Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 177,968
Positions
73,565 32,510 4,501 40,498 32,989 2,470 7,166 53,782 13,784 9,965 4,309 564 25,454 33,059
Changes from: February 9, 2016 Total Change is: 1,334
-498 8,264 -1,070 454 -1,857 190 528 -3,543 68 1,765 -444 104 -206 -378
Percent of Open Interest Represented by Each Category of Trader
41.3 18.3 2.5 22.8 18.5 1.4 4.0 30.2 7.7 5.6 2.4 0.3 14.3 18.6
Number of Traders in Each Category Total Traders: 88
7 5 10 7 12 5 8 32 15 11 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 51,913
Positions
25,588 2,676 1,206 1,236 2,225 0 10,270 24,012 3,781 0 400 0 9,833 17,613
Changes from: February 9, 2016 Total Change is: -4,485
-5,211 207 -101 0 -12 0 -353 -2,895 -183 0 0 0 1,363 -1,502
Percent of Open Interest Represented by Each Category of Trader
49.3 5.2 2.3 2.4 4.3 0.0 19.8 46.3 7.3 0.0 0.8 0.0 18.9 33.9
Number of Traders in Each Category Total Traders: 38
5 4 . . 4 0 9 14 13 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 291,121
Positions
180,043 4,339 9,828 3,967 90,908 2,973 46,563 103,738 23,222 2,574 13,898 4,245 17,705 37,969
Changes from: February 9, 2016 Total Change is: 9,218
-3,660 136 2,510 632 1,840 490 6,658 -407 2,090 26 -395 571 -100 2,384
Percent of Open Interest Represented by Each Category of Trader
61.8 1.5 3.4 1.4 31.2 1.0 16.0 35.6 8.0 0.9 4.8 1.5 6.1 13.0
Number of Traders in Each Category Total Traders: 114
13 6 11 . 24 8 26 31 19 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 296,330
Positions
72,224 98,720 10,824 31,768 57,583 9,636 69,098 51,804 27,188 38,768 6,303 4,455 32,368 29,816
Changes from: February 9, 2016 Total Change is: 17,932
-426 6,887 1,980 -268 5,462 1,325 7,410 -4,461 4,092 -663 4,248 913 3,569 -2,514
Percent of Open Interest Represented by Each Category of Trader
24.4 33.3 3.7 10.7 19.4 3.3 23.3 17.5 9.2 13.1 2.1 1.5 10.9 10.1
Number of Traders in Each Category Total Traders: 133
8 11 11 16 20 11 38 26 28 7 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 501,611
Positions
119,772 125,224 19,921 98,518 96,528 23,091 56,773 90,074 48,019 74,000 30,258 8,685 52,832 59,811
Changes from: February 9, 2016 Total Change is: -11,099
-9,479 10,484 1,146 -2,193 -2,120 424 1,676 -17,452 -1,062 -1,655 3,380 336 -291 -6,234
Percent of Open Interest Represented by Each Category of Trader
23.9 25.0 4.0 19.6 19.2 4.6 11.3 18.0 9.6 14.8 6.0 1.7 10.5 11.9
Number of Traders in Each Category Total Traders: 242
16 11 15 35 31 28 36 50 36 23 40 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 34,818
Positions
2,090 27,368 263 6,453 1,208 522 5,017 793 0 8,806 0 183 11,484 4,481
Changes from: February 9, 2016 Total Change is: -376
97 77 6 93 -2 -68 89 -565 -2 -588 0 -26 23 204
Percent of Open Interest Represented by Each Category of Trader
6.0 78.6 0.8 18.5 3.5 1.5 14.4 2.3 0.0 25.3 0.0 0.5 33.0 12.9
Number of Traders in Each Category Total Traders: 22
4 . . 6 . 4 4 . 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 127,532
Positions
48,411 11,260 4,937 21,115 8,961 2,476 20,941 34,777 8,932 482 27,722 1,820 18,418 26,647
Changes from: February 9, 2016 Total Change is: -1,386
-5,129 4,358 -366 205 -567 150 2,977 1,797 795 -18 -7,023 101 -101 -631
Percent of Open Interest Represented by Each Category of Trader
38.0 8.8 3.9 16.6 7.0 1.9 16.4 27.3 7.0 0.4 21.7 1.4 14.4 20.9
Number of Traders in Each Category Total Traders: 87
8 7 8 8 11 8 14 24 12 . 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 32,051
Positions
19,183 22,000 1,207 3,888 0 0 4,753 4,841 616 929 2,377 235 1,240 775
Changes from: February 9, 2016 Total Change is: 1,103
200 13 0 -250 0 0 695 1,110 9 153 0 0 296 -29
