each Category Total Traders: 619
41 35 23 125 89 94 84 141 74 34 70 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 95,493
Positions
28,433 23,201 730 16,114 19,297 1,819 11,381 13,894 467 4,992 1,087 25 31,532 34,973
Changes from: July 12, 2016 Total Change is: 3,494
116 4,938 200 257 -821 -39 2,523 3,470 -790 1,818 -111 0 -591 -3,353
Percent of Open Interest Represented by Each Category of Trader
29.8 24.3 0.8 16.9 20.2 1.9 11.9 14.5 0.5 5.2 1.1 0.0 33.0 36.6
Number of Traders in Each Category Total Traders: 62
9 7 . 10 . 4 14 12 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 2,966,710
Positions
288,325 291,891 43,828 1,403,669 966,047 265,800 414,857 732,760 81,224 124,780 234,411 13,031 331,196 337,718
Changes from: July 12, 2016 Total Change is: -2,386
-44,749 59,597 9,438 73,296 -21,243 -45,079 22,086 -19,040 -501 -1,548 12,650 122 -15,451 1,670
Percent of Open Interest Represented by Each Category of Trader
9.7 9.8 1.5 47.3 32.6 9.0 14.0 24.7 2.7 4.2 7.9 0.4 11.2 11.4
Number of Traders in Each Category Total Traders: 611
39 37 18 123 86 91 84 140 64 33 69 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 80,097
Positions
1,656 21,223 426 38,715 46,008 5,127 21,843 2,917 138 205 495 0 11,987 3,763
Changes from: July 12, 2016 Total Change is: -1,080
-2,226 2,735 0 -143 -3,508 -492 1,210 152 -97 205 -42 0 463 172
Percent of Open Interest Represented by Each Category of Trader
2.1 26.5 0.5 48.3 57.4 6.4 27.3 3.6 0.2 0.3 0.6 0.0 15.0 4.7
Number of Traders in Each Category Total Traders: 89
. 9 . 34 14 17 19 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 50,432
Positions
4,087 25,787 350 15,246 5,483 811 22,003 10,884 471 2,081 2,306 20 5,365 4,321
Changes from: July 12, 2016 Total Change is: 4,625
-507 5,540 274 -620 -239 125 4,877 -342 -28 138 -142 3 363 -566
Percent of Open Interest Represented by Each Category of Trader
8.1 51.1 0.7 30.2 10.9 1.6 43.6 21.6 0.9 4.1 4.6 0.0 10.6 8.6
Number of Traders in Each Category Total Traders: 221
7 28 . 40 20 10 49 42 11 17 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 252,162
Positions
20,433 128,936 1,750 76,229 27,414 4,053 110,014 54,419 2,355 10,403 11,530 101 26,824 21,604
Changes from: July 12, 2016 Total Change is: 23,126
-2,533 27,699 1,369 -3,099 -1,196 625 24,387 -1,708 -141 690 -708 15 1,813 -2,829
Percent of Open Interest Represented by Each Category of Trader
8.1 51.1 0.7 30.2 10.9 1.6 43.6 21.6 0.9 4.1 4.6 0.0 10.6 8.6
Number of Traders in Each Category Total Traders: 221
7 28 . 40 20 10 49 42 11 17 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 325,500
Positions
99,015 30,810 703 122,469 163,572 15,789 56,449 83,788 7,503 5,229 7,077 931 17,412 15,327
Changes from: July 12, 2016 Total Change is: -7,237
-6,229 6,076 -772 -3,518 -9,498 2,316 1,210 -5,298 242 -27 -1,074 3 -462 768
Percent of Open Interest Represented by Each Category of Trader
30.4 9.5 0.2 37.6 50.3 4.9 17.3 25.7 2.3 1.6 2.2 0.3 5.3 4.7
Number of Traders in Each Category Total Traders: 269
23 14 . 54 45 29 50 57 16 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 37,418
Positions
3,408 15,528 0 17,318 1,207 112 4,778 4,468 0 4,669 10,245 0 7,133 5,858
Changes from: July 12, 2016 Total Change is: 781
326 1,284 0 146 -5 1 130 365 0 -270 -800 0 448 -64
Percent of Open Interest Represented by Each Category of Trader
9.1 41.5 0.0 46.3 3.2 0.3 12.8 11.9 0.0 12.5 27.4 0.0 19.1 15.7
Number of Traders in Each Category Total Traders: 43
. 4 0 15 . . 7 5 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 81,962
Positions
20,849 9,593 1,046 25,338 347 11 20,009 15,414 1,504 3,756 0 0 9,449 54,047
Changes from: July 12, 2016 Total Change is: 372
1,460 -661 664 -1,190 -1,530 -324 -1,198 -443 196 340 -200 0 424 2,670
Percent of Open Interest Represented by Each Category of Trader
25.4 11.7 1.3 30.9 0.4 0.0 24.4 18.8 1.8 4.6 0.0 0.0 11.5 65.9
Number of Traders in Each Category Total Traders: 86
15 13 5 14 . . 28 10 7 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 221,895
Positions
