Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 190,328
Positions
73,820 58,017 6,860 39,544 24,522 1,734 9,882 42,065 22,279 7,006 4,065 831 28,372 29,955
Changes from: March 1, 2016 Total Change is: 5,859
-534 11,582 1,030 -1,307 -4,940 -3,557 3,981 379 5,737 -2,030 -710 -288 2,827 -3,372
Percent of Open Interest Represented by Each Category of Trader
38.8 30.5 3.6 20.8 12.9 0.9 5.2 22.1 11.7 3.7 2.1 0.4 14.9 15.7
Number of Traders in Each Category Total Traders: 87
8 5 11 9 8 5 13 28 19 10 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 51,920
Positions
26,138 2,098 975 807 2,244 0 10,708 19,384 5,099 0 400 0 8,194 21,721
Changes from: March 1, 2016 Total Change is: 1,421
-1,482 365 -372 0 67 0 77 -2,334 1,992 0 0 0 1,206 1,703
Percent of Open Interest Represented by Each Category of Trader
50.3 4.0 1.9 1.6 4.3 0.0 20.6 37.3 9.8 0.0 0.8 0.0 15.8 41.8
Number of Traders in Each Category Total Traders: 35
7 . 4 . 4 0 8 11 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 323,497
Positions
196,692 3,237 23,005 2,961 88,471 2,987 40,561 113,434 31,187 848 12,059 3,616 21,641 45,501
Changes from: March 1, 2016 Total Change is: 2,255
8,656 -1,540 7,160 -181 3,534 -3,186 -6,736 1,863 -1,454 -55 -4,243 -2,532 582 2,652
Percent of Open Interest Represented by Each Category of Trader
60.8 1.0 7.1 0.9 27.3 0.9 12.5 35.1 9.6 0.3 3.7 1.1 6.7 14.1
Number of Traders in Each Category Total Traders: 118
11 6 13 . 28 10 25 37 26 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 320,065
Positions
69,171 111,488 19,263 26,425 52,087 10,005 80,466 48,447 29,919 38,854 2,900 15,731 30,231 30,226
Changes from: March 1, 2016 Total Change is: 7,419
-1,244 2,296 3,546 -3,389 -87 1,016 2,861 -2,157 -2,662 -1,184 -1,256 7,954 521 -1,230
Percent of Open Interest Represented by Each Category of Trader
21.6 34.8 6.0 8.3 16.3 3.1 25.1 15.1 9.3 12.1 0.9 4.9 9.4 9.4
Number of Traders in Each Category Total Traders: 131
7 10 11 15 22 13 39 24 31 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 488,698
Positions
128,300 82,769 26,255 109,194 105,137 18,079 51,828 110,349 42,492 53,818 25,058 8,037 50,696 70,522
Changes from: March 1, 2016 Total Change is: -15,206
3,261 -10,689 -3,178 -494 4,050 -6,407 -4,064 8,778 -7,406 2,863 -1,899 -1,096 1,314 2,641
Percent of Open Interest Represented by Each Category of Trader
26.3 16.9 5.4 22.3 21.5 3.7 10.6 22.6 8.7 11.0 5.1 1.6 10.4 14.4
Number of Traders in Each Category Total Traders: 239
16 13 17 35 35 29 31 52 42 24 30 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 37,977
Positions
2,045 26,597 264 12,723 1,289 1,290 5,000 889 3,891 2,022 0 0 10,742 3,757
Changes from: March 1, 2016 Total Change is: 3,833
-3 -83 -15 -7 34 -3 345 96 3,882 0 0 0 -366 -78
Percent of Open Interest Represented by Each Category of Trader
5.4 70.0 0.7 33.5 3.4 3.4 13.2 2.3 10.2 5.3 0.0 0.0 28.3 9.9
Number of Traders in Each Category Total Traders: 23
4 . . 7 . 6 4 . 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 159,932
Positions
48,336 54,186 5,125 29,577 6,800 1,908 31,485 22,206 12,796 1,410 31,018 2,603 26,693 23,291
Changes from: March 1, 2016 Total Change is: 19,814
328 22,032 -85 5,308 -464 -446 3,302 -8,407 3,098 -19 5,561 736 7,592 -2,213
Percent of Open Interest Represented by Each Category of Trader
30.2 33.9 3.2 18.5 4.3 1.2 19.7 13.9 8.0 0.9 19.4 1.6 16.7 14.6
Number of Traders in Each Category Total Traders: 100
9 8 11 9 7 7 22 25 18 6 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 31,489
Positions
17,541 21,493 2,367 3,788 0 0 4,791 3,417 660 1,260 2,377 235 847 940
Changes from: March 1, 2016 Total Change is: 968
