Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 187,991 Positions 79,541 2,498 6,752 36,346 48,242 2,840 8,416 62,672 16,624 9,515 4,765 506 27,451 43,092 Changes from: January 12, 2016 Total Change is: 4,083 -956 127 1,676 1,688 981 893 -2,475 -1,028 2,954 -1,787 -356 244 1,847 -1,409 Percent of Open Interest Represented by Each Category of Trader 42.3 1.3 3.6 19.3 25.7 1.5 4.5 33.3 8.8 5.1 2.5 0.3 14.6 22.9 Number of Traders in Each Category Total Traders: 96 10 . 11 7 11 4 14 32 17 13 6 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 51,527 Positions 26,749 1,188 536 1,236 2,680 0 15,277 23,633 1,796 0 8 87 5,846 21,599 Changes from: January 12, 2016 Total Change is: 3,025 2,499 315 45 0 628 0 348 2,403 91 0 8 87 -45 -552 Percent of Open Interest Represented by Each Category of Trader 51.9 2.3 1.0 2.4 5.2 0.0 29.6 45.9 3.5 0.0 0.0 0.2 11.3 41.9 Number of Traders in Each Category Total Traders: 41 6 . . . 5 0 13 12 10 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 294,225 Positions 173,421 4,445 8,369 4,152 77,599 5,545 45,853 100,584 28,640 1,896 17,717 5,605 20,744 45,721 Changes from: January 12, 2016 Total Change is: 27,173 13,197 150 1,764 -741 1,922 2,602 2,725 14,662 4,368 498 1,147 2,384 377 -1,826 Percent of Open Interest Represented by Each Category of Trader 58.9 1.5 2.8 1.4 26.4 1.9 15.6 34.2 9.7 0.6 6.0 1.9 7.1 15.5 Number of Traders in Each Category Total Traders: 122 12 5 11 . 23 9 23 42 22 5 9 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 276,022 Positions 67,894 85,088 3,743 31,411 61,735 7,606 70,932 62,053 18,072 38,304 2,289 3,763 34,297 31,673 Changes from: January 12, 2016 Total Change is: 9,429 -3,671 14,607 543 278 -3,333 605 5,988 -3,107 2,449 231 -1,009 439 2,567 -1,767 Percent of Open Interest Represented by Each Category of Trader 24.6 30.8 1.4 11.4 22.4 2.8 25.7 22.5 6.5 13.9 0.8 1.4 12.4 11.5 Number of Traders in Each Category Total Traders: 130 6 10 10 17 22 12 30 34 19 4 7 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 455,070 Positions 132,364 33,598 14,191 96,465 111,798 20,424 41,763 136,353 32,151 48,067 25,166 6,726 62,920 74,663 Changes from: January 12, 2016 Total Change is: 2,526 -4,323 15,835 -1,757 1,932 -1,131 90 5,933 -7,382 802 -655 48 -808 1,312 -3,171 Percent of Open Interest Represented by Each Category of Trader 29.1 7.4 3.1 21.2 24.6 4.5 9.2 30.0 7.1 10.6 5.5 1.5 13.8 16.4 Number of Traders in Each Category Total Traders: 229 17 10 14 34 37 30 25 51 34 22 32 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 31,316 Positions 1,671 22,270 0 6,335 1,186 1,391 3,646 1,945 0 2,016 0 0 16,257 4,524 Changes from: January 12, 2016 Total Change is: 984 -210 2,259 0 733 -146 -651 524 -183 0 0 0 0 588 -295 Percent of Open Interest Represented by Each Category of Trader 5.3 71.1 0.0 20.2 3.8 4.4 11.6 6.2 0.0 6.4 0.0 0.0 51.9 14.4 Number of Traders in Each Category Total Traders: 20 . . 0 5 . 4 4 . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 150,544 Positions 94,326 1,382 4,932 2,454 10,724 3,724 16,980 43,838 9,048 1,594 35,278 1,113 16,373 40,505 Changes from: January 12, 2016 Total Change is: 14,580 14,225 47 1,537 368 -1,319 923 -3,581 9,928 2,092 314 2,513 -162 -1,136 -979 Percent of Open Interest Represented by Each Category of Trader 62.7 0.9 3.3 1.6 7.1 2.5 11.3 29.1 6.0 1.1 23.4 0.7 10.9 26.9 Number of Traders in Each Category Total Traders: 96 13 . 