15,527 118,328 537 141,565 62,599 14,620 36,168 18,986 1,734 3,743 1,186 0 8,001 3,905
Changes from: July 12, 2016 Total Change is: 1,463
206 3,657 -4 1,869 -814 -144 -1,092 36 -337 0 -535 0 965 -396
Percent of Open Interest Represented by Each Category of Trader
7.0 53.3 0.2 63.8 28.2 6.6 16.3 8.6 0.8 1.7 0.5 0.0 3.6 1.8
Number of Traders in Each Category Total Traders: 122
9 10 . 41 24 23 16 13 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 749,382
Positions
38,784 459,688 1,691 427,170 95,653 71,464 153,172 84,490 6,529 28,923 20,536 1,073 20,576 8,258
Changes from: July 12, 2016 Total Change is: 59,337
-1,328 69,460 -28 42,932 -18,705 -2,705 16,274 11,964 -1,082 6,449 2,491 -94 -1,081 -1,964
Percent of Open Interest Represented by Each Category of Trader
5.2 61.3 0.2 57.0 12.8 9.5 20.4 11.3 0.9 3.9 2.7 0.1 2.7 1.1
Number of Traders in Each Category Total Traders: 300
21 26 6 102 32 39 48 23 14 33 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 588,048
Positions
10,534 55,857 353 229,630 165,964 97,139 77,440 81,512 18,799 3,865 32,994 341 149,947 135,089
Changes from: July 12, 2016 Total Change is: -1,343
2,677 4,604 -205 -8,886 -1,860 3,804 -10,629 -3,261 3,157 -1,191 2,387 334 9,596 -10,303
Percent of Open Interest Represented by Each Category of Trader
1.8 9.5 0.1 39.0 28.2 16.5 13.2 13.9 3.2 0.7 5.6 0.1 25.5 23.0
Number of Traders in Each Category Total Traders: 163
7 16 5 38 28 28 31 29 14 8 6 .
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Traders in Financial Futures - Futures Only Positions as of July 19, 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 588,539
Positions
45 67,092 1,375 286,988 113,792 90,874 45,146 206,560 12,772 13,310 9,397 2,272 135,757 84,405
Changes from: July 12, 2016 Total Change is: 4,999
-6 2,075 103 11,431 657 -4,521 3,703 1,176 148 -1,677 -5 1,775 -5,957 3,591
Percent of Open Interest Represented by Each Category of Trader
0.0 11.4 0.2 48.8 19.3 15.4 7.7 35.1 2.2 2.3 1.6 0.4 23.1 14.3
Number of Traders in Each Category Total Traders: 96
. 7 . 46 11 31 12 13 10 4 . .
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Traders in Financial Futures - Futures Only Positions as of July 19, 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 1,034,188
Positions
48,031 68,088 10,271 370,415 188,017 133,691 253,818 247,708 23,343 69,648 221,774 1,766 123,205 139,530
Changes from: July 12, 2016 Total Change is: 6,520
2,005 3,332 579 13,093 22,081 -13,016 1,616 245 -1,189 814 -7,550 -383 3,001 2,421
Percent of Open Interest Represented by Each Category of Trader
4.6 6.6 1.0 35.8 18.2 12.9 24.5 24.0 2.3 6.7 21.4 0.2 11.9 13.5
Number of Traders in Each Category Total Traders: 252
10 28 9 48 41 48 34 48 29 18 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 2,795,238
Positions
147,580 149,607 31,746 845,329 978,227 395,695 596,086 606,471 49,622 347,722 143,533 17,764 363,694 422,573
Changes from: July 12, 2016 Total Change is: -82,122
-3,517 -13,649 -10,346 -21,272 -68,866 -1,263 -25,171 11,344 -5,339 -5,734 -18,309 -1,671 -7,809 25,977
Percent of Open Interest Represented by Each Category of Trader
5.3 5.4 1.1 30.2 35.0 14.2 21.3 21.7 1.8 12.4 5.1 0.6 13.0 15.1
Number of Traders in Each Category Total Traders: 358
28 30 12 62 76 74 69 49 42 15 29 15
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Traders in Financial Futures - Futures Only Positions as of July 19, 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 168,536
Positions
10,405 8,975 923 28,276 73,645 2,540 63,410 2,410 4,263 4,229 0 0 54,490 75,780
Changes from: July 12, 2016 Total Change is: 14,807
-3,801 3,396 47 6,357 4,998 581 10,954 2 468 866 0 0 -665 5,315
Percent of Open Interest Represented by Each Category of Trader
6.2 5.3 0.5 16.8 43.7 1.5 37.6 1.4 2.5 2.5 0.0 0.0 32.3 45.0
Number of Traders in Each Category Total Traders: 32
. . . 5 10 6 9 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 2,671,029
Positions
63,784 304,479 20,533 1,488,674 611,072 279,530 318,774 897,295 35,963 187,345 196,176 8,437 267,989 317,544