Percent of Open Interest Represented by Each Category of Trader
59.9 68.6 3.8 12.1 0.0 0.0 14.8 15.1 1.9 2.9 7.4 0.7 3.9 2.4
Number of Traders in Each Category Total Traders: 32
. 8 . . 0 0 7 5 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 162,163
Positions
65,740 54,952 197 48,892 5,697 864 19,427 65,091 20,879 2,538 5,647 289 3,336 8,546
Changes from: February 9, 2016 Total Change is: 5,752
-11,070 358 24 42,230 -458 -72 -19,572 10,676 -5,728 17 507 65 -143 380
Percent of Open Interest Represented by Each Category of Trader
40.5 33.9 0.1 30.1 3.5 0.5 12.0 40.1 12.9 1.6 3.5 0.2 2.1 5.3
Number of Traders in Each Category Total Traders: 130
8 5 . 8 9 . 20 55 18 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 13,713
Positions
1,562 5,713 0 5,725 160 0 5,219 4,262 122 141 2,282 0 944 1,174
Changes from: February 9, 2016 Total Change is: -692
0 0 0 -153 0 0 -463 -1,268 -18 6 647 0 -64 -53
Percent of Open Interest Represented by Each Category of Trader
11.4 41.7 0.0 41.7 1.2 0.0 38.1 31.1 0.9 1.0 16.6 0.0 6.9 8.6
Number of Traders in Each Category Total Traders: 26
. . 0 . . 0 . 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 33,596
Positions
19,084 3,720 142 1,602 14,776 1 7,364 8,467 1,380 1,417 955 0 2,606 4,155
Changes from: February 9, 2016 Total Change is: 52
641 179 30 383 1,369 0 -624 -2,034 -18 -122 75 0 -238 451
Percent of Open Interest Represented by Each Category of Trader
56.8 11.1 0.4 4.8 44.0 0.0 21.9 25.2 4.1 4.2 2.8 0.0 7.8 12.4
Number of Traders in Each Category Total Traders: 62
9 . . . 4 . 15 23 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 34,879
Positions
14,594 11,268 925 3,272 843 592 5,744 10,523 2,118 1,605 425 1,126 4,903 7,060
Changes from: February 9, 2016 Total Change is: -555
454 -1,441 113 307 -1,404 119 -730 1,313 201 -637 -40 83 -463 502
Percent of Open Interest Represented by Each Category of Trader
41.8 32.3 2.7 9.4 2.4 1.7 16.5 30.2 6.1 4.6 1.2 3.2 14.1 20.2
Number of Traders in Each Category Total Traders: 87
20 13 4 11 . 5 13 19 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 69,757
Positions
29,187 22,535 1,850 6,544 1,685 1,184 11,488 21,047 4,236 3,210 849 2,251 9,806 14,119
Changes from: February 9, 2016 Total Change is: -1,110
908 -2,882 225 613 -2,807 237 -1,460 2,626 401 -1,274 -79 165 -926 1,004
Percent of Open Interest Represented by Each Category of Trader
41.8 32.3 2.7 9.4 2.4 1.7 16.5 30.2 6.1 4.6 1.2 3.2 14.1 20.2
Number of Traders in Each Category Total Traders: 87
20 13 4 11 . 5 13 19 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 970,623
Positions
103,805 62,370 79,016 249,628 198,921 73,808 76,054 147,821 160,909 25,985 43,074 45,184 156,235 159,521
Changes from: February 9, 2016 Total Change is: 88
-1,318 5,902 12,997 -1,674 -4,313 -2,631 -665 -313 -5,709 2,911 -5,470 -3,021 -803 2,646
Percent of Open Interest Represented by Each Category of Trader
10.7 6.4 8.1 25.7 20.5 7.6 7.8 15.2 16.6 2.7 4.4 4.7 16.1 16.4
Number of Traders in Each Category Total Traders: 652
36 37 39 121 96 105 79 134 118 68 81 84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 202,096
Positions
61,294 21,592 7,186 29,596 17,861 5,441 12,250 7,864 38,275 2,479 6,186 10,045 35,530 87,644
Changes from: February 9, 2016 Total Change is: -2,569
7,239 10,055 -1,669 3,327 -727 -774 -3,408 592 -7,400 15 -634 -1,013 1,114 -1,000
Percent of Open Interest Represented by Each Category of Trader
30.3 10.7 3.6 14.6 8.8 2.7 6.1 3.9 18.9 1.2 3.1 5.0 17.6 43.4
Number of Traders in Each Category Total Traders: 84
12 9 9 12 8 10 16 15 29 . 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 3,842,637
Positions
