Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 145,912 Positions 5,106 60,276 6,083 37,982 8,144 4,703 26,824 23,791 16,179 10,494 407 1,596 36,945 24,733 Changes from: April 19, 2016 Total Change is: 8,397 -89 7,823 285 -285 -964 480 3,587 132 2,307 830 -13 152 1,129 -1,806 Percent of Open Interest Represented by Each Category of Trader 3.5 41.3 4.2 26.0 5.6 3.2 18.4 16.3 11.1 7.2 0.3 1.1 25.3 17.0 Number of Traders in Each Category Total Traders: 89 . 10 7 10 7 5 22 20 17 14 . 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 45,340 Positions 12,645 10,169 1,143 1,395 3,506 122 17,221 12,751 1,774 720 880 0 10,321 14,996 Changes from: April 19, 2016 Total Change is: -602 -150 -6,283 -236 -9 329 9 3,517 3,610 5 120 480 0 -3,858 1,485 Percent of Open Interest Represented by Each Category of Trader 27.9 22.4 2.5 3.1 7.7 0.3 38.0 28.1 3.9 1.6 1.9 0.0 22.8 33.1 Number of Traders in Each Category Total Traders: 47 5 . . . 5 . 15 14 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 283,442 Positions 145,992 23,948 8,574 3,853 70,962 11,219 53,802 80,507 30,066 4,681 12,987 5,485 19,770 39,695 Changes from: April 19, 2016 Total Change is: 12,252 -1,622 8,892 1,840 -58 -2,395 2,470 4,582 -5,879 4,680 876 -562 613 -1,128 2,594 Percent of Open Interest Represented by Each Category of Trader 51.5 8.4 3.0 1.4 25.0 4.0 19.0 28.4 10.6 1.7 4.6 1.9 7.0 14.0 Number of Traders in Each Category Total Traders: 119 7 8 11 . 27 11 28 34 25 7 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 208,421 Positions 7,200 45,956 11,980 36,473 44,255 9,178 78,769 32,765 24,148 3,463 3,219 6,009 31,200 30,912 Changes from: April 19, 2016 Total Change is: -3,604 -1,479 -11,403 2,600 -1,216 3,049 1,674 -3,842 -7,271 3,288 -4,753 232 1,684 -1,561 2,544 Percent of Open Interest Represented by Each Category of Trader 3.5 22.0 5.7 17.5 21.2 4.4 37.8 15.7 11.6 1.7 1.5 2.9 15.0 14.8 Number of Traders in Each Category Total Traders: 124 6 10 11 16 20 14 29 31 20 4 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 402,253 Positions 66,080 53,636 20,175 118,013 97,043 19,717 47,488 84,528 37,816 32,592 22,334 7,091 53,282 59,914 Changes from: April 19, 2016 Total Change is: 812 -10,758 6,443 258 8,578 -614 953 -548 -9,609 4,942 -1,827 -568 1,567 -2,353 -2,561 Percent of Open Interest Represented by Each Category of Trader 16.4 13.3 5.0 29.3 24.1 4.9 11.8 21.0 9.4 8.1 5.6 1.8 13.2 14.9 Number of Traders in Each Category Total Traders: 228 15 11 17 37 33 30 32 49 33 18 31 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 31,608 Positions 1,078 22,596 395 16,088 0 956 0 3,051 1 2,028 0 0 11,062 4,609 Changes from: April 19, 2016 Total Change is: -882 -23 -515 26 536 0 -110 -435 -918 1 -671 0 0 -206 634 Percent of Open Interest Represented by Each Category of Trader 3.4 71.5 1.2 50.9 0.0 3.0 0.0 9.7 0.0 6.4 0.0 0.0 35.0 14.6 Number of Traders in Each Category Total Traders: 21 . 4 . 