11 5 10 6 20 31 16 4 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 29,398 Positions 19,145 21,046 1,207 4,274 113 0 2,428 3,288 592 746 2,314 235 771 603 Changes from: January 12, 2016 Total Change is: -137 -647 384 0 250 0 0 292 -455 0 -16 -45 0 -16 -21 Percent of Open Interest Represented by Each Category of Trader 65.1 71.6 4.1 14.5 0.4 0.0 8.3 11.2 2.0 2.5 7.9 0.8 2.6 2.0 Number of Traders in Each Category Total Traders: 30 . 8 . . . 0 5 5 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 172,658 Positions 65,757 55,019 235 44,814 6,708 2,006 28,317 69,981 24,896 2,792 5,631 100 3,741 8,082 Changes from: January 12, 2016 Total Change is: 23,449 3,393 9 190 -1,280 144 638 -547 2,882 20,183 561 -423 12 298 -187 Percent of Open Interest Represented by Each Category of Trader 38.1 31.9 0.1 26.0 3.9 1.2 16.4 40.5 14.4 1.6 3.3 0.1 2.2 4.7 Number of Traders in Each Category Total Traders: 126 6 4 . 6 9 . 21 57 17 10 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 14,794 Positions 1,565 3,933 400 5,539 0 0 5,581 4,449 824 219 4,010 0 666 1,178 Changes from: January 12, 2016 Total Change is: 206 466 0 0 57 0 0 -829 99 377 219 -51 0 -84 -219 Percent of Open Interest Represented by Each Category of Trader 10.6 26.6 2.7 37.4 0.0 0.0 37.7 30.1 5.6 1.5 27.1 0.0 4.5 8.0 Number of Traders in Each Category Total Traders: 29 . . . . 0 0 5 11 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 28,114 Positions 11,202 2,002 66 2,181 7,726 1 9,675 11,284 520 2,035 1,032 0 2,434 5,483 Changes from: January 12, 2016 Total Change is: 2,680 5,497 -870 5 206 175 0 -3,286 1,960 324 291 255 0 -357 831 Percent of Open Interest Represented by Each Category of Trader 39.8 7.1 0.2 7.8 27.5 0.0 34.4 40.1 1.8 7.2 3.7 0.0 8.7 19.5 Number of Traders in Each Category Total Traders: 65 7 . . 5 . . 14 26 4 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 32,646 Positions 12,309 14,672 353 2,401 2,526 483 5,937 6,049 1,291 2,531 375 822 6,520 6,076 Changes from: January 12, 2016 Total Change is: -3,109 1,975 -4,209 36 -767 28 -57 -3,190 2,105 -909 -120 -300 -43 -35 240 Percent of Open Interest Represented by Each Category of Trader 37.7 44.9 1.1 7.4 7.7 1.5 18.2 18.5 4.0 7.8 1.1 2.5 20.0 18.6 Number of Traders in Each Category Total Traders: 79 22 11 . 6 4 . 17 9 6 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 65,292 Positions 24,618 29,343 707 4,801 5,052 966 11,873 12,097 2,582 5,062 750 1,644 13,039 12,151 Changes from: January 12, 2016 Total Change is: -6,217 3,950 -8,417 72 -1,534 55 -113 -6,379 4,209 -1,817 -240 -600 -85 -70 480 Percent of Open Interest Represented by Each Category of Trader 37.7 44.9 1.1 7.4 7.7 1.5 18.2 18.5 4.0 7.8 1.1 2.5 20.0 18.6 Number of Traders in Each Category Total Traders: 79 22 11 . 6 4 . 17 9 6 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 871,302 Positions 96,153 57,744 41,331 238,042 192,920 73,249 67,148 143,425 141,311 21,004 43,535 45,075 147,989 132,711 Changes from: January 12, 2016 Total Change is: 23,853 15,036 -1,025 3,751 5,030 10,635 -3,437 2,620 22,963 -12,938 3,487 -158 128 10,175 3,934 Percent of Open Interest Represented by Each Category of Trader 11.0 6.6 4.7 27.3 22.1 8.4 7.7 16.5 16.2 2.4 5.0 5.2 17.0 15.2 Number of Traders in Each Category Total Traders: 621 36 32 34 121 93 98 79 127 114 72 61 64 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 167,451 Positions 37,066 8,487 6,709 26,817 19,004 5,542 12,911 6,771 33,346 2,552 6,981 9,438 33,072 71,175 Changes from: January 12, 2016 Total Change is: 2,477 5,546 3,326 -72 -1,100 -489 1,879 3,778 -26 -8,830 -85 1,258 -110 1,471 5,540 Percent of Open Interest Represented by Each Category of Trader 22.1 5.1 4.0 16.0 11.3 3.3 7.7 4.0 19.9 1.5 4.2 5.6 19.8 42.5 