Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 128,485
Positions
3,451 35,523 5,283 38,993 15,754 3,022 20,666 25,138 16,289 8,285 586 1,501 30,996 25,389
Changes from: March 29, 2016 Total Change is: 4,153
-144 8,912 -77 512 -865 -583 1,631 -2,038 856 -617 -442 -306 2,881 -1,305
Percent of Open Interest Represented by Each Category of Trader
2.7 27.6 4.1 30.3 12.3 2.4 16.1 19.6 12.7 6.4 0.5 1.2 24.1 19.8
Number of Traders in Each Category Total Traders: 86
. 11 9 10 8 5 14 25 19 12 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 39,681
Positions
12,276 8,188 1,271 1,443 2,268 100 10,618 9,803 2,471 0 400 0 11,502 15,179
Changes from: March 29, 2016 Total Change is: 1,295
-1,021 4,920 894 207 -727 100 -1,345 -2,208 -41 0 0 0 2,501 -1,642
Percent of Open Interest Represented by Each Category of Trader
30.9 20.6 3.2 3.6 5.7 0.3 26.8 24.7 6.2 0.0 1.0 0.0 29.0 38.3
Number of Traders in Each Category Total Traders: 40
. 5 . . 4 . 14 11 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 279,308
Positions
155,508 2,518 10,318 4,214 85,346 6,142 56,080 96,041 21,779 4,264 12,228 5,639 15,365 39,298
Changes from: March 29, 2016 Total Change is: -609
-8,321 1,117 1,746 2,798 -707 376 1,480 -7,634 -431 -2 114 1,983 -238 2,827
Percent of Open Interest Represented by Each Category of Trader
55.7 0.9 3.7 1.5 30.6 2.2 20.1 34.4 7.8 1.5 4.4 2.0 5.5 14.1
Number of Traders in Each Category Total Traders: 120
11 5 10 4 28 9 27 32 21 5 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 204,724
Positions
8,142 45,324 9,212 37,794 43,038 9,076 73,259 40,319 21,998 4,576 2,419 4,553 36,113 28,785
Changes from: March 29, 2016 Total Change is: 25,508
1,661 15,641 1,143 5,337 -3,635 1,586 4,513 9,186 3,851 2,480 -4,219 -530 5,467 2,485
Percent of Open Interest Represented by Each Category of Trader
4.0 22.1 4.5 18.5 21.0 4.4 35.8 19.7 10.7 2.2 1.2 2.2 17.6 14.1
Number of Traders in Each Category Total Traders: 122
6 9 12 16 20 12 29 31 21 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 413,599
Positions
78,530 35,360 25,168 103,569 97,141 22,824 40,741 87,014 45,482 31,929 25,597 8,877 56,480 66,137
Changes from: March 29, 2016 Total Change is: 20,531
-2,137 10,701 4,896 -1,208 -3,149 4,574 1,625 -9,594 9,869 330 -2,536 519 2,064 5,252
Percent of Open Interest Represented by Each Category of Trader
19.0 8.5 6.1 25.0 23.5 5.5 9.9 21.0 11.0 7.7 6.2 2.1 13.7 16.0
Number of Traders in Each Category Total Traders: 231
14 10 17 34 37 31 39 43 32 20 34 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 32,492
Positions
1,803 22,926 280 15,466 668 1,460 896 2,712 0 2,022 581 0 10,565 3,865
Changes from: March 29, 2016 Total Change is: 848
404 250 1 429 -35 -28 -428 -22 0 0 581 0 470 101
Percent of Open Interest Represented by Each Category of Trader
5.5 70.6 0.9 47.6 2.1 4.5 2.8 8.3 0.0 6.2 1.8 0.0 32.5 11.9
Number of Traders in Each Category Total Traders: 25
4 4 . 9 . 5 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 141,717
Positions
3,679 48,837 6,495 34,521 10,538 3,059 47,813 13,227 9,859 2,734 26,064 1,730 31,828 21,908
Changes from: March 29, 2016 Total Change is: 725
-207 1,362 614 -5,898 1,864 -207 8,531 -3,122 -406 -1,861 -743 -74 234 1,436
Percent of Open Interest Represented by Each Category of Trader
2.6 34.5 4.6 24.4 7.4 2.2 33.7 9.3 7.0 1.9 18.4 1.2 22.5 15.5
Number of Traders in Each Category Total Traders: 91
4 9 9 11 9 7 27 19 11 4 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 28,068
Positions
14,828 22,659 391 4,444 0 0 5,981 3,001 235 1,307 915 235 647 632
Changes from: March 29, 2016 Total Change is: 145
