Traders in Financial Futures - Futures Only Positions as of August 2, 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 115,825 Positions 1,928 51,036 396 51,477 10,421 1,200 21,632 19,941 807 7,241 4,999 197 30,947 26,828 Changes from: July 26, 2016 Total Change is: -2,254 640 -4,441 364 -1,344 1,763 0 -2,464 1,656 2 -356 1,853 -1 905 -3,450 Percent of Open Interest Represented by Each Category of Trader 1.7 44.1 0.3 44.4 9.0 1.0 18.7 17.2 0.7 6.3 4.3 0.2 26.7 23.2 Number of Traders in Each Category Total Traders: 81 . 6 . 9 9 4 18 21 6 9 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 44,853 Positions 25,349 1,379 257 1,879 1,146 127 8,797 24,597 930 0 0 0 7,514 16,417 Changes from: July 26, 2016 Total Change is: -6,654 -2,316 49 0 6 -1,072 0 -5,401 -1,168 248 -411 0 0 1,220 -4,711 Percent of Open Interest Represented by Each Category of Trader 56.5 3.1 0.6 4.2 2.6 0.3 19.6 54.8 2.1 0.0 0.0 0.0 16.8 36.6 Number of Traders in Each Category Total Traders: 37 5 . . . . . 10 14 8 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 233,265 Positions 169,879 4,494 1,334 7,725 71,098 4,894 21,963 88,526 7,355 3,547 13,863 154 16,414 41,547 Changes from: July 26, 2016 Total Change is: 1,621 3,174 426 -175 194 2,474 377 211 1,538 -2,230 735 913 -935 270 -767 Percent of Open Interest Represented by Each Category of Trader 72.8 1.9 0.6 3.3 30.5 2.1 9.4 38.0 3.2 1.5 5.9 0.1 7.0 17.8 Number of Traders in Each Category Total Traders: 117 8 9 5 4 27 7 19 39 14 7 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 156,696 Positions 24,299 3,739 266 31,521 43,574 4,942 65,031 31,807 1,249 1,844 38,242 837 26,707 32,040 Changes from: July 26, 2016 Total Change is: -3,173 -6,182 573 0 4,386 1,959 -225 -2,230 6,429 -1,427 105 -9,768 -359 2,759 -355 Percent of Open Interest Represented by Each Category of Trader 15.5 2.4 0.2 20.1 27.8 3.2 41.5 20.3 0.8 1.2 24.4 0.5 17.0 20.4 Number of Traders in Each Category Total Traders: 113 8 5 . 13 20 10 27 30 8 . 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 378,500 Positions 122,628 10,311 2,945 124,805 95,834 20,756 34,783 143,066 4,829 20,676 38,458 948 46,130 61,353 Changes from: July 26, 2016 Total Change is: -21,535 -19,583 176 620 2,861 -2,424 2,051 -10,625 -14,245 -765 556 -2,386 -453 3,803 -4,109 Percent of Open Interest Represented by Each Category of Trader 32.4 2.7 0.8 33.0 25.3 5.5 9.2 37.8 1.3 5.5 10.2 0.3 12.2 16.2 Number of Traders in Each Category Total Traders: 235 19 10 9 40 37 33 32 47 20 25 23 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 32,986 Positions 1,075 22,570 190 16,995 0 1,355 538 5,298 3 1,133 0 0 11,697 3,570 Changes from: July 26, 2016 Total Change is: 1,839 -2 1,575 0 1,492 0 218 -20 245 0 0 0 0 151 -199 Percent of Open Interest Represented by Each Category of Trader 3.3 68.4 0.6 51.5 0.0 4.1 1.6 16.1 0.0 3.4 0.0 0.0 35.5 10.8 Number of Traders in Each Category Total Traders: 21 . . . 10 0 5 . 