Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 124,332
Positions
3,595 26,611 5,360 38,481 16,619 3,605 19,035 27,176 15,433 8,902 1,027 1,807 28,115 26,694
Changes from: March 22, 2016 Total Change is: 2,669
-157 4,965 -134 -810 -3,106 -126 6,042 1,021 -212 624 -270 397 -2,956 134
Percent of Open Interest Represented by Each Category of Trader
2.9 21.4 4.3 30.9 13.4 2.9 15.3 21.9 12.4 7.2 0.8 1.5 22.6 21.5
Number of Traders in Each Category Total Traders: 85
. 10 8 8 9 5 15 24 15 13 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 38,386
Positions
13,297 3,269 378 1,236 2,995 0 11,963 12,011 2,512 0 400 0 9,000 16,821
Changes from: March 22, 2016 Total Change is: -1,904
-1,373 715 -10 18 90 0 -1,569 -2,149 446 0 0 0 584 -996
Percent of Open Interest Represented by Each Category of Trader
34.6 8.5 1.0 3.2 7.8 0.0 31.2 31.3 6.5 0.0 1.0 0.0 23.4 43.8
Number of Traders in Each Category Total Traders: 41
4 . . . 5 0 14 12 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 279,917
Positions
163,829 1,401 8,572 1,416 86,053 5,766 54,600 103,674 22,210 4,266 12,114 3,655 15,603 36,472
Changes from: March 22, 2016 Total Change is: 3,992
4,021 -402 -956 -234 1,278 1,254 -1,686 2,052 474 1,567 1,448 -210 -238 -946
Percent of Open Interest Represented by Each Category of Trader
58.5 0.5 3.1 0.5 30.7 2.1 19.5 37.0 7.9 1.5 4.3 1.3 5.6 13.0
Number of Traders in Each Category Total Traders: 115
11 . 11 . 28 9 27 32 23 5 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 179,216
Positions
6,481 29,682 8,070 32,457 46,673 7,491 68,747 31,133 18,147 2,096 6,638 5,083 30,645 26,300
Changes from: March 22, 2016 Total Change is: 3,538
-549 1,407 328 1,404 -337 -150 -202 3,565 126 975 -1,687 1,364 241 -1,078
Percent of Open Interest Represented by Each Category of Trader
3.6 16.6 4.5 18.1 26.0 4.2 38.4 17.4 10.1 1.2 3.7 2.8 17.1 14.7
Number of Traders in Each Category Total Traders: 123
7 8 11 16 21 12 27 31 21 . 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 393,068
Positions
80,666 24,658 20,272 104,777 100,290 18,250 39,116 96,607 35,613 31,599 28,133 8,359 54,416 60,885
Changes from: March 22, 2016 Total Change is: 9,110
1,547 4,774 1,255 -51 2,404 -706 6,744 1,753 -665 -1,127 1,017 -505 2,617 -218
Percent of Open Interest Represented by Each Category of Trader
20.5 6.3 5.2 26.7 25.5 4.6 10.0 24.6 9.1 8.0 7.2 2.1 13.8 15.5
Number of Traders in Each Category Total Traders: 225
13 10 16 35 35 30 33 46 34 17 35 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 31,644
Positions
1,399 22,676 279 15,037 703 1,488 1,324 2,734 0 2,022 0 0 10,095 3,764
Changes from: March 22, 2016 Total Change is: -13
-31 508 29 263 -3 -42 -285 -134 0 0 0 0 53 -371
Percent of Open Interest Represented by Each Category of Trader
4.4 71.7 0.9 47.5 2.2 4.7 4.2 8.6 0.0 6.4 0.0 0.0 31.9 11.9
Number of Traders in Each Category Total Traders: 24
. 4 . 9 . 5 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 140,992
Positions
3,886 47,475 5,881 40,419 8,674 3,266 39,282 16,349 10,265 4,596 26,807 1,804 31,594 20,472
Changes from: March 22, 2016 Total Change is: 9,061
87 5,114 -111 2,673 633 163 5,504 947 593 1,122 1,693 143 -1,113 -115
Percent of Open Interest Represented by Each Category of Trader
2.8 33.7 4.2 28.7 6.2 2.3 27.9 11.6 7.3 3.3 19.0 1.3 22.4 14.5
Number of Traders in Each Category Total Traders: 93
5 8 7 11 9 7 24 21 13 6 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 27,923
Positions
14,828 22,410 391 4,392 0 0 5,844 3,119 235 1,318 1,076 235 680 457
