Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 182,522 Positions 76,070 9,961 7,012 39,253 39,825 3,383 6,368 57,761 16,429 8,968 4,945 542 24,497 42,663 Changes from: January 26, 2016 Total Change is: -7,101 -4,999 6,282 210 2,301 -3,659 705 -2,448 -13,827 -78 -264 1,783 169 -2,697 1,314 Percent of Open Interest Represented by Each Category of Trader 41.7 5.5 3.8 21.5 21.8 1.9 3.5 31.6 9.0 4.9 2.7 0.3 13.4 23.4 Number of Traders in Each Category Total Traders: 92 10 4 12 7 11 5 10 34 16 11 5 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 62,621 Positions 36,072 2,005 577 1,236 2,247 0 15,656 30,392 2,685 0 10 62 6,332 24,643 Changes from: January 26, 2016 Total Change is: 3,936 2,511 1,555 76 0 17 0 770 1,143 196 0 -21 22 362 949 Percent of Open Interest Represented by Each Category of Trader 57.6 3.2 0.9 2.0 3.6 0.0 25.0 48.5 4.3 0.0 0.0 0.1 10.1 39.4 Number of Traders in Each Category Total Traders: 42 6 . . . 4 0 12 15 10 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 308,316 Positions 194,085 4,734 9,180 3,722 82,242 3,440 39,950 111,223 31,087 1,497 14,576 7,123 18,231 44,711 Changes from: January 26, 2016 Total Change is: 1,101 3,124 -285 1,017 694 -7,282 -1,518 -3,077 6,995 2,153 116 -1,057 1,223 -2,630 -144 Percent of Open Interest Represented by Each Category of Trader 63.0 1.5 3.0 1.2 26.7 1.1 13.0 36.1 10.1 0.5 4.7 2.3 5.9 14.5 Number of Traders in Each Category Total Traders: 121 14 6 11 4 23 8 20 43 23 5 6 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 271,193 Positions 67,887 72,154 7,318 24,325 59,112 10,490 71,942 57,619 19,211 40,245 4,644 6,136 23,639 34,509 Changes from: January 26, 2016 Total Change is: -9,820 4,010 -22,016 1,633 -6,066 329 2,286 -5,599 -2,541 1,383 746 1,878 1,809 -10,023 5,418 Percent of Open Interest Represented by Each Category of Trader 25.0 26.6 2.7 9.0 21.8 3.9 26.5 21.2 7.1 14.8 1.7 2.3 8.7 12.7 Number of Traders in Each Category Total Traders: 136 6 11 11 15 25 12 32 32 24 8 7 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 465,299 Positions 128,552 64,791 15,962 98,946 108,752 19,737 43,462 118,484 34,169 72,278 23,773 8,004 44,188 71,626 Changes from: January 26, 2016 Total Change is: 5,467 -6,013 27,591 421 3,623 -3,707 -2,819 4,031 -10,977 1,816 20,566 -1,123 706 -16,863 -6,441 Percent of Open Interest Represented by Each Category of Trader 27.6 13.9 3.4 21.3 23.4 4.2 9.3 25.5 7.3 15.5 5.1 1.7 9.5 15.4 Number of Traders in Each Category Total Traders: 235 17 10 15 34 34 30 29 53 37 25 33 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 34,847 Positions 1,686 27,303 0 6,838 1,210 614 4,160 1,348 0 9,212 0 193 12,144 4,179 Changes from: January 26, 2016 Total Change is: 3,000 -7 2,842 0 582 -84 -4 -367 555 0 7,196 0 193 -4,593 -502 Percent of Open Interest Represented by Each Category of Trader 4.8 78.4 0.0 19.6 3.5 1.8 11.9 3.9 0.0 26.4 0.0 0.6 34.8 12.0 Number of Traders in Each Category Total Traders: 22 . . 0 6 . 4 . . 0 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 136,856 Positions 75,723 1,918 4,334 12,553 12,730 2,807 13,808 37,584 7,756 801 34,905 1,349 17,724 33,473 Changes from: January 26, 2016 Total Change is: -5,049 -9,698 573 -809 6,802 2,221 -472 -543 -3,455 -208 152 -330 30 -303 -2,598 Percent of Open Interest Represented by Each Category of Trader 55.3 1.4 3.2 9.2 9.3 2.1 10.1 27.5 5.7 0.6 25.5 1.0 13.0 24.5 Number of Traders in Each Category Total Traders: 89 12 4 10 8 11 7 12 26 14 . 