Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 121,663
Positions
3,752 21,646 5,494 39,290 19,725 3,731 12,993 26,155 15,645 8,277 1,298 1,410 31,071 26,560
Changes from: March 15, 2016 Total Change is: -65,862
-70,805 -47,458 -5,214 43 -3,916 1,611 2,347 -8,173 2,164 641 -3,049 349 3,002 -2,175
Percent of Open Interest Represented by Each Category of Trader
3.1 17.8 4.5 32.3 16.2 3.1 10.7 21.5 12.9 6.8 1.1 1.2 25.5 21.8
Number of Traders in Each Category Total Traders: 81
. 9 9 7 9 5 13 24 14 13 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 40,290
Positions
14,670 2,554 388 1,218 2,905 0 13,531 14,160 2,066 0 400 0 8,417 17,817
Changes from: March 15, 2016 Total Change is: -2,331
-377 647 -35 0 -15 0 -3,813 -1,927 488 0 0 0 1,406 -1,489
Percent of Open Interest Represented by Each Category of Trader
36.4 6.3 1.0 3.0 7.2 0.0 33.6 35.1 5.1 0.0 1.0 0.0 20.9 44.2
Number of Traders in Each Category Total Traders: 40
5 . . . 5 0 12 13 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 275,925
Positions
159,808 1,802 9,528 1,650 84,775 4,512 56,286 101,623 21,736 2,699 10,666 3,866 15,841 37,417
Changes from: March 15, 2016 Total Change is: -3,463
12,826 97 476 -178 -2,976 -450 -23,121 -2,214 2,797 1,852 71 1,263 1,071 -2,528
Percent of Open Interest Represented by Each Category of Trader
57.9 0.7 3.5 0.6 30.7 1.6 20.4 36.8 7.9 1.0 3.9 1.4 5.7 13.6
Number of Traders in Each Category Total Traders: 107
10 4 10 . 26 9 26 30 23 4 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 175,678
Positions
7,030 28,275 7,741 31,053 47,011 7,641 68,948 27,569 18,020 1,121 8,324 3,719 30,405 27,378
Changes from: March 15, 2016 Total Change is: 6,122
1,384 12,989 335 4,173 -5,078 175 -3,214 -3,179 478 815 1,267 -1,407 3,383 542
Percent of Open Interest Represented by Each Category of Trader
4.0 16.1 4.4 17.7 26.8 4.3 39.2 15.7 10.3 0.6 4.7 2.1 17.3 15.6
Number of Traders in Each Category Total Traders: 124
7 8 11 17 21 12 30 28 23 4 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 383,958
Positions
79,120 19,884 19,017 104,829 97,886 18,955 32,372 94,855 36,278 32,726 27,116 8,864 51,799 61,103
Changes from: March 15, 2016 Total Change is: 6,827
-3,497 9,510 2,280 -1,956 -2,001 -443 1,724 -5,870 3,974 457 -1,620 265 4,023 731
Percent of Open Interest Represented by Each Category of Trader
20.6 5.2 5.0 27.3 25.5 4.9 8.4 24.7 9.4 8.5 7.1 2.3 13.5 15.9
Number of Traders in Each Category Total Traders: 226
14 10 17 36 35 31 27 50 34 17 36 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 31,657
Positions
1,430 22,168 250 14,774 706 1,530 1,609 2,868 0 2,022 0 0 10,042 4,135
Changes from: March 15, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
4.5 70.0 0.8 46.7 2.2 4.8 5.1 9.1 0.0 6.4 0.0 0.0 31.7 13.1
Number of Traders in Each Category Total Traders: 23
. . . 9 . 5 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 131,931
Positions
3,799 42,360 5,991 37,746 8,041 3,102 33,778 15,401 9,672 3,473 25,115 1,662 32,707 20,586
Changes from: March 15, 2016 Total Change is: 13,965
1,569 9,595 1,313 1,833 1,155 570 5,621 1,230 546 -32 -180 94 2,451 -359
Percent of Open Interest Represented by Each Category of Trader
2.9 32.1 4.5 28.6 6.1 2.4 25.6 11.7 7.3 2.6 19.0 1.3 24.8 15.6
Number of Traders in Each Category Total Traders: 91
5 10 9 12 9 8 20 21 11 5 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 28,079
Positions
14,828 22,325 391 4,542 0 0 5,857 3,327 235 1,354 915 235 637 651
Changes from: March 15, 2016 Total Change is: -5,784
-1,180 -439 -3,733 336 0 0 546 1,811 -1,786 23 -1,717 0 10 80
Percent of Open Interest Represented by Each Category of Trader