9 0 4 0 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 177,288 Positions 2,728 76,675 8,670 42,062 11,173 2,778 73,179 14,371 10,667 855 24,995 4,087 32,262 23,872 Changes from: April 19, 2016 Total Change is: 12,034 -1,972 13,967 1,995 467 -19 -797 13,059 -2,523 106 -173 94 -165 -487 -625 Percent of Open Interest Represented by Each Category of Trader 1.5 43.2 4.9 23.7 6.3 1.6 41.3 8.1 6.0 0.5 14.1 2.3 18.2 13.5 Number of Traders in Each Category Total Traders: 99 5 8 9 10 10 6 33 20 13 . 12 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 30,460 Positions 15,435 23,124 400 5,273 0 0 7,109 5,026 235 1,074 915 235 699 525 Changes from: April 19, 2016 Total Change is: -199 -17 -179 5 211 0 0 -109 -62 0 -273 0 0 -16 37 Percent of Open Interest Represented by Each Category of Trader 50.7 75.9 1.3 17.3 0.0 0.0 23.3 16.5 0.8 3.5 3.0 0.8 2.3 1.7 Number of Traders in Each Category Total Traders: 28 . 10 . . 0 0 7 4 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 117,536 Positions 47,776 62,176 206 22,999 3,844 384 30,229 31,191 8,791 1,889 5,668 242 5,019 5,033 Changes from: April 19, 2016 Total Change is: -9,367 73 -6,451 -95 861 -23 0 -9,844 -3,915 457 -382 132 58 -495 469 Percent of Open Interest Represented by Each Category of Trader 40.6 52.9 0.2 19.6 3.3 0.3 25.7 26.5 7.5 1.6 4.8 0.2 4.3 4.3 Number of Traders in Each Category Total Traders: 118 4 9 . 11 8 . 28 40 13 8 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 29,017 Positions 767 17,334 1,439 4,750 160 0 20,786 4,081 250 0 4,781 0 1,025 972 Changes from: April 19, 2016 Total Change is: -1,605 212 0 0 -50 0 0 -1,923 -2,292 122 0 469 0 34 96 Percent of Open Interest Represented by Each Category of Trader 2.6 59.7 5.0 16.4 0.6 0.0 71.6 14.1 0.9 0.0 16.5 0.0 3.5 3.3 Number of Traders in Each Category Total Traders: 25 . . . . . 0 7 8 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 33,789 Positions 6,267 10,698 0 1,645 10,001 0 19,014 8,491 1,126 1,338 1,063 0 4,399 2,410 Changes from: April 19, 2016 Total Change is: 2,476 -10 3,557 -21 -299 0 0 2,260 41 -44 39 -227 0 551 -830 Percent of Open Interest Represented by Each Category of Trader 18.5 31.7 0.0 4.9 29.6 0.0 56.3 25.1 3.3 4.0 3.1 0.0 13.0 7.1 Number of Traders in Each Category Total Traders: 65 . 6 0 4 4 0 23 19 4 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 62,361 Positions 14,691 26,710 509 6,642 2,991 335 29,540 18,002 921 989 2,998 476 8,258 9,419 Changes from: April 19, 2016 Total Change is: 1,269 127 1,179 65 -156 945 -84 1,038 234 16 -103 -466 6 358 -627 Percent of Open Interest Represented by Each Category of Trader 23.6 42.8 0.8 10.7 4.8 0.5 47.4 28.9 1.5 1.6 4.8 0.8 13.2 15.1 Number of Traders in Each Category Total Traders: 107 13 16 5 10 5 . 33 16 8 . 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 124,721 Positions 29,382 53,420 1,017 13,284 5,982 669 59,081 36,003 1,842 1,977 5,997 952 16,516 18,839 Changes from: April 19, 2016 Total Change is: 2,537 253 2,358 131 -311 1,889 -167 2,077 467 33 -206 -932 12 716 -1,254 Percent of Open Interest Represented by Each Category of Trader 23.6 42.8 0.8 10.7 4.8 0.5 47.4 28.9 1.5 1.6 4.8 0.8 13.2 15.1 Number of Traders in Each Category Total Traders: 107 13 16 5 10 5 . 