4 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 99,112 Positions 1,455 38,066 964 20,600 8,375 1,914 43,814 19,264 1,851 518 5,523 145 27,851 23,010 Changes from: July 26, 2016 Total Change is: 3,592 -191 -197 411 3,164 -1,199 471 -2,423 4,880 -282 -882 -1,292 145 3,179 655 Percent of Open Interest Represented by Each Category of Trader 1.5 38.4 1.0 20.8 8.5 1.9 44.2 19.4 1.9 0.5 5.6 0.1 28.1 23.2 Number of Traders in Each Category Total Traders: 86 . 5 5 11 9 8 28 20 10 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 33,300 Positions 10,285 30,664 350 4,450 0 0 16,497 1,523 0 731 409 0 987 354 Changes from: July 26, 2016 Total Change is: -4,106 -400 -2,056 0 300 0 0 -3,980 -2,221 0 70 231 0 -96 -60 Percent of Open Interest Represented by Each Category of Trader 30.9 92.1 1.1 13.4 0.0 0.0 49.5 4.6 0.0 2.2 1.2 0.0 3.0 1.1 Number of Traders in Each Category Total Traders: 26 . 7 . . 0 0 10 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 128,186 Positions 49,159 33,725 114 24,912 4,765 636 24,546 53,284 21,295 3,253 6,598 189 4,082 7,580 Changes from: July 26, 2016 Total Change is: 8,433 6,666 2,518 7 1,675 122 -291 330 4,478 216 -327 835 17 140 531 Percent of Open Interest Represented by Each Category of Trader 38.3 26.3 0.1 19.4 3.7 0.5 19.1 41.6 16.6 2.5 5.1 0.1 3.2 5.9 Number of Traders in Each Category Total Traders: 131 7 6 . 7 8 . 25 56 16 11 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 23,861 Positions 0 18,210 42 6,085 0 0 15,561 4,306 32 707 740 0 1,434 531 Changes from: July 26, 2016 Total Change is: -2,328 -272 -2,992 -10 100 0 0 -1,882 1,448 -301 144 -295 0 -107 -178 Percent of Open Interest Represented by Each Category of Trader 0.0 76.3 0.2 25.5 0.0 0.0 65.2 18.0 0.1 3.0 3.1 0.0 6.0 2.2 Number of Traders in Each Category Total Traders: 28 0 4 . 4 0 0 7 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 40,392 Positions 1,826 14,766 105 2,296 13,848 34 28,217 4,806 1,128 1,591 2,280 90 5,105 3,335 Changes from: July 26, 2016 Total Change is: 567 -401 5,672 -44 323 -5,615 0 -244 395 3 129 117 90 711 -51 Percent of Open Interest Represented by Each Category of Trader 4.5 36.6 0.3 5.7 34.3 0.1 69.9 11.9 2.8 3.9 5.6 0.2 12.6 8.3 Number of Traders in Each Category Total Traders: 78 . 5 . 8 5 . 38 9 4 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 5,103 Positions 2,023 0 0 202 1,268 23 1,969 2,939 1 0 0 0 885 872 Changes from: July 26, 2016 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 39.6 0.0 0.0 4.0 24.8 0.5 38.6 57.6 0.0 0.0 0.0 0.0 17.3 17.1 Number of Traders in Each Category Total Traders: 21 . 0 0 . . . 5 10 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 69,740 Positions 11,006 49,589 182 8,867 1,019 265 39,132 5,354 454 906 3,342 0 8,930 9,538 Changes from: July 26, 2016 Total Change is: 2,279 -834 5,740 88 472 154 -9 2,647 -2,996 432 -100 -548 0 -418 -583 Percent of Open Interest Represented by Each Category of Trader 15.8 71.1 0.3 12.7 1.5 0.4 56.1 7.7 0.7 1.3 4.8 0.0 12.8 13.7 Number of Traders in Each Category Total Traders: 117 12 22 . 9 . . 44 15 6 . 