52.8 79.5 1.4 16.2 0.0 0.0 20.9 11.8 0.8 4.8 3.3 0.8 2.3 2.3
Number of Traders in Each Category Total Traders: 27
. 10 . . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 105,958
Positions
53,996 37,287 563 17,863 3,919 434 25,365 53,175 667 2,462 5,039 141 4,467 4,733
Changes from: March 15, 2016 Total Change is: 8,127
-385 4,236 451 2,085 -90 -232 4,758 4,126 -78 408 296 98 1,022 -681
Percent of Open Interest Represented by Each Category of Trader
51.0 35.2 0.5 16.9 3.7 0.4 23.9 50.2 0.6 2.3 4.8 0.1 4.2 4.5
Number of Traders in Each Category Total Traders: 112
4 10 . 9 7 . 25 41 9 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 29,616
Positions
0 7,674 0 6,048 160 0 21,611 14,552 884 0 5,235 0 1,073 1,111
Changes from: March 15, 2016 Total Change is: 5,039
0 0 0 -233 0 0 4,942 2,984 356 0 1,718 0 -26 -19
Percent of Open Interest Represented by Each Category of Trader
0.0 25.9 0.0 20.4 0.5 0.0 73.0 49.1 3.0 0.0 17.7 0.0 3.6 3.8
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 22, 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 27,163
Positions
5,277 1,824 3 1,797 10,176 0 13,884 9,591 1,202 1,400 1,203 0 3,600 3,164
Changes from: March 15, 2016 Total Change is: -1,288
-262 207 3 -62 -290 0 -1,471 -227 -399 -404 122 0 1,307 -704
Percent of Open Interest Represented by Each Category of Trader
19.4 6.7 0.0 6.6 37.5 0.0 51.1 35.3 4.4 5.2 4.4 0.0 13.3 11.6
Number of Traders in Each Category Total Traders: 63
. 5 . 4 4 0 19 21 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 47,231
Positions
14,667 16,250 422 5,956 1,102 421 17,620 16,312 859 1,002 2,092 556 5,728 9,217
Changes from: March 15, 2016 Total Change is: -1,539
3,166 5,299 -10,668 507 -225 -108 8,396 4,970 -1,287 -417 948 -424 -704 -45
Percent of Open Interest Represented by Each Category of Trader
31.1 34.4 0.9 12.6 2.3 0.9 37.3 34.5 1.8 2.1 4.4 1.2 12.1 19.5
Number of Traders in Each Category Total Traders: 90
13 14 . 11 4 5 22 16 6 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 94,462
Positions
29,335 32,501 844 11,912 2,203 842 35,240 32,623 1,718 2,004 4,184 1,112 11,455 18,435
Changes from: March 15, 2016 Total Change is: -3,078
6,333 10,597 -21,335 1,013 -449 -216 16,792 9,940 -2,574 -835 1,896 -848 -1,408 -90
Percent of Open Interest Represented by Each Category of Trader
31.1 34.4 0.9 12.6 2.3 0.9 37.3 34.5 1.8 2.1 4.4 1.2 12.1 19.5
Number of Traders in Each Category Total Traders: 90
13 14 . 11 4 5 22 16 6 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 806,381
Positions
116,482 60,938 20,925 254,392 206,252 63,810 72,368 136,946 129,020 22,113 45,835 38,179 89,091 104,475
Changes from: March 15, 2016 Total Change is: -247,020
-28,373 -21,896 -50,432 7,646 -9,158 -14,550 -10,100 -3,849 -54,893 -1,434 -3,714 -11,059 -83,825 -77,468
Percent of Open Interest Represented by Each Category of Trader
14.4 7.6 2.6 31.5 25.6 7.9 9.0 17.0 16.0 2.7 5.7 4.7 11.0 13.0
Number of Traders in Each Category Total Traders: 630
40 33 31 111 102 101 78 132 116 50 84 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 131,979
Positions
12,063 9,783 7,382 13,367 22,924 9,911 4,897 3,406 37,468 3,770 1,693 8,640 34,481 30,773
Changes from: March 15, 2016 Total Change is: -100,217
-54,975 -7,101 -1,919 -5,678 1,308 935 -17,515 -6,521 -7,266 1,324 -2,951 -3,673 -11,452 -73,031
Percent of Open Interest Represented by Each Category of Trader
9.1 7.4 5.6 10.1 17.4 7.5 3.7 2.6 28.4 2.9 1.3 6.5 26.1 23.3
Number of Traders in Each Category Total Traders: 70
7 5 6 11 5 8 17 12 29 5 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 3,372,010
Positions