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 31,144 Positions 18,940 21,990 1,207 4,188 0 0 4,290 3,920 592 779 2,324 235 913 876 Changes from: January 26, 2016 Total Change is: 857 -111 -63 0 -100 0 0 1,250 658 0 -114 112 0 -68 150 Percent of Open Interest Represented by Each Category of Trader 60.8 70.6 3.9 13.4 0.0 0.0 13.8 12.6 1.9 2.5 7.5 0.8 2.9 2.8 Number of Traders in Each Category Total Traders: 30 . 8 . . 0 0 7 4 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 167,224 Positions 69,946 54,614 246 46,266 5,767 1,358 22,211 69,913 20,643 2,377 5,744 252 3,925 8,688 Changes from: January 26, 2016 Total Change is: -1,390 1,109 -13 -1 1,090 -48 -605 -3,190 -616 150 -312 -934 27 341 650 Percent of Open Interest Represented by Each Category of Trader 41.8 32.7 0.1 27.7 3.4 0.8 13.3 41.8 12.3 1.4 3.4 0.2 2.3 5.2 Number of Traders in Each Category Total Traders: 129 8 4 . 7 9 . 24 54 16 8 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 14,279 Positions 1,562 5,713 0 5,489 160 0 5,903 5,716 1 627 1,483 0 697 1,206 Changes from: January 26, 2016 Total Change is: -4,391 -363 3,082 -1,933 -85 160 0 -103 -692 -2,469 495 -2,591 0 67 52 Percent of Open Interest Represented by Each Category of Trader 10.9 40.0 0.0 38.4 1.1 0.0 41.3 40.0 0.0 4.4 10.4 0.0 4.9 8.4 Number of Traders in Each Category Total Traders: 26 . . 0 . . 0 4 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 30,979 Positions 16,316 1,609 77 1,141 9,732 1 7,874 12,855 1,111 1,949 981 0 2,510 4,613 Changes from: January 26, 2016 Total Change is: 542 2,782 -69 -20 -293 266 0 -2,196 766 407 -250 -92 0 112 -716 Percent of Open Interest Represented by Each Category of Trader 52.7 5.2 0.2 3.7 31.4 0.0 25.4 41.5 3.6 6.3 3.2 0.0 8.1 14.9 Number of Traders in Each Category Total Traders: 69 9 . . . 5 . 13 27 6 5 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 32,619 Positions 12,596 10,820 657 2,614 3,206 468 6,226 7,050 1,751 2,383 726 849 5,075 7,093 Changes from: January 26, 2016 Total Change is: -293 -636 -1,903 207 -327 623 -57 -247 -313 708 505 -88 5 -450 524 Percent of Open Interest Represented by Each Category of Trader 38.6 33.2 2.0 8.0 9.8 1.4 19.1 21.6 5.4 7.3 2.2 2.6 15.6 21.7 Number of Traders in Each Category Total Traders: 83 19 12 5 8 4 4 15 14 7 7 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 65,238 Positions 25,192 21,639 1,313 5,228 6,412 936 12,453 14,099 3,502 4,766 1,452 1,699 10,150 14,186 Changes from: January 26, 2016 Total Change is: -586 -1,272 -3,807 414 -654 1,246 -113 -495 -625 1,416 1,009 -175 9 -900 1,049 Percent of Open Interest Represented by Each Category of Trader 38.6 33.2 2.0 8.0 9.8 1.4 19.1 21.6 5.4 7.3 2.2 2.6 15.6 21.7 Number of Traders in Each Category Total Traders: 83 19 12 5 8 4 4 15 14 7 7 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 902,242 Positions 109,306 51,776 51,659 248,011 196,389 71,247 66,810 153,740 148,157 21,983 40,625 41,752 143,319 146,899 Changes from: January 26, 2016 Total Change is: 31,431 12,588 -9,334 9,394 6,721 -5,221 4,167 -8,791 11,652 4,718 -1,415 2,177 -596 4,644 14,475 Percent of Open Interest Represented by Each Category of Trader 12.1 5.7 5.7 27.5 21.8 7.9 7.4 17.0 16.4 2.4 4.5 4.6 15.9 16.3 Number of Traders in Each Category Total Traders: 650 37 34 39 118 99 102 81 137 116 74 70 79 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 177,351 Positions 49,878 7,805 6,777 25,565 18,865 4,913 12,791 11,110 33,798 2,382 6,537 9,313 31,934 78,232 Changes from: January 26, 2016 Total Change is: 16,034 12,884 -339 484 -103 -240 231 1,619 3,592 2,477 29 42 69 -1,655 9,717 Percent of Open Interest Represented by Each Category of Trader 28.1 4.4 3.8 14.4 10.6 2.8 7.2 6.3 19.1 1.3 