Traders in Financial Futures - Futures Only Positions as of August 9, 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 115,796 Positions 2,865 44,934 75 53,223 10,201 947 21,813 22,840 887 6,897 6,994 196 28,893 28,722 Changes from: August 2, 2016 Total Change is: -29 937 -6,102 -321 1,746 -220 -253 181 2,899 80 -344 1,995 -1 -2,054 1,894 Percent of Open Interest Represented by Each Category of Trader 2.5 38.8 0.1 46.0 8.8 0.8 18.8 19.7 0.8 6.0 6.0 0.2 25.0 24.8 Number of Traders in Each Category Total Traders: 83 . 6 . 9 8 4 19 24 6 7 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 43,405 Positions 24,254 1,494 346 1,904 2,109 127 8,719 20,222 923 0 0 0 7,132 18,184 Changes from: August 2, 2016 Total Change is: -1,448 -1,095 115 89 25 963 0 -78 -4,375 -7 0 0 0 -382 1,767 Percent of Open Interest Represented by Each Category of Trader 55.9 3.4 0.8 4.4 4.9 0.3 20.1 46.6 2.1 0.0 0.0 0.0 16.4 41.9 Number of Traders in Each Category Total Traders: 35 4 . . . 4 . 10 11 7 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 243,430 Positions 174,237 7,270 1,338 7,524 74,561 4,847 25,102 92,882 6,037 3,619 15,260 46 20,680 41,189 Changes from: August 2, 2016 Total Change is: 10,165 4,358 2,776 4 -201 3,463 -47 3,139 4,356 -1,318 72 1,397 -108 4,266 -358 Percent of Open Interest Represented by Each Category of Trader 71.6 3.0 0.5 3.1 30.6 2.0 10.3 38.2 2.5 1.5 6.3 0.0 8.5 16.9 Number of Traders in Each Category Total Traders: 122 8 9 5 . 29 7 24 37 14 6 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 167,011 Positions 20,403 10,622 253 32,514 42,948 4,801 75,174 35,902 1,464 1,199 36,711 2,376 28,827 31,934 Changes from: August 2, 2016 Total Change is: 10,315 -3,896 6,883 -13 993 -626 -141 10,143 4,095 215 -645 -1,531 1,539 2,120 -106 Percent of Open Interest Represented by Each Category of Trader 12.2 6.4 0.2 19.5 25.7 2.9 45.0 21.5 0.9 0.7 22.0 1.4 17.3 19.1 Number of Traders in Each Category Total Traders: 111 7 6 . 12 20 9 27 30 9 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 368,693 Positions 127,026 10,982 2,982 121,696 95,146 18,926 30,468 134,266 4,743 20,017 37,698 1,236 41,599 62,714 Changes from: August 2, 2016 Total Change is: -9,807 4,398 671 37 -3,109 -688 -1,830 -4,315 -8,800 -86 -659 -760 288 -4,531 1,361 Percent of Open Interest Represented by Each Category of Trader 34.5 3.0 0.8 33.0 25.8 5.1 8.3 36.4 1.3 5.4 10.2 0.3 11.3 17.0 Number of Traders in Each Category Total Traders: 232 21 8 7 37 36 29 24 57 18 25 22 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 33,493 Positions 1,074 23,208 190 18,203 559 1,014 419 4,668 11 1,133 0 0 11,449 3,843 Changes from: August 2, 2016 Total Change is: 507 -1 638 0 1,208 559 -341 -119 -630 8 0 0 0 -248 273 Percent of Open Interest Represented by Each Category of Trader 3.2 69.3 0.6 54.3 1.7 3.0 1.3 13.9 0.0 3.4 0.0 0.0 34.2 11.5 Number of Traders in Each Category Total Traders: 22 . . . 11 . 7 . . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 102,059 Positions 1,421 42,519 973 22,138 8,505 1,623 43,735 20,051 1,720 485 4,216 344 29,620 22,108 Changes from: August 2, 2016 Total Change is: 2,947 -34 4,453 9 1,538 130 -291 -79 787 -131 -33 -1,307 199 1,769 -902 Percent of Open Interest Represented by Each Category of Trader 1.4 41.7 1.0 21.7 8.3 1.6 42.9 19.6 1.7 0.5 4.1 0.3 29.0 21.7 Number of Traders in Each Category Total Traders: 80 . 6 5 9 10 7 26 18 8 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 31,187 Positions 10,558 28,774 350 4,450 0 0 14,298 1,423 0 600 230 0 931 410 Changes from: August 2, 2016 Total Change is: -2,113 273 -1,890 0 0 0 0 -2,199 -100 0 -131 -179 0 -56 56 Percent of Open Interest Represented by Each Category of Trader 33.9 92.3 1.1 14.3 0.0 0.0 45.8 4.6 0.0 1.9 0.7 0.0 3.0 1.3 Number of Traders in Each Category Total Traders: 25 . 7 . . 0 0 11 . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 127,632 Positions 48,096 33,460 2,177 26,831 4,952 636 19,773 50,823 21,450 3,227 8,350 0 5,442 5,784 Changes from: August 2, 2016 Total Change is: -554 -1,063 -265 2,063 1,919 187 0 -4,773 -2,461 155 -26 1,752 -189 1,360 -1,796 Percent of Open Interest Represented by Each Category of Trader 37.7 26.2 1.7 21.0 3.9 0.5 15.5 39.8 16.8 2.5 6.5 0.0 4.3 4.5 Number of Traders in Each Category Total Traders: 137 7 6 . 9 9 . 30 47 18 11 14 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 25,841 Positions 675 17,918 141 6,298 0 0 16,537 6,265 56 250 760 0 1,884 701 Changes from: August 2, 2016 Total Change is: 1,980 675 -292 99 213 0 0 976 1,959 24 -457 20 0 450 170 Percent of Open Interest Represented by Each Category of Trader 2.6 69.3 0.5 24.4 0.0 0.0 64.0 24.2 0.2 1.0 2.9 0.0 7.3 2.7 Number of Traders in Each Category Total Traders: 31 . . . 5 0 0 8 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 41,475 Positions 1,587 13,950 135 2,747 14,903 34 29,860 5,952 1,199 997 2,179 0 4,916 3,123 Changes from: August 2, 2016 Total Change is: 1,083 -239 -816 30 451 1,055 0 1,643 1,146 71 -594 -101 -90 -189 -212 Percent of Open Interest Represented by Each Category of Trader 3.8 33.6 0.3 6.6 35.9 0.1 72.0 14.4 2.9 2.4 5.3 0.0 11.9 7.5 Number of Traders in Each Category Total Traders: 79 . 7 . 8 5 . 38 11 5 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 5,152 Positions 2,023 121 0 222 1,488 23 1,964 2,728 1 0 0 0 919 791 Changes from: August 2, 2016 Total Change is: 49 0 121 0 20 220 0 -5 -211 0 0 0 0 34 -81 Percent of Open Interest Represented by Each Category of Trader 39.3 2.3 0.0 4.3 28.9 0.4 38.1 53.0 0.0 0.0 0.0 0.0 17.8 15.4 Number of Traders in Each Category Total Traders: 22 . . 0 . . . 5 9 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 71,005 Positions 10,357 46,397 1,125 7,978 838 351 40,781 7,685 517 1,184 4,361 65 8,650 9,668 Changes from: August 2, 2016 Total Change is: 1,265 -649 -3,192 943 -889 -181 87 1,649 2,331 64 278 1,019 65 -281 131 Percent of Open Interest Represented by Each Category of Trader 14.6 65.3 1.6 11.2 1.2 0.5 57.4 10.8 0.7 1.7 6.1 0.1 12.2 13.6 Number of Traders in Each Category Total Traders: 120 12 23 . 9 . 4 40 16 . 