535,040 268,721 54,776 1,207,566 919,079 267,057 359,057 689,405 436,054 106,239 235,235 133,174 273,046 368,509
Changes from: March 15, 2016 Total Change is: -734,017
72,548 -134,437 -182,109 45,263 -73,687 -56,074 -45,971 -69,687 -155,091 -6,902 3,072 -43,818 -361,863 -22,186
Percent of Open Interest Represented by Each Category of Trader
15.9 8.0 1.6 35.8 27.3 7.9 10.6 20.4 12.9 3.2 7.0 3.9 8.1 10.9
Number of Traders in Each Category Total Traders: 608
37 33 31 109 98 97 75 130 111 47 79 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 84,557
Positions
17,599 5,916 272 42,148 62,208 2,146 12,432 9,064 338 406 765 0 9,216 3,848
Changes from: March 15, 2016 Total Change is: -17,486
-7,965 -2,956 -8,144 -1,882 -2,440 -416 554 -2,313 -488 -88 251 0 943 -980
Percent of Open Interest Represented by Each Category of Trader
20.8 7.0 0.3 49.8 73.6 2.5 14.7 10.7 0.4 0.5 0.9 0.0 10.9 4.6
Number of Traders in Each Category Total Traders: 85
9 4 . 35 17 15 6 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 44,503
Positions
7,863 11,447 400 18,810 10,108 687 7,224 11,692 2,355 2,255 2,394 491 4,418 4,928
Changes from: March 15, 2016 Total Change is: -15,194
-73 -5,650 -6,441 -6,276 -662 -957 668 805 -1,543 -45 16 -285 -243 -478
Percent of Open Interest Represented by Each Category of Trader
17.7 25.7 0.9 42.3 22.7 1.5 16.2 26.3 5.3 5.1 5.4 1.1 9.9 11.1
Number of Traders in Each Category Total Traders: 210
15 18 7 38 23 11 28 49 22 15 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 222,514
Positions
39,315 57,237 1,999 94,051 50,538 3,437 36,118 58,461 11,774 11,276 11,970 2,457 22,088 24,642
Changes from: March 15, 2016 Total Change is: -75,971
-364 -28,249 -32,205 -31,378 -3,308 -4,785 3,342 4,026 -7,714 -224 82 -1,427 -1,216 -2,390
Percent of Open Interest Represented by Each Category of Trader
17.7 25.7 0.9 42.3 22.7 1.5 16.2 26.3 5.3 5.1 5.4 1.1 9.9 11.1
Number of Traders in Each Category Total Traders: 210
15 18 7 38 23 11 28 49 22 15 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 387,420
Positions
166,442 15,186 956 113,737 206,265 16,732 59,858 116,754 5,753 8,315 7,322 96 15,530 18,355
Changes from: March 15, 2016 Total Change is: -56,081
-26,930 -19,130 -7,804 -6,038 -8,525 222 -4,874 -5,400 -6,580 3,241 -2,949 -3,430 -3,887 -2,485
Percent of Open Interest Represented by Each Category of Trader
43.0 3.9 0.2 29.4 53.2 4.3 15.5 30.1 1.5 2.1 1.9 0.0 4.0 4.7
Number of Traders in Each Category Total Traders: 266
23 10 . 49 57 27 39 65 20 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 30,399
Positions
1,090 7,118 0 14,791 976 54 4,257 6,725 0 4,554 9,891 0 5,653 5,635
Changes from: March 15, 2016 Total Change is: 1,117
330 3,683 0 -950 -248 11 41 -1,704 0 1,920 621 -400 165 -846
Percent of Open Interest Represented by Each Category of Trader
3.6 23.4 0.0 48.7 3.2 0.2 14.0 22.1 0.0 15.0 32.5 0.0 18.6 18.5
Number of Traders in Each Category Total Traders: 46
. 6 0 11 . . 4 13 0 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 61,470
Positions
17,026 8,496 369 10,572 4,722 259 16,899 6,391 98 6,654 0 0 9,593 41,135
Changes from: March 15, 2016 Total Change is: 2,973
3,324 3,119 150 -211 78 21 -1,199 -233 -256 388 -441 0 756 535
Percent of Open Interest Represented by Each Category of Trader
27.7 13.8 0.6 17.2 7.7 0.4 27.5 10.4 0.2 10.8 0.0 0.0 15.6 66.9
Number of Traders in Each Category Total Traders: 75
15 8 5 9 5 . 22 10 . 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 180,608
Positions
10,535 90,620 812 110,719 63,106 7,552 35,945 5,388 5,298 3,496 2,596 5 6,246 5,231
Changes from: March 15, 2016 Total Change is: -23,774