33 16 8 . 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 880,386 Positions 77,115 79,816 41,705 271,815 204,936 69,244 91,455 128,969 158,204 25,759 46,933 45,643 99,446 104,936 Changes from: April 19, 2016 Total Change is: 1,993 -18,299 4,291 4,382 3,662 4,575 -1,384 7,199 -7,747 -5,708 -70 -756 298 11,914 4,042 Percent of Open Interest Represented by Each Category of Trader 8.8 9.1 4.7 30.9 23.3 7.9 10.4 14.6 18.0 2.9 5.3 5.2 11.3 11.9 Number of Traders in Each Category Total Traders: 644 35 43 38 116 93 100 83 139 109 56 79 67 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 168,611 Positions 13,633 29,284 13,364 14,468 27,607 16,519 12,104 8,943 38,718 4,072 1,570 10,183 45,551 22,423 Changes from: April 19, 2016 Total Change is: 341 -5,011 7,216 200 248 -1,603 -488 672 -1,394 -4,219 -1,095 -45 258 9,775 415 Percent of Open Interest Represented by Each Category of Trader 8.1 17.4 7.9 8.6 16.4 9.8 7.2 5.3 23.0 2.4 0.9 6.0 27.0 13.3 Number of Traders in Each Category Total Traders: 79 6 12 11 11 5 6 18 12 27 8 6 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 3,558,876 Positions 389,346 324,593 69,771 1,291,809 891,721 258,549 440,238 643,609 553,951 123,283 241,661 162,455 269,473 412,565 Changes from: April 19, 2016 Total Change is: 8,260 -52,165 -343 6,632 18,131 31,951 -5,544 30,104 -34,297 -4,919 681 -7,999 4,648 10,692 18,131 Percent of Open Interest Represented by Each Category of Trader 10.9 9.1 2.0 36.3 25.1 7.3 12.4 18.1 15.6 3.5 6.8 4.6 7.6 11.6 Number of Traders in Each Category Total Traders: 624 34 42 34 115 88 97 75 142 105 51 77 62 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 79,409 Positions 4,409 15,822 1,114 41,249 49,727 3,319 19,045 6,379 232 0 540 0 10,041 2,276 Changes from: April 19, 2016 Total Change is: -685 -2,369 5,459 -3 -1,537 -3,725 332 2,686 -1,206 80 -218 60 0 344 -1,682 Percent of Open Interest Represented by Each Category of Trader 5.6 19.9 1.4 51.9 62.6 4.2 24.0 8.0 0.3 0.0 0.7 0.0 12.6 2.9 Number of Traders in Each Category Total Traders: 94 5 12 . 36 15 16 15 9 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 47,700 Positions 4,778 16,239 297 15,757 8,542 1,011 15,626 12,532 2,262 1,968 2,032 394 5,606 4,392 Changes from: April 19, 2016 Total Change is: -1,962 -240 -1,647 -124 -763 -261 185 -607 646 -435 -511 -283 11 520 -55 Percent of Open Interest Represented by Each Category of Trader 10.0 34.0 0.6 33.0 17.9 2.1 32.8 26.3 4.7 4.1 4.3 0.8 11.8 9.2 Number of Traders in Each Category Total Traders: 239 15 19 6 45 19 14 46 56 23 16 23 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 238,500 Positions 23,891 81,194 1,484 78,787 42,708 5,055 78,131 62,661 11,310 9,841 10,158 1,972 28,029 21,958 Changes from: April 19, 2016 Total Change is: -9,810 -1,201 -8,235 -619 -3,814 -1,306 926 -3,034 3,229 -2,174 -2,554 -1,415 57 2,602 -274 Percent of Open Interest Represented by Each Category of Trader 10.0 34.0 0.6 33.0 17.9 2.1 32.8 26.3 4.7 4.1 4.3 0.8 11.8 9.2 Number of Traders