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 139,480 Positions 22,011 99,177 363 17,734 2,038 529 78,264 10,707 907 1,812 6,684 0 17,860 19,075 Changes from: July 26, 2016 Total Change is: 4,558 -1,668 11,480 176 944 307 -17 5,294 -5,991 864 -200 -1,095 0 -835 -1,166 Percent of Open Interest Represented by Each Category of Trader 15.8 71.1 0.3 12.7 1.5 0.4 56.1 7.7 0.7 1.3 4.8 0.0 12.8 13.7 Number of Traders in Each Category Total Traders: 117 12 22 . 9 . . 44 15 6 . 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 683,947 Positions 76,015 65,179 25,376 284,946 204,574 53,623 80,728 151,205 38,291 27,069 44,484 7,277 90,623 93,939 Changes from: July 26, 2016 Total Change is: -4,123 786 -5,276 4,278 -10,189 -5,109 -173 -2,627 2,142 8,701 996 -1,533 -1,576 -4,319 -5,578 Percent of Open Interest Represented by Each Category of Trader 11.1 9.5 3.7 41.7 29.9 7.8 11.8 22.1 5.6 4.0 6.5 1.1 13.3 13.7 Number of Traders in Each Category Total Traders: 616 42 31 27 125 84 91 81 144 77 42 67 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 95,301 Positions 25,779 25,594 990 16,721 19,086 1,906 15,592 20,346 525 4,874 1,064 25 28,889 25,765 Changes from: July 26, 2016 Total Change is: 19 -2,374 593 200 361 179 79 4,362 6,189 28 -1,311 -21 0 -1,326 -7,228 Percent of Open Interest Represented by Each Category of Trader 27.1 26.9 1.0 17.5 20.0 2.0 16.4 21.3 0.6 5.1 1.1 0.0 30.3 27.0 Number of Traders in Each Category Total Traders: 67 11 6 4 10 . . 15 13 . 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 2,943,229 Positions 305,332 252,077 67,774 1,341,125 927,441 258,584 438,032 766,646 76,477 127,847 233,970 19,388 308,670 340,872 Changes from: July 26, 2016 Total Change is: -20,711 18,179 -26,966 18,011 -52,749 -26,440 -1,258 9,872 24,585 -1,454 3,254 -15,840 401 -14,967 8,250 Percent of Open Interest Represented by Each Category of Trader 10.4 8.6 2.3 45.6 31.5 8.8 14.9 26.0 2.6 4.3 7.9 0.7 10.5 11.6 Number of Traders in Each Category Total Traders: 607 41 32 23 123 81 89 81 143 70 39 67 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 81,991 Positions 1,690 25,758 426 38,669 44,663 4,210 24,312 2,806 294 0 519 0 12,390 3,315 Changes from: July 26, 2016 Total Change is: 1,180 54 2,584 0 1,292 76 -422 519 -618 -340 0 21 0 77 -121 Percent of Open Interest Represented by Each Category of Trader 2.1 31.4 0.5 47.2 54.5 5.1 29.7 3.4 0.4 0.0 0.6 0.0 15.1 4.0 Number of Traders in Each Category Total Traders: 92 . 11 . 37 15 16 19 5 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 56,902 Positions 3,971 29,339 375 16,655 5,310 727 26,731 13,341 488 2,446 2,348 40 5,469 4,933 Changes from: July 26, 2016 Total Change is: 2,119 61 -198 -28 -647 82 60 2,201 1,502 88 283 191 20 81 402 Percent of Open Interest Represented by Each Category of Trader 7.0 51.6 0.7 29.3 9.3 1.3 47.0 23.4 0.9 4.3 4.1 0.1 9.6 8.7 Number of Traders in Each Category Total Traders: 246 8 28 7 48 17 15 61 47 15 17 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 284,511 Positions 19,855 146,696 1,876 83,276 26,552 3,636 133,656 66,703 2,438 12,230 11,742 201 27,343 24,667 Changes from: July 26, 2016 Total Change is: 10,597 305 -992 -138 -3,236 412 302 11,004 7,509 438 