Number of Traders in Each Category Total Traders: 74 9 7 9 14 6 9 16 14 29 4 4 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 3,519,255 Positions 380,935 331,789 87,611 1,096,696 910,151 297,968 314,616 726,702 496,399 110,720 201,233 159,723 574,587 307,679 Changes from: January 12, 2016 Total Change is: 106,881 76,508 7,302 -9,944 32,349 57,316 -28,276 7,274 128,004 -33,602 13,323 -11,617 5,729 43,520 -8,032 Percent of Open Interest Represented by Each Category of Trader 10.8 9.4 2.5 31.2 25.9 8.5 8.9 20.6 14.1 3.1 5.7 4.5 16.3 8.7 Number of Traders in Each Category Total Traders: 606 34 34 31 115 91 93 77 125 109 72 58 62 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 104,932 Positions 34,329 4,308 54 41,900 81,692 2,276 17,464 10,224 513 0 729 0 8,396 5,136 Changes from: January 12, 2016 Total Change is: 8,634 6,578 0 0 3,441 4,425 81 -832 3,915 -396 0 224 0 -238 385 Percent of Open Interest Represented by Each Category of Trader 32.7 4.1 0.1 39.9 77.9 2.2 16.6 9.7 0.5 0.0 0.7 0.0 8.0 4.9 Number of Traders in Each Category Total Traders: 88 10 . . 33 18 14 14 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 59,429 Positions 3,303 28,177 740 29,782 13,851 1,114 13,116 6,202 3,101 2,317 1,375 803 5,153 4,066 Changes from: January 12, 2016 Total Change is: -5,277 -9 -4,031 277 -842 41 26 -3,551 -432 -872 350 -115 -120 -535 -50 Percent of Open Interest Represented by Each Category of Trader 5.6 47.4 1.2 50.1 23.3 1.9 22.1 10.4 5.2 3.9 2.3 1.4 8.7 6.8 Number of Traders in Each Category Total Traders: 201 15 23 5 35 22 6 39 34 21 18 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 297,147 Positions 16,515 140,883 3,702 148,911 69,254 5,570 65,580 31,011 15,506 11,586 6,875 4,014 25,763 20,332 Changes from: January 12, 2016 Total Change is: -26,385 -47 -20,157 1,383 -4,210 203 129 -17,757 -2,159 -4,358 1,752 -573 -602 -2,676 -251 Percent of Open Interest Represented by Each Category of Trader 5.6 47.4 1.2 50.1 23.3 1.9 22.1 10.4 5.2 3.9 2.3 1.4 8.7 6.8 Number of Traders in Each Category Total Traders: 201 15 23 5 35 22 6 39 34 21 18 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 423,044 Positions 187,484 36,497 2,081 106,064 199,875 23,843 74,736 127,910 4,886 6,400 9,444 84 17,466 18,424 Changes from: January 12, 2016 Total Change is: 16,997 8,782 7,374 -481 3,021 6,953 171 4,748 5,588 -1,218 309 -428 31 1,635 -993 Percent of Open Interest Represented by Each Category of Trader 44.3 8.6 0.5 25.1 47.2 5.6 17.7 30.2 1.2 1.5 2.2 0.0 4.1 4.4 Number of Traders in Each Category Total Traders: 263 20 13 4 51 57 25 34 58 13 12 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 43,963 Positions 439 11,660 0 19,650 573 54 9,304 5,964 0 4,416 21,030 0 10,100 4,682 Changes from: January 12, 2016 Total Change is: -4,215 -246 -5,121 0 -2,351 0 11 41 -74 0 -2,786 0 0 1,116 969 Percent of Open Interest Represented by Each Category of Trader 1.0 26.5 0.0 44.7 1.3 0.1 21.2 13.6 0.0 10.0 47.8 0.0 23.0 10.6 Number of Traders in Each Category Total Traders: 51 . 8 0 15 . . 15 5 0 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 87,769 Positions 19,927 9,241 1,832 19,822 3,306 518 26,029 13,675 1,917 6,499 630 0 11,225 56,650 Changes from: January 12, 2016 Total Change is: 6,178 -1,484 3,253 -435 1,666 -923 -25 3,963 2,913 247 404 95 0 1,842 1,053 Percent of Open Interest Represented by Each Category of Trader 22.7 10.5 2.1 22.6 3.8 0.6 29.7 15.6 2.2 7.4 0.7 0.0 12.8 64.5 Number of Traders in Each Category Total Traders: 102 17 13 . 12 4 . 