Traders in Financial Futures - Futures Only Positions as of August 23, 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 131,618 Positions 5,805 60,283 1,246 57,338 8,570 1,512 21,782 29,395 997 5,694 7,254 196 37,048 22,165 Changes from: August 16, 2016 Total Change is: 7,008 2,669 9,442 953 -1,710 4 0 2,978 -624 -241 -272 -567 -1 2,632 -1,958 Percent of Open Interest Represented by Each Category of Trader 4.4 45.8 0.9 43.6 6.5 1.1 16.5 22.3 0.8 4.3 5.5 0.1 28.1 16.8 Number of Traders in Each Category Total Traders: 81 4 6 . 11 6 . 21 19 4 7 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 39,554 Positions 16,547 3,842 344 2,260 1,245 107 9,002 19,786 475 0 0 0 10,819 13,755 Changes from: August 16, 2016 Total Change is: -3,232 -6,278 1,721 1 -157 87 -20 1,580 -2,627 -515 0 0 0 2,157 -1,879 Percent of Open Interest Represented by Each Category of Trader 41.8 9.7 0.9 5.7 3.1 0.3 22.8 50.0 1.2 0.0 0.0 0.0 27.4 34.8 Number of Traders in Each Category Total Traders: 38 . 5 . . . . 10 15 6 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 247,711 Positions 173,663 4,983 2,360 10,220 73,313 3,584 25,147 97,778 8,324 2,313 15,667 1,162 20,938 40,540 Changes from: August 16, 2016 Total Change is: -857 -4,243 479 397 1,234 -3,028 -945 1,340 2,007 2,589 -2,049 149 557 263 -3,062 Percent of Open Interest Represented by Each Category of Trader 70.1 2.0 1.0 4.1 29.6 1.4 10.2 39.5 3.4 0.9 6.3 0.5 8.5 16.4 Number of Traders in Each Category Total Traders: 125 9 9 4 6 26 7 23 40 15 5 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 164,756 Positions 8,146 16,490 6,305 33,208 35,719 5,303 77,958 27,027 2,235 746 36,743 2,390 28,465 32,544 Changes from: August 16, 2016 Total Change is: -1,149 -4,483 -646 1,394 -108 -869 19 2,773 -3,038 461 -514 1,232 -179 -512 477 Percent of Open Interest Represented by Each Category of Trader 4.9 10.0 3.8 20.2 21.7 3.2 47.3 16.4 1.4 0.5 22.3 1.5 17.3 19.8 Number of Traders in Each Category Total Traders: 108 6 7 4 12 20 9 27 26 7 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 364,044 Positions 101,701 23,423 4,601 130,514 97,786 16,531 37,197 120,293 4,972 19,392 32,786 1,049 48,087 62,603 Changes from: August 16, 2016 Total Change is: -1,993 -10,527 12,324 1,207 4,070 330 -1,214 3,328 -12,201 -248 -353 -2,554 -40 1,784 403 Percent of Open Interest Represented by Each Category of Trader 27.9 6.4 1.3 35.9 26.9 4.5 10.2 33.0 1.4 5.3 9.0 0.3 13.2 17.2 Number of Traders in Each Category Total Traders: 219 19 9 7 41 34 30 26 46 17 23 19 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 114,452 Positions 1,757 48,375 1,296 23,252 9,503 1,515 51,180 23,767 1,816 3,212 4,988 190 30,234 23,002 Changes from: August 16, 2016 Total Change is: 2,317 417 -1,088 296 821 530 -201 -682 751 -11 2,727 579 39 -1,089 1,422 Percent of Open Interest Represented by Each Category of Trader 1.5 42.3 1.1 20.3 8.3 1.3 44.7 20.8 1.6 2.8 4.4 0.2 26.4 20.1 Number of Traders in Each Category Total Traders: 80 . 6 5 9 9 6 26 19 7 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 37,656 Positions 10,528 32,795 350 4,450 0 0 20,639 3,688 76 647 230 0 966 517 Changes from: August 16, 2016 Total Change is: 4,347 0 3,012 0 0 0 0 4,305 1,365 0 97 -181 0 -55 151 Percent of Open Interest Represented by Each Category of Trader 28.0 87.1 0.9 11.8 0.0 0.0 54.8 9.8 0.2 1.7 0.6 0.0 2.6 1.4 Number of Traders in Each Category Total Traders: 24 . 7 . . 