1,417 954 100 405 2,012 Percent of Open Interest Represented by Each Category of Trader 7.0 51.6 0.7 29.3 9.3 1.3 47.0 23.4 0.9 4.3 4.1 0.1 9.6 8.7 Number of Traders in Each Category Total Traders: 246 8 28 7 48 17 15 61 47 15 17 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 328,302 Positions 90,689 35,316 954 116,904 157,921 16,216 69,872 82,294 7,058 5,214 10,847 1,502 19,893 16,194 Changes from: July 26, 2016 Total Change is: 1,751 -3,660 2,773 360 -3,608 -456 396 6,583 -2,490 685 577 546 20 398 -83 Percent of Open Interest Represented by Each Category of Trader 27.6 10.8 0.3 35.6 48.1 4.9 21.3 25.1 2.1 1.6 3.3 0.5 6.1 4.9 Number of Traders in Each Category Total Traders: 261 22 15 4 51 45 28 51 49 18 10 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 36,017 Positions 3,534 16,433 0 14,684 1,266 124 4,751 3,291 0 4,413 10,331 0 8,511 4,572 Changes from: July 26, 2016 Total Change is: 264 -19 83 0 -257 -10 1 558 -471 0 -625 1 0 606 660 Percent of Open Interest Represented by Each Category of Trader 9.8 45.6 0.0 40.8 3.5 0.3 13.2 9.1 0.0 12.3 28.7 0.0 23.6 12.7 Number of Traders in Each Category Total Traders: 40 . 4 0 12 . . 8 5 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 71,526 Positions 20,274 11,001 685 22,207 4,322 25 16,990 11,314 845 836 215 0 9,664 43,119 Changes from: July 26, 2016 Total Change is: -4,574 -1,526 3,465 -28 -670 4,024 -23 -207 -3,878 -178 -3,125 215 0 1,183 -8,171 Percent of Open Interest Represented by Each Category of Trader 28.3 15.4 1.0 31.0 6.0 0.0 23.8 15.8 1.2 1.2 0.3 0.0 13.5 60.3 Number of Traders in Each Category Total Traders: 90 14 13 4 15 . . 22 19 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 223,450 Positions 16,406 127,751 562 143,611 59,895 15,841 32,167 10,839 3,195 4,109 1,049 0 7,559 4,318 Changes from: July 26, 2016 Total Change is: -773 1,022 2,307 -20 858 22 701 -4,744 -5,052 1,331 -202 -379 0 281 317 Percent of Open Interest Represented by Each Category of Trader 7.3 57.2 0.3 64.3 26.8 7.1 14.4 4.9 1.4 1.8 0.5 0.0 3.4 1.9 Number of Traders in Each Category Total Traders: 121 8 10 . 43 23 20 17 11 7 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 759,662 Positions 43,907 499,766 1,488 418,022 78,418 67,077 167,737 79,208 5,316 33,864 19,277 910 21,341 8,202 Changes from: July 26, 2016 Total Change is: -5,196 6,644 9,936 -197 -19,107 -13,906 -2,238 8,823 2,232 -1,074 694 -480 0 1,259 531 Percent of Open Interest Represented by Each Category of Trader 5.8 65.8 0.2 55.0 10.3 8.8 22.1 10.4 0.7 4.5 2.5 0.1 2.8 1.1 Number of Traders in Each Category Total Traders: 298 22 23 5 105 31 39 45 21 13 38 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 563,228 Positions 10,462 38,690 1,657 206,624 168,225 98,550 73,105 57,388 24,019 6,835 30,895 178 141,798 143,626 Changes from: July 26, 2016 Total Change is: -4,922 -3,537 -6,935 1,140 -5,636 65 5,468 -6,784 -17,154 4,669 3,238 -3,542 -42 -3,438 11,409 Percent of Open Interest Represented by Each Category of Trader 1.9 6.9 0.3 36.7 29.9 17.5 13.0 10.2 4.3 1.2 5.5 0.0 25.2 25.5 Number of Traders