Traders in Financial Futures - Futures Only Positions as of August 30, 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 125,716 Positions 6,113 62,871 898 54,524 8,741 1,436 21,352 21,131 1,466 5,440 6,321 196 34,291 22,656 Changes from: August 23, 2016 Total Change is: -5,902 308 2,588 -348 -2,814 171 -76 -430 -8,264 469 -254 -933 0 -2,757 491 Percent of Open Interest Represented by Each Category of Trader 4.9 50.0 0.7 43.4 7.0 1.1 17.0 16.8 1.2 4.3 5.0 0.2 27.3 18.0 Number of Traders in Each Category Total Traders: 77 5 6 . 9 8 4 19 18 5 7 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 42,294 Positions 19,773 3,252 344 1,528 1,848 71 13,145 16,416 499 0 0 0 6,934 19,864 Changes from: August 23, 2016 Total Change is: 2,740 3,226 -590 0 -732 603 -36 4,143 -3,370 24 0 0 0 -3,885 6,109 Percent of Open Interest Represented by Each Category of Trader 46.8 7.7 0.8 3.6 4.4 0.2 31.1 38.8 1.2 0.0 0.0 0.0 16.4 47.0 Number of Traders in Each Category Total Traders: 39 4 4 . . . . 14 12 7 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 248,410 Positions 173,608 6,558 2,425 11,833 72,590 4,053 28,893 100,877 6,249 2,627 14,967 1,084 17,638 39,607 Changes from: August 23, 2016 Total Change is: 699 -55 1,575 65 1,613 -723 469 3,746 3,099 -2,075 314 -700 -78 -3,300 -933 Percent of Open Interest Represented by Each Category of Trader 69.9 2.6 1.0 4.8 29.2 1.6 11.6 40.6 2.5 1.1 6.0 0.4 7.1 15.9 Number of Traders in Each Category Total Traders: 127 9 9 6 5 27 7 23 43 18 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 164,329 Positions 8,502 16,761 6,790 27,456 35,692 5,394 85,185 27,003 2,549 863 36,093 1,390 26,200 32,657 Changes from: August 23, 2016 Total Change is: -427 356 271 485 -5,752 -27 91 7,227 -24 314 117 -650 -1,000 -2,265 113 Percent of Open Interest Represented by Each Category of Trader 5.2 10.2 4.1 16.7 21.7 3.3 51.8 16.4 1.6 0.5 22.0 0.8 15.9 19.9 Number of Traders in Each Category Total Traders: 116 5 8 4 11 20 9 34 30 11 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 364,843 Positions 106,753 16,941 3,261 129,315 102,383 16,094 40,910 123,907 4,190 17,964 32,828 1,073 45,283 64,166 Changes from: August 23, 2016 Total Change is: 799 5,052 -6,482 -1,340 -1,199 4,597 -437 3,713 3,614 -782 -1,428 42 24 -2,804 1,563 Percent of Open Interest Represented by Each Category of Trader 29.3 4.6 0.9 35.4 28.1 4.4 11.2 34.0 1.1 4.9 9.0 0.3 12.4 17.6 Number of Traders in Each Category Total Traders: 221 20 8 6 41 35 29 28 45 16 24 19 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 31,988 Positions 1,068 23,492 191 18,694 0 1,007 1,072 3,391 0 0 0 0 9,956 3,907 Changes from: August 23, 2016 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 3.3 73.4 0.6 58.4 0.0 3.1 3.4 10.6 0.0 0.0 0.0 0.0 31.1 12.2 Number of Traders in Each Category Total Traders: 20 . . . 12 0 6 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 110,040 Positions 1,771 41,476 1,377 21,351 12,934 757 51,352 21,663 2,434 3,858 6,754 0 27,140 22,645 Changes from: August 23, 2016 Total Change is: -4,412 14 -6,899 81 -1,901 3,431 -758 172 -2,104 618 646 1,766 -190 -3,094 -357 Percent of Open Interest Represented by Each Category of Trader 1.6 37.7 1.3 19.4 11.8 0.7 46.7 19.7 2.2 3.5 6.1 0.0 24.7 20.6 Number of Traders in Each Category Total Traders: 84 . 