Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 187,525 Positions 74,557 69,104 10,708 39,247 23,641 2,120 10,645 34,328 13,481 7,636 4,347 1,061 28,069 28,735 Changes from: March 8, 2016 Total Change is: -2,803 737 11,087 3,848 -296 -881 386 763 -7,737 -8,797 630 281 230 -304 -1,221 Percent of Open Interest Represented by Each Category of Trader 39.8 36.9 5.7 20.9 12.6 1.1 5.7 18.3 7.2 4.1 2.3 0.6 15.0 15.3 Number of Traders in Each Category Total Traders: 81 6 6 12 8 9 5 11 26 17 10 5 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 42,621 Positions 15,048 1,907 423 1,218 2,920 0 17,344 16,087 1,578 0 400 0 7,010 19,306 Changes from: March 8, 2016 Total Change is: -9,299 -11,091 -191 -552 411 676 0 6,637 -3,297 -3,521 0 0 0 -1,184 -2,415 Percent of Open Interest Represented by Each Category of Trader 35.3 4.5 1.0 2.9 6.9 0.0 40.7 37.7 3.7 0.0 0.9 0.0 16.4 45.3 Number of Traders in Each Category Total Traders: 36 4 . . . 5 0 11 11 9 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 279,388 Positions 146,981 1,705 9,052 1,828 87,751 4,962 79,406 103,836 18,939 846 10,595 2,603 14,770 39,945 Changes from: March 8, 2016 Total Change is: -44,109 -49,710 -1,532 -13,953 -1,134 -720 1,975 38,846 -9,598 -12,248 -2 -1,464 -1,013 -6,870 -5,556 Percent of Open Interest Represented by Each Category of Trader 52.6 0.6 3.2 0.7 31.4 1.8 28.4 37.2 6.8 0.3 3.8 0.9 5.3 14.3 Number of Traders in Each Category Total Traders: 103 8 5 10 4 25 10 27 28 21 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 169,556 Positions 5,645 15,286 7,407 26,880 52,089 7,466 72,162 30,747 17,542 306 7,057 5,125 27,022 26,837 Changes from: March 8, 2016 Total Change is: -150,509 -63,526 -96,202 -11,856 455 2 -2,539 -8,304 -17,699 -12,377 -38,548 4,157 -10,606 -3,209 -3,389 Percent of Open Interest Represented by Each Category of Trader 3.3 9.0 4.4 15.9 30.7 4.4 42.6 18.1 10.3 0.2 4.2 3.0 15.9 15.8 Number of Traders in Each Category Total Traders: 127 6 8 10 15 22 11 35 30 24 . 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 377,131 Positions 82,617 10,374 16,737 106,785 99,887 19,398 30,648 100,724 32,304 32,268 28,736 8,599 47,776 60,372 Changes from: March 8, 2016 Total Change is: -111,567 -45,683 -72,395 -9,518 -2,409 -5,250 1,319 -21,180 -9,625 -10,188 -21,550 3,677 562 -2,920 -10,150 Percent of Open Interest Represented by Each Category of Trader 21.9 2.8 4.4 28.3 26.5 5.1 8.1 26.7 8.6 8.6 7.6 2.3 12.7 16.0 Number of Traders in Each Category Total Traders: 222 14 13 18 33 35 28 24 46 34 20 36 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 117,966 Positions 2,230 32,765 4,679 35,913 6,886 2,533 28,157 14,172 9,125 3,505 25,294 1,568 30,256 20,945 Changes from: March 8, 2016 Total Change is: -41,966 -46,107 -21,421 -447 6,336 86 625 -3,328 -8,034 -3,670 2,096 -5,723 -1,035 3,563 -2,346 Percent of Open Interest Represented by Each Category of Trader 1.9 27.8 4.0 30.4 5.8 2.1 23.9 12.0 7.7 3.0 21.4 1.3 25.6 17.8 Number of Traders in Each Category Total Traders: 86 4 9 8 12 6 7 18 21 11 10 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 33,863 Positions 16,008 22,764 4,124 4,206 0 0 5,311 1,516 2,021 1,331 2,632 235 627 571 Changes from: March 8, 2016 Total Change is: 2,374 -1,533 1,271 1,757 418 0 0 520 -1,901 1,361 71 255 0 -220 -369 Percent of Open Interest Represented by Each Category of Trader 47.3 67.2 12.2 12.4 0.0 0.0 15.7 4.5 6.0 3.9 7.8 0.7 1.9 1.7 Number of Traders in Each Category Total Traders: 29 . 8 5 . 