in Each Category Total Traders: 149 8 14 7 37 28 31 24 24 19 9 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 600,547 Positions 0 76,491 1,700 304,130 114,264 89,708 36,994 211,900 15,809 13,491 9,397 2,177 136,538 79,101 Changes from: July 26, 2016 Total Change is: -1,610 0 -3,120 358 -584 -635 -4,032 -8,666 1,732 3,292 -1,680 0 1,680 8,022 -885 Percent of Open Interest Represented by Each Category of Trader 0.0 12.7 0.3 50.6 19.0 14.9 6.2 35.3 2.6 2.2 1.6 0.4 22.7 13.2 Number of Traders in Each Category Total Traders: 98 0 8 . 43 14 33 11 16 8 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 1,093,965 Positions 31,396 104,952 6,437 352,152 207,136 146,814 297,775 246,639 32,796 108,988 209,764 1,681 115,926 137,746 Changes from: July 26, 2016 Total Change is: 29,380 -9,119 20,982 -2,600 -20,331 312 8,890 20,942 -2,780 6,797 33,157 3,439 -112 -8,244 -5,548 Percent of Open Interest Represented by Each Category of Trader 2.9 9.6 0.6 32.2 18.9 13.4 27.2 22.5 3.0 10.0 19.2 0.2 10.6 12.6 Number of Traders in Each Category Total Traders: 248 9 29 8 49 40 51 36 43 29 19 23 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 2,769,492 Positions 132,712 142,008 20,087 818,579 922,039 411,675 548,750 639,699 69,952 384,585 136,627 14,771 368,381 412,634 Changes from: July 26, 2016 Total Change is: 11,540 10,240 -17,209 -8,588 -14,764 -41,961 21,391 -12,925 52,726 8,304 18,093 7,804 -2,438 -7,773 -8,489 Percent of Open Interest Represented by Each Category of Trader 4.8 5.1 0.7 29.6 33.3 14.9 19.8 23.1 2.5 13.9 4.9 0.5 13.3 14.9 Number of Traders in Each Category Total Traders: 351 26 27 12 61 74 69 61 53 44 24 25 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 173,659 Positions 10,491 6,112 97 28,844 82,232 5,055 61,651 2,410 3,963 7,664 0 0 55,894 73,790 Changes from: July 26, 2016 Total Change is: -1,302 81 -1,999 14 -2,048 -2,562 1,766 -6,510 0 -189 3,435 0 0 2,149 1,668 Percent of Open Interest Represented by Each Category of Trader 6.0 3.5 0.1 16.6 47.4 2.9 35.5 1.4 2.3 4.4 0.0 0.0 32.2 42.5 Number of Traders in Each Category Total Traders: 30 . . . 4 10 6 8 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 2,755,966 Positions 55,952 355,137 32,630 1,527,247 580,145 281,390 341,063 944,075 50,118 191,782 176,016 6,983 268,801 329,472 Changes from: July 26, 2016 Total Change is: 64,560 5,948 18,066 9,226 2,636 1,336 -1,040 28,132 33,958 -1,865 19,664 -7,339 472 1,387 11,746 Percent of Open Interest Represented by Each Category of Trader 2.0 12.9 1.2 55.4 21.1 10.2 12.4 34.3 1.8 7.0 6.4 0.3 9.8 12.0 Number of Traders in Each Category Total Traders: 300 7 39 9 52 58 52 38 65 40 14 27 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 764,199 Positions 251,393 63,946 226,951 1,307 29,171 22,341 49,274 144,575 165,310 3,254 40,192 23,754 20,615 47,959 Changes from: July 26, 2016 Total Change is: -99,611 10,843 -49,724 -55,619 1,307 1,363 -1,518 -16,130 41,874 -20,015 1,279 6,741 -20,458 700 -2,255 Percent of Open Interest Represented by Each Category of Trader 32.9 8.4 29.7 0.2 3.8 2.9 6.4 18.9 21.6 0.4 5.3 3.1 2.7 6.3 Number of Traders in Each Category Total Traders: 123 18 33 43 . 