6 5 8 9 5 31 16 10 4 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 39,075 Positions 10,528 35,121 360 4,450 0 0 21,724 2,730 76 710 230 0 1,227 558 Changes from: August 23, 2016 Total Change is: 1,419 0 2,326 10 0 0 0 1,085 -958 0 63 0 0 261 41 Percent of Open Interest Represented by Each Category of Trader 26.9 89.9 0.9 11.4 0.0 0.0 55.6 7.0 0.2 1.8 0.6 0.0 3.1 1.4 Number of Traders in Each Category Total Traders: 23 . 7 . . 0 0 6 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 114,101 Positions 34,932 37,936 2,313 31,784 5,271 637 19,221 39,255 17,910 2,697 4,952 0 4,607 5,827 Changes from: August 23, 2016 Total Change is: 369 1,466 -1,110 157 4,786 62 0 -4,870 -879 1,062 -1,505 23 0 -727 1,054 Percent of Open Interest Represented by Each Category of Trader 30.6 33.2 2.0 27.9 4.6 0.6 16.8 34.4 15.7 2.4 4.3 0.0 4.0 5.1 Number of Traders in Each Category Total Traders: 133 5 8 . 11 10 . 30 48 16 11 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 33,489 Positions 644 16,665 8,221 6,325 0 0 14,706 5,746 1,132 658 600 0 1,803 1,125 Changes from: August 23, 2016 Total Change is: 8,307 0 -1,378 8,205 9 0 0 -1,019 267 1,042 48 -120 0 22 291 Percent of Open Interest Represented by Each Category of Trader 1.9 49.8 24.5 18.9 0.0 0.0 43.9 17.2 3.4 2.0 1.8 0.0 5.4 3.4 Number of Traders in Each Category Total Traders: 30 . . . 5 0 0 9 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 46,496 Positions 2,271 15,069 196 2,133 17,667 56 34,309 6,283 1,102 764 2,099 0 5,665 4,024 Changes from: August 23, 2016 Total Change is: 2,103 22 243 58 -30 1,940 0 1,393 -580 219 -15 -87 0 456 310 Percent of Open Interest Represented by Each Category of Trader 4.9 32.4 0.4 4.6 38.0 0.1 73.8 13.5 2.4 1.6 4.5 0.0 12.2 8.7 Number of Traders in Each Category Total Traders: 85 . 6 4 7 7 . 41 14 5 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 72,837 Positions 10,259 47,782 1,107 7,130 1,255 292 43,948 7,756 824 928 3,424 143 8,208 10,256 Changes from: August 23, 2016 Total Change is: -302 92 268 -44 -128 -290 18 248 351 -337 2 -264 55 -208 -59 Percent of Open Interest Represented by Each Category of Trader 14.1 65.6 1.5 9.8 1.7 0.4 60.3 10.6 1.1 1.3 4.7 0.2 11.3 14.1 Number of Traders in Each Category Total Traders: 120 10 24 4 7 4 4 45 14 6 . 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 145,674 Positions 20,518 95,563 2,214 14,259 2,509 584 87,895 15,511 1,648 1,855 6,848 285 16,416 20,512 Changes from: August 23, 2016 Total Change is: -604 184 536 -88 -256 -579 35 496 701 -673 3 -528 110 -415 -118 Percent of Open Interest Represented by Each Category of Trader 14.1 65.6 1.5 9.8 1.7 0.4 60.3 10.6 1.1 1.3 4.7 0.2 11.3 14.1 Number of Traders in Each Category Total Traders: 120 10 24 4 7 4 4 45 14 6 . 