394,749 386,083 176,952 1,143,909 949,043 298,089 374,865 755,628 557,324 127,547 194,456 165,681 603,521 359,382
Changes from: February 9, 2016 Total Change is: 13,285
-2,912 19,104 33,464 -19,693 -12,622 -14,598 20,882 2,643 1,287 15,142 -23,520 -10,703 -9,585 18,230
Percent of Open Interest Represented by Each Category of Trader
10.3 10.0 4.6 29.8 24.7 7.8 9.8 19.7 14.5 3.3 5.1 4.3 15.7 9.4
Number of Traders in Each Category Total Traders: 636
31 42 38 116 95 98 73 135 112 69 75 79
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 101,784
Positions
35,991 3,313 123 40,250 78,129 3,377 13,237 9,978 901 252 584 0 7,653 5,379
Changes from: February 9, 2016 Total Change is: 1,020
1,482 37 69 -1,931 475 301 380 660 352 -40 0 0 407 -874
Percent of Open Interest Represented by Each Category of Trader
35.4 3.3 0.1 39.5 76.8 3.3 13.0 9.8 0.9 0.2 0.6 0.0 7.5 5.3
Number of Traders in Each Category Total Traders: 91
11 . . 34 18 14 12 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 59,166
Positions
11,183 18,384 995 25,344 14,107 931 8,727 11,591 4,360 2,126 1,749 1,028 4,470 6,019
Changes from: February 9, 2016 Total Change is: -4,323
188 -4,352 30 710 314 -774 -2,776 1,255 -499 -346 -965 -389 -467 1,057
Percent of Open Interest Represented by Each Category of Trader
18.9 31.1 1.7 42.8 23.8 1.6 14.8 19.6 7.4 3.6 3.0 1.7 7.6 10.2
Number of Traders in Each Category Total Traders: 209
14 24 6 34 24 11 31 49 27 15 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 295,830
Positions
55,913 91,922 4,977 126,720 70,534 4,656 43,637 57,955 21,802 10,631 8,745 5,142 22,352 30,097
Changes from: February 9, 2016 Total Change is: -21,616
939 -21,758 148 3,552 1,569 -3,872 -13,878 6,276 -2,494 -1,729 -4,823 -1,945 -2,337 5,283
Percent of Open Interest Represented by Each Category of Trader
18.9 31.1 1.7 42.8 23.8 1.6 14.8 19.6 7.4 3.6 3.0 1.7 7.6 10.2
Number of Traders in Each Category Total Traders: 209
14 24 6 34 24 11 31 49 27 15 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 436,878
Positions
191,147 33,925 1,536 112,030 225,075 24,993 74,079 115,116 7,235 10,355 9,613 223 15,280 19,162
Changes from: February 9, 2016 Total Change is: -2,892
-3,733 -1,946 -190 2,862 3,161 -1,097 -3,552 -4,339 1,816 2,334 -333 -37 -1,294 74
Percent of Open Interest Represented by Each Category of Trader
43.8 7.8 0.4 25.6 51.5 5.7 17.0 26.3 1.7 2.4 2.2 0.1 3.5 4.4
Number of Traders in Each Category Total Traders: 272
24 11 . 52 60 26 36 62 18 11 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 41,184
Positions
4,896 6,553 164 17,364 843 60 6,175 7,380 524 4,441 21,030 0 7,560 4,630
Changes from: February 9, 2016 Total Change is: -307
273 74 58 -69 42 -28 -694 -163 524 -245 -271 0 -126 -543
Percent of Open Interest Represented by Each Category of Trader
11.9 15.9 0.4 42.2 2.0 0.1 15.0 17.9 1.3 10.8 51.1 0.0 18.4 11.2
Number of Traders in Each Category Total Traders: 49
4 8 . 12 . . 9 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 105,307
Positions
26,174 13,798 5,436 17,674 3,711 4 34,864 7,789 1,887 7,056 1,491 65 12,147 71,126
Changes from: February 9, 2016 Total Change is: 4,280
510 -617 1,508 2,190 -475 -5 1,683 -2,138 -618 -1,573 596 65 520 5,964
Percent of Open Interest Represented by Each Category of Trader
24.9 13.1 5.2 16.8 3.5 0.0 33.1 7.4 1.8 6.7 1.4 0.1 11.5 67.5
Number of Traders in Each Category Total Traders: 93
19 12 4 13 . . 27 11 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 201,971
Positions
11,789 101,800 486 125,931 73,806 7,683 43,971 7,393 2,855 2,731 2,724 8 6,517 5,216
Changes from: February 9, 2016 Total Change is: -101
2,328 489 0 1,395 -862 241 -3,711 448 -242 238 -139 -1 -349 -35
Percent of Open Interest Represented by Each Category of Trader
