Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 177,435
Positions
72,587 39,405 4,349 38,776 27,707 2,920 8,064 51,129 14,623 10,095 4,468 637 25,383 32,197
Changes from: February 16, 2016 Total Change is: -533
-977 6,895 -152 -1,722 -5,282 449 898 -2,653 839 130 159 73 -71 -861
Percent of Open Interest Represented by Each Category of Trader
40.9 22.2 2.5 21.9 15.6 1.6 4.5 28.8 8.2 5.7 2.5 0.4 14.3 18.1
Number of Traders in Each Category Total Traders: 88
6 6 10 8 8 5 10 32 16 12 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 51,209
Positions
27,538 2,255 1,085 807 2,238 0 10,179 22,060 3,981 0 400 0 7,620 19,189
Changes from: February 16, 2016 Total Change is: -704
1,950 -421 -121 -429 13 0 -91 -1,951 200 0 0 0 -2,213 1,576
Percent of Open Interest Represented by Each Category of Trader
53.8 4.4 2.1 1.6 4.4 0.0 19.9 43.1 7.8 0.0 0.8 0.0 14.9 37.5
Number of Traders in Each Category Total Traders: 36
6 . . . 4 0 9 13 13 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 298,486
Positions
170,495 4,346 14,619 3,173 83,131 4,633 47,114 101,306 28,939 2,527 16,363 5,322 21,664 39,827
Changes from: February 16, 2016 Total Change is: 7,365
-9,548 7 4,791 -794 -7,777 1,660 551 -2,432 5,717 -47 2,465 1,077 3,959 1,858
Percent of Open Interest Represented by Each Category of Trader
57.1 1.5 4.9 1.1 27.9 1.6 15.8 33.9 9.7 0.8 5.5 1.8 7.3 13.3
Number of Traders in Each Category Total Traders: 114
11 7 11 . 25 8 26 29 20 7 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 309,999
Positions
73,532 107,621 11,955 30,884 57,853 10,907 73,302 53,796 31,015 40,276 1,913 5,151 32,977 29,788
Changes from: February 16, 2016 Total Change is: 13,669
1,308 8,901 1,131 -884 270 1,271 4,204 1,992 3,827 1,508 -4,390 696 609 -29
Percent of Open Interest Represented by Each Category of Trader
23.7 34.7 3.9 10.0 18.7 3.5 23.6 17.4 10.0 13.0 0.6 1.7 10.6 9.6
Number of Traders in Each Category Total Traders: 137
7 12 11 14 22 11 39 29 29 8 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 497,724
Positions
122,674 126,817 23,066 111,053 96,084 23,920 55,686 83,871 47,510 53,905 29,065 7,582 52,329 59,809
Changes from: February 16, 2016 Total Change is: -3,887
2,902 1,593 3,145 12,535 -444 829 -1,087 -6,203 -509 -20,095 -1,193 -1,103 -503 -2
Percent of Open Interest Represented by Each Category of Trader
24.6 25.5 4.6 22.3 19.3 4.8 11.2 16.9 9.5 10.8 5.8 1.5 10.5 12.0
Number of Traders in Each Category Total Traders: 233
15 12 15 35 33 28 37 39 33 24 38 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 34,513
Positions
2,137 27,017 172 13,018 1,208 903 4,649 793 87 2,019 0 0 11,528 4,333
Changes from: February 16, 2016 Total Change is: -305
47 -351 -91 6,565 0 381 -368 0 87 -6,787 0 -183 44 -148
Percent of Open Interest Represented by Each Category of Trader
6.2 78.3 0.5 37.7 3.5 2.6 13.5 2.3 0.3 5.8 0.0 0.0 33.4 12.6
Number of Traders in Each Category Total Traders: 22
4 . . 7 . 5 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 137,161
Positions
48,899 23,138 4,674 21,248 7,349 2,999 26,572 32,413 9,678 953 29,351 1,648 20,488 25,910
Changes from: February 16, 2016 Total Change is: 9,629
487 11,878 -262 133 -1,611 524 5,632 -2,365 746 471 1,629 -171 2,070 -737
Percent of Open Interest Represented by Each Category of Trader
35.7 16.9 3.4 15.5 5.4 2.2 19.4 23.6 7.1 0.7 21.4 1.2 14.9 18.9
Number of Traders in Each Category Total Traders: 87
8 7 9 8 8 6 16 24 14 . 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 30,389
Positions
18,113 21,016 1,207 3,838 0 0 4,392 4,119 644 805 2,377 235 1,155 791
Changes from: February 16, 2016 Total Change is: -1,662