Changes from: March 22, 2016 Total Change is: -156
0 85 0 -150 0 0 -13 -208 0 -36 161 0 43 -194
Percent of Open Interest Represented by Each Category of Trader
53.1 80.3 1.4 15.7 0.0 0.0 20.9 11.2 0.8 4.7 3.9 0.8 2.4 1.6
Number of Traders in Each Category Total Traders: 27
. 10 . . 0 0 6 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 109,637
Positions
54,502 41,740 102 17,107 3,936 445 30,083 51,779 672 2,346 5,542 120 4,261 5,301
Changes from: March 22, 2016 Total Change is: 3,679
506 4,453 -461 -756 17 11 4,718 -1,396 5 -116 503 -21 -207 568
Percent of Open Interest Represented by Each Category of Trader
49.7 38.1 0.1 15.6 3.6 0.4 27.4 47.2 0.6 2.1 5.1 0.1 3.9 4.8
Number of Traders in Each Category Total Traders: 109
4 8 . 9 7 . 28 34 9 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 45,047
Positions
0 6,766 13,419 6,048 160 0 21,772 15,101 2,595 0 5,794 27 1,186 1,185
Changes from: March 22, 2016 Total Change is: 15,431
0 -908 13,419 0 0 0 161 549 1,711 0 559 27 113 74
Percent of Open Interest Represented by Each Category of Trader
0.0 15.0 29.8 13.4 0.4 0.0 48.3 33.5 5.8 0.0 12.9 0.1 2.6 2.6
Number of Traders in Each Category Total Traders: 27
0 . . . . 0 6 12 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 28,248
Positions
5,407 2,356 1 1,889 10,176 0 14,987 9,476 1,269 1,620 1,678 0 3,075 3,292
Changes from: March 22, 2016 Total Change is: 1,085
130 532 -2 92 0 0 1,103 -115 67 220 475 0 -525 128
Percent of Open Interest Represented by Each Category of Trader
19.1 8.3 0.0 6.7 36.0 0.0 53.1 33.5 4.5 5.7 5.9 0.0 10.9 11.7
Number of Traders in Each Category Total Traders: 68
4 5 . 4 4 0 22 20 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 52,729
Positions
15,139 21,693 343 6,058 946 413 21,468 16,628 863 1,127 2,182 459 6,859 9,202
Changes from: March 22, 2016 Total Change is: 5,498
471 5,443 -79 102 -156 -8 3,848 316 4 125 90 -97 1,132 -15
Percent of Open Interest Represented by Each Category of Trader
28.7 41.1 0.6 11.5 1.8 0.8 40.7 31.5 1.6 2.1 4.1 0.9 13.0 17.5
Number of Traders in Each Category Total Traders: 98
14 15 . 11 4 5 27 16 5 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 105,457
Positions
30,278 43,386 685 12,116 1,891 826 42,935 33,256 1,726 2,254 4,363 918 13,719 18,405
Changes from: March 22, 2016 Total Change is: 10,995
943 10,886 -159 204 -312 -16 7,695 632 8 250 179 -194 2,263 -30
Percent of Open Interest Represented by Each Category of Trader
28.7 41.1 0.6 11.5 1.8 0.8 40.7 31.5 1.6 2.1 4.1 0.9 13.0 17.5
Number of Traders in Each Category Total Traders: 98
14 15 . 11 4 5 27 16 5 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 815,102
Positions
118,926 59,661 22,141 250,934 210,795 64,045 74,442 140,058 128,505 23,716 46,655 38,028 94,364 105,214
Changes from: March 22, 2016 Total Change is: 8,721
2,444 -1,277 1,216 -3,458 4,543 235 2,074 3,112 -516 1,603 820 -151 5,274 739
Percent of Open Interest Represented by Each Category of Trader
14.6 7.3 2.7 30.8 25.9 7.9 9.1 17.2 15.8 2.9 5.7 4.7 11.6 12.9
Number of Traders in Each Category Total Traders: 636
41 28 35 112 100 103 78 138 115 54 85 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 131,893
Positions
12,665 10,810 6,766 13,473 22,792 10,462 5,233 4,043 35,728 4,078 1,583 8,349 35,139 31,361
Changes from: March 22, 2016 Total Change is: -86
603 1,027 -616 106 -133 551 336 637 -1,740 308 -109 -291 658 587
Percent of Open Interest Represented by Each Category of Trader
9.6 8.2 5.1 10.2 17.3 7.9 4.0 3.1 27.1 3.1 1.2 6.3 26.6 23.8