-131 30 1,160 0 0 0 711 14 -326 8 0 0 -454 90
Percent of Open Interest Represented by Each Category of Trader
55.7 68.3 7.5 12.0 0.0 0.0 15.2 10.9 2.1 4.0 7.5 0.7 2.7 3.0
Number of Traders in Each Category Total Traders: 31
. 8 5 . 0 0 7 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 139,522
Positions
78,411 54,592 573 14,186 4,077 666 19,898 47,376 19,243 2,357 5,643 788 3,400 6,564
Changes from: March 1, 2016 Total Change is: -2,679
-624 -265 47 1,448 -553 -20 -4,343 -2,601 431 1 145 495 -114 -358
Percent of Open Interest Represented by Each Category of Trader
56.2 39.1 0.4 10.2 2.9 0.5 14.3 34.0 13.8 1.7 4.0 0.6 2.4 4.7
Number of Traders in Each Category Total Traders: 111
8 4 4 8 7 . 19 43 18 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 20,886
Positions
0 5,394 0 6,350 160 0 12,930 9,165 659 0 4,088 0 947 1,420
Changes from: March 1, 2016 Total Change is: 5,975
-1,297 -183 -412 -562 -160 0 8,240 4,981 125 0 1,680 0 -119 -56
Percent of Open Interest Represented by Each Category of Trader
0.0 25.8 0.0 30.4 0.8 0.0 61.9 43.9 3.2 0.0 19.6 0.0 4.5 6.8
Number of Traders in Each Category Total Traders: 25
0 . 0 . . 0 5 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 34,957
Positions
11,329 3,955 130 1,598 10,825 0 13,481 12,047 3,519 1,856 1,212 0 3,044 3,269
Changes from: March 1, 2016 Total Change is: 3,484
-3,262 144 -34 319 1 0 3,129 2,081 2,211 375 -161 0 746 -758
Percent of Open Interest Represented by Each Category of Trader
32.4 11.3 0.4 4.6 31.0 0.0 38.6 34.5 10.1 5.3 3.5 0.0 8.7 9.4
Number of Traders in Each Category Total Traders: 68
9 . 4 4 4 0 19 20 8 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 36,725
Positions
11,382 11,377 2,611 4,649 769 337 7,843 9,525 1,896 1,429 1,452 965 5,614 7,793
Changes from: March 1, 2016 Total Change is: 2,478
50 -420 1,259 -438 0 107 1,297 -380 353 -47 761 76 -178 723
Percent of Open Interest Represented by Each Category of Trader
31.0 31.0 7.1 12.7 2.1 0.9 21.4 25.9 5.2 3.9 4.0 2.6 15.3 21.2
Number of Traders in Each Category Total Traders: 86
19 11 7 9 . 4 17 17 9 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 73,450
Positions
22,764 22,754 5,222 9,297 1,537 674 15,685 19,050 3,792 2,857 2,904 1,929 11,229 15,586
Changes from: March 1, 2016 Total Change is: 4,956
100 -839 2,518 -875 0 213 2,595 -759 705 -95 1,521 151 -357 1,445
Percent of Open Interest Represented by Each Category of Trader
31.0 31.0 7.1 12.7 2.1 0.9 21.4 25.9 5.2 3.9 4.0 2.6 15.3 21.2
Number of Traders in Each Category Total Traders: 86
19 11 7 9 . 4 17 17 9 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 1,003,679
Positions
141,417 76,972 65,307 241,883 205,782 74,848 80,870 147,011 155,657 22,955 47,580 44,309 176,434 186,214
Changes from: March 1, 2016 Total Change is: 48,662
13,285 4,119 -3,639 371 12,764 3,113 9,952 7,919 23,523 -1,077 -222 5,582 -2,447 -4,497
Percent of Open Interest Represented by Each Category of Trader
14.1 7.7 6.5 24.1 20.5 7.5 8.1 14.6 15.5 2.3 4.7 4.4 17.6 18.6
Number of Traders in Each Category Total Traders: 639
35 35 43 107 102 105 82 136 119 63 79 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 221,692
Positions
67,171 12,838 7,710 20,709 20,211 9,336 21,346 7,525 38,383 2,360 5,229 10,615 44,061 109,845
Changes from: March 1, 2016 Total Change is: 12,593
-2,819 -2,547 608 -963 220 4,122 4,785 -3,449 4,944 -78 -401 261 1,733 8,835
Percent of Open Interest Represented by Each Category of Trader
30.3 5.8 3.5 9.3 9.1 4.2 9.6 3.4 17.3 1.1 2.4 4.8 19.9 49.5
Number of Traders in Each Category Total Traders: 81
11 7 9 12 7 10 18 14 30 4 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 3,909,935
Positions
