Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 184,469
Positions
74,354 46,435 5,830 40,850 29,462 5,291 5,901 41,686 16,542 9,036 4,776 1,120 25,545 33,327
Changes from: February 23, 2016 Total Change is: 7,034
1,766 7,030 1,481 2,074 1,755 2,372 -2,163 -9,443 1,919 -1,059 308 483 162 1,130
Percent of Open Interest Represented by Each Category of Trader
40.3 25.2 3.2 22.1 16.0 2.9 3.2 22.6 9.0 4.9 2.6 0.6 13.8 18.1
Number of Traders in Each Category Total Traders: 86
6 6 9 7 10 5 11 28 15 12 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 50,499
Positions
27,620 1,733 1,347 807 2,177 0 10,631 21,718 3,107 0 400 0 6,988 20,017
Changes from: February 23, 2016 Total Change is: -710
83 -522 262 0 -61 0 452 -342 -875 0 0 0 -632 828
Percent of Open Interest Represented by Each Category of Trader
54.7 3.4 2.7 1.6 4.3 0.0 21.1 43.0 6.2 0.0 0.8 0.0 13.8 39.6
Number of Traders in Each Category Total Traders: 37
7 . 4 . 4 0 8 14 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 321,242
Positions
188,036 4,778 15,845 3,142 84,937 6,173 47,297 111,571 32,641 904 16,301 6,147 21,058 42,849
Changes from: February 23, 2016 Total Change is: 22,756
17,541 431 1,226 -31 1,806 1,540 183 10,265 3,702 -1,624 -62 825 -606 3,022
Percent of Open Interest Represented by Each Category of Trader
58.5 1.5 4.9 1.0 26.4 1.9 14.7 34.7 10.2 0.3 5.1 1.9 6.6 13.3
Number of Traders in Each Category Total Traders: 118
12 7 11 4 27 10 26 33 21 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 312,646
Positions
70,415 109,192 15,717 29,814 52,174 8,989 77,605 50,604 32,580 40,038 4,156 7,777 29,710 31,456
Changes from: February 23, 2016 Total Change is: 2,647
-3,116 1,571 3,762 -1,070 -5,679 -1,918 4,303 -3,192 1,565 -238 2,243 2,626 -3,267 1,668
Percent of Open Interest Represented by Each Category of Trader
22.5 34.9 5.0 9.5 16.7 2.9 24.8 16.2 10.4 12.8 1.3 2.5 9.5 10.1
Number of Traders in Each Category Total Traders: 138
7 12 12 17 21 11 39 27 29 7 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 503,904
Positions
125,039 93,458 29,433 109,687 101,088 24,486 55,892 101,572 49,898 50,956 26,958 9,132 49,382 67,881
Changes from: February 23, 2016 Total Change is: 6,180
2,364 -33,359 6,367 -1,366 5,003 565 206 17,700 2,388 -2,949 -2,107 1,550 -2,946 8,072
Percent of Open Interest Represented by Each Category of Trader
24.8 18.5 5.8 21.8 20.1 4.9 11.1 20.2 9.9 10.1 5.3 1.8 9.8 13.5
Number of Traders in Each Category Total Traders: 241
16 11 14 35 34 29 35 48 37 24 38 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 34,144
Positions
2,048 26,680 279 12,730 1,255 1,293 4,655 793 9 2,022 0 0 11,108 3,835
Changes from: February 23, 2016 Total Change is: -369
-89 -337 107 -288 47 390 6 0 -78 3 0 0 -420 -498
Percent of Open Interest Represented by Each Category of Trader
6.0 78.1 0.8 37.3 3.7 3.8 13.6 2.3 0.0 5.9 0.0 0.0 32.5 11.2
Number of Traders in Each Category Total Traders: 21
4 . . 7 . 6 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 140,118
Positions
48,008 32,154 5,210 24,269 7,264 2,353 28,184 30,613 9,697 1,429 25,456 1,866 19,101 25,504
Changes from: February 23, 2016 Total Change is: 2,957
-891 9,016 536 3,021 -85 -646 1,611 -1,800 20 476 -3,895 218 -1,388 -406
Percent of Open Interest Represented by Each Category of Trader
34.3 22.9 3.7 17.3 5.2 1.7 20.1 21.8 6.9 1.0 18.2 1.3 13.6 18.2
Number of Traders in Each Category Total Traders: 88
8 8 10 10 8 7 16 25 15 . 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 30,521
Positions
17,672 21,462 1,207 3,788 0 0 4,080 3,403 986 1,251 2,377 235 1,302 851