5.8 50.4 0.2 62.4 36.5 3.8 21.8 3.7 1.4 1.4 1.3 0.0 3.2 2.6
Number of Traders in Each Category Total Traders: 127
9 12 . 36 28 14 18 10 5 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 545,770
Positions
37,548 145,407 3,981 265,243 196,551 93,124 103,324 72,683 6,718 17,542 14,158 2,356 15,934 10,792
Changes from: February 9, 2016 Total Change is: 7,130
-517 7,172 1,269 8,352 -302 -7,568 4,616 5,685 -980 893 2,221 467 598 -834
Percent of Open Interest Represented by Each Category of Trader
6.9 26.6 0.7 48.6 36.0 17.1 18.9 13.3 1.2 3.2 2.6 0.4 2.9 2.0
Number of Traders in Each Category Total Traders: 276
21 22 7 71 49 37 24 46 18 27 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 779,269
Positions
4,148 57,772 60,079 213,353 148,635 130,909 49,798 50,259 126,916 7,476 25,603 19,313 167,276 159,782
Changes from: February 9, 2016 Total Change is: 11,591
-3,326 14,165 6,359 -1,976 -14,794 -591 -7,689 -7,822 7,021 -3,310 -7,047 7,489 7,616 6,812
Percent of Open Interest Represented by Each Category of Trader
0.5 7.4 7.7 27.4 19.1 16.8 6.4 6.4 16.3 1.0 3.3 2.5 21.5 20.5
Number of Traders in Each Category Total Traders: 157
5 18 18 37 29 39 22 27 35 7 12 11
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 2016
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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 :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 642,882
Positions
3,678 85,713 1,261 389,069 120,437 58,062 26,475 280,567 11,104 9,314 8,253 0 143,919 77,485
Changes from: February 9, 2016 Total Change is: 10,842
318 5,999 -781 1,188 -1,255 -2,089 -3,100 9,823 3 1,530 935 0 13,773 -1,793
Percent of Open Interest Represented by Each Category of Trader
0.6 13.3 0.2 60.5 18.7 9.0 4.1 43.6 1.7 1.4 1.3 0.0 22.4 12.1
Number of Traders in Each Category Total Traders: 97
. 8 4 47 14 31 9 12 11 4 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 2016
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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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,229,483
Positions
16,812 137,318 6,850 350,766 201,950 107,792 364,538 349,027 124,450 105,865 120,147 24,027 128,383 157,922
Changes from: February 9, 2016 Total Change is: 7,148
-5,827 -13,773 -984 -7,118 -24,224 3,981 14,428 6,542 31,843 -31,368 -3,764 839 1,354 6,689
Percent of Open Interest Represented by Each Category of Trader
1.4 11.2 0.6 28.5 16.4 8.8 29.6 28.4 10.1 8.6 9.8 2.0 10.4 12.8
Number of Traders in Each Category Total Traders: 250
7 25 9 56 35 44 39 41 42 17 30 13
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 2016
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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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,927,628
Positions
76,599 309,223 310,799 1,168,445 801,523 419,883 434,429 719,097 628,736 363,300 160,868 108,272 417,165 469,225
Changes from: February 9, 2016 Total Change is: 153,032
11,769 -16,201 34,595 1,336 -1,050 -23,803 -11,185 31,510 102,614 9,345 6,008 17,952 10,409 1,406
Percent of Open Interest Represented by Each Category of Trader
2.0 7.9 7.9 29.7 20.4 10.7 11.1 18.3 16.0 9.2 4.1 2.8 10.6 11.9
Number of Traders in Each Category Total Traders: 383
19 41 51 61 79 82 62 60 85 27 34 33
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,130,653
Positions
46,609 334,965 128,751 1,340,044 448,359 450,904 341,490 863,696 336,714 137,991 182,721 32,703 315,447 351,840
Changes from: February 9, 2016 Total Change is: -21,927
8,487 -36,931 14,420 -53,130 6,114 -1,457 -14,887 12,218 11,002 9,088 -14,171 6,559 -2,009 -19,681
Percent of Open Interest Represented by Each Category of Trader
