Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 183,908 Positions 80,497 2,371 5,075 34,659 47,261 1,948 10,891 63,700 13,670 11,302 5,121 262 25,604 44,501 Changes from: January 5, 2016 Total Change is: -2,420 -874 639 351 2,194 -1,440 -2,189 1,073 2,848 -2,539 -769 249 11 323 -349 Percent of Open Interest Represented by Each Category of Trader 43.8 1.3 2.8 18.8 25.7 1.1 5.9 34.6 7.4 6.1 2.8 0.1 13.9 24.2 Number of Traders in Each Category Total Traders: 104 9 4 8 7 13 4 13 41 14 11 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 48,502 Positions 24,251 874 491 1,236 2,052 0 14,929 21,230 1,705 0 0 0 5,890 22,151 Changes from: January 5, 2016 Total Change is: -4,385 -2,757 142 119 0 -16 0 -1,845 -2,132 -438 0 0 0 536 -2,059 Percent of Open Interest Represented by Each Category of Trader 50.0 1.8 1.0 2.5 4.2 0.0 30.8 43.8 3.5 0.0 0.0 0.0 12.1 45.7 Number of Traders in Each Category Total Traders: 36 6 . . . 4 0 11 12 10 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 267,052 Positions 160,224 4,295 6,605 4,894 75,677 2,943 43,128 85,921 24,273 1,398 16,570 3,222 20,367 47,547 Changes from: January 5, 2016 Total Change is: 10,300 28,319 988 -1,192 -4,736 7,233 -4,045 -3,366 5,808 -2,030 -2,911 -1,385 -1,200 1,460 6,123 Percent of Open Interest Represented by Each Category of Trader 60.0 1.6 2.5 1.8 28.3 1.1 16.1 32.2 9.1 0.5 6.2 1.2 7.6 17.8 Number of Traders in Each Category Total Traders: 111 11 6 10 4 21 7 21 36 18 4 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 266,593 Positions 71,565 70,481 3,200 31,134 65,068 7,001 64,944 65,160 15,623 38,073 3,298 3,323 31,730 33,439 Changes from: January 5, 2016 Total Change is: 15,572 -1,311 35,127 -156 2,595 -5,036 -3,519 15,830 -8,399 -2,114 -2,537 -4 -466 7,250 138 Percent of Open Interest Represented by Each Category of Trader 26.8 26.4 1.2 11.7 24.4 2.6 24.4 24.4 5.9 14.3 1.2 1.2 11.9 12.5 Number of Traders in Each Category Total Traders: 127 8 8 8 18 21 12 32 31 18 . 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 452,544 Positions 136,687 17,763 15,948 94,533 112,929 20,334 35,830 143,735 31,349 48,722 25,118 7,534 61,608 77,835 Changes from: January 5, 2016 Total Change is: -25,382 -5,342 4,267 -1,391 976 4,991 -1,657 -2,204 -13,362 -11,017 490 1,266 -2,467 -2,770 -6,012 Percent of Open Interest Represented by Each Category of Trader 30.2 3.9 3.5 20.9 25.0 4.5 7.9 31.8 6.9 10.8 5.6 1.7 13.6 17.2 Number of Traders in Each Category Total Traders: 225 15 12 15 33 38 32 24 50 30 23 30 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 30,332 Positions 1,881 20,011 0 5,602 1,332 2,042 3,122 2,128 0 2,016 0 0 15,669 4,819 Changes from: January 5, 2016 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 6.2 66.0 0.0 18.5 4.4 6.7 10.3 7.0 0.0 6.6 0.0 0.0 51.7 15.9 Number of Traders in Each Category Total Traders: 20 . . 0 4 . 5 4 . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 135,964 Positions 80,101 1,335 3,395 2,086 12,043 2,801 20,561 33,910 6,957 1,280 32,765 1,274 17,509 41,484 Changes from: January 5, 2016 Total Change is: 24,462 20,029 -533 1,080 -383 -484 -600 3,159 11,156 1,185 511 1,652 490 -1,011 10,515 Percent of Open Interest Represented by Each Category of Trader 58.9 1.0 2.5 1.5 8.9 2.1 15.1 24.9 5.1 0.9 24.1 0.9 12.9 30.5 Number of Traders in Each Category Total Traders: 92 11 . 