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 710,340 Positions 58,637 80,639 47,601 297,032 196,706 55,606 88,286 142,741 41,165 28,171 46,643 9,252 84,589 89,985 Changes from: August 23, 2016 Total Change is: 9,963 -8,507 4,858 6,812 -760 -1,843 2,723 2,197 -7,936 5,425 309 -2,042 538 1,225 1,426 Percent of Open Interest Represented by Each Category of Trader 8.3 11.4 6.7 41.8 27.7 7.8 12.4 20.1 5.8 4.0 6.6 1.3 11.9 12.7 Number of Traders in Each Category Total Traders: 625 40 36 33 129 83 92 92 123 68 41 79 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 99,912 Positions 20,307 35,426 1,940 18,986 19,091 1,710 16,536 23,798 525 6,207 2,136 25 33,676 15,261 Changes from: August 23, 2016 Total Change is: 343 -8,497 4,070 -450 18 -560 -95 5,163 -748 -2 519 72 0 3,687 -1,944 Percent of Open Interest Represented by Each Category of Trader 20.3 35.5 1.9 19.0 19.1 1.7 16.6 23.8 0.5 6.2 2.1 0.0 33.7 15.3 Number of Traders in Each Category Total Traders: 65 8 9 4 10 . . 11 15 . 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 3,052,142 Positions 277,390 311,806 142,567 1,390,232 888,075 269,480 473,662 709,629 88,290 136,441 249,159 19,514 254,566 373,622 Changes from: August 23, 2016 Total Change is: 48,099 -415 3,577 36,676 -3,891 -6,416 14,092 4,260 -16,849 8,048 392 -9,126 1,248 -12,311 16,849 Percent of Open Interest Represented by Each Category of Trader 9.1 10.2 4.7 45.5 29.1 8.8 15.5 23.3 2.9 4.5 8.2 0.6 8.3 12.2 Number of Traders in Each Category Total Traders: 617 41 35 28 127 80 90 90 125 62 40 77 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 85,946 Positions 1,184 32,834 515 40,672 42,023 2,806 28,555 3,333 121 0 660 0 12,093 3,654 Changes from: August 23, 2016 Total Change is: 1,924 39 2,550 26 1,302 -290 -363 1,914 505 -447 0 132 0 -547 -189 Percent of Open Interest Represented by Each Category of Trader 1.4 38.2 0.6 47.3 48.9 3.3 33.2 3.9 0.1 0.0 0.8 0.0 14.1 4.3 Number of Traders in Each Category Total Traders: 94 . 10 . 38 14 15 20 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 61,088 Positions 4,189 29,946 633 17,811 5,382 909 28,836 15,866 489 2,279 2,570 9 5,932 5,285 Changes from: August 23, 2016 Total Change is: 1,622 360 -88 217 606 -34 27 480 1,526 67 35 -78 -38 -132 23 Percent of Open Interest Represented by Each Category of Trader 6.9 49.0 1.0 29.2 8.8 1.5 47.2 26.0 0.8 3.7 4.2 0.0 9.7 8.7 Number of Traders in Each Category Total Traders: 264 11 25 9 48 18 12 66 58 16 16 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 305,439 Positions 20,946 149,729 3,163 89,056 26,908 4,545 144,181 79,331 2,445 11,395 12,848 46 29,662 26,424 Changes from: August 23, 2016 Total Change is: 8,109 1,800 -442 1,087 3,028 -169 135 2,401 7,629 334 173 -390 -190 -659 115 Percent of Open Interest Represented by Each Category of Trader 6.9 49.0 1.0 29.2 8.8 1.5 47.2 26.0 0.8 3.7 4.2 0.0 9.7 8.7 Number of Traders in Each Category Total Traders: 264 11 25 9 48 18 12 66 58 16 16 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 336,037 Positions 77,400 41,300 560 117,726 154,551 18,934 88,094 88,760 4,210 7,717 9,574 1,722 19,674 16,426 Changes from: August 23, 2016 Total Change is: 1,364 -1,909 1,492 -257 -3,049 