Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 126,769
Positions
4,685 42,082 4,336 38,846 10,737 2,313 20,927 24,800 12,177 8,088 908 1,017 34,380 28,399
Changes from: April 5, 2016 Total Change is: -1,716
1,234 6,559 -947 -147 -5,017 -709 261 -338 -4,112 -196 322 -485 3,384 3,010
Percent of Open Interest Represented by Each Category of Trader
3.7 33.2 3.4 30.6 8.5 1.8 16.5 19.6 9.6 6.4 0.7 0.8 27.1 22.4
Number of Traders in Each Category Total Traders: 79
. 10 8 9 8 5 18 17 14 12 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 42,570
Positions
12,394 14,485 1,402 1,450 2,836 100 10,795 8,142 1,889 1,340 400 0 13,200 13,317
Changes from: April 5, 2016 Total Change is: 2,889
118 6,296 131 7 568 0 178 -1,661 -582 1,340 0 0 1,698 -1,862
Percent of Open Interest Represented by Each Category of Trader
29.1 34.0 3.3 3.4 6.7 0.2 25.4 19.1 4.4 3.1 0.9 0.0 31.0 31.3
Number of Traders in Each Category Total Traders: 44
. 5 . . 5 . 14 12 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 266,688
Positions
150,892 4,510 7,056 3,925 83,615 5,850 51,587 86,020 21,979 4,050 13,766 4,582 16,768 39,310
Changes from: April 5, 2016 Total Change is: -12,620
-4,615 1,992 -3,262 -289 -1,731 -292 -4,494 -10,020 200 -214 1,538 -1,056 1,403 12
Percent of Open Interest Represented by Each Category of Trader
56.6 1.7 2.6 1.5 31.4 2.2 19.3 32.3 8.2 1.5 5.2 1.7 6.3 14.7
Number of Traders in Each Category Total Traders: 122
10 5 10 . 28 10 29 35 24 . 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 206,022
Positions
10,105 50,852 8,551 32,135 42,068 7,670 83,321 38,064 20,450 5,117 3,510 3,859 34,815 31,000
Changes from: April 5, 2016 Total Change is: 1,298
1,963 5,528 -661 -5,659 -970 -1,407 10,061 -2,255 -1,548 541 1,091 -694 -1,298 2,215
Percent of Open Interest Represented by Each Category of Trader
4.9 24.7 4.2 15.6 20.4 3.7 40.4 18.5 9.9 2.5 1.7 1.9 16.9 15.0
Number of Traders in Each Category Total Traders: 119
6 8 11 16 18 13 31 27 20 4 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 388,001
Positions
77,166 42,059 19,621 101,624 97,740 18,594 42,530 85,117 30,825 34,151 24,922 5,241 58,249 63,883
Changes from: April 5, 2016 Total Change is: -25,598
-1,364 6,699 -5,547 -1,945 599 -4,230 1,789 -1,897 -14,657 2,223 -675 -3,636 1,769 -2,254
Percent of Open Interest Represented by Each Category of Trader
19.9 10.8 5.1 26.2 25.2 4.8 11.0 21.9 7.9 8.8 6.4 1.4 15.0 16.5
Number of Traders in Each Category Total Traders: 219
14 12 18 32 36 29 34 43 30 17 30 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 32,466
Positions
1,142 23,064 346 15,408 0 1,083 0 3,695 0 2,699 0 0 11,788 4,278
Changes from: April 5, 2016 Total Change is: -26
-661 138 66 -58 -668 -377 -896 983 0 677 -581 0 1,223 413
Percent of Open Interest Represented by Each Category of Trader
3.5 71.0 1.1 47.5 0.0 3.3 0.0 11.4 0.0 8.3 0.0 0.0 36.3 13.2
Number of Traders in Each Category Total Traders: 22
. 4 . 9 0 4 0 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 150,018
Positions
4,442 53,934 4,510 43,662 11,717 2,488 52,021 18,627 8,757 520 25,801 3,126 30,493 21,059
Changes from: April 5, 2016 Total Change is: 8,301
762 5,097 -1,984 9,142 1,178 -572 4,208 5,400 -1,102 -2,214 -263 1,396 -1,335 -849
Percent of Open Interest Represented by Each Category of Trader
3.0 36.0 3.0 29.1 7.8 1.7 34.7 12.4 5.8 0.3 17.2 2.1 20.3 14.0
Number of Traders in Each Category Total Traders: 88
. 9 8 11 10 9 23 21 12 . 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 29,011
Positions
15,452 22,892 395 4,547 0 0 6,201 3,755 235 1,357 1,025 235 589 474
Changes from: April 5, 2016 Total Change is: 943