Changes from: February 23, 2016 Total Change is: 132
-441 446 0 -50 0 0 -312 -716 342 446 0 0 147 60
Percent of Open Interest Represented by Each Category of Trader
57.9 70.3 4.0 12.4 0.0 0.0 13.4 11.1 3.2 4.1 7.8 0.8 4.3 2.8
Number of Traders in Each Category Total Traders: 30
. 8 . . 0 0 7 4 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 142,201
Positions
79,035 54,857 526 12,738 4,630 686 24,241 49,978 18,812 2,357 5,498 293 3,514 6,922
Changes from: February 23, 2016 Total Change is: -4,367
1,432 109 254 990 26 0 -3,533 -599 -2,742 -411 45 -420 62 -1,041
Percent of Open Interest Represented by Each Category of Trader
55.6 38.6 0.4 9.0 3.3 0.5 17.0 35.1 13.2 1.7 3.9 0.2 2.5 4.9
Number of Traders in Each Category Total Traders: 117
9 5 5 8 8 . 21 44 20 10 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 14,911
Positions
1,297 5,577 412 6,912 320 0 4,690 4,184 534 0 2,408 0 1,066 1,476
Changes from: February 23, 2016 Total Change is: 1,975
-265 -136 412 274 160 0 1,410 1,069 293 -146 26 0 -3 151
Percent of Open Interest Represented by Each Category of Trader
8.7 37.4 2.8 46.4 2.1 0.0 31.5 28.1 3.6 0.0 16.1 0.0 7.1 9.9
Number of Traders in Each Category Total Traders: 27
. . . . . 0 5 13 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 31,473
Positions
14,591 3,811 164 1,279 10,824 0 10,352 9,966 1,308 1,481 1,373 0 2,298 4,027
Changes from: February 23, 2016 Total Change is: -1,145
-2,045 102 20 -73 -3,096 0 1,427 1,251 97 -16 287 0 -555 194
Percent of Open Interest Represented by Each Category of Trader
46.4 12.1 0.5 4.1 34.4 0.0 32.9 31.7 4.2 4.7 4.4 0.0 7.3 12.8
Number of Traders in Each Category Total Traders: 62
9 . . . 4 0 15 20 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 34,247
Positions
11,332 11,797 1,352 5,086 769 231 6,545 9,905 1,544 1,476 692 889 5,793 7,070
Changes from: February 23, 2016 Total Change is: 2,458
95 1,286 361 1,137 -159 -311 376 1,680 -19 -30 197 -13 863 -564
Percent of Open Interest Represented by Each Category of Trader
33.1 34.4 3.9 14.9 2.2 0.7 19.1 28.9 4.5 4.3 2.0 2.6 16.9 20.6
Number of Traders in Each Category Total Traders: 87
18 11 6 11 . 5 19 17 8 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 68,494
Positions
22,664 23,593 2,704 10,172 1,537 461 13,091 19,810 3,087 2,952 1,383 1,778 11,585 14,141
Changes from: February 23, 2016 Total Change is: 4,916
189 2,572 722 2,273 -317 -621 752 3,361 -38 -59 393 -26 1,725 -1,128
Percent of Open Interest Represented by Each Category of Trader
33.1 34.4 3.9 14.9 2.2 0.7 19.1 28.9 4.5 4.3 2.0 2.6 16.9 20.6
Number of Traders in Each Category Total Traders: 87
18 11 6 11 . 5 19 17 8 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 955,017
Positions
128,133 72,853 68,945 241,512 193,017 71,735 70,917 139,093 132,135 24,031 47,802 38,727 178,881 190,710
Changes from: February 23, 2016 Total Change is: 34,353
14,136 8,864 -3,579 -9,509 -2,011 2,195 493 -1,528 19,910 1,295 1,435 -257 9,668 9,324
Percent of Open Interest Represented by Each Category of Trader
13.4 7.6 7.2 25.3 20.2 7.5 7.4 14.6 13.8 2.5 5.0 4.1 18.7 20.0
Number of Traders in Each Category Total Traders: 634
37 36 42 113 99 106 69 138 114 47 93 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 209,099
Positions
69,990 15,386 7,101 21,673 19,990 5,214 16,561 10,974 33,440 2,439 5,630 10,354 42,329 101,010
Changes from: February 23, 2016 Total Change is: 16,348
2,969 -1,329 960 -4,100 1,409 1 4,324 3,238 6,198 10 -297 1,396 4,589 4,772
Percent of Open Interest Represented by Each Category of Trader
33.5 7.4 3.4 10.4 9.6 2.5 7.9 5.2 16.0 1.2 2.7 5.0 20.2 48.3