0 249 0 52 0 0 137 -118 0 -11 -161 0 -33 175
Percent of Open Interest Represented by Each Category of Trader
52.8 80.7 1.4 15.8 0.0 0.0 21.3 10.7 0.8 4.7 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 April 5, 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 114,302
Positions
50,825 48,207 151 17,701 4,056 240 37,775 49,741 943 2,257 5,125 80 4,329 5,759
Changes from: March 29, 2016 Total Change is: 4,665
-3,677 6,467 49 594 120 -205 7,692 -2,038 271 -88 -417 -40 68 457
Percent of Open Interest Represented by Each Category of Trader
44.5 42.2 0.1 15.5 3.5 0.2 33.0 43.5 0.8 2.0 4.5 0.1 3.8 5.0
Number of Traders in Each Category Total Traders: 114
4 10 . 9 8 . 27 38 11 10 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 30,973
Positions
0 17,408 1,365 4,750 160 0 23,314 5,005 507 0 5,559 0 1,037 969
Changes from: March 29, 2016 Total Change is: -14,074
0 10,642 -12,054 -1,298 0 0 1,542 -10,096 -2,088 0 -235 -27 -149 -216
Percent of Open Interest Represented by Each Category of Trader
0.0 56.2 4.4 15.3 0.5 0.0 75.3 16.2 1.6 0.0 17.9 0.0 3.3 3.1
Number of Traders in Each Category Total Traders: 25
0 . . . . 0 9 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 28,309
Positions
5,306 4,085 6 2,072 8,637 0 15,300 9,887 1,104 1,369 1,328 0 3,152 3,262
Changes from: March 29, 2016 Total Change is: 61
-101 1,729 5 183 -1,539 0 313 411 -165 -251 -350 0 77 -30
Percent of Open Interest Represented by Each Category of Trader
18.7 14.4 0.0 7.3 30.5 0.0 54.0 34.9 3.9 4.8 4.7 0.0 11.1 11.5
Number of Traders in Each Category Total Traders: 66
. 6 . 5 . 0 20 21 5 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 58,325
Positions
15,111 27,213 464 6,075 1,025 522 25,750 15,969 1,381 1,043 2,167 478 7,501 9,107
Changes from: March 29, 2016 Total Change is: 5,596
-28 5,519 121 17 79 109 4,282 -659 518 -83 -15 19 642 -95
Percent of Open Interest Represented by Each Category of Trader
25.9 46.7 0.8 10.4 1.8 0.9 44.1 27.4 2.4 1.8 3.7 0.8 12.9 15.6
Number of Traders in Each Category Total Traders: 96
15 13 4 10 5 5 26 17 7 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 116,649
Positions
30,222 54,425 928 12,150 2,049 1,044 51,499 31,937 2,762 2,087 4,333 956 15,002 18,214
Changes from: March 29, 2016 Total Change is: 11,192
-56 11,039 242 34 158 218 8,564 -1,319 1,035 -167 -30 38 1,283 -190
Percent of Open Interest Represented by Each Category of Trader
25.9 46.7 0.8 10.4 1.8 0.9 44.1 27.4 2.4 1.8 3.7 0.8 12.9 15.6
Number of Traders in Each Category Total Traders: 96
15 13 4 10 5 5 26 17 7 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 832,385
Positions
118,777 66,655 25,541 246,369 207,194 65,854 80,941 141,628 138,574 24,290 46,675 39,822 92,217 100,442
Changes from: March 29, 2016 Total Change is: 17,283
-149 6,993 3,400 -4,565 -3,602 1,810 6,499 1,570 10,069 574 20 1,794 -2,148 -4,771
Percent of Open Interest Represented by Each Category of Trader
14.3 8.0 3.1 29.6 24.9 7.9 9.7 17.0 16.6 2.9 5.6 4.8 11.1 12.1
Number of Traders in Each Category Total Traders: 650
39 33 38 110 102 104 78 147 124 62 79 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 135,051
Positions
15,582 14,410 8,929 13,445 22,551 10,784 5,516 5,812 35,926 3,518 1,569 8,138 33,212 26,933
Changes from: March 29, 2016 Total Change is: 3,158
2,917 3,600 2,163 -28 -241 322 283 1,769 198 -560 -15 -211 -1,928 -4,427
Percent of Open Interest Represented by Each Category of Trader
11.5 10.7 6.6 10.0 16.7 8.0 4.1 4.3 26.6 2.6 1.2 6.0 24.6 19.9
Number of Traders in Each Category Total Traders: 77
9 5 8 11 5 7 17 15 31 6 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 3,486,672