Number of Traders in Each Category Total Traders: 70
8 4 7 11 5 8 16 13 29 6 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 3,416,045
Positions
552,270 265,222 55,912 1,189,746 942,458 265,475 367,728 701,759 442,197 113,890 241,055 132,701 296,125 369,265
Changes from: March 22, 2016 Total Change is: 44,035
17,229 -3,499 1,136 -17,820 23,379 -1,582 8,671 12,354 6,143 7,651 5,820 -473 23,079 756
Percent of Open Interest Represented by Each Category of Trader
16.2 7.8 1.6 34.8 27.6 7.8 10.8 20.5 12.9 3.3 7.1 3.9 8.7 10.8
Number of Traders in Each Category Total Traders: 617
39 29 32 110 96 99 75 137 111 50 81 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 88,727
Positions
16,406 9,496 319 45,000 62,440 2,234 13,689 8,304 817 204 804 0 10,058 4,313
Changes from: March 22, 2016 Total Change is: 4,170
-1,193 3,580 47 2,852 232 88 1,257 -760 479 -202 39 0 842 465
Percent of Open Interest Represented by Each Category of Trader
18.5 10.7 0.4 50.7 70.4 2.5 15.4 9.4 0.9 0.2 0.9 0.0 11.3 4.9
Number of Traders in Each Category Total Traders: 88
8 4 . 36 17 15 9 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 46,305
Positions
7,624 13,882 427 17,538 9,228 800 9,870 12,669 2,176 2,336 2,051 455 5,079 4,617
Changes from: March 22, 2016 Total Change is: 1,802
-239 2,434 27 -1,272 -879 113 2,647 977 -178 81 -343 -37 661 -312
Percent of Open Interest Represented by Each Category of Trader
16.5 30.0 0.9 37.9 19.9 1.7 21.3 27.4 4.7 5.0 4.4 1.0 11.0 10.0
Number of Traders in Each Category Total Traders: 220
17 16 6 42 20 11 34 51 18 15 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 231,526
Positions
38,120 69,409 2,135 87,692 46,141 4,001 49,351 63,346 10,882 11,679 10,256 2,273 25,394 23,084
Changes from: March 22, 2016 Total Change is: 9,012
-1,195 12,172 136 -6,359 -4,397 564 13,233 4,885 -892 403 -1,714 -183 3,306 -1,558
Percent of Open Interest Represented by Each Category of Trader
16.5 30.0 0.9 37.9 19.9 1.7 21.3 27.4 4.7 5.0 4.4 1.0 11.0 10.0
Number of Traders in Each Category Total Traders: 220
17 16 6 42 20 11 34 51 18 15 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 387,909
Positions
165,396 15,887 1,315 118,889 204,274 14,761 56,377 118,769 6,147 8,605 8,961 87 16,332 17,708
Changes from: March 22, 2016 Total Change is: 489
-1,046 701 359 5,152 -1,991 -1,971 -3,481 2,015 394 290 1,639 -10 802 -647
Percent of Open Interest Represented by Each Category of Trader
42.6 4.1 0.3 30.6 52.7 3.8 14.5 30.6 1.6 2.2 2.3 0.0 4.2 4.6
Number of Traders in Each Category Total Traders: 268
22 11 4 49 56 28 41 65 22 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 29,701
Positions
1,090 7,986 0 14,741 976 60 3,720 6,048 0 4,554 9,621 0 5,536 5,010
Changes from: March 22, 2016 Total Change is: -698
0 868 0 -50 0 6 -537 -677 0 0 -270 0 -117 -625
Percent of Open Interest Represented by Each Category of Trader
3.7 26.9 0.0 49.6 3.3 0.2 12.5 20.4 0.0 15.3 32.4 0.0 18.6 16.9
Number of Traders in Each Category Total Traders: 44
. 7 0 11 . . . 13 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 58,669
Positions
17,073 9,721 431 10,790 5,049 257 15,415 4,389 205 6,305 0 0 8,193 38,617
Changes from: March 22, 2016 Total Change is: -2,801
47 1,225 62 218 327 -2 -1,484 -2,002 107 -349 0 0 -1,400 -2,518
Percent of Open Interest Represented by Each Category of Trader
29.1 16.6 0.7 18.4 8.6 0.4 26.3 7.5 0.3 10.7 0.0 0.0 14.0 65.8
Number of Traders in Each Category Total Traders: 75