0 0 7 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 113,732 Positions 33,466 39,046 2,156 26,998 5,209 637 24,091 40,134 16,848 4,202 4,929 0 5,334 4,773 Changes from: August 16, 2016 Total Change is: -7,017 -3,226 6,759 -303 -1,556 675 0 1,725 -5,432 -3,921 609 -4,310 0 -345 -485 Percent of Open Interest Represented by Each Category of Trader 29.4 34.3 1.9 23.7 4.6 0.6 21.2 35.3 14.8 3.7 4.3 0.0 4.7 4.2 Number of Traders in Each Category Total Traders: 131 4 9 . 10 10 . 33 44 15 12 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 25,182 Positions 644 18,043 16 6,316 0 0 15,725 5,479 90 610 720 0 1,781 834 Changes from: August 16, 2016 Total Change is: -1,713 0 -3 3 23 0 0 -1,888 -1,793 67 180 0 0 -98 13 Percent of Open Interest Represented by Each Category of Trader 2.6 71.7 0.1 25.1 0.0 0.0 62.4 21.8 0.4 2.4 2.9 0.0 7.1 3.3 Number of Traders in Each Category Total Traders: 31 . . . 5 0 0 9 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 44,393 Positions 2,249 14,826 138 2,163 15,727 56 32,916 6,863 883 779 2,186 0 5,209 3,714 Changes from: August 16, 2016 Total Change is: 1,125 196 -180 -13 -82 0 0 1,238 1,190 -8 -119 -21 0 -87 157 Percent of Open Interest Represented by Each Category of Trader 5.1 33.4 0.3 4.9 35.4 0.1 74.1 15.5 2.0 1.8 4.9 0.0 11.7 8.4 Number of Traders in Each Category Total Traders: 84 . 5 . 8 6 . 42 13 5 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 73,139 Positions 10,167 47,514 1,151 7,258 1,544 275 43,700 7,405 1,161 926 3,688 88 8,416 10,315 Changes from: August 16, 2016 Total Change is: 506 -180 812 37 -962 346 -31 1,661 -433 -50 -44 -304 -40 114 170 Percent of Open Interest Represented by Each Category of Trader 13.9 65.0 1.6 9.9 2.1 0.4 59.7 10.1 1.6 1.3 5.0 0.1 11.5 14.1 Number of Traders in Each Category Total Traders: 123 11 23 4 8 4 . 44 16 8 . 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 146,278 Positions 20,334 95,027 2,302 14,515 3,088 549 87,399 14,810 2,321 1,852 7,376 175 16,831 20,630 Changes from: August 16, 2016 Total Change is: 1,012 -359 1,623 73 -1,923 691 -62 3,322 -865 -100 -88 -608 -79 228 339 Percent of Open Interest Represented by Each Category of Trader 13.9 65.0 1.6 9.9 2.1 0.4 59.7 10.1 1.6 1.3 5.0 0.1 11.5 14.1 Number of Traders in Each Category Total Traders: 123 11 23 4 8 4 . 44 16 8 . 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 700,378 Positions 67,144 75,781 40,789 297,793 198,549 52,883 86,089 150,677 35,740 27,862 48,685 8,714 83,364 88,560 Changes from: August 16, 2016 Total Change is: 17,542 1,778 4,652 5,698 1,557 -4,958 1,881 7,766 7,767 -1,003 -463 1,725 1,648 -1,321 132 Percent of Open Interest Represented by Each Category of Trader 9.6 10.8 5.8 42.5 28.3 7.6 12.3 21.5 5.1 4.0 7.0 1.2 11.9 12.6 Number of Traders in Each Category Total Traders: 621 41 35 31 129 84 89 85 131 72 39 76 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 99,569 Positions 28,804 31,356 2,390 18,968 19,651 1,805 11,373 24,546 527 5,688 2,064 25 29,989 17,205 Changes from: August 16, 2016 Total Change is: 5,316 3,582 1,017 1,150 61 597 -9 -1,528 5,283 2 900 1,000 0 1,158 -3,724 Percent of Open Interest Represented by Each Category of Trader 28.9 31.5 2.4 19.1 19.7 1.8 11.4 24.7 0.5 5.7 2.1 0.0 30.1 17.3 Number of Traders in Each Category Total Traders: 63 9 8 4 10 . . 9 16 . 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 3,004,043 Positions 277,805 308,229 105,891 1,394,123 894,491 255,388 469,402 726,478 80,242 136,049 258,285 18,266 266,877 356,773 Changes from: August 16, 2016 Total Change is: 61,128 538 27,735 13,181 7,482 -27,775 9,449 44,740 10,688 -3,295 2,058 12,497 -632 -12,393 19,280 Percent of Open Interest Represented by Each Category of Trader 9.2 10.3 3.5 46.4 29.8 8.5 15.6 24.2 2.7 4.5 8.6 0.6 8.9 11.9 Number of Traders in Each Category Total Traders: 614 40 36 25 127 81 87 86 130 67 38 75 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 84,022 Positions 1,145 30,284 489 39,370 42,313 3,169 26,641 2,828 568 0 528 0 12,640 3,843 Changes from: August 16, 2016 Total Change is: 1,391 622 3,523 -888 -94 -1,124 103 937 -622 435 0 278 0 276 -314 Percent of Open Interest Represented by Each Category of Trader 1.4 36.0 0.6 46.9 50.4 3.8 31.7 3.4 0.7 0.0 0.6 0.0 15.0 4.6 Number of Traders in Each Category Total Traders: 89 . 