485 1,437 5,993 1,365 -1,077 202 -1,402 117 -93 -796 Percent of Open Interest Represented by Each Category of Trader 23.0 12.3 0.2 35.0 46.0 5.6 26.2 26.4 1.3 2.3 2.8 0.5 5.9 4.9 Number of Traders in Each Category Total Traders: 264 19 19 4 58 46 28 44 49 15 14 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 36,796 Positions 3,474 16,471 47 17,511 1,266 67 2,659 2,119 0 5,110 11,201 0 7,928 5,625 Changes from: August 23, 2016 Total Change is: 1,392 -201 1 25 788 0 0 261 -205 -100 790 471 0 -171 1,200 Percent of Open Interest Represented by Each Category of Trader 9.4 44.8 0.1 47.6 3.4 0.2 7.2 5.8 0.0 13.9 30.4 0.0 21.5 15.3 Number of Traders in Each Category Total Traders: 43 . 4 . 15 . . 5 5 0 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 66,588 Positions 19,062 13,647 1,578 15,150 8,968 186 19,031 10,025 443 2,042 203 299 8,797 31,239 Changes from: August 23, 2016 Total Change is: 272 271 711 -122 -702 1,778 -152 691 1,450 183 539 1 299 -735 -3,876 Percent of Open Interest Represented by Each Category of Trader 28.6 20.5 2.4 22.8 13.5 0.3 28.6 15.1 0.7 3.1 0.3 0.4 13.2 46.9 Number of Traders in Each Category Total Traders: 93 14 13 4 12 7 . 24 16 8 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 231,639 Positions 16,798 139,869 862 148,103 50,025 16,805 34,231 16,195 3,059 3,802 1,453 0 7,979 3,371 Changes from: August 23, 2016 Total Change is: 1,811 -1,406 2,889 -194 2,355 370 159 1,268 -1,074 -220 -787 400 0 636 -519 Percent of Open Interest Represented by Each Category of Trader 7.3 60.4 0.4 63.9 21.6 7.3 14.8 7.0 1.3 1.6 0.6 0.0 3.4 1.5 Number of Traders in Each Category Total Traders: 123 8 10 . 44 22 21 17 12 7 6 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 898,566 Positions 44,454 620,759 47,782 454,446 66,348 63,631 201,514 52,535 12,657 46,449 20,194 1,243 26,390 13,417 Changes from: August 23, 2016 Total Change is: 36,305 -870 27,118 6,338 10,753 2,525 -2,783 6,435 -4,075 3,420 10,045 -29 4 2,963 3,787 Percent of Open Interest Represented by Each Category of Trader 4.9 69.1 5.3 50.6 7.4 7.1 22.4 5.8 1.4 5.2 2.2 0.1 2.9 1.5 Number of Traders in Each Category Total Traders: 313 22 22 12 108 29 41 60 19 16 38 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 582,396 Positions 13,823 25,291 8,890 182,858 164,078 103,721 80,951 75,815 31,970 6,978 32,148 256 152,949 140,227 Changes from: August 23, 2016 Total Change is: -7,345 4,192 -8,940 4,684 -27,019 -14,315 -1,604 4,929 -5,201 11,082 -393 7,415 88 -3,304 -554 Percent of Open Interest Represented by Each Category of Trader 2.4 4.3 1.5 31.4 28.2 17.8 13.9 13.0 5.5 1.2 5.5 0.0 26.3 24.1 Number of Traders in Each Category Total Traders: 133 6 13 12 35 27 30 18 23 17 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 644,370 Positions 1,579 63,058 3,447 304,398 105,985 90,859 45,384 229,733 54,577 13,121 5,160 5,279 125,726 86,272 Changes from: August 23, 2016 Total Change is: 29,382 1,016 600 1,166 -6,350 -15,926 -1,773 8,229 16,218 33,130 -1,909 -2,835 4,775 -8,902 -5,973 Percent of Open Interest Represented by Each Category of Trader 0.2 9.8 0.5 47.2 16.4 14.1 7.0 35.7 8.5 2.0 0.8 0.8 19.5 13.4 Number of Traders in Each Category Total Traders: 100 . 