-1,070 -984 0 -50 0 0 -361 -722 28 -124 0 0 -85 16
Percent of Open Interest Represented by Each Category of Trader
59.6 69.2 4.0 12.6 0.0 0.0 14.5 13.6 2.1 2.6 7.8 0.8 3.8 2.6
Number of Traders in Each Category Total Traders: 31
. 8 . . 0 0 7 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 146,568
Positions
77,603 54,748 272 11,748 4,604 686 27,774 50,577 21,553 2,767 5,453 713 3,452 7,962
Changes from: February 16, 2016 Total Change is: -15,595
11,863 -204 75 -37,144 -1,093 -178 8,346 -14,515 674 229 -194 423 116 -583
Percent of Open Interest Represented by Each Category of Trader
52.9 37.4 0.2 8.0 3.1 0.5 18.9 34.5 14.7 1.9 3.7 0.5 2.4 5.4
Number of Traders in Each Category Total Traders: 118
8 4 5 7 8 . 20 48 18 10 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 12,936
Positions
1,562 5,713 0 6,638 160 0 3,280 3,115 241 146 2,382 0 1,069 1,325
Changes from: February 16, 2016 Total Change is: -777
0 0 0 913 0 0 -1,939 -1,147 119 5 100 0 125 151
Percent of Open Interest Represented by Each Category of Trader
12.1 44.2 0.0 51.3 1.2 0.0 25.4 24.1 1.9 1.1 18.4 0.0 8.3 10.2
Number of Traders in Each Category Total Traders: 24
. . 0 . . 0 4 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 32,618
Positions
16,636 3,709 144 1,352 13,920 0 8,925 8,715 1,211 1,497 1,086 0 2,853 3,833
Changes from: February 16, 2016 Total Change is: -978
-2,448 -11 2 -250 -856 -1 1,561 248 -169 80 131 0 247 -322
Percent of Open Interest Represented by Each Category of Trader
51.0 11.4 0.4 4.1 42.7 0.0 27.4 26.7 3.7 4.6 3.3 0.0 8.7 11.8
Number of Traders in Each Category Total Traders: 57
9 . . . . 0 15 18 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 31,789
Positions
11,238 10,511 991 3,950 927 541 6,170 8,225 1,563 1,506 495 902 4,930 7,635
Changes from: February 16, 2016 Total Change is: -3,090
-3,356 -757 66 678 85 -51 425 -2,299 -556 -99 71 -224 27 575
Percent of Open Interest Represented by Each Category of Trader
35.4 33.1 3.1 12.4 2.9 1.7 19.4 25.9 4.9 4.7 1.6 2.8 15.5 24.0
Number of Traders in Each Category Total Traders: 86
19 10 5 8 4 4 15 21 6 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 63,578
Positions
22,475 21,022 1,982 7,899 1,854 1,082 12,339 16,449 3,125 3,011 990 1,804 9,860 15,269
Changes from: February 16, 2016 Total Change is: -6,179
-6,712 -1,514 132 1,355 169 -102 851 -4,597 -1,111 -199 141 -447 54 1,150
Percent of Open Interest Represented by Each Category of Trader
35.4 33.1 3.1 12.4 2.9 1.7 19.4 25.9 4.9 4.7 1.6 2.8 15.5 24.0
Number of Traders in Each Category Total Traders: 86
19 10 5 8 4 4 15 21 6 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 920,664
Positions
113,997 63,988 72,524 251,021 195,029 69,540 70,424 140,621 112,225 22,736 46,366 38,984 169,213 181,386
Changes from: February 16, 2016 Total Change is: -49,960
10,192 1,618 -6,491 1,393 -3,892 -4,268 -5,630 -7,200 -48,684 -3,249 3,292 -6,200 12,978 21,866
Percent of Open Interest Represented by Each Category of Trader
12.4 7.0 7.9 27.3 21.2 7.6 7.6 15.3 12.2 2.5 5.0 4.2 18.4 19.7
Number of Traders in Each Category Total Traders: 648
37 35 38 116 100 108 77 142 109 58 82 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 192,751
Positions
67,021 16,715 6,141 25,773 18,581 5,213 12,237 7,736 27,242 2,428 5,928 8,957 37,739 96,238
Changes from: February 16, 2016 Total Change is: -9,345
5,727 -4,877 -1,045 -3,823 720 -228 -13 -129 -11,034 -50 -258 -1,087 2,209 8,593
Percent of Open Interest Represented by Each Category of Trader
34.8 8.7 3.2 13.4 9.6 2.7 6.3 4.0 14.1 1.3 3.1 4.6 19.6 49.9
Number of Traders in Each Category Total Traders: 83