9 4 11 4 19 29 13 4 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 29,535 Positions 19,792 20,662 1,207 4,024 113 0 2,136 3,743 592 762 2,359 235 787 624 Changes from: January 5, 2016 Total Change is: -27 -171 -430 0 350 0 0 -83 212 0 -10 147 0 -113 44 Percent of Open Interest Represented by Each Category of Trader 67.0 70.0 4.1 13.6 0.4 0.0 7.2 12.7 2.0 2.6 8.0 0.8 2.7 2.1 Number of Traders in Each Category Total Traders: 29 . 8 . . . 0 4 5 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 149,209 Positions 62,364 55,010 45 46,094 6,564 1,368 28,864 67,099 4,713 2,231 6,054 88 3,443 8,269 Changes from: January 5, 2016 Total Change is: 5,365 6,708 -8,317 44 -2,020 76 904 -3,885 6,771 4,044 -822 927 19 373 896 Percent of Open Interest Represented by Each Category of Trader 41.8 36.9 0.0 30.9 4.4 0.9 19.3 45.0 3.2 1.5 4.1 0.1 2.3 5.5 Number of Traders in Each Category Total Traders: 128 7 4 . 5 9 . 21 57 14 10 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 14,588 Positions 1,099 3,933 400 5,482 0 0 6,410 4,350 447 0 4,061 0 750 1,397 Changes from: January 5, 2016 Total Change is: 268 1,099 0 0 1,024 0 0 -1,756 681 -38 0 -336 0 -61 -39 Percent of Open Interest Represented by Each Category of Trader 7.5 27.0 2.7 37.6 0.0 0.0 43.9 29.8 3.1 0.0 27.8 0.0 5.1 9.6 Number of Traders in Each Category Total Traders: 27 . . . . 0 0 6 10 . 0 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 25,434 Positions 5,705 2,872 61 1,975 7,551 1 12,961 9,324 196 1,744 777 0 2,791 4,652 Changes from: January 5, 2016 Total Change is: 506 -67 -127 10 689 528 0 -530 -24 63 383 -120 0 -42 176 Percent of Open Interest Represented by Each Category of Trader 22.4 11.3 0.2 7.8 29.7 0.0 51.0 36.7 0.8 6.9 3.1 0.0 11.0 18.3 Number of Traders in Each Category Total Traders: 66 5 . . 5 . . 19 24 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 35,755 Positions 10,334 18,880 317 3,168 2,499 540 9,126 3,944 2,200 2,651 675 864 6,554 5,835 Changes from: January 5, 2016 Total Change is: -3,763 531 -2,880 48 -477 -280 73 -5,651 -1,532 595 430 100 198 490 -85 Percent of Open Interest Represented by Each Category of Trader 28.9 52.8 0.9 8.9 7.0 1.5 25.5 11.0 6.2 7.4 1.9 2.4 18.3 16.3 Number of Traders in Each Category Total Traders: 93 19 12 . 10 4 4 27 7 7 9 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 71,509 Positions 20,668 37,760 635 6,335 4,997 1,079 18,252 7,888 4,400 5,302 1,350 1,729 13,109 11,671 Changes from: January 5, 2016 Total Change is: -7,526 1,061 -5,759 97 -953 -559 145 -11,302 -3,064 1,189 861 200 396 981 -170 Percent of Open Interest Represented by Each Category of Trader 28.9 52.8 0.9 8.9 7.0 1.5 25.5 11.0 6.2 7.4 1.9 2.4 18.3 16.3 Number of Traders in Each Category Total Traders: 93 19 12 . 10 4 4 27 7 7 9 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 847,449 Positions 81,117 58,770 37,580 233,012 182,285 76,686 64,528 120,462 154,250 17,516 43,693 44,947 137,814 128,777 Changes from: January 5, 2016 Total Change is: 102,563 21,702 2,824 4,488 -1,252 13,638 9,867 1,827 -1,522 44,809 -2,887 7,870 9,256 14,753 11,333 Percent of Open Interest Represented by Each Category of Trader 9.6 6.9 4.4 27.5 21.5 9.0 7.6 14.2 18.2 2.1 5.2 5.3 16.3 15.2 Number of Traders in Each Category Total Traders: 608 37 32 34 119 92 101 77 114 109 71 65 76 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 164,974 Positions 31,520 5,161 6,780 27,917 19,492 3,663 9,133 6,796 42,176 2,637 5,723 9,548 31,600 65,634 Changes from: January 5, 2016 Total Change is: 27,267 4,535 -3,531 1,796 220 -1,022 437 2,528 2,013 17,143 62 486 475 71 9,470 Percent of Open Interest Represented by Each Category of Trader 19.1 3.1 4.1 16.9 11.8 2.2 5.5 4.1 25.6 1.6 3.5 5.8 19.2 39.8 Number of Traders in Each Category Total Traders: 