444,311 393,742 214,907 1,127,818 949,806 305,609 388,602 788,419 495,383 112,054 220,837 159,388 661,862 381,843
Changes from: March 1, 2016 Total Change is: 180,346
33,171 -14,018 26,111 1,984 58,036 -361 21,645 52,649 97,083 -4,943 949 26,556 -20,899 -66,659
Percent of Open Interest Represented by Each Category of Trader
11.4 10.1 5.5 28.8 24.3 7.8 9.9 20.2 12.7 2.9 5.6 4.1 16.9 9.8
Number of Traders in Each Category Total Traders: 621
31 39 41 104 99 99 77 136 112 61 74 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 95,785
Positions
28,619 8,319 276 44,321 65,391 2,501 11,106 13,360 473 283 534 0 8,206 4,931
Changes from: March 1, 2016 Total Change is: 536
-4,421 4,254 125 5,284 -5,074 -549 -734 1,726 49 29 -211 0 753 216
Percent of Open Interest Represented by Each Category of Trader
29.9 8.7 0.3 46.3 68.3 2.6 11.6 13.9 0.5 0.3 0.6 0.0 8.6 5.1
Number of Traders in Each Category Total Traders: 88
10 5 . 34 18 15 7 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 56,290
Positions
9,852 19,760 1,064 24,898 11,303 1,146 8,924 11,453 3,219 2,128 2,364 740 4,319 5,240
Changes from: March 1, 2016 Total Change is: 1,089
1,007 -1,404 64 -1,121 308 -138 1,150 2,333 -40 185 143 53 -71 -231
Percent of Open Interest Represented by Each Category of Trader
17.5 35.1 1.9 44.2 20.1 2.0 15.9 20.3 5.7 3.8 4.2 1.3 7.7 9.3
Number of Traders in Each Category Total Traders: 216
15 23 8 35 23 10 37 48 26 17 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 281,452
Positions
49,260 98,802 5,320 124,489 56,514 5,730 44,618 57,267 16,096 10,641 11,820 3,702 21,596 26,201
Changes from: March 1, 2016 Total Change is: 5,444
5,034 -7,019 322 -5,607 1,542 -691 5,749 11,663 -198 925 714 267 -357 -1,157
Percent of Open Interest Represented by Each Category of Trader
17.5 35.1 1.9 44.2 20.1 2.0 15.9 20.3 5.7 3.8 4.2 1.3 7.7 9.3
Number of Traders in Each Category Total Traders: 216
15 23 8 35 23 10 37 48 26 17 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 426,910
Positions
197,352 33,970 1,916 118,106 213,828 17,195 65,475 123,741 5,306 5,131 11,074 205 16,225 19,676
Changes from: March 1, 2016 Total Change is: -3,584
-1,107 4,736 368 7,782 325 -5,952 -5,728 -2,272 1,246 -1,755 562 -233 1,795 -2,364
Percent of Open Interest Represented by Each Category of Trader
46.2 8.0 0.4 27.7 50.1 4.0 15.3 29.0 1.2 1.2 2.6 0.0 3.8 4.6
Number of Traders in Each Category Total Traders: 268
22 12 5 51 57 27 34 66 19 9 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 45,279
Positions
5,630 6,597 130 16,436 1,334 122 6,459 5,877 4,516 2,728 21,030 400 8,858 5,273
Changes from: March 1, 2016 Total Change is: 4,612
326 -61 0 -437 -47 -1 40 -406 4,346 -1,766 -246 400 1,704 627
Percent of Open Interest Represented by Each Category of Trader
12.4 14.6 0.3 36.3 2.9 0.3 14.3 13.0 10.0 6.0 46.4 0.9 19.6 11.6
Number of Traders in Each Category Total Traders: 51
4 7 . 11 4 . 9 8 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 103,671
Positions
27,273 12,348 5,202 12,971 5,904 765 32,316 9,721 5,628 7,018 1,068 10 12,488 63,025
Changes from: March 1, 2016 Total Change is: 2,855
-3,177 543 1,271 34 -84 17 496 582 3,455 -1,064 505 -55 1,878 -3,379
Percent of Open Interest Represented by Each Category of Trader
26.3 11.9 5.0 12.5 5.7 0.7 31.2 9.4 5.4 6.8 1.0 0.0 12.0 60.8
Number of Traders in Each Category Total Traders: 89
18 9 7 11 5 . 20 15 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 195,993
Positions
11,568 104,231 1,197 117,732 66,200 7,806 42,628 3,667 4,418 3,478 2,887 7 7,159 5,580
Changes from: March 1, 2016 Total Change is: -5,845
185 -3,503 576 -3,581 -3,513 -371 -3,578 -472 1,439 147 -85 -4 -658 88