10 . 37 13 16 18 6 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 59,466 Positions 3,829 30,034 415 17,206 5,415 882 28,356 14,340 422 2,244 2,648 47 6,064 5,262 Changes from: August 16, 2016 Total Change is: 128 214 1,192 5 -222 39 60 487 -486 42 -46 -251 3 -415 -476 Percent of Open Interest Represented by Each Category of Trader 6.4 50.5 0.7 28.9 9.1 1.5 47.7 24.1 0.7 3.8 4.5 0.1 10.2 8.8 Number of Traders in Each Category Total Traders: 255 8 28 7 49 18 12 66 48 16 15 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 297,330 Positions 19,146 150,171 2,076 86,028 27,077 4,410 141,780 71,702 2,111 11,222 13,238 236 30,321 26,309 Changes from: August 16, 2016 Total Change is: 640 1,068 5,961 25 -1,109 194 299 2,437 -2,429 211 -232 -1,254 14 -2,073 -2,381 Percent of Open Interest Represented by Each Category of Trader 6.4 50.5 0.7 28.9 9.1 1.5 47.7 24.1 0.7 3.8 4.5 0.1 10.2 8.8 Number of Traders in Each Category Total Traders: 255 8 28 7 49 18 12 66 48 16 15 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 334,673 Positions 79,309 39,808 817 120,775 154,066 17,497 82,101 87,395 5,287 7,515 10,976 1,605 19,767 17,222 Changes from: August 16, 2016 Total Change is: 3,235 -3,384 -96 -38 306 165 582 3,168 806 281 2,009 373 113 198 1,049 Percent of Open Interest Represented by Each Category of Trader 23.7 11.9 0.2 36.1 46.0 5.2 24.5 26.1 1.6 2.2 3.3 0.5 5.9 5.1 Number of Traders in Each Category Total Traders: 269 18 19 4 59 43 28 50 52 19 13 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 35,404 Positions 3,675 16,470 22 16,723 1,266 67 2,398 2,324 100 4,320 10,730 0 8,099 4,425 Changes from: August 16, 2016 Total Change is: -1,128 201 0 0 140 0 -7 -637 -124 100 -25 0 0 -900 -1,097 Percent of Open Interest Represented by Each Category of Trader 10.4 46.5 0.1 47.2 3.6 0.2 6.8 6.6 0.3 12.2 30.3 0.0 22.9 12.5 Number of Traders in Each Category Total Traders: 39 4 4 . 13 . . 4 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 66,316 Positions 18,791 12,936 1,700 15,852 7,190 338 18,340 8,575 260 1,503 202 0 9,532 35,115 Changes from: August 16, 2016 Total Change is: -4,387 -192 -460 376 -908 -241 -186 -3,237 799 -60 -24 -6 0 -156 -4,609 Percent of Open Interest Represented by Each Category of Trader 28.3 19.5 2.6 23.9 10.8 0.5 27.7 12.9 0.4 2.3 0.3 0.0 14.4 53.0 Number of Traders in Each Category Total Traders: 82 15 12 4 12 4 . 20 14 5 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 229,828 Positions 18,204 136,980 1,056 145,748 49,655 16,646 32,963 17,269 3,279 4,589 1,053 0 7,343 3,890 Changes from: August 16, 2016 Total Change is: 617 95 227 6 -1,728 -913 293 1,289 855 8 280 1 0 374 140 Percent of Open Interest Represented by Each Category of Trader 7.9 59.6 0.5 63.4 21.6 7.2 14.3 7.5 1.4 2.0 0.5 0.0 3.2 1.7 Number of Traders in Each Category Total Traders: 125 8 10 . 