7 . 43 12 31 14 17 19 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 1,110,272 Positions 36,880 99,602 21,903 324,972 190,860 140,311 286,413 211,094 85,963 96,047 207,710 4,111 113,672 148,718 Changes from: August 23, 2016 Total Change is: -33,177 -12,244 12,002 8,320 10,662 -9,620 -4,943 -1,293 -21,887 -17,478 -7,807 889 1,489 -9,883 -1,949 Percent of Open Interest Represented by Each Category of Trader 3.3 9.0 2.0 29.3 17.2 12.6 25.8 19.0 7.7 8.7 18.7 0.4 10.2 13.4 Number of Traders in Each Category Total Traders: 245 12 31 15 47 38 42 40 33 36 19 24 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 2,858,768 Positions 111,017 181,803 85,184 848,753 1,004,123 388,052 560,712 484,255 134,555 369,122 124,327 16,213 345,160 440,256 Changes from: August 23, 2016 Total Change is: 45,117 -18,858 1,147 19,917 47,955 10,249 934 11,845 11,260 12,478 -11,513 -13,609 -1,070 -16,571 3,811 Percent of Open Interest Represented by Each Category of Trader 3.9 6.4 3.0 29.7 35.1 13.6 19.6 16.9 4.7 12.9 4.3 0.6 12.1 15.4 Number of Traders in Each Category Total Traders: 343 17 34 21 56 74 69 53 67 49 18 24 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 208,085 Positions 18,180 8,923 8,100 42,639 82,342 4,881 61,907 3,030 13,071 3,353 0 0 55,954 87,738 Changes from: August 23, 2016 Total Change is: 15,317 -1,049 -2,968 7,505 961 -5,746 -1,347 4,826 620 10,430 -4,311 0 0 -1,698 6,823 Percent of Open Interest Represented by Each Category of Trader 8.7 4.3 3.9 20.5 39.6 2.3 29.8 1.5 6.3 1.6 0.0 0.0 26.9 42.2 Number of Traders in Each Category Total Traders: 31 4 . 4 4 10 6 7 . 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 2,938,424 Positions 65,323 348,561 42,917 1,529,115 560,134 276,217 320,749 867,294 278,765 155,651 188,967 17,660 252,027 357,909 Changes from: August 23, 2016 Total Change is: -10,726 9,049 -12,151 -37,225 22,753 -29,646 -22,174 -12,507 -26,899 97,630 -40,046 9,719 1,804 -30,010 8,216 Percent of Open Interest Represented by Each Category of Trader 2.2 11.9 1.5 52.0 19.1 9.4 10.9 29.5 9.5 5.3 6.4 0.6 8.6 12.2 Number of Traders in Each Category Total Traders: 297 10 36 17 48 52 48 43 63 43 13 32 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 1,018,072 Positions 332,050 127,440 325,023 11,848 18,777 14,270 48,065 198,435 182,332 26,404 8,490 58,013 20,067 85,292 Changes from: August 23, 2016 Total Change is: 102,268 46,949 13,751 4,601 4,396 -3,734 -4,059 -130 10,329 17,582 1,193 -3,646 32,067 -331 35,377 Percent of Open Interest Represented by Each Category of Trader 32.6 12.5 31.9 1.2 1.8 1.4 4.7 19.5 17.9 2.6 0.8 5.7 2.0 8.4 Number of Traders in Each Category Total Traders: 138 18 36 44 . 