624 233 4 103 0 0 220 754 0 50 110 0 -58 -158
Percent of Open Interest Represented by Each Category of Trader
53.3 78.9 1.4 15.7 0.0 0.0 21.4 12.9 0.8 4.7 3.5 0.8 2.0 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 April 12, 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 153,918
Positions
50,609 74,240 237 57,419 3,827 240 37,545 63,765 727 2,183 5,469 14 4,943 5,399
Changes from: April 5, 2016 Total Change is: 39,616
-216 26,033 86 39,718 -229 0 -230 14,024 -216 -74 344 -66 614 -360
Percent of Open Interest Represented by Each Category of Trader
32.9 48.2 0.2 37.3 2.5 0.2 24.4 41.4 0.5 1.4 3.6 0.0 3.2 3.5
Number of Traders in Each Category Total Traders: 124
. 11 . 11 8 . 34 39 10 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 30,779
Positions
462 17,334 1,439 4,770 160 0 23,154 6,086 149 0 4,511 0 805 1,100
Changes from: April 5, 2016 Total Change is: -194
462 -74 74 20 0 0 -160 1,081 -358 0 -1,048 0 -232 131
Percent of Open Interest Represented by Each Category of Trader
1.5 56.3 4.7 15.5 0.5 0.0 75.2 19.8 0.5 0.0 14.7 0.0 2.6 3.6
Number of Traders in Each Category Total Traders: 27
. . . . . 0 8 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 29,575
Positions
5,995 5,036 4 1,847 9,787 0 15,728 8,728 1,141 1,471 1,172 0 3,389 3,707
Changes from: April 5, 2016 Total Change is: 1,266
689 951 -2 -225 1,150 0 428 -1,159 37 102 -156 0 237 445
Percent of Open Interest Represented by Each Category of Trader
20.3 17.0 0.0 6.2 33.1 0.0 53.2 29.5 3.9 5.0 4.0 0.0 11.5 12.5
Number of Traders in Each Category Total Traders: 65
. 6 . 5 . 0 19 21 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 60,343
Positions
15,817 26,076 641 6,798 1,213 315 26,079 16,916 1,269 1,037 3,940 474 7,915 9,501
Changes from: April 5, 2016 Total Change is: 2,019
706 -1,137 177 723 189 -208 329 948 -112 -7 1,773 -4 414 394
Percent of Open Interest Represented by Each Category of Trader
26.2 43.2 1.1 11.3 2.0 0.5 43.2 28.0 2.1 1.7 6.5 0.8 13.1 15.7
Number of Traders in Each Category Total Traders: 106
14 14 5 11 4 5 32 16 8 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 120,686
Positions
31,634 52,151 1,281 13,596 2,426 629 52,157 33,832 2,537 2,073 7,879 948 15,830 19,002
Changes from: April 5, 2016 Total Change is: 4,037
1,413 -2,274 354 1,446 377 -415 658 1,895 -225 -14 3,546 -9 828 787
Percent of Open Interest Represented by Each Category of Trader
26.2 43.2 1.1 11.3 2.0 0.5 43.2 28.0 2.1 1.7 6.5 0.8 13.1 15.7
Number of Traders in Each Category Total Traders: 106
14 14 5 11 4 5 32 16 8 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 854,417
Positions
108,497 68,899 31,882 252,305 206,409 69,293 76,215 134,055 154,243 25,606 46,124 43,788 92,588 99,725
Changes from: April 5, 2016 Total Change is: 22,031
-10,281 2,244 6,341 5,936 -785 3,438 -4,726 -7,573 15,669 1,316 -552 3,966 371 -717
Percent of Open Interest Represented by Each Category of Trader
12.7 8.1 3.7 29.5 24.2 8.1 8.9 15.7 18.1 3.0 5.4 5.1 10.8 11.7
Number of Traders in Each Category Total Traders: 655
38 36 38 115 95 102 76 151 116 60 84 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 148,964
Positions
17,637 18,959 11,621 13,591 23,367 12,338 8,313 7,461 37,611 4,162 1,514 9,573 34,117 26,520
Changes from: April 5, 2016 Total Change is: 13,913
2,054 4,549 2,692 146 817 1,554 2,797 1,649 1,685 645 -55 1,435 905 -413
Percent of Open Interest Represented by Each Category of Trader
11.8 12.7 7.8 9.1 15.7 8.3 5.6 5.0 25.2 2.8 1.0 6.4 22.9 17.8
Number of Traders in Each Category Total Traders: 80
9 8 9 11 5 6 16 15 29 10 5 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 3,527,263
Positions