in Each Category Total Traders: 239 15 19 6 45 19 14 46 56 23 16 23 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 372,345 Positions 155,675 21,731 1,340 114,470 190,338 18,503 51,583 109,704 7,221 5,240 8,441 79 18,235 14,989 Changes from: April 19, 2016 Total Change is: -2,599 -7,679 4,135 102 2,693 -8,888 1,027 -1,813 3,120 805 404 -1,033 -3 1,865 -1,864 Percent of Open Interest Represented by Each Category of Trader 41.8 5.8 0.4 30.7 51.1 5.0 13.9 29.5 1.9 1.4 2.3 0.0 4.9 4.0 Number of Traders in Each Category Total Traders: 268 21 13 4 51 56 28 42 62 17 9 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 33,521 Positions 784 10,169 9 16,166 588 56 4,956 5,916 9 4,636 9,424 0 6,905 7,350 Changes from: April 19, 2016 Total Change is: 3,451 -216 525 0 425 0 -18 2,893 1,315 -4 -424 21 0 795 1,612 Percent of Open Interest Represented by Each Category of Trader 2.3 30.3 0.0 48.2 1.8 0.2 14.8 17.6 0.0 13.8 28.1 0.0 20.6 21.9 Number of Traders in Each Category Total Traders: 48 . 7 . 13 . . 7 11 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 81,261 Positions 23,834 12,522 664 15,460 3,336 306 25,603 7,038 591 5,708 488 0 9,095 56,316 Changes from: April 19, 2016 Total Change is: 1,641 -70 -427 13 1,737 -761 55 -595 1,176 217 115 -222 0 169 1,590 Percent of Open Interest Represented by Each Category of Trader 29.3 15.4 0.8 19.0 4.1 0.4 31.5 8.7 0.7 7.0 0.6 0.0 11.2 69.3 Number of Traders in Each Category Total Traders: 87 17 8 . 12 5 . 29 10 6 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 196,497 Positions 7,532 108,095 722 121,199 55,533 11,829 36,444 10,004 3,847 6,669 2,587 15 8,240 3,865 Changes from: April 19, 2016 Total Change is: -1,458 -1,136 3,584 -3 -3,518 -5,125 1,701 -360 -1,136 673 0 -564 5 1,180 -593 Percent of Open Interest Represented by Each Category of Trader 3.8 55.0 0.4 61.7 28.3 6.0 18.5 5.1 2.0 3.4 1.3 0.0 4.2 2.0 Number of Traders in Each Category Total Traders: 124 8 11 . 44 23 16 14 10 5 7 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 633,981 Positions 40,959 344,467 1,672 337,015 92,382 73,952 128,321 86,795 6,954 21,470 16,612 1,807 21,831 9,340 Changes from: April 19, 2016 Total Change is: 4,900 -2,620 4,915 200 6,598 260 -299 -3,010 -543 -188 1,078 0 638 2,503 -83 Percent of Open Interest Represented by Each Category of Trader 6.5 54.3 0.3 53.2 14.6 11.7 20.2 13.7 1.1 3.4 2.6 0.3 3.4 1.5 Number of Traders in Each Category Total Traders: 298 21 24 5 93 38 40 44 32 16 35 11 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 601,137 Positions 6,219 40,785 13,270 176,557 168,007 96,124 71,520 42,253 61,859 9,021 25,640 5,261 161,306 147,939 Changes from: April 19, 2016 Total Change is: -37,538 -5,892 -11,931 -9,282 -9,900 -1,650 10,675 -10,921 -8,830 -17,342 925 -1,520 -1,025 5,225 3,368 Percent of Open Interest Represented by Each Category of Trader 1.0 6.8 2.2 29.4 27.9 16.0 11.9 7.0 10.3 1.5 4.3 0.9 26.8 24.6 Number of Traders in Each Category Total Traders: 138 4 10 11 28 31 32 29 24 31 5 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 622,838 Positions 1,821 46,944 792 348,789 138,340 73,434 48,485 266,144 12,290 7,202 14,079 0 130,025 70,815 Changes from: April 19, 2016 Total Change is: -7,039 1,821 -1,927 -115 723 3,765 1,946 999 -9,215 -916 0 -337 0 -11,496 -239 Percent of Open Interest Represented by Each Category of Trader 0.3 7.5 0.1 56.0 22.2 11.8 7.8 42.7 2.0 1.2 2.3 0.0 20.9 11.4 Number of Traders in Each Category Total Traders: 98 . 