8 4 17 42 40 4 6 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 is11,098,025 Positions 3,599,782 1,372,546 2,181,048 310,844 1,809,379 471,572 630,970 1,012,454 2,098,678 604,896 563,748 442,004 758,231 1,146,596 Changes from: August 23, 2016 Total Change is: 8,796 120,933 19,207 -30,915 40,266 36,763 39,724 -106,756 -75,941 -21,446 -34,987 -15,881 8,679 -6,702 48,606 Percent of Open Interest Represented by Each Category of Trader 32.4 12.4 19.7 2.8 16.3 4.2 5.7 9.1 18.9 5.5 5.1 4.0 6.8 10.3 Number of Traders in Each Category Total Traders: 283 33 51 80 8 28 32 29 84 92 11 22 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 28,250 Positions 5,030 5,429 1 18 10,424 126 13,675 9,373 0 8,768 2,195 539 93 163 Changes from: August 23, 2016 Total Change is: 1,017 -320 820 1 0 16 0 1,252 455 0 113 -248 -41 12 14 Percent of Open Interest Represented by Each Category of Trader 17.8 19.2 0.0 0.1 36.9 0.4 48.4 33.2 0.0 31.0 7.8 1.9 0.3 0.6 Number of Traders in Each Category Total Traders: 45 . 7 . . 12 . 6 7 0 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 37,097 Positions 9,165 17,321 0 307 7,051 414 25,780 7,656 0 1,366 4,524 0 65 131 Changes from: August 23, 2016 Total Change is: 572 -155 59 0 16 -125 0 289 252 0 469 394 -49 2 41 Percent of Open Interest Represented by Each Category of Trader 24.7 46.7 0.0 0.8 19.0 1.1 69.5 20.6 0.0 3.7 12.2 0.0 0.2 0.4 Number of Traders in Each Category Total Traders: 34 4 . 0 . 4 . 8 8 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 55,341 Positions 783 18,789 163 13,128 1,356 1,741 8,392 20,825 9,875 13,469 259 0 7,790 2,333 Changes from: August 23, 2016 Total Change is: -2,310 416 -7 163 288 -447 -4 155 -1,732 781 -4,127 -516 0 18 -548 Percent of Open Interest Represented by Each Category of Trader 1.4 34.0 0.3 23.7 2.5 3.1 15.2 37.6 17.8 24.3 0.5 0.0 14.1 4.2 Number of Traders in Each Category Total Traders: 123 5 . . 9 . . 34 26 18 37 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 511,241 Positions 149,514 20,809 25,805 118,679 46,750 30,787 53,897 244,443 78,578 6,824 8,347 21,445 25,712 34,277 Changes from: August 23, 2016 Total Change is: 3,364 180 -4,344 1,255 1,721 2,458 -441 -2,507 1,527 -2,262 -131 -696 2,622 2,927 3,245 Percent of Open Interest Represented by Each Category of Trader 29.2 4.1 5.0 23.2 9.1 6.0 10.5 47.8 15.4 1.3 1.6 4.2 5.0 6.7 Number of Traders in Each Category Total Traders: 232 20 11 23 12 20 14 38 77 57 13 20 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 23,379 Positions 84 3,969 0 17,115 0 470 3,632 17,699 390 1,519 842 0 169 9 Changes from: August 23, 2016 Total Change is: 2,503 0 479 0 1,680 0 119 626 1,901 0 85 0 0 -7 4 Percent of Open Interest Represented by Each Category of Trader 0.4 17.0 0.0 73.2 0.0 2.0 15.5 75.7 1.7 6.5 3.6 0.0 0.7 0.0 Number of Traders in Each Category Total Traders: 33 . . 0 8 0 . 10 6 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of August 30, 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 13,635 Positions 1,725 8,049 0 9,833 0 0 559 5,332 56 508 0 0 954 198 Changes from: August 23, 2016 Total Change is: 355 -25 95 0 312 0 0 -8 195 9 1 0 0 66 56 Percent of Open Interest Represented by Each Category of Trader 12.7 59.0 0.0 72.1 0.0 0.0 4.1 39.1 0.4 3.7 0.0 0.0 7.0 1.5 Number of Traders in Each Category Total Traders: 20 . . 0 5 0 0 . 5 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 2, 2016