12 8 9 12 8 10 13 19 29 . 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 3,639,563
Positions
384,041 385,530 182,754 1,163,488 919,480 284,389 364,311 737,800 351,542 111,357 212,011 140,314 657,368 425,744
Changes from: February 16, 2016 Total Change is: -203,074
-10,708 -553 5,802 19,578 -29,563 -13,701 -10,554 -17,828 -205,782 -16,189 17,555 -25,367 53,846 66,362
Percent of Open Interest Represented by Each Category of Trader
10.6 10.6 5.0 32.0 25.3 7.8 10.0 20.3 9.7 3.1 5.8 3.9 18.1 11.7
Number of Traders in Each Category Total Traders: 632
32 40 37 112 98 102 74 140 103 59 77 70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 98,133
Positions
35,405 3,163 64 39,375 74,024 3,131 12,479 11,177 319 256 554 0 7,104 5,701
Changes from: February 16, 2016 Total Change is: -3,651
-586 -150 -59 -875 -4,105 -246 -758 1,199 -582 4 -30 0 -549 322
Percent of Open Interest Represented by Each Category of Trader
36.1 3.2 0.1 40.1 75.4 3.2 12.7 11.4 0.3 0.3 0.6 0.0 7.2 5.8
Number of Traders in Each Category Total Traders: 90
12 . . 34 18 15 11 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 55,180
Positions
11,025 18,553 930 25,153 13,157 1,188 7,691 10,186 2,559 1,986 2,058 722 3,924 5,826
Changes from: February 16, 2016 Total Change is: -3,986
-158 169 -65 -191 -950 256 -1,036 -1,404 -1,801 -140 309 -306 -546 -194
Percent of Open Interest Represented by Each Category of Trader
20.0 33.6 1.7 45.6 23.8 2.2 13.9 18.5 4.6 3.6 3.7 1.3 7.1 10.6
Number of Traders in Each Category Total Traders: 209
12 25 7 35 24 11 27 54 24 13 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 275,898
Positions
55,125 92,765 4,652 125,767 65,785 5,938 38,457 50,932 12,796 9,929 10,289 3,612 19,622 29,129
Changes from: February 16, 2016 Total Change is: -19,932
-788 843 -325 -953 -4,749 1,282 -5,179 -7,022 -9,006 -702 1,544 -1,530 -2,730 -968
Percent of Open Interest Represented by Each Category of Trader
20.0 33.6 1.7 45.6 23.8 2.2 13.9 18.5 4.6 3.6 3.7 1.3 7.1 10.6
Number of Traders in Each Category Total Traders: 209
12 25 7 35 24 11 27 54 24 13 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 434,693
Positions
195,789 28,445 1,858 113,953 217,644 23,810 73,571 126,181 4,105 7,661 9,816 165 13,781 22,669
Changes from: February 16, 2016 Total Change is: -2,185
4,642 -5,480 322 1,923 -7,431 -1,183 -508 11,065 -3,130 -2,694 203 -58 -1,499 3,507
Percent of Open Interest Represented by Each Category of Trader
45.0 6.5 0.4 26.2 50.1 5.5 16.9 29.0 0.9 1.8 2.3 0.0 3.2 5.2
Number of Traders in Each Category Total Traders: 263
23 11 4 53 58 29 32 60 15 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 40,093
Positions
4,688 6,225 130 16,643 815 73 6,326 6,702 504 4,312 21,030 0 7,417 4,614
Changes from: February 16, 2016 Total Change is: -1,091
-208 -328 -34 -721 -28 13 151 -678 -20 -129 0 0 -143 -16
Percent of Open Interest Represented by Each Category of Trader
11.7 15.5 0.3 41.5 2.0 0.2 15.8 16.7 1.3 10.8 52.5 0.0 18.5 11.5
Number of Traders in Each Category Total Traders: 46
. 7 . 12 . . 8 8 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 100,935
Positions
28,719 13,114 4,194 15,158 3,979 766 31,884 9,028 2,013 7,031 0 55 11,115 67,786
Changes from: February 16, 2016 Total Change is: -4,372
2,545 -684 -1,242 -2,516 268 762 -2,980 1,239 126 -25 -1,491 -10 -1,032 -3,340
Percent of Open Interest Represented by Each Category of Trader
28.5 13.0 4.2 15.0 3.9 0.8 31.6 8.9 2.0 7.0 0.0 0.1 11.0 67.2
Number of Traders in Each Category Total Traders: 85
18 12 4 10 5 . 23 11 11 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 203,124
Positions