Positions
539,078 284,328 59,956 1,167,288 925,885 272,683 404,616 706,577 485,743 117,209 238,882 145,074 295,024 367,544
Changes from: March 29, 2016 Total Change is: 70,627
-13,191 19,106 4,044 -22,458 -16,573 7,208 36,888 4,817 43,546 3,319 -2,173 12,373 -1,101 -1,721
Percent of Open Interest Represented by Each Category of Trader
15.5 8.2 1.7 33.5 26.6 7.8 11.6 20.3 13.9 3.4 6.9 4.2 8.5 10.5
Number of Traders in Each Category Total Traders: 630
39 32 34 108 98 101 77 143 119 58 75 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 83,910
Positions
13,577 9,019 344 42,880 59,940 2,430 14,954 7,947 347 204 522 0 9,174 3,361
Changes from: March 29, 2016 Total Change is: -4,817
-2,829 -477 25 -2,120 -2,500 196 1,265 -357 -470 0 -282 0 -884 -952
Percent of Open Interest Represented by Each Category of Trader
16.2 10.7 0.4 51.1 71.4 2.9 17.8 9.5 0.4 0.2 0.6 0.0 10.9 4.0
Number of Traders in Each Category Total Traders: 91
8 5 . 35 18 15 12 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 45,868
Positions
8,210 14,830 341 15,297 8,565 1,122 10,967 11,639 1,950 2,403 2,241 507 5,071 4,673
Changes from: March 29, 2016 Total Change is: -437
586 948 -86 -2,241 -663 322 1,097 -1,030 -226 67 190 53 -8 56
Percent of Open Interest Represented by Each Category of Trader
17.9 32.3 0.7 33.4 18.7 2.4 23.9 25.4 4.3 5.2 4.9 1.1 11.1 10.2
Number of Traders in Each Category Total Traders: 224
17 19 6 41 20 9 38 46 20 17 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 229,341
Positions
41,051 74,150 1,706 76,486 42,824 5,610 54,834 58,193 9,749 12,013 11,206 2,537 25,354 23,365
Changes from: March 29, 2016 Total Change is: -2,185
2,931 4,741 -428 -11,206 -3,317 1,609 5,483 -5,152 -1,132 334 950 264 -40 280
Percent of Open Interest Represented by Each Category of Trader
17.9 32.3 0.7 33.4 18.7 2.4 23.9 25.4 4.3 5.2 4.9 1.1 11.1 10.2
Number of Traders in Each Category Total Traders: 224
17 19 6 41 20 9 38 46 20 17 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 376,814
Positions
164,627 16,561 1,703 113,926 203,589 14,964 52,419 108,684 5,879 8,217 7,986 109 14,970 17,339
Changes from: March 29, 2016 Total Change is: -11,095
-769 674 388 -4,963 -685 203 -3,958 -10,086 -268 -388 -975 22 -1,362 -368
Percent of Open Interest Represented by Each Category of Trader
43.7 4.4 0.5 30.2 54.0 4.0 13.9 28.8 1.6 2.2 2.1 0.0 4.0 4.6
Number of Traders in Each Category Total Traders: 265
22 10 4 49 59 25 38 64 20 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 30,689
Positions
1,085 8,353 0 15,143 588 86 2,212 6,183 0 6,146 9,417 0 6,017 6,062
Changes from: March 29, 2016 Total Change is: 988
-5 367 0 402 -388 26 -1,508 135 0 1,592 -204 0 481 1,052
Percent of Open Interest Represented by Each Category of Trader
3.5 27.2 0.0 49.3 1.9 0.3 7.2 20.1 0.0 20.0 30.7 0.0 19.6 19.8
Number of Traders in Each Category Total Traders: 42
. 7 0 12 . . . 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 72,198
Positions
22,360 7,106 793 12,469 4,076 265 20,259 9,534 219 7,115 0 0 8,718 50,205
Changes from: March 29, 2016 Total Change is: 13,529
5,287 -2,615 362 1,679 -973 8 4,844 5,145 14 810 0 0 525 11,588
Percent of Open Interest Represented by Each Category of Trader
31.0 9.8 1.1 17.3 5.6 0.4 28.1 13.2 0.3 9.9 0.0 0.0 12.1 69.5
Number of Traders in Each Category Total Traders: 84
19 5 . 10 6 . 25 12 . 7 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 190,842
Positions
9,797 97,515 721 119,431 66,481 9,111 38,314 6,555 3,017 3,485 2,546 17 6,949 4,879
Changes from: March 29, 2016 Total Change is: 8,731
-1,336 7,138 -91 8,849 1,336 1,313 1,374 1,341 -2,051 -35 -51 13 695 -217