Changes from: July 12, 2016 Total Change is: -35,126
-2,779 14,751 3,077 -43,978 33,134 -3,969 18,235 -77,196 1,915 -994 3,382 595 -7,228 -10,815
Percent of Open Interest Represented by Each Category of Trader
2.4 11.4 0.8 55.7 22.9 10.5 11.9 33.6 1.3 7.0 7.3 0.3 10.0 11.9
Number of Traders in Each Category Total Traders: 298
13 34 10 53 57 55 45 52 31 14 30 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 830,024
Positions
224,246 105,347 270,439 0 35,890 23,482 55,763 94,708 183,492 9,940 27,917 41,306 21,356 47,443
Changes from: July 12, 2016 Total Change is: 18,458
-8,767 -347 12,486 0 3,323 1,534 -16,637 -5,840 7,083 9,366 -10,944 11,754 1,639 -591
Percent of Open Interest Represented by Each Category of Trader
27.0 12.7 32.6 0.0 4.3 2.8 6.7 11.4 22.1 1.2 3.4 5.0 2.6 5.7
Number of Traders in Each Category Total Traders: 126
16 34 36 0 10 5 14 35 30 5 6 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 is10,481,847
Positions
3,180,774 1,061,490 2,142,046 250,262 1,712,481 362,196 1,094,089 1,347,749 1,818,940 526,402 619,773 239,499 867,639 1,177,673
Changes from: July 12, 2016 Total Change is: -65,870
131,014 -151,951 -69,047 -7,897 140,615 -19,622 -116,370 158,147 -42,138 52,615 -78,463 -43,935 49,510 40,524
Percent of Open Interest Represented by Each Category of Trader
30.3 10.1 20.4 2.4 16.3 3.5 10.4 12.9 17.4 5.0 5.9 2.3 8.3 11.2
Number of Traders in Each Category Total Traders: 272
36 44 77 7 23 26 41 78 91 7 20 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 25,402
Positions
4,209 3,034 0 7 10,707 158 12,603 8,823 0 7,570 1,842 697 158 141
Changes from: July 12, 2016 Total Change is: 516
-88 133 0 0 -249 0 1,136 149 0 -900 119 314 54 50
Percent of Open Interest Represented by Each Category of Trader
16.6 11.9 0.0 0.0 42.2 0.6 49.6 34.7 0.0 29.8 7.3 2.7 0.6 0.6
Number of Traders in Each Category Total Traders: 42
. 4 0 . 12 . 4 9 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 29,812
Positions
7,086 7,528 0 302 9,829 399 20,541 7,826 0 1,356 4,088 49 79 93
Changes from: July 12, 2016 Total Change is: 2,249
154 2,060 0 -89 -160 28 1,827 149 0 327 150 0 2 22
Percent of Open Interest Represented by Each Category of Trader
23.8 25.3 0.0 1.0 33.0 1.3 68.9 26.3 0.0 4.5 13.7 0.2 0.3 0.3
Number of Traders in Each Category Total Traders: 35
. 5 0 . 6 . 7 7 0 . . .
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Traders in Financial Futures - Futures Only Positions as of July 19, 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 56,826
Positions
224 14,773 0 15,420 0 1,755 12,298 32,640 5,224 13,057 730 0 8,848 1,704
Changes from: July 12, 2016 Total Change is: 4,148
14 2,173 0 -709 0 2 5,638 1,508 572 -2,971 165 0 1,602 -272
Percent of Open Interest Represented by Each Category of Trader
0.4 26.0 0.0 27.1 0.0 3.1 21.6 57.4 9.2 23.0 1.3 0.0 15.6 3.0
Number of Traders in Each Category Total Traders: 129
. 5 0 13 0 . 40 24 13 41 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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 511,186
Positions
111,203 59,661 43,652 114,784 24,078 35,824 72,721 208,570 79,909 9,374 11,129 19,573 24,146 28,790
Changes from: July 12, 2016 Total Change is: 44,953
458 -10,982 13,813 10,004 5,799 -9,788 8,291 26,848 15,227 2,342 1,089 4,813 -207 -1,866
Percent of Open Interest Represented by Each Category of Trader
21.8 11.7 8.5 22.5 4.7 7.0 14.2 40.8 15.6 1.8 2.2 3.8 4.7 5.6
Number of Traders in Each Category Total Traders: 221
14 14 21 12 18 12 43 70 70 17 14 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 19, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,435
Positions
136 3,130 0 12,080 360 445 2,533 12,081 390 670 0 0 181 29
Changes from: July 12, 2016 Total Change is: -189
-156 256 0 873 -939 -37 -918 534 0 10 0 0 39 -3
Percent of Open Interest Represented by Each Category of Trader
0.8 19.0 0.0 73.5 2.2 2.7 15.4 73.5 2.4 4.1 0.0 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 35
. . 0 9 . . 10 7 . 4 0 0
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Updated July 22, 2016