489,286 284,685 66,318 1,197,476 919,113 280,869 377,237 670,703 545,426 122,172 238,002 156,124 292,355 366,024
Changes from: April 5, 2016 Total Change is: 40,591
-49,792 357 6,361 30,188 -6,773 8,186 -27,379 -35,874 59,683 4,963 -880 11,050 -2,669 -1,520
Percent of Open Interest Represented by Each Category of Trader
13.9 8.1 1.9 33.9 26.1 8.0 10.7 19.0 15.5 3.5 6.7 4.4 8.3 10.4
Number of Traders in Each Category Total Traders: 635
36 36 34 114 90 99 76 146 112 57 80 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 82,989
Positions
11,730 9,214 1,026 42,661 60,092 2,444 14,247 5,951 656 268 555 0 9,957 3,051
Changes from: April 5, 2016 Total Change is: -921
-1,847 195 682 -219 152 14 -707 -1,996 309 64 33 0 783 -310
Percent of Open Interest Represented by Each Category of Trader
14.1 11.1 1.2 51.4 72.4 2.9 17.2 7.2 0.8 0.3 0.7 0.0 12.0 3.7
Number of Traders in Each Category Total Traders: 92
9 6 . 36 18 15 10 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 48,292
Positions
7,664 16,310 400 16,473 9,250 752 11,744 11,209 3,004 2,345 2,395 583 5,327 4,388
Changes from: April 5, 2016 Total Change is: 2,423
-546 1,480 59 1,176 685 -370 777 -430 1,054 -58 154 76 256 -285
Percent of Open Interest Represented by Each Category of Trader
15.9 33.8 0.8 34.1 19.2 1.6 24.3 23.2 6.2 4.9 5.0 1.2 11.0 9.1
Number of Traders in Each Category Total Traders: 235
18 18 7 45 20 12 47 47 25 15 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 241,458
Positions
38,322 81,549 2,002 82,364 46,250 3,758 58,718 56,046 15,021 11,723 11,976 2,915 26,635 21,941
Changes from: April 5, 2016 Total Change is: 12,117
-2,729 7,399 296 5,878 3,426 -1,852 3,884 -2,148 5,272 -290 770 378 1,281 -1,424
Percent of Open Interest Represented by Each Category of Trader
15.9 33.8 0.8 34.1 19.2 1.6 24.3 23.2 6.2 4.9 5.0 1.2 11.0 9.1
Number of Traders in Each Category Total Traders: 235
18 18 7 45 20 12 47 47 25 15 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 381,713
Positions
172,085 17,094 1,638 114,378 202,818 16,861 49,641 112,085 5,818 4,722 8,792 106 16,464 16,501
Changes from: April 5, 2016 Total Change is: 4,899
7,458 533 -65 452 -771 1,897 -2,778 3,402 -61 -3,495 806 -3 1,494 -839
Percent of Open Interest Represented by Each Category of Trader
45.1 4.5 0.4 30.0 53.1 4.4 13.0 29.4 1.5 1.2 2.3 0.0 4.3 4.3
Number of Traders in Each Category Total Traders: 264
21 11 5 50 60 25 36 62 18 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 30,407
Positions
1,174 8,495 0 15,840 854 80 2,081 5,872 25 5,748 9,322 0 5,459 5,759
Changes from: April 5, 2016 Total Change is: -282
89 142 0 697 266 -6 -131 -311 25 -398 -95 0 -558 -303
Percent of Open Interest Represented by Each Category of Trader
3.9 27.9 0.0 52.1 2.8 0.3 6.8 19.3 0.1 18.9 30.7 0.0 18.0 18.9
Number of Traders in Each Category Total Traders: 44
. 6 0 12 . . . 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 71,157
Positions
21,605 9,861 842 13,892 4,101 212 20,563 6,826 53 6,019 913 0 7,971 48,349
Changes from: April 5, 2016 Total Change is: -1,041
-755 2,755 49 1,423 25 -53 304 -2,708 -166 -1,096 913 0 -747 -1,856
Percent of Open Interest Represented by Each Category of Trader
30.4 13.9 1.2 19.5 5.8 0.3 28.9 9.6 0.1 8.5 1.3 0.0 11.2 67.9
Number of Traders in Each Category Total Traders: 83
18 6 . 10 5 . 25 11 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 194,558
Positions
9,508 98,972 729 125,015 66,101 9,046 37,768 7,855 3,135 2,942 3,386 11 6,404 5,323
Changes from: April 5, 2016 Total Change is: 3,716
-289 1,457 8 5,584 -380 -65 -546 1,300 118 -543 840 -6 -545 444
Percent of Open Interest Represented by Each Category of Trader
