Traders in Financial Futures - Futures Only Positions as of August 16, 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 124,610
Positions
3,136 50,841 293 59,048 8,566 1,512 18,804 30,019 1,238 5,966 7,821 197 34,416 24,123
Changes from: August 9, 2016 Total Change is: 8,814
271 5,907 218 5,825 -1,635 565 -3,009 7,179 351 -931 827 1 5,523 -4,599
Percent of Open Interest Represented by Each Category of Trader
2.5 40.8 0.2 47.4 6.9 1.2 15.1 24.1 1.0 4.8 6.3 0.2 27.6 19.4
Number of Traders in Each Category Total Traders: 80
. 6 . 10 6 . 21 20 5 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 42,786
Positions
22,825 2,121 343 2,417 1,158 127 7,422 22,413 990 0 0 0 8,662 15,634
Changes from: August 9, 2016 Total Change is: -619
-1,429 627 -3 513 -951 0 -1,297 2,191 67 0 0 0 1,530 -2,550
Percent of Open Interest Represented by Each Category of Trader
53.3 5.0 0.8 5.6 2.7 0.3 17.3 52.4 2.3 0.0 0.0 0.0 20.2 36.5
Number of Traders in Each Category Total Traders: 36
4 . . 4 . . 8 15 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 248,568
Positions
177,906 4,504 1,963 8,986 76,341 4,529 23,807 95,771 5,735 4,362 15,518 605 20,675 43,602
Changes from: August 9, 2016 Total Change is: 5,138
3,669 -2,766 625 1,462 1,780 -318 -1,295 2,889 -302 743 258 559 -5 2,413
Percent of Open Interest Represented by Each Category of Trader
71.6 1.8 0.8 3.6 30.7 1.8 9.6 38.5 2.3 1.8 6.2 0.2 8.3 17.5
Number of Traders in Each Category Total Traders: 124
9 9 5 4 27 6 22 38 13 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 165,905
Positions
12,629 17,136 4,911 33,316 36,588 5,284 75,185 30,065 1,774 1,260 35,511 2,569 28,977 32,067
Changes from: August 9, 2016 Total Change is: -1,106
-7,774 6,514 4,658 802 -6,360 483 11 -5,837 310 61 -1,200 193 150 133
Percent of Open Interest Represented by Each Category of Trader
7.6 10.3 3.0 20.1 22.1 3.2 45.3 18.1 1.1 0.8 21.4 1.5 17.5 19.3
Number of Traders in Each Category Total Traders: 109
8 6 . 12 20 9 24 30 9 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 366,037
Positions
112,228 11,099 3,394 126,444 97,456 17,745 33,869 132,494 5,220 19,745 35,340 1,089 46,303 62,200
Changes from: August 9, 2016 Total Change is: -2,656
-14,798 117 412 4,748 2,310 -1,181 3,401 -1,772 477 -272 -2,358 -147 4,704 -514
Percent of Open Interest Represented by Each Category of Trader
30.7 3.0 0.9 34.5 26.6 4.8 9.3 36.2 1.4 5.4 9.7 0.3 12.6 17.0
Number of Traders in Each Category Total Traders: 228
21 8 8 40 36 32 28 47 17 24 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 33,599
Positions
1,500 23,463 190 18,701 0 1,070 810 5,336 12 0 0 0 11,316 3,528
Changes from: August 9, 2016 Total Change is: 106
426 255 0 498 -559 56 391 668 1 -1,133 0 0 -133 -315
Percent of Open Interest Represented by Each Category of Trader
4.5 69.8 0.6 55.7 0.0 3.2 2.4 15.9 0.0 0.0 0.0 0.0 33.7 10.5
Number of Traders in Each Category Total Traders: 24
. . . 12 0 7 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 112,135
Positions
1,340 49,463 1,000 22,431 8,973 1,716 51,862 23,016 1,827 485 4,409 151 31,323 21,580
Changes from: August 9, 2016 Total Change is: 10,076
-81 6,944 27 293 468 93 8,127 2,965 107 0 193 -193 1,703 -528
Percent of Open Interest Represented by Each Category of Trader
1.2 44.1 0.9 20.0 8.0 1.5 46.2 20.5 1.6 0.4 3.9 0.1 27.9 19.2
Number of Traders in Each Category Total Traders: 84
. 5 5 9 11 7 28 19 8 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 33,309
Positions
10,528 29,783 350 4,450 0 0 16,334 2,323 76 550 411 0 1,021 366
Changes from: August 9, 2016 Total Change is: 2,122
-30 1,009 0 0 0 0 2,036 900 76 -50 181 0 90 -44