Percent of Open Interest Represented by Each Category of Trader
5.1 51.1 0.4 62.6 34.8 4.8 20.1 3.4 1.6 1.8 1.3 0.0 3.6 2.6
Number of Traders in Each Category Total Traders: 125
9 10 . 43 24 18 14 8 5 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 593,509
Positions
42,443 313,541 1,432 316,747 93,960 69,484 119,640 79,132 6,987 17,850 17,413 1,187 17,739 10,373
Changes from: March 29, 2016 Total Change is: 8,533
5,048 27,997 75 -6,112 -11,879 4,257 2,657 -10,077 1,211 2,173 -1,983 -138 -638 -930
Percent of Open Interest Represented by Each Category of Trader
7.2 52.8 0.2 53.4 15.8 11.7 20.2 13.3 1.2 3.0 2.9 0.2 3.0 1.7
Number of Traders in Each Category Total Traders: 281
20 23 5 87 40 41 35 35 14 28 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 621,065
Positions
7,175 53,044 26,521 173,193 157,909 88,657 71,102 40,351 75,356 8,516 18,232 4,949 165,596 156,046
Changes from: March 29, 2016 Total Change is: 24,236
1,942 -6,898 4,021 5,369 4,978 5,706 -4,149 3,174 3,907 1,464 -4,885 260 5,717 13,973
Percent of Open Interest Represented by Each Category of Trader
1.2 8.5 4.3 27.9 25.4 14.3 11.4 6.5 12.1 1.4 2.9 0.8 26.7 25.1
Number of Traders in Each Category Total Traders: 147
8 14 14 31 29 33 32 19 31 5 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 625,219
Positions
0 58,790 834 356,681 116,453 66,829 40,250 276,290 12,984 5,631 8,753 1,571 140,439 82,715
Changes from: March 29, 2016 Total Change is: 4,756
0 -4,781 -17 1,133 4,938 6,494 -1,947 -4,027 144 -3,493 897 1,571 871 -464
Percent of Open Interest Represented by Each Category of Trader
0.0 9.4 0.1 57.0 18.6 10.7 6.4 44.2 2.1 0.9 1.4 0.3 22.5 13.2
Number of Traders in Each Category Total Traders: 95
0 7 . 41 16 30 12 14 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 1,018,052
Positions
24,318 80,359 5,894 372,648 145,111 111,536 271,369 307,401 48,070 51,671 172,603 6,232 126,313 140,846
Changes from: March 29, 2016 Total Change is: 54,058
548 -21,352 5 17,954 -22,392 1,036 14,903 60,003 -1,071 5,430 44,389 1,414 13,838 -7,975
Percent of Open Interest Represented by Each Category of Trader
2.4 7.9 0.6 36.6 14.3 11.0 26.7 30.2 4.7 5.1 17.0 0.6 12.4 13.8
Number of Traders in Each Category Total Traders: 227
7 27 12 55 34 48 27 36 29 14 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 3,154,957
Positions
117,896 214,811 139,689 919,868 854,006 387,201 432,627 619,801 327,138 390,144 129,641 66,256 374,140 416,416
Changes from: March 29, 2016 Total Change is: 99,599
31,110 -8,968 15,524 -8,562 -10,128 23,678 -50,484 39,976 49,329 22,858 -15,556 2,946 13,200 2,798
Percent of Open Interest Represented by Each Category of Trader
3.7 6.8 4.4 29.2 27.1 12.3 13.7 19.6 10.4 12.4 4.1 2.1 11.9 13.2
Number of Traders in Each Category Total Traders: 353
17 32 34 58 77 76 64 55 85 23 27 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 107,367
Positions
10,425 11,578 0 13,611 40,128 587 39,478 2,720 178 2,250 0 0 40,839 52,176
Changes from: March 29, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.7 10.8 0.0 12.7 37.4 0.5 36.8 2.5 0.2 2.1 0.0 0.0 38.0 48.6
Number of Traders in Each Category Total Traders: 23
. 4 0 . 5 . 8 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 2,576,362
Positions
45,588 202,143 48,714 1,322,982 448,905 307,705 300,285 880,599 109,854 139,108 215,924 16,952 285,174 345,565
Changes from: March 29, 2016 Total Change is: 2,413
-12,515 -38,049 -4,188 22,036 -57,551 20,898 -29,818 65,615 -13,513 -1,075 18,752 -685 21,274 11,136
Percent of Open Interest Represented by Each Category of Trader