1.5 10.7 4.1 42.8 14.3 14.4 10.9 27.6 10.8 4.4 5.8 1.0 10.1 11.2
Number of Traders in Each Category Total Traders: 301
10 31 24 58 48 61 48 51 64 17 38 23
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 795,490
Positions
322,232 182,364 226,304 4,139 3,338 18,658 23,970 115,907 145,799 15,878 42,130 16,414 22,095 44,575
Changes from: February 9, 2016 Total Change is: -12,767
5,500 14,600 -1,068 0 -5,981 -8,214 -2,154 -4,636 -8,288 -2,330 -3,239 6,240 -2,453 -2,181
Percent of Open Interest Represented by Each Category of Trader
40.5 22.9 28.4 0.5 0.4 2.3 3.0 14.6 18.3 2.0 5.3 2.1 2.8 5.6
Number of Traders in Each Category Total Traders: 103
13 28 34 . 4 4 13 33 31 4 4 5
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is20,290,152
Positions
2,492,098 1,813,735 3,722,612 995,735 1,433,428 678,816 774,754 654,995 9,029,395 419,786 475,981 1,295,288 881,668 1,185,902
Changes from: February 9, 2016 Total Change is: -607,559
15,575 -82,160 -82,202 -46,846 -24,619 -159,385 -105,396 40,155 -185,750 2,665 -11,557 -45,774 -445 -56,267
Percent of Open Interest Represented by Each Category of Trader
12.3 8.9 18.3 4.9 7.1 3.3 3.8 3.2 44.5 2.1 2.3 6.4 4.3 5.8
Number of Traders in Each Category Total Traders: 314
27 60 84 11 31 35 41 87 102 22 29 35
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,714
Positions
4,680 5,521 0 310 12,345 109 17,897 8,468 0 6,301 2,900 277 140 94
Changes from: February 9, 2016 Total Change is: 194
-72 708 0 0 -228 97 553 -554 0 -383 147 18 -19 6
Percent of Open Interest Represented by Each Category of Trader
15.8 18.6 0.0 1.0 41.5 0.4 60.2 28.5 0.0 21.2 9.8 0.9 0.5 0.3
Number of Traders in Each Category Total Traders: 43
. 4 0 . 11 . 5 9 0 5 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 37,725
Positions
1,483 7,679 0 438 15,887 245 33,139 9,063 0 2,350 4,781 0 70 70
Changes from: February 9, 2016 Total Change is: -423
-217 715 0 -64 -362 244 -578 -656 0 300 -410 0 -108 46
Percent of Open Interest Represented by Each Category of Trader
3.9 20.4 0.0 1.2 42.1 0.6 87.8 24.0 0.0 6.2 12.7 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 37
. 4 0 . 9 . 7 6 0 . 7 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 70,308
Positions
916 47,831 88 15,107 2,253 838 25,090 13,026 2,495 18,798 613 102 6,874 3,063
Changes from: February 9, 2016 Total Change is: -5,903
161 -5,893 2 -1,992 -575 259 -2,518 1,215 -766 -709 -521 -9 -329 386
Percent of Open Interest Represented by Each Category of Trader
1.3 68.0 0.1 21.5 3.2 1.2 35.7 18.5 3.5 26.7 0.9 0.1 9.8 4.4
Number of Traders in Each Category Total Traders: 116
5 . . 4 4 . 30 21 11 42 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 266,868
Positions
22,084 74,147 26,124 40,364 6,819 30,434 63,239 47,796 44,521 4,859 2,200 13,287 21,956 21,540
Changes from: February 9, 2016 Total Change is: 5,264
913 7,063 3,536 -3,997 -286 5,053 -517 -12,909 7,578 -30 -6 -1,879 -5,393 -2,886
Percent of Open Interest Represented by Each Category of Trader
8.3 27.8 9.8 15.1 2.6 11.4 23.7 17.9 16.7 1.8 0.8 5.0 8.2 8.1
Number of Traders in Each Category Total Traders: 155
9 17 20 15 4 5 44 40 56 8 9 14
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,300
Positions
30 3,442 0 4,298 1,780 1,332 9,681 9,333 264 280 0 0 415 149
Changes from: February 9, 2016 Total Change is: -723
-196 198 0 903 -904 -267 -1,144 1,201 0 -42 -1,000 0 23 49
Percent of Open Interest Represented by Each Category of Trader
0.2 21.1 0.0 26.4 10.9 8.2 59.4 57.3 1.6 1.7 0.0 0.0 2.5 0.9
Number of Traders in Each Category Total Traders: 29
. . 0 6 . 4 6 8 . . 0 0
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Updated February 19, 2016