14 9 5 9 6 . 22 8 4 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 182,111
Positions
11,133 90,377 812 110,582 65,145 7,798 36,940 5,214 5,068 3,520 2,597 4 6,254 5,096
Changes from: March 22, 2016 Total Change is: 1,503
598 -243 0 -137 2,039 246 995 -174 -230 24 1 -1 8 -135
Percent of Open Interest Represented by Each Category of Trader
6.1 49.6 0.4 60.7 35.8 4.3 20.3 2.9 2.8 1.9 1.4 0.0 3.4 2.8
Number of Traders in Each Category Total Traders: 122
10 8 . 41 24 16 15 7 5 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 584,976
Positions
37,395 285,544 1,357 322,859 105,839 65,227 116,983 89,209 5,776 15,677 19,396 1,325 18,377 11,303
Changes from: March 22, 2016 Total Change is: -21,309
287 -2,164 -191 -26,376 -3,719 204 2,302 -16,345 -58 448 588 87 1,988 289
Percent of Open Interest Represented by Each Category of Trader
6.4 48.8 0.2 55.2 18.1 11.2 20.0 15.3 1.0 2.7 3.3 0.2 3.1 1.9
Number of Traders in Each Category Total Traders: 278
17 25 5 84 38 41 35 37 17 26 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 596,829
Positions
5,233 59,942 22,500 167,823 152,931 82,951 75,251 37,177 71,449 7,052 23,117 4,689 159,879 142,072
Changes from: March 22, 2016 Total Change is: -20,176
2,518 -1,999 -5,262 -4,660 10,880 -5,435 11,001 2,800 -24,477 -260 321 -5,930 12,329 8,925
Percent of Open Interest Represented by Each Category of Trader
0.9 10.0 3.8 28.1 25.6 13.9 12.6 6.2 12.0 1.2 3.9 0.8 26.8 23.8
Number of Traders in Each Category Total Traders: 149
4 18 13 30 32 34 34 14 34 4 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 620,463
Positions
0 63,571 851 355,548 111,515 60,335 42,197 280,317 12,839 9,124 7,856 0 139,569 83,179
Changes from: March 22, 2016 Total Change is: 3,435
0 -1,142 -77 -10,666 -6,168 5,617 3,443 2,480 343 1,750 0 0 3,025 2,382
Percent of Open Interest Represented by Each Category of Trader
0.0 10.2 0.1 57.3 18.0 9.7 6.8 45.2 2.1 1.5 1.3 0.0 22.5 13.4
Number of Traders in Each Category Total Traders: 95
0 6 . 41 15 30 14 13 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 963,994
Positions
23,770 101,710 5,889 354,694 167,502 110,500 256,466 247,398 49,141 46,241 128,214 4,818 112,475 148,821
Changes from: March 22, 2016 Total Change is: 8,558
-4,715 23,902 -3,326 6,008 -67,282 6,011 12,834 50,070 -4,474 -1,055 6,200 -3,487 763 944
Percent of Open Interest Represented by Each Category of Trader
2.5 10.6 0.6 36.8 17.4 11.5 26.6 25.7 5.1 4.8 13.3 0.5 11.7 15.4
Number of Traders in Each Category Total Traders: 228
9 29 10 57 37 48 29 33 25 13 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 3,055,358
Positions
86,786 223,779 124,165 928,430 864,134 363,523 483,110 579,825 277,808 367,285 145,197 63,310 360,940 413,617
Changes from: March 22, 2016 Total Change is: -175,887
-19,908 14,178 -42,204 6,129 -2,965 -17,077 38,739 24,351 -125,166 -2,583 -215 -22,855 9,038 -3,934
Percent of Open Interest Represented by Each Category of Trader
2.8 7.3 4.1 30.4 28.3 11.9 15.8 19.0 9.1 12.0 4.8 2.1 11.8 13.5
Number of Traders in Each Category Total Traders: 352
15 29 30 61 77 73 58 60 85 21 30 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 2,573,949
Positions
58,103 240,192 52,902 1,300,946 506,457 286,807 330,103 814,984 123,367 140,183 197,172 17,638 263,900 334,429
Changes from: March 22, 2016 Total Change is: 3,702
-16,215 39,877 -12,355 46,638 -32,687 7,078 40,496 40,712 -49,395 -2,980 18,984 -15,478 5,913 6,965
Percent of Open Interest Represented by Each Category of Trader
2.3 9.3 2.1 50.5 19.7 11.1 12.8 31.7 4.8 5.4 7.7 0.7 10.3 13.0