8,824 103,084 449 129,102 70,237 7,782 44,193 10,909 2,785 3,196 2,591 4 6,789 5,283
Changes from: February 16, 2016 Total Change is: 1,153
-2,965 1,284 -37 3,171 -3,569 99 222 3,516 -70 465 -133 -4 272 67
Percent of Open Interest Represented by Each Category of Trader
4.3 50.7 0.2 63.6 34.6 3.8 21.8 5.4 1.4 1.6 1.3 0.0 3.3 2.6
Number of Traders in Each Category Total Traders: 127
8 13 . 38 27 14 15 11 5 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 546,106
Positions
30,660 156,507 2,883 273,056 170,997 92,386 106,534 88,366 6,022 19,034 16,510 1,882 13,649 10,553
Changes from: February 16, 2016 Total Change is: 336
-6,888 11,100 -1,098 7,813 -25,554 -738 3,210 15,683 -696 1,492 2,352 -474 -2,285 -239
Percent of Open Interest Represented by Each Category of Trader
5.6 28.7 0.5 50.0 31.3 16.9 19.5 16.2 1.1 3.5 3.0 0.3 2.5 1.9
Number of Traders in Each Category Total Traders: 281
20 23 6 74 46 39 27 45 18 29 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 642,253
Positions
5,547 53,329 26,813 191,355 146,064 99,548 46,274 46,560 79,139 7,389 19,820 8,350 177,839 162,631
Changes from: February 16, 2016 Total Change is: -137,016
1,399 -4,442 -33,266 -21,999 -2,571 -31,361 -3,525 -3,700 -47,778 -87 -5,783 -10,964 10,563 2,849
Percent of Open Interest Represented by Each Category of Trader
0.9 8.3 4.2 29.8 22.7 15.5 7.2 7.2 12.3 1.2 3.1 1.3 27.7 25.3
Number of Traders in Each Category Total Traders: 141
7 14 14 34 26 36 23 24 34 4 9 8
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Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 662,652
Positions
0 81,156 1,354 373,708 116,487 57,140 28,930 275,074 35,053 7,699 8,203 0 158,768 88,185
Changes from: February 16, 2016 Total Change is: 19,770
-3,678 -4,557 93 -15,361 -3,950 -922 2,455 -5,493 23,949 -1,615 -50 0 14,849 10,700
Percent of Open Interest Represented by Each Category of Trader
0.0 12.2 0.2 56.4 17.6 8.6 4.4 41.5 5.3 1.2 1.2 0.0 24.0 13.3
Number of Traders in Each Category Total Traders: 92
0 7 . 45 13 30 11 11 11 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,160,928
Positions
14,162 119,796 11,041 352,201 200,759 104,854 371,047 339,030 84,928 55,023 120,240 21,927 145,745 158,353
Changes from: February 16, 2016 Total Change is: -68,555
-2,650 -17,522 4,191 1,436 -1,191 -2,939 6,509 -9,996 -39,521 -50,842 93 -2,100 17,362 431
Percent of Open Interest Represented by Each Category of Trader
1.2 10.3 1.0 30.3 17.3 9.0 32.0 29.2 7.3 4.7 10.4 1.9 12.6 13.6
Number of Traders in Each Category Total Traders: 254
7 27 15 56 36 43 46 34 42 17 30 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,515,002
Positions
80,187 308,547 157,887 1,134,805 890,192 395,067 506,317 709,179 361,070 374,731 160,259 70,233 434,705 462,569
Changes from: February 16, 2016 Total Change is: -412,626
3,589 -677 -152,912 -33,641 88,669 -24,816 71,888 -9,919 -267,666 11,431 -609 -38,039 17,540 -6,656
Percent of Open Interest Represented by Each Category of Trader
2.3 8.8 4.5 32.3 25.3 11.2 14.4 20.2 10.3 10.7 4.6 2.0 12.4 13.2
Number of Traders in Each Category Total Traders: 364
16 37 41 60 79 77 61 54 80 28 29 29
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Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 2,807,833
Positions
41,770 296,721 57,425 1,299,374 466,019 376,964 338,586 808,812 197,756 134,192 170,206 22,946 338,820 410,985
Changes from: February 16, 2016 Total Change is: -322,820
-4,838 -38,244 -71,327 -40,670 17,660 -73,940 -2,905 -54,884 -138,958 -3,798 -12,516 -9,758 23,373 59,145
Percent of Open Interest Represented by Each Category of Trader
1.5 10.6 2.0 46.3 16.6 13.4 12.1 28.8 7.0 4.8 6.1 0.8 12.1 14.6