0 0 6 4 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 97,831 Positions 54,381 33,051 112 15,778 4,009 666 20,607 49,049 744 2,054 4,743 43 3,446 5,414 Changes from: March 8, 2016 Total Change is: -41,691 -24,030 -21,541 -461 1,592 -68 0 710 1,673 -18,499 -303 -900 -745 46 -1,149 Percent of Open Interest Represented by Each Category of Trader 55.6 33.8 0.1 16.1 4.1 0.7 21.1 50.1 0.8 2.1 4.8 0.0 3.5 5.5 Number of Traders in Each Category Total Traders: 107 . 7 . 9 7 . 23 42 9 9 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 24,577 Positions 0 7,674 0 6,281 160 0 16,669 11,568 528 0 3,517 0 1,099 1,130 Changes from: March 8, 2016 Total Change is: 3,691 0 2,280 0 -69 0 0 3,739 2,403 -131 0 -571 0 152 -290 Percent of Open Interest Represented by Each Category of Trader 0.0 31.2 0.0 25.6 0.7 0.0 67.8 47.1 2.1 0.0 14.3 0.0 4.5 4.6 Number of Traders in Each Category Total Traders: 26 0 . 0 . . 0 5 12 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 28,451 Positions 5,539 1,617 0 1,859 10,466 0 15,355 9,818 1,601 1,804 1,081 0 2,293 3,868 Changes from: March 8, 2016 Total Change is: -6,506 -5,790 -2,338 -130 261 -359 0 1,874 -2,229 -1,918 -52 -131 0 -751 599 Percent of Open Interest Represented by Each Category of Trader 19.5 5.7 0.0 6.5 36.8 0.0 54.0 34.5 5.6 6.3 3.8 0.0 8.1 13.6 Number of Traders in Each Category Total Traders: 64 4 . 0 4 5 0 17 22 6 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 48,770 Positions 11,501 10,952 11,090 5,450 1,326 529 9,224 11,342 2,146 1,419 1,144 980 6,431 9,262 Changes from: March 8, 2016 Total Change is: 12,045 119 -426 8,479 801 558 192 1,382 1,816 250 -9 -308 15 817 1,469 Percent of Open Interest Represented by Each Category of Trader 23.6 22.5 22.7 11.2 2.7 1.1 18.9 23.3 4.4 2.9 2.3 2.0 13.2 19.0 Number of Traders in Each Category Total Traders: 96 17 12 13 12 4 5 21 19 7 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 97,540 Positions 23,002 21,903 22,179 10,899 2,652 1,058 18,449 22,683 4,292 2,838 2,288 1,960 12,863 18,525 Changes from: March 8, 2016 Total Change is: 24,090 238 -851 16,957 1,602 1,115 384 2,763 3,633 499 -19 -616 31 1,634 2,938 Percent of Open Interest Represented by Each Category of Trader 23.6 22.5 22.7 11.2 2.7 1.1 18.9 23.3 4.4 2.9 2.3 2.0 13.2 19.0 Number of Traders in Each Category Total Traders: 96 17 12 13 12 4 5 21 19 7 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 1,053,401 Positions 144,855 82,834 71,358 246,746 215,410 78,361 82,467 140,794 183,914 23,547 49,549 49,238 172,915 181,943 Changes from: March 8, 2016 Total Change is: 49,722 3,438 5,863 6,051 4,863 9,629 3,513 1,598 -6,217 28,256 593 1,969 4,929 -3,518 -4,271 Percent of Open Interest Represented by Each Category of Trader 13.8 7.9 6.8 23.4 20.4 7.4 7.8 13.4 17.5 2.2 4.7 4.7 16.4 17.3 Number of Traders in Each Category Total Traders: 641 35 38 53 111 102 116 69 145 124 60 80 75 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 232,196 Positions 67,037 16,884 9,300 19,045 21,616 8,975 22,412 9,926 44,734 2,446 4,643 12,313 45,933 103,804 Changes from: March 8, 2016 Total Change is: 10,504 -133 4,045 1,590 -1,665 1,406 -361 1,066 2,402 6,351 85 -586 1,698 1,872 -6,041 Percent of Open Interest Represented by Each Category of Trader 28.9 7.3 4.0 8.2 9.3 3.9 9.7 4.3 19.3 1.1 2.0 5.3 19.8 44.7 Number of Traders in Each Category Total Traders: 84 12 7 9 12 7 10 15 17 31 5 9 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 4,106,027 Positions 462,492 403,158 236,885 1,162,303 992,766 323,131 405,028 759,092 591,145 113,141 232,163 