Number of Traders in Each Category Total Traders: 82
13 7 9 12 7 10 15 15 29 . 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 3,729,589
Positions
411,140 407,761 188,796 1,125,834 891,770 305,970 366,958 735,770 398,300 116,997 219,889 132,832 682,762 448,502
Changes from: February 23, 2016 Total Change is: 90,026
27,099 22,231 6,042 -37,653 -27,711 21,581 2,647 -2,030 46,758 5,640 7,878 -7,482 25,394 22,758
Percent of Open Interest Represented by Each Category of Trader
11.0 10.9 5.1 30.2 23.9 8.2 9.8 19.7 10.7 3.1 5.9 3.6 18.3 12.0
Number of Traders in Each Category Total Traders: 616
32 41 40 110 96 101 68 134 106 47 87 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 95,249
Positions
33,040 4,065 151 39,037 70,465 3,050 11,840 11,634 424 254 745 0 7,453 4,715
Changes from: February 23, 2016 Total Change is: -2,884
-2,365 902 87 -338 -3,559 -81 -639 457 105 -2 191 0 349 -986
Percent of Open Interest Represented by Each Category of Trader
34.7 4.3 0.2 41.0 74.0 3.2 12.4 12.2 0.4 0.3 0.8 0.0 7.8 5.0
Number of Traders in Each Category Total Traders: 89
11 4 . 34 18 14 8 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 55,202
Positions
8,845 21,164 1,000 26,019 10,994 1,284 7,774 9,121 3,259 1,943 2,221 687 4,391 5,472
Changes from: February 23, 2016 Total Change is: 22
-2,180 2,611 69 866 -2,163 97 82 -1,066 700 -43 163 -36 466 -354
Percent of Open Interest Represented by Each Category of Trader
16.0 38.3 1.8 47.1 19.9 2.3 14.1 16.5 5.9 3.5 4.0 1.2 8.0 9.9
Number of Traders in Each Category Total Traders: 216
12 25 7 40 23 10 32 54 28 14 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 276,008
Positions
44,226 105,821 4,998 130,096 54,972 6,421 38,869 45,603 16,294 9,716 11,106 3,434 21,953 27,358
Changes from: February 23, 2016 Total Change is: 110
-10,899 13,056 346 4,329 -10,813 483 412 -5,329 3,499 -213 817 -178 2,332 -1,771
Percent of Open Interest Represented by Each Category of Trader
16.0 38.3 1.8 47.1 19.9 2.3 14.1 16.5 5.9 3.5 4.0 1.2 8.0 9.9
Number of Traders in Each Category Total Traders: 216
12 25 7 40 23 10 32 54 28 14 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 430,494
Positions
198,459 29,234 1,548 110,324 213,503 23,147 71,202 126,013 4,060 6,886 10,511 438 14,430 22,040
Changes from: February 23, 2016 Total Change is: -4,199
2,670 789 -310 -3,629 -4,141 -663 -2,368 -168 -45 -775 695 273 649 -629
Percent of Open Interest Represented by Each Category of Trader
46.1 6.8 0.4 25.6 49.6 5.4 16.5 29.3 0.9 1.6 2.4 0.1 3.4 5.1
Number of Traders in Each Category Total Traders: 274
25 12 . 53 57 27 36 64 15 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 40,667
Positions
5,304 6,658 130 16,873 1,381 123 6,419 6,283 170 4,494 21,276 0 7,154 4,646
Changes from: February 23, 2016 Total Change is: 574
616 433 0 230 566 50 93 -419 -334 182 246 0 -263 32
Percent of Open Interest Represented by Each Category of Trader
13.0 16.4 0.3 41.5 3.4 0.3 15.8 15.4 0.4 11.1 52.3 0.0 17.6 11.4
Number of Traders in Each Category Total Traders: 51
. 7 . 12 4 . 7 11 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 100,816
Positions
30,450 11,805 3,931 12,937 5,988 748 31,820 9,139 2,173 8,082 563 65 10,610 66,404
Changes from: February 23, 2016 Total Change is: -119
1,731 -1,309 -263 -2,221 2,009 -18 -64 111 160 1,051 563 10 -505 -1,382
Percent of Open Interest Represented by Each Category of Trader
30.2 11.7 3.9 12.8 5.9 0.7 31.6 9.1 2.2 8.0 0.6 0.1 10.5 65.9
Number of Traders in Each Category Total Traders: 96
19 10 . 9 6 . 28 15 10 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 201,838
Positions