8 . 42 15 31 12 14 11 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 1,088,412 Positions 23,381 100,725 8,452 411,586 165,815 120,253 280,921 265,201 62,818 50,248 204,946 8,459 122,294 151,743 Changes from: April 19, 2016 Total Change is: 23,782 3,137 -3,389 1,416 545 -9,031 8,526 -1,925 -2,946 11,387 1,367 19,928 2,034 -2,704 -4,142 Percent of Open Interest Represented by Each Category of Trader 2.1 9.3 0.8 37.8 15.2 11.0 25.8 24.4 5.8 4.6 18.8 0.8 11.2 13.9 Number of Traders in Each Category Total Traders: 235 10 27 12 51 38 50 35 29 30 17 28 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 3,043,206 Positions 89,808 187,050 112,339 906,186 960,361 353,360 478,596 513,836 283,297 409,570 137,638 55,286 354,764 440,038 Changes from: April 19, 2016 Total Change is: -209,446 7,680 -36,496 -35,645 -54,703 -31,070 -12,310 -70,946 -66,468 -35,452 10,095 -8,771 -9,348 -8,818 26,115 Percent of Open Interest Represented by Each Category of Trader 3.0 6.1 3.7 29.8 31.6 11.6 15.7 16.9 9.3 13.5 4.5 1.8 11.7 14.5 Number of Traders in Each Category Total Traders: 367 17 38 42 54 78 77 63 63 91 25 28 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 112,765 Positions 5,024 8,538 0 15,842 41,879 1,494 46,111 6,471 1,261 2,250 2,000 0 40,783 51,122 Changes from: April 19, 2016 Total Change is: 1,189 -127 -846 0 -231 1,599 -43 1,488 6,471 1,083 0 0 0 -981 -7,075 Percent of Open Interest Represented by Each Category of Trader 4.5 7.6 0.0 14.0 37.1 1.3 40.9 5.7 1.1 2.0 1.8 0.0 36.2 45.3 Number of Traders in Each Category Total Traders: 28 . . 0 4 6 6 9 . 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 2,666,537 Positions 47,166 257,876 75,118 1,271,144 517,717 314,764 359,311 789,173 148,236 142,853 203,454 19,816 288,129 340,382 Changes from: April 19, 2016 Total Change is: -7,557 -457 1,869 13,541 -25,514 19,875 -10,456 -877 -42,133 9,113 -862 -7,439 679 7,275 7,393 Percent of Open Interest Represented by Each Category of Trader 1.8 9.7 2.8 47.7 19.4 11.8 13.5 29.6 5.6 5.4 7.6 0.7 10.8 12.8 Number of Traders in Each Category Total Traders: 285 8 34 21 52 53 58 43 55 52 11 29 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 982,007 Positions 391,452 161,843 257,765 4,139 20,570 5,213 59,413 176,468 201,385 14,464 29,815 25,567 22,609 103,381 Changes from: April 19, 2016 Total Change is: -22,121 24,504 -3,490 -14,616 0 -3,076 90 -21,993 -37,573 -4,469 -4,877 1,209 -3,459 2,699 43,262 Percent of Open Interest Represented by Each Category of Trader 39.9 16.5 26.2 0.4 2.1 0.5 6.1 18.0 20.5 1.5 3.0 2.6 2.3 10.5 Number of Traders in Each Category Total Traders: 133 14 33 39 . 