23 23 6 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 188,820 Positions 7,665 90,593 365 123,559 68,815 7,778 37,931 10,258 3,013 1,773 2,792 0 6,736 5,206 Changes from: January 12, 2016 Total Change is: 3,079 -559 -312 64 -1,723 3,775 636 4,954 -1,581 55 -995 -382 0 647 824 Percent of Open Interest Represented by Each Category of Trader 4.1 48.0 0.2 65.4 36.4 4.1 20.1 5.4 1.6 0.9 1.5 0.0 3.6 2.8 Number of Traders in Each Category Total Traders: 120 8 12 . 36 29 16 15 10 4 4 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 504,204 Positions 34,164 151,414 2,058 223,924 173,527 95,252 101,135 48,987 12,327 12,657 8,399 1,436 21,251 10,804 Changes from: January 12, 2016 Total Change is: 22,933 8,873 -2,713 893 -11,804 16,972 9,471 16,594 -569 -3,087 19 2,256 -71 2,045 -219 Percent of Open Interest Represented by Each Category of Trader 6.8 30.0 0.4 44.4 34.4 18.9 20.1 9.7 2.4 2.5 1.7 0.3 4.2 2.1 Number of Traders in Each Category Total Traders: 256 21 20 6 62 48 38 34 32 19 23 16 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 682,871 Positions 6,104 52,623 26,882 222,303 139,226 126,741 43,985 56,461 80,577 7,391 40,240 13,799 155,089 146,323 Changes from: January 12, 2016 Total Change is: 47,737 985 -1,070 6,825 2,945 9,682 15,328 1,605 14,890 12,444 899 -13,703 1,978 4,727 1,362 Percent of Open Interest Represented by Each Category of Trader 0.9 7.7 3.9 32.6 20.4 18.6 6.4 8.3 11.8 1.1 5.9 2.0 22.7 21.4 Number of Traders in Each Category Total Traders: 154 5 14 14 37 30 38 27 24 33 5 12 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 619,831 Positions 6,496 66,556 840 384,761 120,877 59,809 23,552 266,741 10,748 8,706 9,197 604 124,315 84,459 Changes from: January 12, 2016 Total Change is: 4,321 1,188 -630 625 4,112 2,997 664 -5,206 2,904 176 -58 0 58 2,763 -2,473 Percent of Open Interest Represented by Each Category of Trader 1.0 10.7 0.1 62.1 19.5 9.6 3.8 43.0 1.7 1.4 1.5 0.1 20.1 13.6 Number of Traders in Each Category Total Traders: 103 . 9 4 49 14 32 9 13 10 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 1,054,593 Positions 22,709 98,099 10,531 333,240 268,173 99,083 303,433 248,191 48,003 121,388 129,706 9,263 106,942 143,543 Changes from: January 12, 2016 Total Change is: 2,701 -1,027 539 -2,425 -6,353 -19,699 -3,014 14,096 8,400 4,505 -4,786 10,582 1,818 -112 1,996 Percent of Open Interest Represented by Each Category of Trader 2.2 9.3 1.0 31.6 25.4 9.4 28.8 23.5 4.6 11.5 12.3 0.9 10.1 13.6 Number of Traders in Each Category Total Traders: 262 7 33 8 51 36 41 41 44 38 18 32 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 3,337,657 Positions 61,133 325,452 170,806 1,159,904 815,901 424,770 375,506 540,348 390,119 317,994 151,328 74,638 362,787 444,295 Changes from: January 12, 2016 Total Change is: 256,129 -9,240 58,419 40,192 51,491 65,798 12,471 39,056 7,628 85,617 -12,548 13,237 14,311 34,779 -41,544 Percent of Open Interest Represented by Each Category of Trader 1.8 9.8 5.1 34.8 24.4 12.7 11.3 16.2 11.7 9.5 4.5 2.2 10.9 13.3 Number of Traders in Each Category Total Traders: 371 14 46 43 55 81 83 56 58 80 24 37 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 2,862,545 Positions 42,025 351,883 63,739 1,421,573 450,493 414,581 276,269 790,225 220,035 101,984 188,366 20,667 301,671 362,556 Changes from: January 12, 2016 Total Change is: 157,902 8,673 68,320 -3,245 97,922 -22,275 28,055 42,884 43,362 31,319 -69,177 9,056 1,040 20,431 2,270 Percent of Open Interest Represented by Each Category of Trader 1.5 12.3 2.2 49.7 15.7 14.5 9.7 27.6 7.7 3.6 6.6 0.7 10.5 12.7 Number of Traders in Each Category Total