11,383 107,734 621 121,313 69,713 8,177 46,206 4,139 2,979 3,331 2,972 11 7,817 5,492
Changes from: February 23, 2016 Total Change is: -1,286
2,559 4,650 172 -7,789 -524 395 2,013 -6,770 194 135 381 7 1,028 209
Percent of Open Interest Represented by Each Category of Trader
5.6 53.4 0.3 60.1 34.5 4.1 22.9 2.1 1.5 1.7 1.5 0.0 3.9 2.7
Number of Traders in Each Category Total Traders: 133
10 13 . 42 28 17 18 6 5 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 565,050
Positions
31,160 178,491 17,581 266,216 156,913 91,554 109,447 84,313 6,411 19,767 15,980 1,373 21,541 12,434
Changes from: February 23, 2016 Total Change is: 18,944
500 21,984 14,698 -6,840 -14,084 -832 2,913 -4,053 389 733 -530 -509 7,892 1,881
Percent of Open Interest Represented by Each Category of Trader
5.5 31.6 3.1 47.1 27.8 16.2 19.4 14.9 1.1 3.5 2.8 0.2 3.8 2.2
Number of Traders in Each Category Total Traders: 277
21 22 8 78 45 39 29 42 19 25 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 657,638
Positions
3,328 53,766 28,684 190,571 142,554 101,227 52,970 44,565 105,944 5,778 19,609 11,787 157,349 149,502
Changes from: February 23, 2016 Total Change is: 15,385
-2,220 436 1,871 -784 -3,510 1,679 6,697 -1,995 26,805 -1,612 -211 3,437 -20,490 -13,129
Percent of Open Interest Represented by Each Category of Trader
0.5 8.2 4.4 29.0 21.7 15.4 8.1 6.8 16.1 0.9 3.0 1.8 23.9 22.7
Number of Traders in Each Category Total Traders: 153
4 17 17 36 28 37 26 27 35 6 9 10
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 624,658
Positions
2,375 82,056 1,252 363,917 110,496 52,834 33,724 264,086 22,012 7,544 7,856 0 141,000 84,066
Changes from: February 23, 2016 Total Change is: -37,994
2,375 900 -102 -9,791 -5,991 -4,306 4,794 -10,988 -13,041 -155 -347 0 -17,768 -4,119
Percent of Open Interest Represented by Each Category of Trader
0.4 13.1 0.2 58.3 17.7 8.5 5.4 42.3 3.5 1.2 1.3 0.0 22.6 13.5
Number of Traders in Each Category Total Traders: 98
. 7 6 47 13 28 11 14 11 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 1,086,148
Positions
24,581 123,629 13,160 365,399 211,397 104,467 322,579 286,920 66,514 59,017 116,065 13,533 116,896 150,463
Changes from: February 23, 2016 Total Change is: -74,780
10,420 3,833 2,119 13,198 10,638 -386 -48,467 -52,110 -18,414 3,994 -4,175 -8,394 -28,849 -7,890
Percent of Open Interest Represented by Each Category of Trader
2.3 11.4 1.2 33.6 19.5 9.6 29.7 26.4 6.1 5.4 10.7 1.2 10.8 13.9
Number of Traders in Each Category Total Traders: 248
14 23 15 55 38 47 42 33 33 16 27 10
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 3,403,907
Positions
85,124 253,563 160,091 1,077,929 792,959 399,327 446,133 735,319 405,112 358,314 132,947 79,178 392,699 445,411
Changes from: February 23, 2016 Total Change is: -111,095
4,937 -54,984 2,205 -56,876 -97,233 4,260 -60,184 26,140 44,042 -16,418 -27,312 8,945 -42,006 -17,157
Percent of Open Interest Represented by Each Category of Trader
2.5 7.4 4.7 31.7 23.3 11.7 13.1 21.6 11.9 10.5 3.9 2.3 11.5 13.1
Number of Traders in Each Category Total Traders: 360
18 36 46 59 78 74 62 55 85 23 29 29
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 2,794,419
Positions
53,953 290,678 53,295 1,328,960 523,428 332,683 305,186 765,608 270,205 135,349 164,001 30,170 284,617 364,350
Changes from: February 23, 2016 Total Change is: -13,414
12,183 -6,043 -4,130 29,586 57,409 -44,281 -33,400 -43,205 72,449 1,157 -6,204 7,225 -54,203 -46,635
Percent of Open Interest Represented by Each Category of Trader
1.9 10.4 1.9 47.6 18.7 11.9 10.9 27.4 9.7 4.8 5.9 1.1 10.2 13.0
Number of Traders in Each Category Total Traders: 282