Number of Traders in Each Category Total Traders: 278
7 32 17 52 49 56 38 57 53 10 33 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 842,202
Positions
250,075 153,205 259,434 4,139 15,624 5,389 112,459 167,431 152,988 12,878 13,662 23,607 21,233 50,861
Changes from: March 22, 2016 Total Change is: 44,023
-4,376 -16,033 22,188 0 -339 3,000 2,566 16,661 9,719 3,286 -3,070 8,179 -539 3,718
Percent of Open Interest Represented by Each Category of Trader
29.7 18.2 30.8 0.5 1.9 0.6 13.4 19.9 18.2 1.5 1.6 2.8 2.5 6.0
Number of Traders in Each Category Total Traders: 117
17 30 37 . 4 4 16 32 31 6 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 is17,392,324
Positions
3,043,696 1,456,660 3,095,188 414,304 1,389,674 465,413 613,250 949,912 7,489,733 439,345 330,427 1,056,157 775,238 1,159,161
Changes from: March 22, 2016 Total Change is: -235,411
246,946 20,595 -68,910 -193,907 -12,260 12,205 71,752 116,569 -455,503 -17,064 17,352 97,093 71,978 37,449
Percent of Open Interest Represented by Each Category of Trader
17.5 8.4 17.8 2.4 8.0 2.7 3.5 5.5 43.1 2.5 1.9 6.1 4.5 6.7
Number of Traders in Each Category Total Traders: 299
31 47 76 12 35 36 41 85 104 17 26 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 25,888
Positions
1,802 426 0 0 13,496 134 16,652 8,706 0 6,559 2,391 612 129 123
Changes from: March 22, 2016 Total Change is: 931
118 114 0 0 458 0 441 196 0 349 151 0 23 12
Percent of Open Interest Represented by Each Category of Trader
7.0 1.6 0.0 0.0 52.1 0.5 64.3 33.6 0.0 25.3 9.2 2.4 0.5 0.5
Number of Traders in Each Category Total Traders: 44
4 . 0 0 13 . 4 10 0 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 31,411
Positions
6,915 423 0 414 14,514 551 22,368 10,903 0 1,100 4,869 0 63 151
Changes from: March 22, 2016 Total Change is: 1,968
3,207 305 0 0 479 0 -1,232 709 0 0 372 0 -7 103
Percent of Open Interest Represented by Each Category of Trader
22.0 1.3 0.0 1.3 46.2 1.8 71.2 34.7 0.0 3.5 15.5 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 39
. . 0 . 8 . 6 8 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 54,079
Positions
373 26,157 106 14,873 2,279 629 11,708 19,560 1,494 18,529 611 134 6,232 3,108
Changes from: March 22, 2016 Total Change is: 1,076
-52 -163 15 246 17 -5 686 1,287 182 240 -537 8 -243 272
Percent of Open Interest Represented by Each Category of Trader
0.7 48.4 0.2 27.5 4.2 1.2 21.6 36.2 2.8 34.3 1.1 0.2 11.5 5.7
Number of Traders in Each Category Total Traders: 118
. . . 6 6 . 23 24 9 46 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 338,446
Positions
59,872 19,800 19,156 89,933 43,209 39,412 42,445 128,209 51,190 6,435 3,787 7,609 22,394 26,074
Changes from: March 22, 2016 Total Change is: 16,282
15,466 -3,324 25 -5,336 9,636 1,586 1,888 3,671 2,873 -593 -510 837 -464 1,488
Percent of Open Interest Represented by Each Category of Trader
17.7 5.9 5.7 26.6 12.8 11.6 12.5 37.9 15.1 1.9 1.1 2.2 6.6 7.7
Number of Traders in Each Category Total Traders: 190
17 10 19 10 18 9 42 59 54 12 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 18,436
Positions
562 3,190 0 8,640 2,818 1,000 6,968 10,273 326 659 817 0 281 12
Changes from: March 22, 2016 Total Change is: -838
491 -188 0 -1,577 954 -124 355 -1,596 66 -35 67 0 -14 -17
Percent of Open Interest Represented by Each Category of Trader
3.0 17.3 0.0 46.9 15.3 5.4 37.8 55.7 1.8 3.6 4.4 0.0 1.5 0.1
Number of Traders in Each Category Total Traders: 37
. . 0 9 . . 8 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 1, 2016