4.9 50.9 0.4 64.3 34.0 4.6 19.4 4.0 1.6 1.5 1.7 0.0 3.3 2.7
Number of Traders in Each Category Total Traders: 126
8 10 . 44 25 16 14 8 5 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 600,375
Positions
43,657 319,946 1,678 316,623 93,891 71,354 122,167 75,442 7,356 17,850 16,832 1,220 18,470 12,656
Changes from: April 5, 2016 Total Change is: 6,866
1,214 6,405 246 -124 -69 1,870 2,527 -3,690 369 0 -581 33 731 2,283
Percent of Open Interest Represented by Each Category of Trader
7.3 53.3 0.3 52.7 15.6 11.9 20.3 12.6 1.2 3.0 2.8 0.2 3.1 2.1
Number of Traders in Each Category Total Traders: 289
20 25 6 94 39 42 38 34 17 27 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 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 626,160
Positions
5,518 52,724 24,079 178,176 160,591 85,720 83,076 46,758 74,246 8,672 22,965 5,023 161,649 154,053
Changes from: April 5, 2016 Total Change is: 5,095
-1,657 -320 -2,442 4,983 2,681 -2,936 11,974 6,407 -1,110 156 4,733 74 -3,947 -1,993
Percent of Open Interest Represented by Each Category of Trader
0.9 8.4 3.8 28.5 25.6 13.7 13.3 7.5 11.9 1.4 3.7 0.8 25.8 24.6
Number of Traders in Each Category Total Traders: 153
. 20 14 33 28 35 27 26 34 8 8 10
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 631,734
Positions
1,600 46,921 1,000 342,325 127,819 76,044 46,316 274,480 14,736 5,631 11,183 1,571 142,511 77,980
Changes from: April 5, 2016 Total Change is: 6,515
1,600 -11,869 166 -14,356 11,366 9,215 6,066 -1,811 1,752 0 2,430 0 2,072 -4,735
Percent of Open Interest Represented by Each Category of Trader
0.3 7.4 0.2 54.2 20.2 12.0 7.3 43.4 2.3 0.9 1.8 0.2 22.6 12.3
Number of Traders in Each Category Total Traders: 94
. 6 . 40 15 30 13 14 11 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,037,844
Positions
22,124 86,696 6,217 384,053 154,338 106,844 288,792 290,347 52,147 43,961 184,013 5,793 127,913 151,450
Changes from: April 5, 2016 Total Change is: 19,792
-2,194 6,337 322 11,405 9,227 -4,692 17,423 -17,054 4,077 -7,710 11,410 -439 1,600 10,604
Percent of Open Interest Represented by Each Category of Trader
2.1 8.4 0.6 37.0 14.9 10.3 27.8 28.0 5.0 4.2 17.7 0.6 12.3 14.6
Number of Traders in Each Category Total Traders: 232
9 26 11 57 33 49 36 30 33 15 26 6
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,216,801
Positions
111,252 213,738 134,774 924,340 898,731 396,543 506,512 613,664 330,079 387,652 134,997 62,495 363,156 431,779
Changes from: April 5, 2016 Total Change is: 61,844
-6,644 -1,072 -4,915 4,472 44,725 9,342 73,885 -6,136 2,941 -2,492 5,356 -3,761 -10,984 15,364
Percent of Open Interest Represented by Each Category of Trader
3.5 6.6 4.2 28.7 27.9 12.3 15.7 19.1 10.3 12.1 4.2 1.9 11.3 13.4
Number of Traders in Each Category Total Traders: 362
19 29 37 60 78 82 66 58 82 28 24 27
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 104,868
Positions
6,859 6,893 0 13,053 39,468 1,123 39,199 0 175 2,250 0 0 42,208 57,209
Changes from: April 5, 2016 Total Change is: -2,499
-3,566 -4,685 0 -558 -660 536 -278 -2,720 -2 0 0 0 1,370 5,032
Percent of Open Interest Represented by Each Category of Trader
6.5 6.6 0.0 12.4 37.6 1.1 37.4 0.0 0.2 2.1 0.0 0.0 40.2 54.6
Number of Traders in Each Category Total Traders: 21
. . 0 . 5 4 9 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,598,774
Positions
39,702 212,478 52,839 1,310,097 470,515 320,571 298,329 840,963 125,298 142,847 212,561 16,384 292,708 347,165
Changes from: April 5, 2016 Total Change is: 22,412
-5,886 10,335 4,125 -12,885 21,610 12,866 -1,956 -39,635 15,444 3,738 -3,364 -568 7,534 1,599
Percent of Open Interest Represented by Each Category of Trader