9 31 25 47 53 56 45 49 55 12 36 13
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 744,266
Positions
297,672 161,697 207,489 4,139 10,691 10,949 29,655 108,791 150,142 4,207 36,091 16,316 23,698 42,100
Changes from: February 23, 2016 Total Change is: -72,562
-47,551 -13,570 -28,286 -1,200 2,861 -5,031 7,410 -26,049 3,831 -3,067 -6,221 -400 1,732 303
Percent of Open Interest Represented by Each Category of Trader
40.0 21.7 27.9 0.6 1.4 1.5 4.0 14.6 20.2 0.6 4.8 2.2 3.2 5.7
Number of Traders in Each Category Total Traders: 101
14 28 33 . 5 4 12 31 29 . 6 4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 is20,818,553
Positions
2,577,792 1,720,667 3,777,204 1,123,054 1,457,930 675,196 736,476 848,698 9,365,296 396,037 441,581 1,323,014 844,483 1,208,967
Changes from: February 23, 2016 Total Change is: 540,721
71,583 11,322 98,899 90,352 -10,843 -52,943 -57,959 139,471 358,181 40,316 4,508 44,247 -51,956 -52,121
Percent of Open Interest Represented by Each Category of Trader
12.4 8.3 18.1 5.4 7.0 3.2 3.5 4.1 45.0 1.9 2.1 6.4 4.1 5.8
Number of Traders in Each Category Total Traders: 323
30 57 84 16 30 38 43 93 108 19 28 32
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 32,345
Positions
5,041 6,110 127 0 13,156 136 20,330 8,803 292 5,761 3,029 555 103 137
Changes from: February 23, 2016 Total Change is: 1,651
97 733 127 -310 337 0 1,334 37 292 -17 -40 134 -6 31
Percent of Open Interest Represented by Each Category of Trader
15.6 18.9 0.4 0.0 40.7 0.4 62.9 27.2 0.9 17.8 9.4 1.7 0.3 0.4
Number of Traders in Each Category Total Traders: 47
. 4 . 0 13 . 6 11 . 5 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 41,718
Positions
407 12,851 25 468 14,124 245 38,095 9,463 6 2,358 4,963 0 114 41
Changes from: February 23, 2016 Total Change is: 1,632
-1,128 3,402 25 2 -1,815 0 2,760 138 6 -14 -68 0 -19 -56
Percent of Open Interest Represented by Each Category of Trader
1.0 30.8 0.1 1.1 33.9 0.6 91.3 22.7 0.0 5.7 11.9 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 39
. 4 . . 9 . 7 6 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 64,679
Positions
438 42,434 97 14,104 1,804 1,236 22,106 11,125 3,976 16,157 1,696 84 6,482 2,228
Changes from: February 23, 2016 Total Change is: -4,928
-241 -4,068 -8 -975 -564 349 -2,640 -1,311 404 -2,348 483 -10 541 -203
Percent of Open Interest Represented by Each Category of Trader
0.7 65.6 0.2 21.8 2.8 1.9 34.2 17.2 6.1 25.0 2.6 0.1 10.0 3.4
Number of Traders in Each Category Total Traders: 114
. 4 . 6 . . 33 18 15 36 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 273,237
Positions
23,185 75,213 22,521 67,401 11,337 35,672 49,697 52,473 39,401 4,938 2,317 8,384 22,038 25,919
Changes from: February 23, 2016 Total Change is: 25,173
1,428 -575 4,800 6,924 2,402 6,411 6,784 10,076 -3,470 1,569 921 530 197 4,078
Percent of Open Interest Represented by Each Category of Trader
8.5 27.5 8.2 24.7 4.1 13.1 18.2 19.2 14.4 1.8 0.8 3.1 8.1 9.5
Number of Traders in Each Category Total Traders: 158
11 12 17 16 10 10 44 36 48 11 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 1, 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 18,044
Positions
60 3,811 0 6,156 1,911 1,321 9,574 10,633 264 350 0 0 319 104
Changes from: February 23, 2016 Total Change is: 797
60 471 0 162 -550 -33 609 954 0 0 0 0 -1 -45
Percent of Open Interest Represented by Each Category of Trader
0.3 21.1 0.0 34.1 10.6 7.3 53.1 58.9 1.5 1.9 0.0 0.0 1.8 0.6
Number of Traders in Each Category Total Traders: 31
. . 0 6 . 4 7 9 . . 0 0
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Updated March 4, 2016