3.7 5.3 18.0 44.1 Number of Traders in Each Category Total Traders: 82 10 8 9 14 6 10 16 16 30 5 7 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 3,624,457 Positions 411,879 334,592 109,671 1,149,061 924,450 294,840 340,360 783,416 501,527 107,315 179,748 152,881 556,922 343,332 Changes from: January 26, 2016 Total Change is: 76,986 24,880 -18,623 18,192 30,868 -28,162 22,931 -35,155 57,190 -5,684 -13,534 4,361 2,990 31,497 23,790 Percent of Open Interest Represented by Each Category of Trader 11.4 9.2 3.0 31.7 25.5 8.1 9.4 21.6 13.8 3.0 5.0 4.2 15.4 9.5 Number of Traders in Each Category Total Traders: 631 34 36 36 113 97 97 76 136 109 74 65 75 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 102,247 Positions 34,223 4,563 80 45,058 75,608 2,918 12,579 11,536 439 555 554 0 6,395 6,549 Changes from: January 26, 2016 Total Change is: -1,188 -3,101 99 3 4,081 -3,294 310 -2,044 658 -27 555 0 0 -965 1,063 Percent of Open Interest Represented by Each Category of Trader 33.5 4.5 0.1 44.1 73.9 2.9 12.3 11.3 0.4 0.5 0.5 0.0 6.3 6.4 Number of Traders in Each Category Total Traders: 95 11 . . 37 18 14 11 11 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 58,682 Positions 8,690 23,649 825 25,097 12,010 943 10,617 10,558 3,606 3,731 1,143 944 4,229 5,004 Changes from: January 26, 2016 Total Change is: 374 1,013 -2,077 36 -387 -406 -15 -211 2,160 65 202 84 86 -414 441 Percent of Open Interest Represented by Each Category of Trader 14.8 40.3 1.4 42.8 20.5 1.6 18.1 18.0 6.1 6.4 1.9 1.6 7.2 8.5 Number of Traders in Each Category Total Traders: 203 14 21 7 37 24 7 37 35 25 21 14 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 293,409 Positions 43,448 118,243 4,124 125,484 60,052 4,717 53,085 52,790 18,029 18,653 5,715 4,721 21,147 25,018 Changes from: January 26, 2016 Total Change is: 1,868 5,063 -10,385 178 -1,934 -2,029 -77 -1,055 10,799 326 1,009 420 429 -2,071 2,207 Percent of Open Interest Represented by Each Category of Trader 14.8 40.3 1.4 42.8 20.5 1.6 18.1 18.0 6.1 6.4 1.9 1.6 7.2 8.5 Number of Traders in Each Category Total Traders: 203 14 21 7 37 24 7 37 35 25 21 14 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 419,551 Positions 189,040 34,739 1,432 111,216 200,715 25,172 66,841 123,350 5,097 6,298 9,862 213 14,241 18,971 Changes from: January 26, 2016 Total Change is: 4,438 6,699 -3,941 -45 4,813 1,077 183 -4,919 4,919 -10 -22 1,203 -109 -2,152 1,161 Percent of Open Interest Represented by Each Category of Trader 45.1 8.3 0.3 26.5 47.8 6.0 15.9 29.4 1.2 1.5 2.4 0.1 3.4 4.5 Number of Traders in Each Category Total Traders: 279 25 11 . 52 61 27 31 70 17 12 17 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 42,282 Positions 4,618 7,355 92 18,761 932 50 7,344 7,405 0 3,743 21,325 13 7,661 5,110 Changes from: January 26, 2016 Total Change is: -929 -282 87 -72 85 89 8 2,346 -335 -160 -220 18 13 -2,647 -577 Percent of Open Interest Represented by Each Category of Trader 10.9 17.4 0.2 44.4 2.2 0.1 17.4 17.5 0.0 8.9 50.4 0.0 18.1 12.1 Number of Traders in Each Category Total Traders: 50 . 7 . 13 . . 10 9 0 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 94,529 Positions 24,028 10,884 3,259 14,798 3,623 8 32,339 6,632 2,679 6,556 2,184 0 10,862 65,260 Changes from: January 26, 2016 Total Change is: -7,937 -2,668 -2,798 385 -6,343 502 -4 843 -1,594 1,157 -1,344 2,184 0 37 -7,769 Percent of Open Interest Represented by Each Category of Trader 25.4 11.5 3.4 15.7 3.8 0.0 34.2 7.0 2.8 6.9 2.3 0.0 11.5 69.0 Number of Traders in Each Category Total Traders: 91 18 10 . 13 . . 