Percent of Open Interest Represented by Each Category of Trader
31.6 89.4 1.1 13.4 0.0 0.0 49.0 7.0 0.2 1.7 1.2 0.0 3.1 1.1
Number of Traders in Each Category Total Traders: 26
. 7 . . 0 0 9 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 120,749
Positions
36,692 32,287 2,459 28,554 4,534 637 22,366 45,566 20,769 3,593 9,239 0 5,679 5,258
Changes from: August 9, 2016 Total Change is: -6,883
-11,404 -1,173 282 1,723 -418 1 2,593 -5,257 -681 366 889 0 237 -526
Percent of Open Interest Represented by Each Category of Trader
30.4 26.7 2.0 23.6 3.8 0.5 18.5 37.7 17.2 3.0 7.7 0.0 4.7 4.4
Number of Traders in Each Category Total Traders: 134
7 7 4 9 8 . 32 48 17 8 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 26,895
Positions
644 18,046 13 6,293 0 0 17,613 7,272 23 430 720 0 1,879 821
Changes from: August 9, 2016 Total Change is: 1,054
-31 128 -128 -5 0 0 1,076 1,007 -33 180 -40 0 -5 120
Percent of Open Interest Represented by Each Category of Trader
2.4 67.1 0.0 23.4 0.0 0.0 65.5 27.0 0.1 1.6 2.7 0.0 7.0 3.1
Number of Traders in Each Category Total Traders: 34
. . . 5 0 0 10 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 43,268
Positions
2,053 15,006 151 2,245 15,727 56 31,678 5,673 891 898 2,207 0 5,296 3,557
Changes from: August 9, 2016 Total Change is: 1,793
466 1,056 16 -502 824 22 1,818 -279 -308 -99 28 0 380 434
Percent of Open Interest Represented by Each Category of Trader
4.7 34.7 0.3 5.2 36.3 0.1 73.2 13.1 2.1 2.1 5.1 0.0 12.2 8.2
Number of Traders in Each Category Total Traders: 81
. 6 4 8 6 . 38 12 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 72,633
Positions
10,347 46,702 1,115 8,219 1,199 306 42,039 7,838 1,211 970 3,992 127 8,302 10,146
Changes from: August 9, 2016 Total Change is: 1,628
-10 306 -10 241 361 -46 1,258 153 694 -214 -369 63 -348 478
Percent of Open Interest Represented by Each Category of Trader
14.2 64.3 1.5 11.3 1.7 0.4 57.9 10.8 1.7 1.3 5.5 0.2 11.4 14.0
Number of Traders in Each Category Total Traders: 125
11 24 . 8 4 4 41 21 5 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 145,266
Positions
20,693 93,404 2,229 16,438 2,397 611 84,077 15,675 2,421 1,940 7,984 254 16,603 20,291
Changes from: August 9, 2016 Total Change is: 3,256
-20 611 -20 482 721 -91 2,516 306 1,387 -427 -738 125 -696 955
Percent of Open Interest Represented by Each Category of Trader
14.2 64.3 1.5 11.3 1.7 0.4 57.9 10.8 1.7 1.3 5.5 0.2 11.4 14.0
Number of Traders in Each Category Total Traders: 125
11 24 . 8 4 4 41 21 5 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 682,836
Positions
65,366 71,129 35,091 296,235 203,507 51,002 78,323 142,910 36,743 28,324 46,960 7,067 84,685 88,428
Changes from: August 9, 2016 Total Change is: 6,399
-3,396 4,317 6,027 3,750 2,824 -1,434 2,031 -5,187 161 774 -504 -377 -1,138 572
Percent of Open Interest Represented by Each Category of Trader
9.6 10.4 5.1 43.4 29.8 7.5 11.5 20.9 5.4 4.1 6.9 1.0 12.4 13.0
Number of Traders in Each Category Total Traders: 620
41 31 32 127 84 89 84 139 72 44 69 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 94,253
Positions
25,222 30,339 1,240 18,907 19,054 1,814 12,901 19,263 525 4,788 1,064 25 28,831 20,929
Changes from: August 9, 2016 Total Change is: 2,008
724 4,145 250 2,133 -130 -54 -147 301 0 -243 0 0 -655 -2,504
Percent of Open Interest Represented by Each Category of Trader
26.8 32.2 1.3 20.1 20.2 1.9 13.7 20.4 0.6 5.1 1.1 0.0 30.6 22.2
Number of Traders in Each Category Total Traders: 63
9 8 4 10 . . 14 11 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 2,942,915
Positions
277,267 280,494 92,710 1,386,641 922,266 245,939 424,662 715,790 83,537 133,991 245,788 18,898 279,270 337,493