4 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 142,010 Positions 20,713 92,793 2,249 15,956 1,676 702 81,561 15,369 1,034 2,367 8,722 129 17,299 19,336 Changes from: August 2, 2016 Total Change is: 2,530 -1,298 -6,384 1,886 -1,778 -362 173 3,297 4,662 127 555 2,038 129 -561 261 Percent of Open Interest Represented by Each Category of Trader 14.6 65.3 1.6 11.2 1.2 0.5 57.4 10.8 0.7 1.7 6.1 0.1 12.2 13.6 Number of Traders in Each Category Total Traders: 120 12 23 . 9 . 4 40 16 . 4 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 676,437 Positions 68,762 66,812 29,064 292,486 200,683 52,436 76,292 148,098 36,582 27,550 47,463 7,443 85,823 87,856 Changes from: August 2, 2016 Total Change is: -7,510 -7,252 1,633 3,688 7,540 -3,891 -1,187 -4,436 -3,107 -1,709 480 2,979 167 -4,800 -6,083 Percent of Open Interest Represented by Each Category of Trader 10.2 9.9 4.3 43.2 29.7 7.8 11.3 21.9 5.4 4.1 7.0 1.1 12.7 13.0 Number of Traders in Each Category Total Traders: 617 42 30 28 125 82 87 86 138 75 40 74 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 92,245 Positions 24,498 26,194 990 16,774 19,184 1,868 13,048 18,962 525 5,031 1,064 25 29,486 23,433 Changes from: August 2, 2016 Total Change is: -3,056 -1,281 600 0 53 98 -38 -2,544 -1,384 0 157 0 0 597 -2,332 Percent of Open Interest Represented by Each Category of Trader 26.6 28.4 1.1 18.2 20.8 2.0 14.1 20.6 0.6 5.5 1.2 0.0 32.0 25.4 Number of Traders in Each Category Total Traders: 63 10 6 4 10 . . 14 12 . 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 2,920,958 Positions 284,625 266,393 77,065 1,378,558 907,496 252,839 409,893 739,353 86,609 130,189 249,592 19,496 281,684 322,115 Changes from: August 2, 2016 Total Change is: -22,271 -20,707 14,316 9,291 37,433 -19,945 -5,745 -28,139 -27,293 10,132 2,342 15,622 108 -26,986 -18,757 Percent of Open Interest Represented by Each Category of Trader 9.7 9.1 2.6 47.2 31.1 8.7 14.0 25.3 3.0 4.5 8.5 0.7 9.6 11.0 Number of Traders in Each Category Total Traders: 610 40 32 24 123 79 85 86 138 69 38 74 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 83,198 Positions 1,715 28,272 434 38,893 43,035 3,859 25,597 3,671 156 0 484 0 12,544 3,287 Changes from: August 2, 2016 Total Change is: 1,207 25 2,514 8 224 -1,628 -351 1,285 865 -138 0 -35 0 154 -28 Percent of Open Interest Represented by Each Category of Trader 2.1 34.0 0.5 46.7 51.7 4.6 30.8 4.4 0.2 0.0 0.6 0.0 15.1 4.0 Number of Traders in Each Category Total Traders: 90 . 11 . 36 14 16 18 6 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 57,841 Positions 3,684 29,372 424 17,027 5,368 793 27,373 14,179 429 2,255 2,437 43 5,812 4,795 Changes from: August 2, 2016 Total Change is: 938 -287 33 49 372 58 66 641 838 -58 -191 88 3 344 -138 Percent of Open Interest Represented by Each Category of Trader 6.4 50.8 0.7 29.4 9.3 1.4 47.3 24.5 0.7 3.9 4.2 0.1 10.0 8.3 Number of Traders in Each Category Total Traders: 242 9 27 8 47 18 14 64 42 12 16 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 289,203 Positions 18,419 146,860 2,120 85,135 26,841 3,966 136,863 70,895 2,146 11,276 12,183 217 29,061 23,975 Changes from: August 2, 2016 Total Change is: 4,692 -1,436 164 244 1,859 289 330 3,207 4,192 -292 -954 441 16 1,718 -692 Percent of Open Interest Represented by Each Category of Trader 6.4 50.8 0.7 29.4 9.3 1.4 47.3 24.5 0.7 3.9 4.2 0.1 10.0 8.3 Number of Traders in Each Category Total Traders: 242 9 27 8 47 18 14 64 42 12 16 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 328,454 Positions 86,315 37,698 1,058 117,783 154,154 16,741 74,685 84,550 5,346 5,204 10,660 1,520 19,802 16,727 Changes from: August 2, 2016 Total Change is: 152 -4,374 2,382 104 879 -3,767 525 4,813 2,256 -1,712 -10 -187 18 -91 533 Percent of Open Interest Represented by Each Category of Trader 26.3 11.5 0.3 35.9 46.9 5.1 22.7 25.7 1.6 1.6 3.2 0.5 6.0 5.1 Number of Traders in Each Category Total Traders: 262 20 16 4 54 44 27 54 48 19 10 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 35,341 Positions 3,517 16,461 22 15,027 1,266 63 3,848 2,479 0 4,412 10,730 0 8,452 4,320 Changes from: August 2, 2016 Total Change is: -676 -17 28 22 343 0 -61 -903 -812 0 -1 399 0 -59 -252 Percent of Open Interest Represented by Each Category of Trader 10.0 46.6 0.1 42.5 3.6 0.2 10.9 7.0 0.0 12.5 30.4 0.0 23.9 12.2 Number of Traders in Each Category Total Traders: 40 . 4 . 12 . . 7 5 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 68,281 Positions 17,452 13,194 971 18,915 4,978 355 19,340 8,333 456 1,457 685 0 9,335 39,309 Changes from: August 2, 2016 Total Change is: -3,245 -2,822 2,193 286 -3,292 656 330 2,350 -2,981 -389 621 470 0 -329 -3,810 Percent of Open Interest Represented by Each Category of Trader 25.6 19.3 1.4 27.7 7.3 0.5 28.3 12.2 0.7 2.1 1.0 0.0 13.7 57.6 Number of Traders in Each Category Total Traders: 86 11 14 . 14 . . 21 16 4 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 225,244 Positions 18,182 133,130 480 144,770 51,457 15,979 30,969 16,112 3,164 4,310 1,052 0 7,390 3,870 Changes from: August 2, 2016 Total Change is: 1,794 1,776 5,379 -82 1,159 -8,438 138 -1,198 5,273 -31 201 3 0 -169 -448 Percent of Open Interest Represented by Each Category of Trader 8.1 59.1 0.2 64.3 22.8 7.1 13.7 7.2 1.4 1.9 0.5 0.0 3.3 1.7 Number of Traders in Each Category Total Traders: 126 8 11 . 46 22 20 16 13 7 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 783,418 Positions 44,774 532,532 4,331 427,294 76,117 65,806 175,790 70,433 7,311 35,665 18,783 790 21,657 7,315 Changes from: August 2, 2016 Total Change is: 23,756 867 32,766 2,843 9,272 -2,301 -1,271 8,053 -8,775 1,995 1,801 -494 -120 316 -887 Percent of Open Interest Represented by Each Category of Trader 5.7 68.0 0.6 54.5 9.7 8.4 22.4 9.0 0.9 4.6 2.4 0.1 2.8 0.9 Number of Traders in Each Category Total Traders: 310 25 21 8 110 28 38 53 22 15 38 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 582,001 Positions 9,872 42,221 1,435 198,718 162,573 102,210 86,553 82,026 20,305 6,528 25,697 185 156,195 145,349 Changes from: August 2, 2016 Total Change is: 18,773 -590 3,531 -222 -7,906 -5,652 3,660 13,448 24,638 -3,714 -307 -5,198 7 14,397 1,723 Percent of Open Interest Represented by Each Category of Trader 1.7 7.3 0.2 34.1 27.9 17.6 14.9 14.1 