45 22 21 15 14 7 8 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 862,261 Positions 45,324 593,641 41,444 443,693 63,823 66,414 195,079 56,610 9,237 36,404 20,223 1,239 23,427 9,630 Changes from: August 16, 2016 Total Change is: 15,271 -3,710 17,413 3,425 -2,493 -2,376 7,691 11,071 -15,511 1,284 485 1,481 477 -2,959 1,387 Percent of Open Interest Represented by Each Category of Trader 5.3 68.8 4.8 51.5 7.4 7.7 22.6 6.6 1.1 4.2 2.3 0.1 2.7 1.1 Number of Traders in Each Category Total Traders: 313 24 19 11 113 26 38 59 20 15 37 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 589,741 Positions 9,631 34,231 4,206 209,877 178,393 105,325 76,022 81,016 20,888 7,371 24,733 168 156,253 140,781 Changes from: August 16, 2016 Total Change is: 1,538 -1,233 -6,362 2,736 1,233 6,357 -1,246 -3,525 -3,335 275 1,123 2,101 -12 2,187 1,024 Percent of Open Interest Represented by Each Category of Trader 1.6 5.8 0.7 35.6 30.2 17.9 12.9 13.7 3.5 1.2 4.2 0.0 26.5 23.9 Number of Traders in Each Category Total Traders: 151 8 14 9 35 34 32 25 22 19 7 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 614,988 Positions 563 62,458 2,281 310,748 121,911 92,632 37,155 213,515 21,447 15,030 7,995 504 134,628 92,245 Changes from: August 16, 2016 Total Change is: 3,051 563 -5,416 -3,437 -295 3,428 1,428 -2,584 -2,818 3,828 1,536 -832 -1,536 3,548 8,406 Percent of Open Interest Represented by Each Category of Trader 0.1 10.2 0.4 50.5 19.8 15.1 6.0 34.7 3.5 2.4 1.3 0.1 21.9 15.0 Number of Traders in Each Category Total Traders: 96 . 6 . 43 12 32 11 17 14 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 1,143,449 Positions 49,124 87,600 13,583 314,310 200,480 145,254 287,706 232,981 103,441 103,854 206,821 2,622 123,555 150,667 Changes from: August 16, 2016 Total Change is: 30,169 -4,641 -9,441 2,822 -29,258 854 226 -2,838 -15,050 41,726 12,708 3,274 280 9,144 5,478 Percent of Open Interest Represented by Each Category of Trader 4.3 7.7 1.2 27.5 17.5 12.7 25.2 20.4 9.0 9.1 18.1 0.2 10.8 13.2 Number of Traders in Each Category Total Traders: 247 10 32 17 47 38 47 36 39 32 20 23 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 2,813,651 Positions 129,875 180,656 65,267 800,798 993,874 387,118 548,867 472,995 122,077 380,635 137,936 17,283 361,731 436,445 Changes from: August 16, 2016 Total Change is: -33,337 -38,246 48,908 32,844 -9,167 -12,995 -2,358 -26,980 -126,300 7,613 -71 -1,992 -137 3,165 21,080 Percent of Open Interest Represented by Each Category of Trader 4.6 6.4 2.3 28.5 35.3 13.8 19.5 16.8 4.3 13.5 4.9 0.6 12.9 15.5 Number of Traders in Each Category Total Traders: 353 22 34 19 51 74 69 58 62 55 22 29 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 192,768 Positions 19,229 11,891 595 41,678 88,088 6,228 57,081 2,410 2,641 7,664 0 0 57,652 80,915 Changes from: August 16, 2016 Total Change is: 6,161 -233 2,571 -594 3,396 -908 1,826 -5,608 0 1,630 0 0 0 5,744 1,636 Percent of Open Interest Represented by Each Category of Trader 10.0 6.2 0.3 21.6 45.7 3.2 29.6 1.3 1.4 4.0 0.0 0.0 29.9 42.0 Number of Traders in Each Category Total Traders: 33 . 4 . 4 11 7 8 . 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 2,949,150 Positions 56,274 360,712 80,142 1,506,362 589,780 298,391 333,256 894,193 181,135 195,697 179,248 15,856 282,037 349,693 Changes from: August 16, 2016 Total Change is: 145,661 -3,873 16,589 13,781 -10,448 10,054 -8,196 -7,436 -25,003 101,991 30,352 10,249 3,656 25,834 22,540 Percent of Open Interest Represented by Each Category of Trader 1.9 12.2 2.7 51.1 20.0 10.1 11.3 30.3 6.1 6.6 6.1 0.5 9.6 11.9 Number of Traders in Each Category Total Traders: 303 10 42 18 49 54 49 43 60 47 17 28 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 915,804 Positions 285,101 113,689 320,422 7,452 22,511 18,329 48,195 188,106 164,750 25,211 12,136 25,946 20,398 49,915 Changes from: August 16, 2016 Total Change is: 75,220 -13,863 11,939 55,181 562 2,202 -3,389 16,792 6,950 2,752 11,455 -1,659 7,823 -2,093 -6,579 Percent of Open Interest Represented by Each Category of Trader 31.1 12.4 35.0 0.8 2.5 2.0 5.3 20.5 18.0 2.8 1.3 2.8 2.2 5.5 Number of Traders in Each Category Total Traders: 140 20 35 44 . 