Changes from: August 9, 2016 Total Change is: 21,957
-7,358 14,101 15,645 8,083 14,770 -6,900 14,769 -23,563 -3,072 3,802 -3,804 -598 -2,414 15,378
Percent of Open Interest Represented by Each Category of Trader
9.4 9.5 3.2 47.1 31.3 8.4 14.4 24.3 2.8 4.6 8.4 0.6 9.5 11.5
Number of Traders in Each Category Total Traders: 613
39 33 28 125 81 87 85 138 64 42 69 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 82,631
Positions
523 26,761 1,377 39,464 43,437 3,066 25,704 3,450 133 0 250 0 12,364 4,157
Changes from: August 9, 2016 Total Change is: -567
-1,192 -1,511 943 571 402 -793 107 -221 -23 0 -234 0 -180 870
Percent of Open Interest Represented by Each Category of Trader
0.6 32.4 1.7 47.8 52.6 3.7 31.1 4.2 0.2 0.0 0.3 0.0 15.0 5.0
Number of Traders in Each Category Total Traders: 87
. 10 . 36 13 15 19 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 59,338
Positions
3,616 28,842 410 17,427 5,377 822 27,869 14,826 380 2,291 2,898 44 6,479 5,738
Changes from: August 9, 2016 Total Change is: 1,497
-68 -530 -14 400 8 29 496 647 -49 36 462 1 667 943
Percent of Open Interest Represented by Each Category of Trader
6.1 48.6 0.7 29.4 9.1 1.4 47.0 25.0 0.6 3.9 4.9 0.1 10.9 9.7
Number of Traders in Each Category Total Traders: 250
9 28 8 48 19 13 64 46 12 16 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 296,690
Positions
18,078 144,210 2,051 87,137 26,883 4,111 139,343 74,131 1,900 11,454 14,492 222 32,394 28,690
Changes from: August 9, 2016 Total Change is: 7,487
-341 -2,650 -69 2,002 42 145 2,480 3,236 -246 178 2,309 5 3,333 4,715
Percent of Open Interest Represented by Each Category of Trader
6.1 48.6 0.7 29.4 9.1 1.4 47.0 25.0 0.6 3.9 4.9 0.1 10.9 9.7
Number of Traders in Each Category Total Traders: 250
9 28 8 48 19 13 64 46 12 16 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 331,438
Positions
82,693 39,904 855 120,469 153,901 16,915 78,933 86,589 5,006 5,506 10,603 1,492 19,569 16,173
Changes from: August 9, 2016 Total Change is: 2,984
-3,622 2,206 -203 2,686 -253 174 4,248 2,039 -340 302 -57 -28 -233 -554
Percent of Open Interest Represented by Each Category of Trader
24.9 12.0 0.3 36.3 46.4 5.1 23.8 26.1 1.5 1.7 3.2 0.5 5.9 4.9
Number of Traders in Each Category Total Traders: 266
19 17 4 56 44 28 52 51 18 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 36,532
Positions
3,474 16,470 22 16,583 1,266 74 3,035 2,448 0 4,345 10,730 0 8,999 5,522
Changes from: August 9, 2016 Total Change is: 1,191
-43 9 0 1,556 0 11 -813 -31 0 -67 0 0 547 1,202
Percent of Open Interest Represented by Each Category of Trader
9.5 45.1 0.1 45.4 3.5 0.2 8.3 6.7 0.0 11.9 29.4 0.0 24.6 15.1
Number of Traders in Each Category Total Traders: 38
. 4 . 12 . . 5 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 70,703
Positions
18,983 13,396 1,324 16,760 7,431 524 21,577 7,776 320 1,527 208 0 9,688 39,724
Changes from: August 9, 2016 Total Change is: 2,422
1,531 202 353 -2,155 2,453 169 2,237 -557 -136 70 -477 0 353 415
Percent of Open Interest Represented by Each Category of Trader
26.8 18.9 1.9 23.7 10.5 0.7 30.5 11.0 0.5 2.2 0.3 0.0 13.7 56.2
Number of Traders in Each Category Total Traders: 86
13 12 4 14 5 4 23 14 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 229,211
Positions
18,109 136,753 1,050 147,476 50,568 16,353 31,674 16,414 3,271 4,309 1,052 0 6,969 3,750
Changes from: August 9, 2016 Total Change is: 3,967
-73 3,623 570 2,706 -889 374 705 302 107 -1 0 0 -421 -120
Percent of Open Interest Represented by Each Category of Trader
7.9 59.7 0.5 64.3 22.1 7.1 13.8 7.2 1.4 1.9 0.5 0.0 3.0 1.6
Number of Traders in Each Category Total Traders: 127