83 9 6 9 14 7 10 12 20 31 9 5 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 3,412,374 Positions 304,427 324,487 97,555 1,064,347 852,835 326,244 307,341 598,698 530,002 97,398 212,849 153,994 531,068 315,711 Changes from: January 5, 2016 Total Change is: 376,482 64,944 10,880 34,354 14,116 94,779 25,672 -169 -14,337 134,992 -14,137 37,528 43,301 73,409 9,313 Percent of Open Interest Represented by Each Category of Trader 8.9 9.5 2.9 31.2 25.0 9.6 9.0 17.5 15.5 2.9 6.2 4.5 15.6 9.3 Number of Traders in Each Category Total Traders: 588 35 34 31 113 90 96 76 109 103 66 65 71 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 96,298 Positions 27,751 4,308 54 38,459 77,267 2,195 18,296 6,309 909 0 505 0 8,634 4,751 Changes from: January 5, 2016 Total Change is: 9,748 10,690 -4,817 -88 -1,262 10,911 385 656 3,080 75 0 280 0 -708 -78 Percent of Open Interest Represented by Each Category of Trader 28.8 4.5 0.1 39.9 80.2 2.3 19.0 6.6 0.9 0.0 0.5 0.0 9.0 4.9 Number of Traders in Each Category Total Traders: 87 10 4 . 32 17 14 15 7 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 64,706 Positions 3,312 32,208 464 30,624 13,810 1,088 16,667 6,634 3,973 1,967 1,490 923 5,688 4,117 Changes from: January 5, 2016 Total Change is: 1,583 809 -1,628 203 -232 3,468 -128 -757 -1,757 1,165 -419 -339 465 476 133 Percent of Open Interest Represented by Each Category of Trader 5.1 49.8 0.7 47.3 21.3 1.7 25.8 10.3 6.1 3.0 2.3 1.4 8.8 6.4 Number of Traders in Each Category Total Traders: 209 13 19 4 39 21 7 48 33 20 19 17 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 323,532 Positions 16,562 161,040 2,319 153,121 69,051 5,441 83,337 33,170 19,864 9,833 7,448 4,616 28,438 20,583 Changes from: January 5, 2016 Total Change is: 7,913 4,043 -8,142 1,013 -1,159 17,341 -639 -3,784 -8,784 5,825 -2,094 -1,693 2,327 2,382 666 Percent of Open Interest Represented by Each Category of Trader 5.1 49.8 0.7 47.3 21.3 1.7 25.8 10.3 6.1 3.0 2.3 1.4 8.8 6.4 Number of Traders in Each Category Total Traders: 209 13 19 4 39 21 7 48 33 20 19 17 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 406,047 Positions 178,702 29,123 2,562 103,043 192,922 23,672 69,989 122,322 6,105 6,091 9,871 53 15,831 19,417 Changes from: January 5, 2016 Total Change is: 29,801 28,162 -2,438 -5 -1,791 21,737 579 2,916 8,036 543 -316 -355 -5 -282 1,709 Percent of Open Interest Represented by Each Category of Trader 44.0 7.2 0.6 25.4 47.5 5.8 17.2 30.1 1.5 1.5 2.4 0.0 3.9 4.8 Number of Traders in Each Category Total Traders: 254 20 10 . 50 56 25 32 56 16 13 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 48,178 Positions 685 16,781 0 22,001 573 43 9,263 6,038 0 7,202 21,030 0 8,984 3,713 Changes from: January 5, 2016 Total Change is: 1,117 171 139 0 -866 0 -134 -254 912 0 100 0 0 2,100 200 Percent of Open Interest Represented by Each Category of Trader 1.4 34.8 0.0 45.7 1.2 0.1 19.2 12.5 0.0 14.9 43.7 0.0 18.6 7.7 Number of Traders in Each Category Total Traders: 53 . 9 0 15 . . 13 6 0 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 81,591 Positions 21,411 5,988 2,267 18,156 4,229 543 22,066 10,762 1,670 6,095 535 0 9,383 55,597 Changes from: January 5, 2016 Total Change is: 7,887 5,126 1,122 -912 305 334 -109 4,104 4,219 511 680 535 0 -1,818 2,187 Percent of Open Interest Represented by Each Category of Trader 26.2 7.3 2.8 22.3 5.2 0.7 27.0 13.2 2.0 7.5 0.7 0.0 11.5 68.1 Number of Traders in Each Category Total Traders: 87 17 9 . 11 5 . 