-767 -6,768 -14,053 -3,079 -1,898 -199 -2,324 761 -562 5 -176 -29 -2,766 -850
Percent of Open Interest Represented by Each Category of Trader
5.8 50.2 0.4 61.3 34.9 4.2 19.9 3.0 2.9 1.9 1.4 0.0 3.5 2.9
Number of Traders in Each Category Total Traders: 123
10 8 . 42 24 16 14 8 5 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 606,285
Positions
37,108 287,708 1,548 349,235 109,558 65,023 114,681 105,554 5,834 15,229 18,808 1,238 16,389 11,014
Changes from: March 15, 2016 Total Change is: -80,505
7,495 49,982 -71,124 25,412 -22,303 -115 262 -2,814 -5,142 -3,647 4,334 -1,762 -31,884 -31,561
Percent of Open Interest Represented by Each Category of Trader
6.1 47.5 0.3 57.6 18.1 10.7 18.9 17.4 1.0 2.5 3.1 0.2 2.7 1.8
Number of Traders in Each Category Total Traders: 271
17 26 6 81 40 39 32 38 16 24 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 617,005
Positions
2,715 61,941 27,762 172,484 142,051 88,386 64,250 34,377 95,926 7,312 22,796 10,619 147,551 133,147
Changes from: March 15, 2016 Total Change is: -12,941
-60 -1,766 3,052 -5,530 2,085 -5,138 4,965 -4,523 -5,712 672 1,127 -2,077 -3,113 11
Percent of Open Interest Represented by Each Category of Trader
0.4 10.0 4.5 28.0 23.0 14.3 10.4 5.6 15.5 1.2 3.7 1.7 23.9 21.6
Number of Traders in Each Category Total Traders: 160
. 20 16 34 30 37 34 20 40 7 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 617,028
Positions
0 64,713 928 366,214 117,683 54,718 38,754 277,837 12,496 7,374 7,856 0 136,544 80,797
Changes from: March 15, 2016 Total Change is: -4,910
0 -6,905 -613 681 3,892 3,608 4,053 3,537 -7,071 0 0 0 -5,568 -1,357
Percent of Open Interest Represented by Each Category of Trader
0.0 10.5 0.2 59.4 19.1 8.9 6.3 45.0 2.0 1.2 1.3 0.0 22.1 13.1
Number of Traders in Each Category Total Traders: 95
0 6 . 42 15 31 13 14 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 955,436
Positions
28,485 77,808 9,216 348,687 234,784 104,489 243,632 197,328 53,615 47,296 122,013 8,305 111,712 147,878
Changes from: March 15, 2016 Total Change is: 6,146
3,728 4,450 30 12,819 -20,282 -63 -16,315 12,508 -3,185 19,716 14,101 -5,027 -5,556 3,615
Percent of Open Interest Represented by Each Category of Trader
3.0 8.1 1.0 36.5 24.6 10.9 25.5 20.7 5.6 5.0 12.8 0.9 11.7 15.5
Number of Traders in Each Category Total Traders: 230
11 28 12 55 42 46 26 33 27 14 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 3,231,245
Positions
106,694 209,601 166,369 922,301 867,098 380,599 444,371 555,474 402,974 369,868 145,412 86,166 351,902 417,551
Changes from: March 15, 2016 Total Change is: -62,477
21,115 -26,540 -478 -41,710 54,325 -9,290 2,530 -63,072 -21,153 -2,276 8,594 -7,475 -3,740 2,610
Percent of Open Interest Represented by Each Category of Trader
3.3 6.5 5.1 28.5 26.8 11.8 13.8 17.2 12.5 11.4 4.5 2.7 10.9 12.9
Number of Traders in Each Category Total Traders: 371
23 31 35 62 77 78 60 65 89 22 31 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 95,518
Positions
2,960 10,449 459 14,790 38,659 176 34,452 0 118 2,250 0 0 40,314 45,657
Changes from: March 15, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.1 10.9 0.5 15.5 40.5 0.2 36.1 0.0 0.1 2.4 0.0 0.0 42.2 47.8
Number of Traders in Each Category Total Traders: 20
. . . . 5 4 7 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 2,570,247
Positions
74,318 200,315 65,257 1,254,309 539,144 279,729 289,607 774,272 172,763 143,163 178,188 33,116 257,987 327,464
Changes from: March 15, 2016 Total Change is: -65,487
476 -14,000 2,035 -17,691 -21,035 -18,688 495 27,633 -27,773 13,462 15,141 -5,875 -11,928 -22,924
Percent of Open Interest Represented by Each Category of Trader