27 10 9 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 196,967 Positions 5,545 99,974 311 125,819 67,502 8,861 44,429 8,770 2,863 2,548 2,614 4 6,587 6,068 Changes from: January 26, 2016 Total Change is: 760 -1,272 3,150 37 -1,905 -515 1,020 2,541 -3,681 18 195 248 4 122 479 Percent of Open Interest Represented by Each Category of Trader 2.8 50.8 0.2 63.9 34.3 4.5 22.6 4.5 1.5 1.3 1.3 0.0 3.3 3.1 Number of Traders in Each Category Total Traders: 123 7 10 . 39 27 16 17 9 4 7 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 523,662 Positions 39,633 128,916 1,387 247,001 197,652 99,986 94,113 64,313 7,014 17,618 11,314 1,446 15,464 11,634 Changes from: January 26, 2016 Total Change is: 480 -5,134 -21,367 -244 9,707 6,118 5,044 -7,672 11,853 -2,374 5,490 2,557 -751 -3,586 -356 Percent of Open Interest Represented by Each Category of Trader 7.6 24.6 0.3 47.2 37.7 19.1 18.0 12.3 1.3 3.4 2.2 0.3 3.0 2.2 Number of Traders in Each Category Total Traders: 263 18 22 6 63 50 35 26 43 16 27 14 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 691,227 Positions 7,657 52,023 32,042 215,520 148,350 124,711 47,149 47,854 83,152 7,671 35,438 10,662 162,664 156,995 Changes from: January 26, 2016 Total Change is: 50,662 3,902 -8,891 9,604 -11,198 8,403 12,756 6,924 -6,690 23,403 784 3,431 2,208 2,278 6,438 Percent of Open Interest Represented by Each Category of Trader 1.1 7.5 4.6 31.2 21.5 18.0 6.8 6.9 12.0 1.1 5.1 1.5 23.5 22.7 Number of Traders in Each Category Total Traders: 149 6 13 15 35 32 40 21 25 31 4 13 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 629,412 Positions 2,937 70,348 764 383,489 122,443 60,395 30,582 278,897 10,845 7,784 9,073 0 132,616 76,647 Changes from: January 26, 2016 Total Change is: 1,307 -284 -1,744 -847 -10,383 1,211 96 3,873 7,485 -90 -776 0 0 9,718 -4,804 Percent of Open Interest Represented by Each Category of Trader 0.5 11.2 0.1 60.9 19.5 9.6 4.9 44.3 1.7 1.2 1.4 0.0 21.1 12.2 Number of Traders in Each Category Total Traders: 108 . 8 . 49 16 30 12 16 12 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 1,145,378 Positions 25,050 134,369 3,523 349,392 248,956 103,186 327,583 288,322 71,414 129,820 129,236 17,033 118,377 149,339 Changes from: January 26, 2016 Total Change is: 58,558 5,467 29,534 -6,596 10,837 -17,220 1,560 6,108 26,433 23,011 6,162 -1,032 6,651 5,358 -3,783 Percent of Open Interest Represented by Each Category of Trader 2.2 11.7 0.3 30.5 21.7 9.0 28.6 25.2 6.2 11.3 11.3 1.5 10.3 13.0 Number of Traders in Each Category Total Traders: 261 9 31 8 52 36 46 41 43 40 17 32 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 3,513,687 Positions 63,600 320,474 177,922 1,156,155 802,416 438,491 437,842 649,464 411,901 345,210 155,893 81,437 401,128 475,687 Changes from: January 26, 2016 Total Change is: 236,903 3,262 -6,396 53,870 -38,297 -35,121 39,193 -6,372 29,534 123,756 20,303 -1,818 13,201 27,987 20,684 Percent of Open Interest Represented by Each Category of Trader 1.8 9.1 5.1 32.9 22.8 12.5 12.5 18.5 11.7 9.8 4.4 2.3 11.4 13.5 Number of Traders in Each Category Total Traders: 371 10 41 40 62 81 83 65 55 86 22 35 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 3,010,040 Positions 36,477 336,482 81,692 1,448,754 449,051 418,589 347,224 875,598 233,389 116,942 223,077 21,213 305,759 370,948 Changes from: January 26, 2016 Total Change is: 123,023 -10,447 -340 14,443 26,549 8,646 32,849 28,551 -14,251 24,906 180 46,526 6,268 -276 3,976 Percent of Open Interest Represented by Each Category of Trader 1.2 11.2 2.7 48.1 14.9 13.9 11.5 29.1 7.8 3.9 7.4 0.7 10.2 12.3 Number of Traders in