20 17 6 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 185,741 Positions 8,224 90,905 301 125,282 65,040 7,142 32,977 11,839 2,958 2,768 3,174 0 6,089 4,382 Changes from: January 5, 2016 Total Change is: 12,785 -1,191 -1,519 25 16,058 6,465 -185 -1,287 7,383 -493 -776 6 0 634 1,103 Percent of Open Interest Represented by Each Category of Trader 4.4 48.9 0.2 67.4 35.0 3.8 17.8 6.4 1.6 1.5 1.7 0.0 3.3 2.4 Number of Traders in Each Category Total Traders: 122 8 11 . 38 29 14 14 9 4 6 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 481,271 Positions 25,291 154,127 1,165 235,728 156,555 85,781 84,541 49,556 15,414 12,638 6,143 1,507 19,206 11,023 Changes from: January 5, 2016 Total Change is: 2,099 -894 -5,708 55 1,531 21,301 8,113 -2,459 -21,399 4,111 -7,869 -2,635 -295 -194 -1,444 Percent of Open Interest Represented by Each Category of Trader 5.3 32.0 0.2 49.0 32.5 17.8 17.6 10.3 3.2 2.6 1.3 0.3 4.0 2.3 Number of Traders in Each Category Total Traders: 255 15 24 5 66 47 35 32 33 17 23 15 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 635,134 Positions 5,119 53,693 20,056 219,358 129,544 111,414 42,379 41,571 68,133 6,493 53,943 11,821 150,362 144,960 Changes from: January 5, 2016 Total Change is: 50,685 2,146 4,484 4,819 4,621 8,628 15,759 929 -10,777 13,253 -752 -1,542 407 9,504 15,656 Percent of Open Interest Represented by Each Category of Trader 0.8 8.5 3.2 34.5 20.4 17.5 6.7 6.5 10.7 1.0 8.5 1.9 23.7 22.8 Number of Traders in Each Category Total Traders: 149 5 13 15 37 29 36 32 16 34 . 15 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 615,510 Positions 5,308 67,186 215 380,649 117,880 59,145 28,758 263,837 10,572 8,764 9,197 546 121,552 86,932 Changes from: January 5, 2016 Total Change is: 988 2,571 5,213 -522 -598 4,059 -6,741 5,460 -3,429 -1,531 614 -403 -18 1,753 4,360 Percent of Open Interest Represented by Each Category of Trader 0.9 10.9 0.0 61.8 19.2 9.6 4.7 42.9 1.7 1.4 1.5 0.1 19.7 14.1 Number of Traders in Each Category Total Traders: 104 . 9 . 48 13 32 11 14 9 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 1,051,892 Positions 23,736 97,560 12,957 339,593 287,872 102,097 289,337 239,790 43,498 126,175 119,125 7,445 107,054 141,548 Changes from: January 5, 2016 Total Change is: 3,129 -20,271 34,143 1,266 40,221 -16,510 1,985 34,586 -14,291 -10,404 -46,354 7,759 2,094 5 -2,913 Percent of Open Interest Represented by Each Category of Trader 2.3 9.3 1.2 32.3 27.4 9.7 27.5 22.8 4.1 12.0 11.3 0.7 10.2 13.5 Number of Traders in Each Category Total Traders: 266 8 32 9 49 39 41 44 41 36 18 35 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 3,081,528 Positions 70,373 267,032 130,614 1,108,413 750,103 412,299 336,450 532,720 304,502 330,542 138,091 60,328 328,007 485,839 Changes from: January 5, 2016 Total Change is: 251,521 -6,184 80,090 29,675 100,198 29,872 21,772 20,192 -20,710 56,302 -8,003 10,421 8,699 28,871 35,400 Percent of Open Interest Represented by Each Category of Trader 2.3 8.7 4.2 36.0 24.3 13.4 10.9 17.3 9.9 10.7 4.5 2.0 10.6 15.8 Number of Traders in Each Category Total Traders: 355 14 38 39 61 76 81 53 57 74 21 35 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 2,704,643 Positions 33,352 283,562 66,984 1,323,651 472,768 386,526 233,385 746,863 188,716 171,161 179,310 19,627 281,240 360,286 Changes from: January 5, 2016 Total Change is: 225,662 2,528 56,242 7,964 69,780 2,724 44,267 31,563 45,196 54,753 -3,514 8,903 2,137 16,183 3,474 Percent of Open Interest Represented by Each Category of Trader 1.2 10.5 2.5 48.9 17.5 14.3 8.6 27.6 7.0 6.3 6.6 0.7 10.4 13.3 Number of Traders in Each Category Total Traders: 295 9 34 22 48 51 57 37 59 53 16 41 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 787,647 Positions 289,643 203,356 203,932 7,606 22,073 17,081 38,762 81,107 155,263 17,636 25,821 36,556 21,169 42,459 Changes from: January 5, 2016 Total Change is: 58,854 38,984 18,940 21,239 -68 4,949 5,136 -9,337 11,475 -6,444 4,691 2,157 4,386 268 -2,983 Percent of Open Interest Represented by Each Category of Trader 36.8 25.8 25.9 1.0 2.8 2.2 4.9 10.3 19.7 2.2 3.3 4.6 2.7 5.4 Number of Traders in Each Category Total Traders: 106 14 31 35 . 