8 11 . 47 22 21 15 14 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 846,990
Positions
49,034 576,228 38,019 446,186 66,199 58,723 184,008 72,121 7,953 35,919 18,742 762 26,386 8,243
Changes from: August 9, 2016 Total Change is: 63,572
4,260 43,696 33,688 18,892 -9,918 -7,083 8,218 1,688 642 254 -41 -28 4,729 928
Percent of Open Interest Represented by Each Category of Trader
5.8 68.0 4.5 52.7 7.8 6.9 21.7 8.5 0.9 4.2 2.2 0.1 3.1 1.0
Number of Traders in Each Category Total Traders: 311
25 20 11 113 25 37 56 21 16 39 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 588,203
Positions
10,864 40,593 1,470 208,644 172,036 106,571 79,547 84,351 20,613 6,248 22,632 180 154,066 139,757
Changes from: August 9, 2016 Total Change is: 6,202
992 -1,628 35 9,926 9,463 4,361 -7,006 2,325 308 -280 -3,065 -5 -2,129 -5,592
Percent of Open Interest Represented by Each Category of Trader
1.8 6.9 0.2 35.5 29.2 18.1 13.5 14.3 3.5 1.1 3.8 0.0 26.2 23.8
Number of Traders in Each Category Total Traders: 150
6 16 8 37 31 30 25 22 20 6 7 .
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Traders in Financial Futures - Futures Only Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 611,937
Positions
0 67,874 5,718 311,043 118,483 91,204 39,739 216,333 17,619 13,494 8,827 2,040 131,080 83,839
Changes from: August 9, 2016 Total Change is: 3,795
-1,669 -11,860 4,396 582 3,332 2,959 3,621 -305 767 -103 -570 -217 -6,541 5,293
Percent of Open Interest Represented by Each Category of Trader
0.0 11.1 0.9 50.8 19.4 14.9 6.5 35.4 2.9 2.2 1.4 0.3 21.4 13.7
Number of Traders in Each Category Total Traders: 97
0 7 5 43 13 33 11 17 11 4 . .
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Traders in Financial Futures - Futures Only Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,113,280
Positions
53,765 97,041 10,761 343,568 199,626 145,028 290,544 248,031 61,715 91,146 203,547 2,342 114,411 145,189
Changes from: August 9, 2016 Total Change is: 8,713
26,720 -804 3,293 -561 -9,632 -5,663 5,914 12,383 4,801 -26,878 -429 1,200 -113 3,564
Percent of Open Interest Represented by Each Category of Trader
4.8 8.7 1.0 30.9 17.9 13.0 26.1 22.3 5.5 8.2 18.3 0.2 10.3 13.0
Number of Traders in Each Category Total Traders: 246
10 32 10 46 39 49 32 45 29 20 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 2,846,988
Positions
168,121 131,748 32,423 809,965 1,006,869 389,476 575,847 599,295 114,464 380,706 139,928 17,420 358,566 415,365
Changes from: August 9, 2016 Total Change is: 11,331
-7,390 -25,113 14,389 -15,621 -8,368 16,553 -7,506 -4,133 23,742 -5,264 -4,091 746 -8,318 -2,394
Percent of Open Interest Represented by Each Category of Trader
5.9 4.6 1.1 28.4 35.4 13.7 20.2 21.1 4.0 13.4 4.9 0.6 12.6 14.6
Number of Traders in Each Category Total Traders: 352
27 28 20 55 73 68 60 60 58 22 27 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 186,607
Positions
19,462 9,320 1,189 38,282 88,996 4,402 62,689 2,410 1,011 7,664 0 0 51,908 79,279
Changes from: August 9, 2016 Total Change is: 9,712
7,538 3,507 1,105 9,366 4,402 -446 -2,246 0 -2,809 0 0 0 -2,796 3,953
Percent of Open Interest Represented by Each Category of Trader
10.4 5.0 0.6 20.5 47.7 2.4 33.6 1.3 0.5 4.1 0.0 0.0 27.8 42.5
Number of Traders in Each Category Total Traders: 33
4 . . 4 11 6 8 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 2,803,489
Positions
60,147 344,123 66,361 1,516,810 579,726 306,587 340,692 919,196 79,144 165,345 168,999 12,200 256,203 327,153
Changes from: August 9, 2016 Total Change is: 21,461
1,403 -25,605 21,928 2,205 39,888 7,188 -1,571 -27,523 15,000 -27,150 -2,582 4,635 -2,177 -11,468