Traders: 299 8 36 21 53 47 58 43 56 56 13 43 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 820,759 Positions 292,834 224,786 203,604 8,811 19,531 18,674 41,132 73,167 173,738 20,748 25,247 38,714 22,504 43,298 Changes from: January 12, 2016 Total Change is: 33,112 3,191 21,430 -328 1,205 -2,542 1,593 2,369 -7,940 18,475 3,113 -574 2,159 1,335 839 Percent of Open Interest Represented by Each Category of Trader 35.7 27.4 24.8 1.1 2.4 2.3 5.0 8.9 21.2 2.5 3.1 4.7 2.7 5.3 Number of Traders in Each Category Total Traders: 109 11 33 36 . 7 5 17 22 31 6 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 is18,630,085 Positions 2,745,846 1,765,621 3,766,136 1,006,247 1,351,218 684,308 741,218 1,019,109 7,315,476 467,665 429,314 1,144,304 758,883 1,154,599 Changes from: January 12, 2016 Total Change is: 723,889 -60,197 56,790 -7,343 49,480 -48,225 -23,808 127,044 70,958 609,276 15,811 53,230 426 13,201 12,586 Percent of Open Interest Represented by Each Category of Trader 14.7 9.5 20.2 5.4 7.3 3.7 4.0 5.5 39.3 2.5 2.3 6.1 4.1 6.2 Number of Traders in Each Category Total Traders: 318 26 63 85 12 30 33 47 81 104 20 34 40 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 31,237 Positions 5,951 2,833 0 410 15,360 0 19,879 9,554 0 4,244 2,758 603 150 129 Changes from: January 12, 2016 Total Change is: 2,418 1,692 1,622 0 0 1,120 0 472 -2 0 116 -439 93 45 24 Percent of Open Interest Represented by Each Category of Trader 19.1 9.1 0.0 1.3 49.2 0.0 63.6 30.6 0.0 13.6 8.8 1.9 0.5 0.4 Number of Traders in Each Category Total Traders: 51 . 4 0 . 13 0 4 14 0 5 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 32,548 Positions 2,427 1,845 0 155 14,699 1 28,338 10,679 0 1,305 5,035 0 322 289 Changes from: January 12, 2016 Total Change is: -1,507 -2,304 131 0 0 67 0 231 -1,475 0 380 -427 0 186 197 Percent of Open Interest Represented by Each Category of Trader 7.5 5.7 0.0 0.5 45.2 0.0 87.1 32.8 0.0 4.0 15.5 0.0 1.0 0.9 Number of Traders in Each Category Total Traders: 39 . . 0 . 8 . 6 7 0 4 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 76,515 Positions 458 56,973 34 20,341 161 1,312 21,064 10,601 1,654 22,498 4,083 115 9,039 1,582 Changes from: January 12, 2016 Total Change is: 2,369 -397 415 4 626 0 -38 1,010 2,076 101 2,114 -283 43 -1,094 52 Percent of Open Interest Represented by Each Category of Trader 0.6 74.5 0.0 26.6 0.2 1.7 27.5 13.9 2.2 29.4 5.3 0.2 11.8 2.1 Number of Traders in Each Category Total Traders: 149 4 . . 11 . . 38 15 11 63 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 277,758 Positions 41,103 62,718 23,150 25,020 6,960 36,402 71,269 63,406 36,166 2,995 6,757 14,423 27,230 27,776 Changes from: January 12, 2016 Total Change is: 34,695 -7,252 6,240 13,117 9,021 -14,668 -1,312 13,833 19,889 1,384 -1,494 3,330 304 7,094 6,411 Percent of Open Interest Represented by Each Category of Trader 14.8 22.6 8.3 9.0 2.5 13.1 25.7 22.8 13.0 1.1 2.4 5.2 9.8 10.0 Number of Traders in Each Category Total Traders: 159 13 16 17 11 7 6 46 36 49 10 9 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 19, 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 15,102 Positions 109 3,347 0 1,663 1,597 1,913 9,823 7,431 264 1,099 32 0 231 518 Changes from: January 12, 2016 Total Change is: 255 -552 103 0 -192 -57 -428 712 202 0 660 0 0 55 435 Percent of Open Interest Represented by Each Category of Trader 0.7 22.2 0.0 11.0 10.6 12.7 65.0 49.2 1.7 7.3 0.2 0.0 1.5 3.4 Number of Traders in Each Category Total Traders: 30 . . 0 5 . 4 5 7 . 5 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 22, 2016