Percent of Open Interest Represented by Each Category of Trader
5.9 53.2 0.6 60.1 33.8 4.0 21.7 1.9 2.3 1.8 1.5 0.0 3.7 2.8
Number of Traders in Each Category Total Traders: 130
10 11 4 41 28 19 18 5 7 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 595,454
Positions
29,296 216,168 29,797 314,264 141,347 62,739 112,450 109,831 7,427 20,499 14,652 1,286 17,696 12,207
Changes from: March 1, 2016 Total Change is: 30,404
-1,864 37,677 12,216 48,048 -15,566 -28,815 3,003 25,518 1,016 732 -1,328 -87 -3,845 -227
Percent of Open Interest Represented by Each Category of Trader
4.9 36.3 5.0 52.8 23.7 10.5 18.9 18.4 1.2 3.4 2.5 0.2 3.0 2.1
Number of Traders in Each Category Total Traders: 281
20 24 11 78 45 36 29 43 18 27 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 644,035
Positions
2,925 61,997 30,122 181,048 151,624 92,433 61,985 38,738 96,754 6,346 21,889 10,376 162,045 140,102
Changes from: March 1, 2016 Total Change is: -13,603
-402 8,231 1,439 -9,523 9,070 -8,794 9,014 -5,827 -9,190 568 2,280 -1,411 4,696 -9,400
Percent of Open Interest Represented by Each Category of Trader
0.5 9.6 4.7 28.1 23.5 14.4 9.6 6.0 15.0 1.0 3.4 1.6 25.2 21.8
Number of Traders in Each Category Total Traders: 153
. 21 16 30 34 35 27 24 33 5 10 9
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Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 624,838
Positions
0 69,823 815 360,946 110,217 52,952 33,219 275,575 23,120 7,544 7,856 0 146,242 84,480
Changes from: March 1, 2016 Total Change is: 180
-2,375 -12,233 -437 -2,971 -279 118 -505 11,489 1,108 0 0 0 5,242 414
Percent of Open Interest Represented by Each Category of Trader
0.0 11.2 0.1 57.8 17.6 8.5 5.3 44.1 3.7 1.2 1.3 0.0 23.4 13.5
Number of Traders in Each Category Total Traders: 96
0 6 . 45 13 30 12 15 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 1,005,779
Positions
17,131 92,815 7,632 372,844 241,016 102,864 286,320 231,893 55,359 30,236 114,519 15,639 117,754 144,043
Changes from: March 1, 2016 Total Change is: -80,369
-7,450 -30,814 -5,529 7,445 29,619 -1,604 -36,260 -55,027 -11,156 -28,780 -1,546 2,106 858 -6,420
Percent of Open Interest Represented by Each Category of Trader
1.7 9.2 0.8 37.1 24.0 10.2 28.5 23.1 5.5 3.0 11.4 1.6 11.7 14.3
Number of Traders in Each Category Total Traders: 232
9 22 10 55 40 46 34 34 30 16 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 3,352,503
Positions
82,100 253,736 152,716 1,012,131 785,190 430,965 466,144 679,736 405,163 363,823 142,743 85,547 353,915 416,708
Changes from: March 1, 2016 Total Change is: -51,404
-3,024 173 -7,375 -65,798 -7,769 31,637 20,011 -55,583 51 5,509 9,796 6,369 -38,784 -28,703
Percent of Open Interest Represented by Each Category of Trader
2.4 7.6 4.6 30.2 23.4 12.9 13.9 20.3 12.1 10.9 4.3 2.6 10.6 12.4
Number of Traders in Each Category Total Traders: 366
16 34 42 61 80 79 62 59 88 22 32 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 101,730
Positions
2,354 17,993 119 20,537 33,194 268 35,867 6,318 392 2,250 0 0 39,943 43,446
Changes from: March 1, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.3 17.7 0.1 20.2 32.6 0.3 35.3 6.2 0.4 2.2 0.0 0.0 39.3 42.7
Number of Traders in Each Category Total Traders: 22
. . . 5 5 4 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 2,680,286
Positions
58,941 235,054 46,471 1,310,824 547,461 303,897 298,355 772,857 210,010 132,826 161,819 30,228 288,734 372,488
Changes from: March 1, 2016 Total Change is: -114,133
4,988 -55,624 -6,823 -18,137 24,032 -28,786 -6,831 7,249 -60,195 -2,523 -2,182 58 4,116 8,138
Percent of Open Interest Represented by Each Category of Trader