3.5 1.1 4.4 0.0 26.8 25.0 Number of Traders in Each Category Total Traders: 150 6 16 7 35 29 30 27 24 18 7 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 608,142 Positions 1,669 79,734 1,322 310,461 115,151 88,245 36,118 216,638 16,852 13,597 9,397 2,257 137,621 78,546 Changes from: August 2, 2016 Total Change is: 7,595 1,669 3,243 -378 6,331 887 -1,463 -876 4,738 1,043 106 0 80 1,083 -555 Percent of Open Interest Represented by Each Category of Trader 0.3 13.1 0.2 51.1 18.9 14.5 5.9 35.6 2.8 2.2 1.5 0.4 22.6 12.9 Number of Traders in Each Category Total Traders: 98 . 8 . 42 14 32 11 16 11 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 1,104,567 Positions 27,045 97,845 7,468 344,129 209,258 150,691 284,630 235,648 56,914 118,024 203,976 1,142 114,524 141,625 Changes from: August 2, 2016 Total Change is: 10,602 -4,351 -7,107 1,031 -8,023 2,122 3,877 -13,145 -10,991 24,118 9,036 -5,788 -539 -1,402 3,879 Percent of Open Interest Represented by Each Category of Trader 2.4 8.9 0.7 31.2 18.9 13.6 25.8 21.3 5.2 10.7 18.5 0.1 10.4 12.8 Number of Traders in Each Category Total Traders: 253 8 34 7 48 40 50 34 46 31 21 22 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 2,835,657 Positions 175,511 156,861 18,034 825,586 1,015,237 372,923 583,353 603,428 90,722 385,970 144,019 16,674 366,884 417,759 Changes from: August 2, 2016 Total Change is: 66,165 42,799 14,853 -2,053 7,007 93,198 -38,752 34,603 -36,271 20,770 1,385 7,392 1,903 -1,497 5,125 Percent of Open Interest Represented by Each Category of Trader 6.2 5.5 0.6 29.1 35.8 13.2 20.6 21.3 3.2 13.6 5.1 0.6 12.9 14.7 Number of Traders in Each Category Total Traders: 355 20 33 12 55 75 67 64 57 52 25 26 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 176,895 Positions 11,924 5,813 84 28,916 84,594 4,848 64,935 2,410 3,820 7,664 0 0 54,704 75,326 Changes from: August 2, 2016 Total Change is: 3,236 1,433 -299 -13 72 2,362 -207 3,284 0 -143 0 0 0 -1,190 1,536 Percent of Open Interest Represented by Each Category of Trader 6.7 3.3 0.0 16.3 47.8 2.7 36.7 1.4 2.2 4.3 0.0 0.0 30.9 42.6 Number of Traders in Each Category Total Traders: 32 . . . 4 11 6 9 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 2,782,028 Positions 58,744 369,728 44,433 1,514,605 539,838 299,399 342,263 946,719 64,144 192,495 171,581 7,565 258,380 338,621 Changes from: August 2, 2016 Total Change is: 26,062 2,792 14,591 11,803 -12,642 -40,307 18,009 1,200 2,644 14,026 713 -4,435 582 -10,421 9,149 Percent of Open Interest Represented by Each Category of Trader 2.1 13.3 1.6 54.4 19.4 10.8 12.3 34.0 2.3 6.9 6.2 0.3 9.3 12.2 Number of Traders in Each Category Total Traders: 302 10 40 13 51 56 50 42 61 40 14 28 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 811,087 Positions 274,233 80,122 257,805 4,126 25,349 21,983 21,611 165,159 166,113 19,874 16,325 20,282 25,060 57,949 Changes from: August 2, 2016 Total Change is: 46,888 22,840 16,176 30,854 2,819 -3,822 -358 -27,663 20,584 803 16,620 -23,867 -3,472 4,445 9,990 Percent of Open Interest Represented by Each Category of Trader 33.8 9.9 31.8 0.5 3.1 2.7 2.7 20.4 20.5 2.5 2.0 2.5 3.1 7.1 Number of Traders in Each Category Total Traders: 134 19 34 43 . 