Number of Traders in Each Category Total Traders: 284
9 29 22 51 50 59 50 48 62 14 33 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 816,828
Positions
345,223 175,267 235,775 5,339 7,830 15,980 22,245 134,840 146,311 7,274 42,312 16,716 21,965 41,797
Changes from: February 16, 2016 Total Change is: 21,338
22,991 -7,097 9,470 1,200 4,492 -2,678 -1,725 18,933 512 -8,604 182 302 -130 -2,778
Percent of Open Interest Represented by Each Category of Trader
42.3 21.5 28.9 0.7 1.0 2.0 2.7 16.5 17.9 0.9 5.2 2.0 2.7 5.1
Number of Traders in Each Category Total Traders: 107
14 29 35 . 5 5 16 30 31 5 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 is20,277,832
Positions
2,506,208 1,709,345 3,678,305 1,032,702 1,468,774 728,139 794,435 709,227 9,007,115 355,721 437,073 1,278,767 896,440 1,261,087
Changes from: February 16, 2016 Total Change is: -12,320
14,111 -104,389 -44,307 36,968 35,346 49,323 19,680 54,232 -22,280 -64,065 -38,907 -16,521 14,772 75,185
Percent of Open Interest Represented by Each Category of Trader
12.4 8.4 18.1 5.1 7.2 3.6 3.9 3.5 44.4 1.8 2.2 6.3 4.4 6.2
Number of Traders in Each Category Total Traders: 318
29 57 83 11 32 35 48 86 109 17 31 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 30,694
Positions
4,944 5,377 0 310 12,819 136 18,996 8,766 0 5,778 3,069 421 109 106
Changes from: February 16, 2016 Total Change is: 980
264 -144 0 0 474 27 1,099 298 0 -523 169 144 -31 12
Percent of Open Interest Represented by Each Category of Trader
16.1 17.5 0.0 1.0 41.8 0.4 61.9 28.6 0.0 18.8 10.0 1.4 0.4 0.3
Number of Traders in Each Category Total Traders: 50
. 4 0 . 13 . 6 12 0 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 40,086
Positions
1,535 9,449 0 466 15,939 245 35,335 9,325 0 2,372 5,031 0 133 97
Changes from: February 16, 2016 Total Change is: 2,361
52 1,770 0 28 52 0 2,196 262 0 22 250 0 63 27
Percent of Open Interest Represented by Each Category of Trader
3.8 23.6 0.0 1.2 39.8 0.6 88.1 23.3 0.0 5.9 12.6 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 38
. . 0 . 9 . 7 5 0 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 69,607
Positions
679 46,502 105 15,079 2,368 887 24,746 12,436 3,572 18,505 1,213 94 5,941 2,430
Changes from: February 16, 2016 Total Change is: -701
-237 -1,329 17 -28 115 49 -344 -590 1,077 -293 600 -8 -934 -632
Percent of Open Interest Represented by Each Category of Trader
1.0 66.8 0.2 21.7 3.4 1.3 35.6 17.9 5.1 26.6 1.7 0.1 8.5 3.5
Number of Traders in Each Category Total Traders: 115
. 4 . 4 5 . 28 18 12 42 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 248,064
Positions
21,757 75,788 17,721 60,477 8,935 29,261 42,913 42,397 42,871 3,369 1,396 7,854 21,841 21,841
Changes from: February 16, 2016 Total Change is: -18,804
-327 1,641 -8,403 20,113 2,116 -1,173 -20,326 -5,399 -1,650 -1,490 -804 -5,433 -115 301
Percent of Open Interest Represented by Each Category of Trader
8.8 30.6 7.1 24.4 3.6 11.8 17.3 17.1 17.3 1.4 0.6 3.2 8.8 8.8
Number of Traders in Each Category Total Traders: 145
10 15 19 17 6 8 36 38 43 8 6 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 23, 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 17,247
Positions
0 3,340 0 5,994 2,461 1,354 8,965 9,679 264 350 0 0 320 149
Changes from: February 16, 2016 Total Change is: 947
-30 -102 0 1,696 681 22 -716 346 0 70 0 0 -95 0
Percent of Open Interest Represented by Each Category of Trader
0.0 19.4 0.0 34.8 14.3 7.9 52.0 56.1 1.5 2.0 0.0 0.0 1.9 0.9
Number of Traders in Each Category Total Traders: 28
0 . 0 7 . 4 5 8 . . 0 0
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Updated February 26, 2016