2.9 7.8 2.5 48.8 21.0 10.9 11.3 30.1 6.7 5.6 6.9 1.3 10.0 12.7
Number of Traders in Each Category Total Traders: 281
10 28 20 48 54 55 38 61 59 11 31 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 798,179
Positions
254,451 169,238 237,247 4,139 15,963 2,389 109,893 150,770 143,269 9,592 16,733 15,428 21,772 47,143
Changes from: March 15, 2016 Total Change is: -36,591
-29,165 8,229 -2,505 0 2,888 -5,405 172 -25,391 -1,674 5,563 -6,471 -6,361 2,784 100
Percent of Open Interest Represented by Each Category of Trader
31.9 21.2 29.7 0.5 2.0 0.3 13.8 18.9 17.9 1.2 2.1 1.9 2.7 5.9
Number of Traders in Each Category Total Traders: 110
16 31 35 . 4 . 18 29 29 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 is17,627,735
Positions
2,796,750 1,436,065 3,164,098 608,211 1,401,934 453,208 541,498 833,343 7,945,236 456,409 313,075 959,064 703,260 1,121,712
Changes from: March 15, 2016 Total Change is: -705,208
78,042 -75,489 27,979 -378,544 -3,372 -42,162 -88,018 -138,579 -391,257 139,154 -34,940 -13,338 -37,063 -34,050
Percent of Open Interest Represented by Each Category of Trader
15.9 8.1 17.9 3.5 8.0 2.6 3.1 4.7 45.1 2.6 1.8 5.4 4.0 6.4
Number of Traders in Each Category Total Traders: 296
34 43 75 15 31 35 44 81 103 18 24 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 24,957
Positions
1,684 312 0 0 13,038 134 16,211 8,510 0 6,210 2,240 612 106 111
Changes from: March 15, 2016 Total Change is: -1,655
28 0 0 0 -596 0 -1,686 -739 0 -15 -321 12 6 -11
Percent of Open Interest Represented by Each Category of Trader
6.7 1.3 0.0 0.0 52.2 0.5 65.0 34.1 0.0 24.9 9.0 2.5 0.4 0.4
Number of Traders in Each Category Total Traders: 41
. . 0 0 13 . 4 11 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 29,443
Positions
3,708 118 0 414 14,035 551 23,600 10,194 0 1,100 4,497 0 70 48
Changes from: March 15, 2016 Total Change is: -589
945 11 0 -53 148 -1 -1,001 -247 0 -466 -490 0 -13 -10
Percent of Open Interest Represented by Each Category of Trader
12.6 0.4 0.0 1.4 47.7 1.9 80.2 34.6 0.0 3.7 15.3 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 38
4 . 0 . 8 . 6 6 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 53,003
Positions
425 26,320 91 14,627 2,262 634 11,022 18,273 1,313 18,289 1,148 127 6,475 2,836
Changes from: March 15, 2016 Total Change is: 3,014
-357 -67 20 91 -14 14 -703 1,580 622 2,690 -294 32 604 1,120
Percent of Open Interest Represented by Each Category of Trader
0.8 49.7 0.2 27.6 4.3 1.2 20.8 34.5 2.5 34.5 2.2 0.2 12.2 5.4
Number of Traders in Each Category Total Traders: 124
4 . . 6 6 . 24 28 11 45 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 322,164
Positions
44,406 23,124 19,131 95,269 33,573 37,826 40,557 124,538 48,317 7,028 4,297 6,772 22,858 24,586
Changes from: March 15, 2016 Total Change is: 9,714
12,650 -34,370 -8,682 16,755 12,829 1,045 -14,172 39,551 1,057 298 304 -1,455 2,218 -565
Percent of Open Interest Represented by Each Category of Trader
13.8 7.2 5.9 29.6 10.4 11.7 12.6 38.7 15.0 2.2 1.3 2.1 7.1 7.6
Number of Traders in Each Category Total Traders: 186
16 10 17 9 20 8 35 63 52 12 14 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 22, 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 19,274
Positions
71 3,378 0 10,217 1,864 1,124 6,613 11,869 260 694 750 0 295 29
Changes from: March 15, 2016 Total Change is: 252
20 11 -270 3,608 0 63 -2,637 1,391 -931 369 0 0 30 -12
Percent of Open Interest Represented by Each Category of Trader
0.4 17.5 0.0 53.0 9.7 5.8 34.3 61.6 1.3 3.6 3.9 0.0 1.5 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 9 . . 8 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 25, 2016