2.2 8.8 1.7 48.9 20.4 11.3 11.1 28.8 7.8 5.0 6.0 1.1 10.8 13.9
Number of Traders in Each Category Total Traders: 278
9 31 20 48 52 53 41 55 57 11 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 789,631
Positions
302,381 163,732 227,141 4,139 10,484 6,480 64,020 127,283 145,684 123 45,353 19,069 20,594 44,405
Changes from: March 1, 2016 Total Change is: 45,365
4,709 2,034 19,652 0 -207 -4,469 34,365 18,492 -4,457 -4,084 9,262 2,753 -3,104 2,305
Percent of Open Interest Represented by Each Category of Trader
38.3 20.7 28.8 0.5 1.3 0.8 8.1 16.1 18.4 0.0 5.7 2.4 2.6 5.6
Number of Traders in Each Category Total Traders: 107
16 28 36 . 4 4 16 31 28 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 is21,011,822
Positions
2,689,278 1,663,443 3,734,235 1,105,380 1,565,169 576,162 646,996 835,553 9,722,951 447,088 429,827 1,278,055 811,676 1,206,427
Changes from: March 1, 2016 Total Change is: 193,269
111,486 -57,224 -42,968 -17,674 107,239 -99,035 -89,480 -13,145 357,656 51,050 -11,754 -44,959 -32,807 -2,540
Percent of Open Interest Represented by Each Category of Trader
12.8 7.9 17.8 5.3 7.4 2.7 3.1 4.0 46.3 2.1 2.0 6.1 3.9 5.7
Number of Traders in Each Category Total Traders: 321
29 55 81 14 33 33 43 91 110 20 29 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 33,133
Positions
5,076 6,413 816 0 13,291 102 20,381 9,163 9 6,249 2,821 386 114 132
Changes from: March 1, 2016 Total Change is: 788
35 303 689 0 135 -34 51 360 -283 488 -208 -169 11 -5
Percent of Open Interest Represented by Each Category of Trader
15.3 19.4 2.5 0.0 40.1 0.3 61.5 27.7 0.0 18.9 8.5 1.2 0.3 0.4
Number of Traders in Each Category Total Traders: 44
. . . 0 13 . 7 9 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 46,419
Positions
250 13,419 2,638 467 13,995 552 39,938 10,498 67 2,459 5,180 0 48 70
Changes from: March 1, 2016 Total Change is: 4,701
-157 568 2,613 -1 -129 307 1,843 1,035 61 101 217 0 -66 29
Percent of Open Interest Represented by Each Category of Trader
0.5 28.9 5.7 1.0 30.1 1.2 86.0 22.6 0.1 5.3 11.2 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 42
. 4 . . 9 . 9 5 . . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 63,963
Positions
633 42,239 63 14,196 1,866 1,038 23,117 10,514 4,778 14,401 1,483 88 5,648 1,894
Changes from: March 1, 2016 Total Change is: -716
195 -195 -34 92 62 -198 1,011 -611 802 -1,756 -213 5 -833 -334
Percent of Open Interest Represented by Each Category of Trader
1.0 66.0 0.1 22.2 2.9 1.6 36.1 16.4 7.5 22.5 2.3 0.1 8.8 3.0
Number of Traders in Each Category Total Traders: 113
. 5 . 6 4 . 29 18 16 34 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 293,296
Positions
19,215 58,817 26,133 84,414 15,287 35,824 46,803 75,417 45,751 6,249 2,445 7,659 21,248 25,963
Changes from: March 1, 2016 Total Change is: 20,059
-3,970 -16,396 3,612 17,013 3,950 152 -2,894 22,944 6,350 1,311 128 -725 -790 44
Percent of Open Interest Represented by Each Category of Trader
6.6 20.1 8.9 28.8 5.2 12.2 16.0 25.7 15.6 2.1 0.8 2.6 7.2 8.9
Number of Traders in Each Category Total Traders: 173
9 17 20 15 12 9 38 51 61 11 9 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 8, 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 20,833
Positions
88 3,322 296 4,573 1,911 1,400 9,576 8,699 4,331 296 750 0 273 124
Changes from: March 1, 2016 Total Change is: 2,789
28 -489 296 -1,583 0 79 2 -1,934 4,067 -54 750 0 -46 20
Percent of Open Interest Represented by Each Category of Trader
0.4 15.9 1.4 22.0 9.2 6.7 46.0 41.8 20.8 1.4 3.6 0.0 1.3 0.6
Number of Traders in Each Category Total Traders: 32
. . . 6 . 4 8 8 . . . 0
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Updated March 11, 2016