6 4 15 31 31 . 8 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 is10,506,734 Positions 3,150,298 1,241,026 2,233,511 221,929 1,666,978 372,809 818,281 956,526 2,034,806 592,745 575,664 273,572 808,783 1,151,842 Changes from: July 26, 2016 Total Change is: 117,752 -87,881 95,706 63,684 6,585 -100,002 -10,901 -40,955 -106,207 163,808 54,610 18,901 25,485 -56,683 -32,722 Percent of Open Interest Represented by Each Category of Trader 30.0 11.8 21.3 2.1 15.9 3.5 7.8 9.1 19.4 5.6 5.5 2.6 7.7 11.0 Number of Traders in Each Category Total Traders: 264 33 44 74 6 22 25 36 79 90 12 16 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 24,941 Positions 4,674 3,545 0 6 9,986 142 11,066 8,580 0 8,266 1,909 655 132 124 Changes from: July 26, 2016 Total Change is: -143 616 -227 0 -1 -2 -16 -716 -157 0 -14 248 -5 -7 16 Percent of Open Interest Represented by Each Category of Trader 18.7 14.2 0.0 0.0 40.0 0.6 44.4 34.4 0.0 33.1 7.7 2.6 0.5 0.5 Number of Traders in Each Category Total Traders: 39 . . 0 . 10 . 4 8 0 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 35,363 Positions 9,268 13,239 0 239 9,679 442 24,098 7,797 0 1,192 4,088 49 75 69 Changes from: July 26, 2016 Total Change is: 1,546 -553 1,140 0 -63 -156 43 2,124 516 0 16 0 0 -21 3 Percent of Open Interest Represented by Each Category of Trader 26.2 37.4 0.0 0.7 27.4 1.2 68.1 22.0 0.0 3.4 11.6 0.1 0.2 0.2 Number of Traders in Each Category Total Traders: 36 4 5 0 . 5 . 6 8 0 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 54,870 Positions 272 19,599 0 14,131 540 1,742 11,957 21,966 8,372 12,005 523 0 6,391 2,128 Changes from: July 26, 2016 Total Change is: -8,261 -905 -65 0 -1,642 540 2 -5,027 -11,671 2,915 -1,671 93 0 -1,933 -75 Percent of Open Interest Represented by Each Category of Trader 0.5 35.7 0.0 25.8 1.0 3.2 21.8 40.0 15.3 21.9 1.0 0.0 11.6 3.9 Number of Traders in Each Category Total Traders: 127 . 6 0 11 . . 30 27 13 40 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 516,359 Positions 148,432 45,588 23,528 106,272 41,218 36,789 59,135 224,973 82,601 9,033 5,981 23,498 27,071 32,183 Changes from: July 26, 2016 Total Change is: 24,486 12,714 2,137 -573 -8,003 9,803 3,840 2,270 3,108 7,446 3,057 -2,385 276 3,459 834 Percent of Open Interest Represented by Each Category of Trader 28.7 8.8 4.6 20.6 8.0 7.1 11.5 43.6 16.0 1.7 1.2 4.6 5.2 6.2 Number of Traders in Each Category Total Traders: 221 15 15 19 12 19 13 46 68 64 19 14 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 2, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 16,953 Positions 463 2,874 0 11,888 1,129 344 3,216 12,208 390 472 0 0 180 8 Changes from: July 26, 2016 Total Change is: 1,783 60 0 0 1,575 808 40 89 941 0 37 0 0 -18 -6 Percent of Open Interest Represented by Each Category of Trader 2.7 17.0 0.0 70.1 6.7 2.0 19.0 72.0 2.3 2.8 0.0 0.0 1.1 0.0 Number of Traders in Each Category Total Traders: 33 . . 0 7 4 . 8 6 . 4 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 5, 2016