Each Category Total Traders: 293 9 30 20 52 48 59 40 56 54 14 44 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 768,816 Positions 284,012 148,719 204,398 4,139 12,208 32,040 26,181 118,696 156,135 17,911 35,455 20,180 23,820 40,985 Changes from: January 26, 2016 Total Change is: -90,918 -22,994 -84,677 -14,278 -4,672 -5,447 8,399 -5,547 31,000 -19,516 -16,286 12,683 -17,449 1,425 -1,633 Percent of Open Interest Represented by Each Category of Trader 36.9 19.3 26.6 0.5 1.6 4.2 3.4 15.4 20.3 2.3 4.6 2.6 3.1 5.3 Number of Traders in Each Category Total Traders: 107 13 28 34 . 4 5 12 30 31 . 9 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 is19,728,045 Positions 2,585,840 1,909,017 3,627,925 1,044,327 1,513,787 736,434 917,717 770,990 8,272,814 474,280 443,192 1,247,374 821,335 1,206,511 Changes from: January 26, 2016 Total Change is: 832,271 -39,342 91,940 30,757 -6,835 42,929 22,637 98,432 -115,553 670,781 -6,139 26,575 51,200 10,780 11,005 Percent of Open Interest Represented by Each Category of Trader 13.1 9.7 18.4 5.3 7.7 3.7 4.7 3.9 41.9 2.4 2.2 6.3 4.2 6.1 Number of Traders in Each Category Total Traders: 322 27 61 82 12 30 33 39 90 104 21 35 39 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 29,660 Positions 5,486 3,040 0 310 14,345 0 18,604 8,945 0 4,768 2,827 376 116 127 Changes from: January 26, 2016 Total Change is: -1,526 -145 34 0 0 -607 0 -1,483 -372 0 251 -448 -175 26 42 Percent of Open Interest Represented by Each Category of Trader 18.5 10.2 0.0 1.0 48.4 0.0 62.7 30.2 0.0 16.1 9.5 1.3 0.4 0.4 Number of Traders in Each Category Total Traders: 46 . . 0 . 13 0 5 11 0 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 31,894 Positions 1,796 1,896 0 155 15,274 1 28,822 9,209 0 1,040 5,489 0 80 25 Changes from: January 26, 2016 Total Change is: -695 361 -387 0 0 298 0 -935 -743 0 -121 229 0 0 -92 Percent of Open Interest Represented by Each Category of Trader 5.6 5.9 0.0 0.5 47.9 0.0 90.4 28.9 0.0 3.3 17.2 0.0 0.3 0.1 Number of Traders in Each Category Total Traders: 42 5 . 0 . 9 . 5 8 0 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 76,408 Positions 303 57,090 69 19,169 64 1,482 21,533 10,523 2,147 22,415 3,411 83 9,208 1,539 Changes from: January 26, 2016 Total Change is: 308 -7 -563 39 -789 -97 157 1,497 1,253 424 -1,154 -807 -110 250 11 Percent of Open Interest Represented by Each Category of Trader 0.4 74.7 0.1 25.1 0.1 1.9 28.2 13.8 2.8 29.3 4.5 0.1 12.1 2.0 Number of Traders in Each Category Total Traders: 144 . 5 . 11 . . 38 16 9 58 9 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 252,613 Positions 22,900 68,661 19,282 50,169 6,942 29,694 56,338 49,274 33,748 2,094 3,343 14,625 23,763 27,044 Changes from: January 26, 2016 Total Change is: 3,266 -282 -335 3,649 18,809 208 -7,412 -13,879 2,491 310 -354 -430 585 1,840 4,200 Percent of Open Interest Represented by Each Category of Trader 9.1 27.2 7.6 19.9 2.7 11.8 22.3 19.5 13.4 0.8 1.3 5.8 9.4 10.7 Number of Traders in Each Category Total Traders: 147 12 12 17 13 5 6 42 35 46 8 9 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 2, 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 16,722 Positions 220 3,244 0 2,960 2,366 1,863 10,709 8,114 264 322 782 0 384 89 Changes from: January 26, 2016 Total Change is: 335 111 -255 0 178 918 -155 1,938 -924 0 -1,750 750 0 13 1 Percent of Open Interest Represented by Each Category of Trader 1.3 19.4 0.0 17.7 14.1 11.1 64.0 48.5 1.6 1.9 4.7 0.0 2.3 0.5 Number of Traders in Each Category Total Traders: 33 . . 0 5 4 4 8 7 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 5, 2016