7 4 14 22 29 5 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 is17,906,196 Positions 2,806,043 1,708,832 3,773,480 956,767 1,399,443 708,116 614,174 948,151 6,706,201 451,855 376,084 1,143,878 745,682 1,142,013 Changes from: January 5, 2016 Total Change is: 721,761 -51,280 213,190 224,067 -22,232 -16,594 54,473 92,304 -28,037 157,334 78,063 -47,128 134,719 54,313 29,737 Percent of Open Interest Represented by Each Category of Trader 15.7 9.5 21.1 5.3 7.8 4.0 3.4 5.3 37.5 2.5 2.1 6.4 4.2 6.4 Number of Traders in Each Category Total Traders: 306 25 60 80 12 31 32 41 88 110 13 33 34 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 28,819 Positions 4,259 1,211 0 410 14,240 0 19,407 9,556 0 4,128 3,197 510 105 105 Changes from: January 5, 2016 Total Change is: -1,490 -658 604 0 0 -1,535 0 -854 134 0 -187 -943 223 -14 27 Percent of Open Interest Represented by Each Category of Trader 14.8 4.2 0.0 1.4 49.4 0.0 67.3 33.2 0.0 14.3 11.1 1.8 0.4 0.4 Number of Traders in Each Category Total Traders: 45 . 5 0 . 10 0 5 10 0 4 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 34,055 Positions 4,731 1,714 0 155 14,632 1 28,107 12,154 0 925 5,462 0 136 92 Changes from: January 5, 2016 Total Change is: 499 -849 -579 0 155 -604 0 1,034 1,507 -11 125 148 0 45 38 Percent of Open Interest Represented by Each Category of Trader 13.9 5.0 0.0 0.5 43.0 0.0 82.5 35.7 0.0 2.7 16.0 0.0 0.4 0.3 Number of Traders in Each Category Total Traders: 39 . . 0 . 8 . 4 9 0 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 74,146 Positions 855 56,558 30 19,715 161 1,350 20,054 8,525 1,553 20,384 4,367 72 10,132 1,530 Changes from: January 5, 2016 Total Change is: -688 -128 2,893 3 -3,076 161 -198 3,184 -3,053 -14 -666 -257 -22 230 -200 Percent of Open Interest Represented by Each Category of Trader 1.2 76.3 0.0 26.6 0.2 1.8 27.0 11.5 2.1 27.5 5.9 0.1 13.7 2.1 Number of Traders in Each Category Total Traders: 149 4 . . 11 . . 41 13 10 63 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 243,063 Positions 48,355 56,478 10,033 15,999 21,628 37,714 57,436 43,517 34,782 4,489 3,427 14,119 20,136 21,365 Changes from: January 5, 2016 Total Change is: -244 -8,636 -978 -1,930 -22,857 -1,900 -570 22,866 -8,960 4,575 -2,570 2,381 6,987 1,891 151 Percent of Open Interest Represented by Each Category of Trader 19.9 23.2 4.1 6.6 8.9 15.5 23.6 17.9 14.3 1.8 1.4 5.8 8.3 8.8 Number of Traders in Each Category Total Traders: 162 14 16 16 11 10 8 47 33 48 12 9 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 12, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 14,847 Positions 661 3,244 0 1,855 1,654 2,341 9,111 7,229 264 439 32 0 176 83 Changes from: January 5, 2016 Total Change is: 627 596 120 0 128 1,045 78 487 -431 -245 -416 32 0 -1 28 Percent of Open Interest Represented by Each Category of Trader 4.5 21.8 0.0 12.5 11.1 15.8 61.4 48.7 1.8 3.0 0.2 0.0 1.2 0.6 Number of Traders in Each Category Total Traders: 30 . . 0 5 . 4 5 8 . 4 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 15, 2016