176,992 634,909 390,695 Changes from: March 8, 2016 Total Change is: 196,092 18,181 9,416 21,978 34,485 42,961 17,522 16,426 -29,327 95,762 1,087 11,326 17,604 -26,953 8,852 Percent of Open Interest Represented by Each Category of Trader 11.3 9.8 5.8 28.3 24.2 7.9 9.9 18.5 14.4 2.8 5.7 4.3 15.5 9.5 Number of Traders in Each Category Total Traders: 622 32 41 52 108 99 111 68 140 117 57 76 70 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 102,043 Positions 25,564 8,872 8,416 44,030 64,648 2,562 11,878 11,377 826 494 514 0 8,273 4,828 Changes from: March 8, 2016 Total Change is: 6,258 -3,055 553 8,140 -291 -743 61 772 -1,983 353 211 -20 0 67 -103 Percent of Open Interest Represented by Each Category of Trader 25.1 8.7 8.2 43.1 63.4 2.5 11.6 11.1 0.8 0.5 0.5 0.0 8.1 4.7 Number of Traders in Each Category Total Traders: 89 9 5 7 37 18 17 8 8 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 59,697 Positions 7,936 17,097 6,841 25,086 10,769 1,644 6,555 10,887 3,897 2,300 2,378 777 4,661 5,406 Changes from: March 8, 2016 Total Change is: 3,407 -1,916 -2,663 5,777 188 -534 498 -2,368 -566 678 172 14 36 342 166 Percent of Open Interest Represented by Each Category of Trader 13.3 28.6 11.5 42.0 18.0 2.8 11.0 18.2 6.5 3.9 4.0 1.3 7.8 9.1 Number of Traders in Each Category Total Traders: 218 15 24 19 37 22 12 31 52 28 17 20 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 298,485 Positions 39,679 85,486 34,204 125,429 53,846 8,222 32,776 54,435 19,487 11,500 11,888 3,884 23,304 27,032 Changes from: March 8, 2016 Total Change is: 17,033 -9,581 -13,316 28,884 940 -2,668 2,492 -11,842 -2,831 3,391 859 68 182 1,708 831 Percent of Open Interest Represented by Each Category of Trader 13.3 28.6 11.5 42.0 18.0 2.8 11.0 18.2 6.5 3.9 4.0 1.3 7.8 9.1 Number of Traders in Each Category Total Traders: 218 15 24 19 37 22 12 31 52 28 17 20 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 443,501 Positions 193,372 34,316 8,760 119,775 214,790 16,510 64,733 122,154 12,334 5,074 10,271 3,526 19,417 20,840 Changes from: March 8, 2016 Total Change is: 16,591 -3,980 346 6,844 1,669 962 -685 -742 -1,587 7,028 -57 -803 3,321 3,192 1,164 Percent of Open Interest Represented by Each Category of Trader 43.6 7.7 2.0 27.0 48.4 3.7 14.6 27.5 2.8 1.1 2.3 0.8 4.4 4.7 Number of Traders in Each Category Total Traders: 275 23 12 17 53 56 29 37 67 30 8 17 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 29,282 Positions 760 3,435 0 15,741 1,224 43 4,216 8,429 0 2,634 9,270 400 5,488 6,481 Changes from: March 8, 2016 Total Change is: -15,997 -4,870 -3,162 -130 -695 -110 -79 -2,243 2,552 -4,516 -94 -11,760 0 -3,370 1,208 Percent of Open Interest Represented by Each Category of Trader 2.6 11.7 0.0 53.8 4.2 0.1 14.4 28.8 0.0 9.0 31.7 1.4 18.7 22.1 Number of Traders in Each Category Total Traders: 42 . 4 0 12 . . 4 11 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 58,497 Positions 13,702 5,377 219 10,783 4,644 238 18,098 6,624 354 6,266 441 0 8,837 40,600 Changes from: March 8, 2016 Total Change is: -45,174 -13,571 -6,971 -4,983 -2,188 -1,260 -527 -14,218 -3,097 -5,274 -752 -627 -10 -3,651 -22,425 Percent of Open Interest Represented by Each Category of Trader 23.4 9.2 0.4 18.4 7.9 0.4 30.9 11.3 0.6 10.7 0.8 0.0 15.1 69.4 Number of Traders in Each Category Total Traders: 69 14 4 . 10 5 . 