Percent of Open Interest Represented by Each Category of Trader
2.1 12.3 2.4 54.1 20.7 10.9 12.2 32.8 2.8 5.9 6.0 0.4 9.1 11.7
Number of Traders in Each Category Total Traders: 298
11 39 16 52 55 49 40 59 41 15 27 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 840,584
Positions
298,964 101,750 265,241 6,890 20,309 21,718 31,403 181,156 161,998 13,756 13,795 18,123 22,491 56,494
Changes from: August 9, 2016 Total Change is: 29,497
24,731 21,628 7,436 2,764 -5,040 -265 9,792 15,997 -4,115 -6,118 -2,530 -2,159 -2,569 -1,455
Percent of Open Interest Represented by Each Category of Trader
35.6 12.1 31.6 0.8 2.4 2.6 3.7 21.6 19.3 1.6 1.6 2.2 2.7 6.7
Number of Traders in Each Category Total Traders: 133
19 34 44 . 7 4 16 39 36 . 4 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,045,192
Positions
3,441,982 1,241,803 2,233,271 261,585 1,779,711 426,570 707,918 1,077,786 2,121,773 629,687 604,691 392,889 829,517 1,166,698
Changes from: August 9, 2016 Total Change is: -34,635
87,367 -93,104 -148,148 496 141,515 -1,341 -80,968 11,304 7,275 21,467 -2,912 49,642 29,575 1,134
Percent of Open Interest Represented by Each Category of Trader
31.2 11.2 20.2 2.4 16.1 3.9 6.4 9.8 19.2 5.7 5.5 3.6 7.5 10.6
Number of Traders in Each Category Total Traders: 268
35 47 78 6 25 28 29 81 86 10 20 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 26,317
Positions
4,693 4,635 0 0 9,612 144 11,889 9,038 0 8,845 2,111 637 109 140
Changes from: August 9, 2016 Total Change is: 1,340
314 557 0 0 -185 -1 913 756 0 143 205 5 -34 3
Percent of Open Interest Represented by Each Category of Trader
17.8 17.6 0.0 0.0 36.5 0.5 45.2 34.3 0.0 33.6 8.0 2.4 0.4 0.5
Number of Traders in Each Category Total Traders: 46
5 5 0 0 13 . 5 7 0 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 34,205
Positions
9,994 13,804 0 270 8,094 414 22,464 7,628 0 939 4,086 54 70 125
Changes from: August 9, 2016 Total Change is: -699
1,207 128 0 31 -798 -28 -1,562 -46 0 -309 -2 0 -38 47
Percent of Open Interest Represented by Each Category of Trader
29.2 40.4 0.0 0.8 23.7 1.2 65.7 22.3 0.0 2.7 11.9 0.2 0.2 0.4
Number of Traders in Each Category Total Traders: 33
4 . 0 . 4 . 7 8 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 57,759
Positions
184 19,071 0 12,934 1,233 1,746 10,971 24,998 7,941 17,113 514 0 6,870 2,256
Changes from: August 9, 2016 Total Change is: 1,400
-24 -846 0 -1,043 627 3 214 2,086 -1,129 4,108 154 0 -729 505
Percent of Open Interest Represented by Each Category of Trader
0.3 33.0 0.0 22.4 2.1 3.0 19.0 43.3 13.7 29.6 0.9 0.0 11.9 3.9
Number of Traders in Each Category Total Traders: 125
. 6 0 7 4 . 26 31 14 44 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 541,636
Positions
146,834 44,629 30,864 98,957 41,594 36,387 83,669 240,805 90,693 10,923 6,829 19,686 23,623 30,149
Changes from: August 9, 2016 Total Change is: -986
-14,164 -7,709 8,976 -2,807 -5,419 1,830 16,289 9,179 -5,566 -145 697 -1,774 -3,625 -1,200
Percent of Open Interest Represented by Each Category of Trader
27.1 8.2 5.7 18.3 7.7 6.7 15.4 44.5 16.7 2.0 1.3 3.6 4.4 5.6
Number of Traders in Each Category Total Traders: 238
18 12 24 14 20 16 44 77 64 17 19 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 18,159
Positions
537 2,874 0 12,652 0 198 3,318 13,840 390 917 842 0 147 15
Changes from: August 9, 2016 Total Change is: 31
449 -1,197 0 -235 0 -45 -87 423 0 -25 842 0 -26 8
Percent of Open Interest Represented by Each Category of Trader
3.0 15.8 0.0 69.7 0.0 1.1 18.3 76.2 2.1 5.0 4.6 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 34
. . 0 9 0 . 11 5 . 4 . 0
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Updated August 19, 2016