1.8 7.8 1.9 51.4 17.4 11.9 11.7 34.2 4.3 5.4 8.4 0.7 11.1 13.4
Number of Traders in Each Category Total Traders: 279
7 30 15 54 49 56 38 61 51 7 33 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 858,357
Positions
293,136 151,853 232,704 4,139 17,544 5,889 103,892 180,310 154,528 22,472 22,745 24,756 16,840 68,027
Changes from: March 29, 2016 Total Change is: 16,155
43,061 -1,351 -26,730 0 1,920 500 -8,567 12,879 1,540 9,594 9,082 1,149 -4,392 17,166
Percent of Open Interest Represented by Each Category of Trader
34.2 17.7 27.1 0.5 2.0 0.7 12.1 21.0 18.0 2.6 2.6 2.9 2.0 7.9
Number of Traders in Each Category Total Traders: 127
15 29 35 . 6 4 11 42 35 6 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,068,888
Positions
3,057,320 1,532,460 3,152,643 334,767 1,432,636 489,123 697,249 896,270 7,839,657 512,652 377,135 1,167,699 817,778 1,181,265
Changes from: March 29, 2016 Total Change is: 676,564
13,624 75,800 57,455 -79,537 42,962 23,710 83,999 -53,642 349,924 73,307 46,708 111,542 42,540 22,105
Percent of Open Interest Represented by Each Category of Trader
16.9 8.5 17.4 1.9 7.9 2.7 3.9 5.0 43.4 2.8 2.1 6.5 4.5 6.5
Number of Traders in Each Category Total Traders: 308
32 49 78 13 30 32 42 90 113 22 25 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 26,847
Positions
2,197 396 0 0 14,135 152 16,926 8,695 0 6,713 2,619 735 124 115
Changes from: March 29, 2016 Total Change is: 959
395 -30 0 0 639 18 274 -11 0 154 228 123 -5 -8
Percent of Open Interest Represented by Each Category of Trader
8.2 1.5 0.0 0.0 52.7 0.6 63.0 32.4 0.0 25.0 9.8 2.7 0.5 0.4
Number of Traders in Each Category Total Traders: 46
. . 0 0 13 . 5 11 0 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 32,601
Positions
9,111 992 0 171 13,230 593 21,535 12,610 0 1,100 5,119 0 91 57
Changes from: March 29, 2016 Total Change is: 1,190
2,196 569 0 -243 -1,284 42 -833 1,707 0 0 250 0 28 -94
Percent of Open Interest Represented by Each Category of Trader
27.9 3.0 0.0 0.5 40.6 1.8 66.1 38.7 0.0 3.4 15.7 0.0 0.3 0.2
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 April 5, 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 56,780
Positions
429 26,338 115 14,477 2,513 629 9,803 21,123 1,900 22,030 1,140 140 7,257 2,882
Changes from: March 29, 2016 Total Change is: 2,701
56 181 9 -396 234 0 -1,905 1,563 406 3,500 528 6 1,025 -226
Percent of Open Interest Represented by Each Category of Trader
0.8 46.4 0.2 25.5 4.4 1.1 17.3 37.2 3.3 38.8 2.0 0.2 12.8 5.1
Number of Traders in Each Category Total Traders: 144
4 6 . 6 6 . 22 29 12 61 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 395,270
Positions
84,137 17,561 23,231 123,923 56,904 36,447 25,211 159,981 55,995 6,346 3,820 13,545 26,435 27,786
Changes from: March 29, 2016 Total Change is: 56,824
24,265 -2,239 4,075 33,990 13,695 -2,965 -17,234 31,772 4,805 -89 33 5,936 4,041 1,712
Percent of Open Interest Represented by Each Category of Trader
21.3 4.4 5.9 31.4 14.4 9.2 6.4 40.5 14.2 1.6 1.0 3.4 6.7 7.0
Number of Traders in Each Category Total Traders: 203
21 9 18 14 19 9 39 66 52 11 14 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 5, 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 16,348
Positions
311 3,140 0 8,225 2,972 949 5,609 8,128 390 556 750 0 308 19
Changes from: March 29, 2016 Total Change is: -2,088
-251 -50 0 -415 154 -51 -1,359 -2,145 64 -103 -67 0 27 7
Percent of Open Interest Represented by Each Category of Trader
1.9 19.2 0.0 50.3 18.2 5.8 34.3 49.7 2.4 3.4 4.6 0.0 1.9 0.1
Number of Traders in Each Category Total Traders: 34
. . 0 8 . . 8 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 8, 2016