9 5 23 35 38 . 6 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 is11,089,229 Positions 3,478,849 1,353,339 2,211,963 270,578 1,772,616 431,848 737,726 1,088,395 2,120,124 639,883 579,629 433,325 764,933 1,097,990 Changes from: August 16, 2016 Total Change is: 44,037 36,867 111,536 -21,308 8,993 -7,095 5,278 29,808 10,609 -1,649 10,196 -25,062 40,436 -64,584 -68,708 Percent of Open Interest Represented by Each Category of Trader 31.4 12.2 19.9 2.4 16.0 3.9 6.7 9.8 19.1 5.8 5.2 3.9 6.9 9.9 Number of Traders in Each Category Total Traders: 277 35 48 79 6 27 30 33 79 91 12 20 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 27,233 Positions 5,350 4,609 0 18 10,408 126 12,423 8,918 0 8,655 2,443 580 81 149 Changes from: August 16, 2016 Total Change is: 916 657 -26 0 18 796 -18 534 -120 0 -190 332 -57 -28 9 Percent of Open Interest Represented by Each Category of Trader 19.6 16.9 0.0 0.1 38.2 0.5 45.6 32.7 0.0 31.8 9.0 2.1 0.3 0.5 Number of Traders in Each Category Total Traders: 46 4 6 0 . 12 . 7 7 0 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 36,525 Positions 9,320 17,262 0 291 7,176 414 25,491 7,404 0 897 4,130 49 63 90 Changes from: August 16, 2016 Total Change is: 2,320 -674 3,458 0 21 -918 0 3,027 -224 0 -42 44 -5 -7 -35 Percent of Open Interest Represented by Each Category of Trader 25.5 47.3 0.0 0.8 19.6 1.1 69.8 20.3 0.0 2.5 11.3 0.1 0.2 0.2 Number of Traders in Each Category Total Traders: 35 4 4 0 . 4 . 9 7 0 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 57,651 Positions 367 18,796 0 12,840 1,803 1,745 8,237 22,557 9,094 17,596 775 0 7,772 2,881 Changes from: August 16, 2016 Total Change is: -108 183 -275 0 -94 570 -1 -2,734 -2,441 1,153 483 261 0 902 625 Percent of Open Interest Represented by Each Category of Trader 0.6 32.6 0.0 22.3 3.1 3.0 14.3 39.1 15.8 30.5 1.3 0.0 13.5 5.0 Number of Traders in Each Category Total Traders: 129 . 4 0 7 4 . 29 30 14 44 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 507,877 Positions 149,334 25,153 24,550 116,958 44,292 31,228 56,404 242,916 80,840 6,955 9,043 18,823 22,785 31,032 Changes from: August 16, 2016 Total Change is: -33,759 2,500 -19,476 -6,314 18,001 2,698 -5,159 -27,265 2,111 -9,853 -3,968 2,214 -863 -838 883 Percent of Open Interest Represented by Each Category of Trader 29.4 5.0 4.8 23.0 8.7 6.1 11.1 47.8 15.9 1.4 1.8 3.7 4.5 6.1 Number of Traders in Each Category Total Traders: 239 18 14 22 13 19 15 41 78 63 14 20 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 20,876 Positions 84 3,490 0 15,435 0 351 3,006 15,798 390 1,434 842 0 176 5 Changes from: August 16, 2016 Total Change is: 2,717 -453 616 0 2,783 0 153 -312 1,958 0 517 0 0 29 -10 Percent of Open Interest Represented by Each Category of Trader 0.4 16.7 0.0 73.9 0.0 1.7 14.4 75.7 1.9 6.9 4.0 0.0 0.8 0.0 Number of Traders in Each Category Total Traders: 34 . . 0 9 0 . 10 6 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 23, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 13,280 Positions 1,750 7,954 0 9,521 0 0 567 5,137 47 507 0 0 888 142 Changes from: August 16, 2016 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 13.2 59.9 0.0 71.7 0.0 0.0 4.3 38.7 0.4 3.8 0.0 0.0 6.7 1.1 Number of Traders in Each Category Total Traders: 20 . . 0 5 0 0 . 5 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 26, 2016