1.5 8.2 2.0 50.4 18.1 12.3 11.5 32.4 4.8 5.5 8.2 0.6 11.3 13.4
Number of Traders in Each Category Total Traders: 283
7 30 16 53 50 58 43 61 58 8 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 937,717
Positions
335,220 166,356 245,135 4,139 22,868 5,040 99,408 205,910 175,618 26,068 24,855 29,906 17,183 62,028
Changes from: April 5, 2016 Total Change is: 79,360
42,083 14,503 12,431 0 5,324 -849 -4,484 25,600 21,090 3,596 2,110 5,150 343 -5,999
Percent of Open Interest Represented by Each Category of Trader
35.7 17.7 26.1 0.4 2.4 0.5 10.6 22.0 18.7 2.8 2.7 3.2 1.8 6.6
Number of Traders in Each Category Total Traders: 133
13 34 38 . 7 . 10 43 36 5 10 9
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,823,779
Positions
3,035,546 1,475,605 3,301,386 335,273 1,438,741 592,622 757,390 977,708 8,166,357 509,320 406,561 1,260,231 865,655 1,204,568
Changes from: April 5, 2016 Total Change is: 754,891
-21,775 -56,855 148,744 506 6,105 103,498 60,141 81,438 326,699 -3,332 29,426 92,532 47,877 23,303
Percent of Open Interest Represented by Each Category of Trader
16.1 7.8 17.5 1.8 7.6 3.1 4.0 5.2 43.4 2.7 2.2 6.7 4.6 6.4
Number of Traders in Each Category Total Traders: 314
36 48 82 12 31 33 48 86 110 21 28 31
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Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 26,483
Positions
1,290 396 0 0 14,118 148 17,301 8,791 0 6,839 2,187 725 180 118
Changes from: April 5, 2016 Total Change is: -364
-907 0 0 0 -17 -4 375 96 0 126 -432 -10 56 3
Percent of Open Interest Represented by Each Category of Trader
4.9 1.5 0.0 0.0 53.3 0.6 65.3 33.2 0.0 25.8 8.3 2.7 0.7 0.4
Number of Traders in Each Category Total Traders: 44
. . 0 0 13 . 5 11 0 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 31,859
Positions
6,837 408 0 171 13,230 593 22,858 12,247 0 1,300 5,224 0 100 157
Changes from: April 5, 2016 Total Change is: -742
-2,274 -584 0 0 0 0 1,323 -363 0 200 105 0 9 100
Percent of Open Interest Represented by Each Category of Trader
21.5 1.3 0.0 0.5 41.5 1.9 71.7 38.4 0.0 4.1 16.4 0.0 0.3 0.5
Number of Traders in Each Category Total Traders: 36
. . 0 . 8 . 5 8 0 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 59,426
Positions
891 26,534 84 15,015 2,675 536 14,006 22,903 1,975 18,898 1,450 136 7,885 3,133
Changes from: April 5, 2016 Total Change is: 2,646
462 196 -31 538 162 -93 4,203 1,780 75 -3,132 310 -4 628 251
Percent of Open Interest Represented by Each Category of Trader
1.5 44.7 0.1 25.3 4.5 0.9 23.6 38.5 3.3 31.8 2.4 0.2 13.3 5.3
Number of Traders in Each Category Total Traders: 137
4 6 . 7 5 . 26 30 15 49 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 408,198
Positions
96,053 17,010 25,820 114,206 55,228 35,877 27,914 158,600 62,270 2,842 5,892 18,897 24,319 28,604
Changes from: April 5, 2016 Total Change is: 12,928
11,916 -551 2,589 -9,717 -1,676 -570 2,703 -1,381 6,275 -3,504 2,072 5,352 -2,116 818
Percent of Open Interest Represented by Each Category of Trader
23.5 4.2 6.3 28.0 13.5 8.8 6.8 38.9 15.3 0.7 1.4 4.6 6.0 7.0
Number of Traders in Each Category Total Traders: 200
22 11 21 13 18 9 32 71 55 7 15 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 15,445
Positions
345 3,140 0 7,236 2,818 858 5,684 8,230 390 805 0 0 127 9
Changes from: April 5, 2016 Total Change is: -903
34 0 0 -989 -154 -91 75 102 0 249 -750 0 -181 -10
Percent of Open Interest Represented by Each Category of Trader
2.2 20.3 0.0 46.9 18.2 5.6 36.8 53.3 2.5 5.2 0.0 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 34
. . 0 8 . . 9 7 . 4 0 0
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Updated April 15, 2016