8 4 10 41 34 4 7 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 is11,079,827 Positions 3,354,615 1,334,907 2,381,419 261,089 1,638,196 427,911 788,886 1,066,482 2,114,498 608,220 607,603 343,247 799,942 1,165,564 Changes from: August 2, 2016 Total Change is: 573,093 204,317 93,881 147,908 39,160 -28,782 55,102 -29,395 109,956 79,692 15,475 31,939 69,675 -8,841 13,722 Percent of Open Interest Represented by Each Category of Trader 30.3 12.0 21.5 2.4 14.8 3.9 7.1 9.6 19.1 5.5 5.5 3.1 7.2 10.5 Number of Traders in Each Category Total Traders: 269 35 50 81 6 23 27 32 79 93 10 17 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 24,977 Positions 4,379 4,078 0 0 9,797 145 10,976 8,282 0 8,702 1,906 632 143 137 Changes from: August 2, 2016 Total Change is: 36 -295 533 0 -6 -189 3 -90 -298 0 436 -3 -23 11 13 Percent of Open Interest Represented by Each Category of Trader 17.5 16.3 0.0 0.0 39.2 0.6 43.9 33.2 0.0 34.8 7.6 2.5 0.6 0.5 Number of Traders in Each Category Total Traders: 39 . 5 0 0 11 . 4 7 0 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 34,904 Positions 8,787 13,676 0 239 8,892 442 24,026 7,674 0 1,248 4,088 54 108 78 Changes from: August 2, 2016 Total Change is: -459 -481 437 0 0 -787 0 -72 -123 0 56 0 5 33 9 Percent of Open Interest Represented by Each Category of Trader 25.2 39.2 0.0 0.7 25.5 1.3 68.8 22.0 0.0 3.6 11.7 0.2 0.3 0.2 Number of Traders in Each Category Total Traders: 35 . 6 0 . 5 . 6 8 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 56,359 Positions 208 19,917 0 13,977 606 1,743 10,757 22,912 9,070 13,005 360 0 7,599 1,751 Changes from: August 2, 2016 Total Change is: 1,489 -64 318 0 -154 66 1 -1,200 946 698 1,000 -163 0 1,208 -377 Percent of Open Interest Represented by Each Category of Trader 0.4 35.3 0.0 24.8 1.1 3.1 19.1 40.7 16.1 23.1 0.6 0.0 13.5 3.1 Number of Traders in Each Category Total Traders: 121 . 6 0 12 . . 31 25 13 39 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 542,622 Positions 160,998 52,338 21,888 101,764 47,013 34,557 67,380 231,626 96,259 11,068 6,132 21,460 27,248 31,349 Changes from: August 2, 2016 Total Change is: 26,263 12,566 6,750 -1,640 -4,508 5,795 -2,232 8,245 6,653 13,658 2,035 151 -2,038 177 -834 Percent of Open Interest Represented by Each Category of Trader 29.7 9.6 4.0 18.8 8.7 6.4 12.4 42.7 17.7 2.0 1.1 4.0 5.0 5.8 Number of Traders in Each Category Total Traders: 227 15 14 22 11 19 15 45 74 68 18 16 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 9, 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 18,128 Positions 88 4,071 0 12,887 0 243 3,405 13,417 390 942 0 0 173 7 Changes from: August 2, 2016 Total Change is: 1,175 -375 1,197 0 999 -1,129 -101 189 1,209 0 470 0 0 -7 -1 Percent of Open Interest Represented by Each Category of Trader 0.5 22.5 0.0 71.1 0.0 1.3 18.8 74.0 2.2 5.2 0.0 0.0 1.0 0.0 Number of Traders in Each Category Total Traders: 31 . . 0 8 0 . 10 5 . 4 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 12, 2016