20 8 4 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 204,382 Positions 11,302 97,388 14,865 113,798 65,004 7,751 38,269 4,627 5,860 3,491 2,772 34 9,012 6,081 Changes from: March 8, 2016 Total Change is: 8,389 -266 -6,843 13,668 -3,934 -1,196 -55 -4,359 960 1,442 13 -115 27 1,853 501 Percent of Open Interest Represented by Each Category of Trader 5.5 47.6 7.3 55.7 31.8 3.8 18.7 2.3 2.9 1.7 1.4 0.0 4.4 3.0 Number of Traders in Each Category Total Traders: 128 11 11 12 38 27 17 15 8 7 9 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 686,790 Positions 29,613 237,726 72,672 323,823 131,861 65,138 114,419 108,368 10,976 18,876 14,474 3,000 48,273 42,575 Changes from: March 8, 2016 Total Change is: 91,336 317 21,558 42,875 9,559 -9,486 2,399 1,969 -1,463 3,549 -1,623 -178 1,714 30,577 30,368 Percent of Open Interest Represented by Each Category of Trader 4.3 34.6 10.6 47.2 19.2 9.5 16.7 15.8 1.6 2.7 2.1 0.4 7.0 6.2 Number of Traders in Each Category Total Traders: 278 20 23 16 78 43 40 33 38 24 27 14 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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 629,946 Positions 2,775 63,706 24,710 178,014 139,967 93,524 59,284 38,900 101,638 6,640 21,669 12,696 150,664 133,136 Changes from: March 8, 2016 Total Change is: -14,089 -150 1,710 -5,413 -3,034 -11,657 1,091 -2,700 162 4,884 294 -220 2,320 -11,381 -6,966 Percent of Open Interest Represented by Each Category of Trader 0.4 10.1 3.9 28.3 22.2 14.8 9.4 6.2 16.1 1.1 3.4 2.0 23.9 21.1 Number of Traders in Each Category Total Traders: 154 . 19 15 33 30 36 31 21 38 7 10 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 621,938 Positions 0 71,618 1,541 365,533 113,791 51,110 34,701 274,301 19,567 7,374 7,856 0 142,112 82,154 Changes from: March 8, 2016 Total Change is: -2,900 0 1,795 726 4,587 3,574 -1,842 1,481 -1,275 -3,552 -170 0 0 -4,130 -2,326 Percent of Open Interest Represented by Each Category of Trader 0.0 11.5 0.2 58.8 18.3 8.2 5.6 44.1 3.1 1.2 1.3 0.0 22.8 13.2 Number of Traders in Each Category Total Traders: 93 0 7 . 43 13 30 12 13 11 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 949,290 Positions 24,757 73,358 9,186 335,868 255,066 104,552 259,947 184,820 56,800 27,580 107,912 13,332 117,269 144,263 Changes from: March 8, 2016 Total Change is: -56,489 7,625 -19,456 1,554 -36,976 14,050 1,688 -26,373 -47,073 1,441 -2,656 -6,607 -2,308 -485 220 Percent of Open Interest Represented by Each Category of Trader 2.6 7.7 1.0 35.4 26.9 11.0 27.4 19.5 6.0 2.9 11.4 1.4 12.4 15.2 Number of Traders in Each Category Total Traders: 225 12 24 13 56 41 45 30 28 29 12 22 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,293,722 Positions 85,579 236,140 166,847 964,011 812,773 389,889 441,841 618,546 424,128 372,144 136,818 93,640 355,642 414,941 Changes from: March 8, 2016 Total Change is: -58,781 3,480 -17,595 14,131 -48,120 27,583 -41,075 -24,302 -61,190 18,965 8,322 -5,925 8,093 1,726 -1,767 Percent of Open Interest Represented by Each Category of Trader 2.6 7.2 5.1 29.3 24.7 11.8 13.4 18.8 12.9 11.3 4.2 2.8 10.8 12.6 Number of Traders in Each Category Total Traders: 368 19 31 41 59 81 79 61 61 88 20 36 32 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,635,734 Positions 73,842 214,315 63,222 1,272,000 560,179 298,418 289,112 746,639 200,536 129,700 163,047 38,990 269,914 350,388 Changes from: March 8, 2016 Total Change is: -44,552 14,901 -20,739 16,751 -38,824 12,718 -5,480 -9,243 -26,218 -9,474 -3,126 1,228 8,762 -18,819 -22,100 Percent of Open Interest Represented by Each Category of Trader 2.8 8.1 2.4 48.3 21.3 11.3 11.0 28.3 7.6 4.9 6.2 1.5 10.2 13.3 Number of Traders in Each Category Total Traders: 279 10 