7 4 10 42 38 6 13 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 is18,723,150 Positions 3,165,656 1,422,511 3,274,053 216,462 1,609,947 653,477 655,801 896,484 8,120,582 618,576 321,437 1,140,361 878,182 1,284,297 Changes from: April 19, 2016 Total Change is: 371,682 119,906 15,106 31,721 -37,490 138,131 74,790 -90,458 -27,347 284,399 94,299 -58,453 -62,782 -42,703 -23,882 Percent of Open Interest Represented by Each Category of Trader 16.9 7.6 17.5 1.2 8.6 3.5 3.5 4.8 43.4 3.3 1.7 6.1 4.7 6.9 Number of Traders in Each Category Total Traders: 310 35 49 83 11 32 33 47 84 108 24 23 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 25,474 Positions 1,019 1,512 0 0 13,635 149 16,232 6,955 0 7,318 2,498 596 160 129 Changes from: April 19, 2016 Total Change is: -854 -304 334 0 0 107 -2 -586 -1,302 0 160 122 -129 7 16 Percent of Open Interest Represented by Each Category of Trader 4.0 5.9 0.0 0.0 53.5 0.6 63.7 27.3 0.0 28.7 9.8 2.3 0.6 0.5 Number of Traders in Each Category Total Traders: 43 . . 0 0 13 . 4 11 0 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 30,713 Positions 7,098 3,388 0 123 12,109 593 21,502 9,379 0 1,300 5,132 0 97 112 Changes from: April 19, 2016 Total Change is: -446 -173 2,643 0 0 -805 0 -280 -2,103 0 0 -170 0 7 -11 Percent of Open Interest Represented by Each Category of Trader 23.1 11.0 0.0 0.4 39.4 1.9 70.0 30.5 0.0 4.2 16.7 0.0 0.3 0.4 Number of Traders in Each Category Total Traders: 37 5 . 0 . 7 . 5 7 0 . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 64,523 Positions 400 26,145 59 14,875 2,805 547 17,065 26,723 4,296 18,821 880 149 8,312 2,919 Changes from: April 19, 2016 Total Change is: 1,632 73 -44 -4 -12 -10 1 -849 1,143 1,562 938 -808 -11 -66 -197 Percent of Open Interest Represented by Each Category of Trader 0.6 40.5 0.1 23.1 4.3 0.8 26.4 41.4 6.7 29.2 1.4 0.2 12.9 4.5 Number of Traders in Each Category Total Traders: 139 . . . 7 6 . 29 28 13 52 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 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 448,613 Positions 128,058 16,194 25,538 126,371 55,251 39,878 28,938 201,295 68,737 1,045 5,753 10,455 19,593 25,512 Changes from: April 19, 2016 Total Change is: -13,744 18,652 -6,957 -13,322 -4,856 6,987 401 -8,337 488 2,061 -3,442 -208 -2,244 -2,657 -950 Percent of Open Interest Represented by Each Category of Trader 28.5 3.6 5.7 28.2 12.3 8.9 6.5 44.9 15.3 0.2 1.3 2.3 4.4 5.7 Number of Traders in Each Category Total Traders: 205 19 11 21 17 19 9 29 80 61 . 15 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 26, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 19,288 Positions 89 3,180 0 11,166 0 1,003 5,038 14,686 390 1,490 0 0 112 29 Changes from: April 19, 2016 Total Change is: 572 -81 95 0 639 -984 51 -17 1,388 0 -29 0 0 9 22 Percent of Open Interest Represented by Each Category of Trader 0.5 16.5 0.0 57.9 0.0 5.2 26.1 76.1 2.0 7.7 0.0 0.0 0.6 0.2 Number of Traders in Each Category Total Traders: 33 . . 0 9 0 . 8 9 . 4 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 29, 2016