31 16 51 50 53 44 51 57 11 31 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 834,770 Positions 283,616 161,009 239,751 4,139 13,075 7,794 109,721 176,161 144,943 4,029 23,204 21,789 18,987 47,043 Changes from: March 8, 2016 Total Change is: 45,139 -18,765 -2,722 12,611 0 2,591 1,314 45,701 48,879 -741 3,906 -22,150 2,720 -1,607 2,638 Percent of Open Interest Represented by Each Category of Trader 34.0 19.3 28.7 0.5 1.6 0.9 13.1 21.1 17.4 0.5 2.8 2.6 2.3 5.6 Number of Traders in Each Category Total Traders: 112 16 28 35 . 5 5 16 33 27 . 10 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is18,332,943 Positions 2,718,709 1,511,554 3,136,119 986,755 1,405,306 495,370 629,516 971,923 8,336,493 317,256 348,015 972,402 740,323 1,155,762 Changes from: March 8, 2016 Total Change is:-2,678,879 29,431 -151,889 -598,116 -118,625 -159,863 -80,792 -17,480 136,370 -1,386,458 -129,832 -81,812 -305,652 -71,353 -50,665 Percent of Open Interest Represented by Each Category of Trader 14.8 8.2 17.1 5.4 7.7 2.7 3.4 5.3 45.5 1.7 1.9 5.3 4.0 6.3 Number of Traders in Each Category Total Traders: 299 28 49 75 15 31 35 45 84 103 17 25 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 26,612 Positions 1,656 312 0 0 13,634 134 17,897 9,249 0 6,225 2,561 600 100 122 Changes from: March 8, 2016 Total Change is: -6,521 -3,420 -6,101 -816 0 343 32 -2,484 86 -9 -24 -260 214 -14 -10 Percent of Open Interest Represented by Each Category of Trader 6.2 1.2 0.0 0.0 51.2 0.5 67.3 34.8 0.0 23.4 9.6 2.3 0.4 0.5 Number of Traders in Each Category Total Traders: 42 . . 0 0 13 . 6 9 0 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 30,032 Positions 2,763 107 0 467 13,887 552 24,601 10,441 0 1,566 4,987 0 83 58 Changes from: March 8, 2016 Total Change is: -16,387 2,513 -13,312 -2,638 0 -108 0 -15,337 -57 -67 -893 -193 0 35 -12 Percent of Open Interest Represented by Each Category of Trader 9.2 0.4 0.0 1.6 46.2 1.8 81.9 34.8 0.0 5.2 16.6 0.0 0.3 0.2 Number of Traders in Each Category Total Traders: 40 4 . 0 . 8 . 8 5 0 . 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 49,989 Positions 782 26,387 71 14,536 2,276 620 11,725 16,693 690 15,599 1,442 95 5,871 1,715 Changes from: March 8, 2016 Total Change is: -13,974 149 -15,852 8 340 410 -418 -11,392 6,178 -4,087 1,198 -40 6 223 -178 Percent of Open Interest Represented by Each Category of Trader 1.6 52.8 0.1 29.1 4.6 1.2 23.5 33.4 1.4 31.2 2.9 0.2 11.7 3.4 Number of Traders in Each Category Total Traders: 111 . . . 6 4 . 24 22 6 38 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 312,450 Positions 31,756 57,494 27,813 78,514 20,744 36,781 54,729 84,987 47,260 6,730 3,993 8,227 20,640 25,151 Changes from: March 8, 2016 Total Change is: 19,154 12,541 -1,323 1,680 -5,900 5,457 957 7,926 9,570 1,509 481 1,548 568 -608 -812 Percent of Open Interest Represented by Each Category of Trader 10.2 18.4 8.9 25.1 6.6 11.8 17.5 27.2 15.1 2.2 1.3 2.6 6.6 8.0 Number of Traders in Each Category Total Traders: 184 15 14 21 12 17 10 34 54 53 13 12 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 19,022 Positions 51 3,367 270 6,609 1,864 1,061 9,250 10,478 1,191 325 750 0 265 41 Changes from: March 8, 2016 Total Change is: -1,811 -37 45 -26 2,036 -47 -339 -326 1,779 -3,140 29 0 0 -8 -83 Percent of Open Interest Represented by Each Category of Trader 0.3 17.7 1.4 34.7 9.8 5.6 48.6 55.1 6.3 1.7 3.9 0.0 1.4 0.2 Number of Traders in Each Category Total Traders: 34 . . . 7 . . 8 9 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 18, 2016