Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 149,581
Positions
4,637 66,192 6,269 38,318 6,278 4,040 29,995 21,436 16,155 10,726 409 1,619 37,821 27,182
Changes from: April 26, 2016 Total Change is: 3,669
-470 5,916 186 337 -1,866 -662 3,171 -2,355 -24 232 2 23 876 2,449
Percent of Open Interest Represented by Each Category of Trader
3.1 44.3 4.2 25.6 4.2 2.7 20.1 14.3 10.8 7.2 0.3 1.1 25.3 18.2
Number of Traders in Each Category Total Traders: 88
. 9 7 11 7 5 23 18 16 13 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 45,066
Positions
12,463 11,204 1,036 1,390 3,444 122 14,813 12,820 2,371 1,230 400 0 11,640 13,668
Changes from: April 26, 2016 Total Change is: -274
-182 1,036 -107 -5 -62 0 -2,408 69 598 510 -480 0 1,320 -1,328
Percent of Open Interest Represented by Each Category of Trader
27.7 24.9 2.3 3.1 7.6 0.3 32.9 28.4 5.3 2.7 0.9 0.0 25.8 30.3
Number of Traders in Each Category Total Traders: 45
4 . . . 5 . 15 13 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 287,117
Positions
148,091 39,981 8,437 4,110 69,747 10,908 52,820 70,765 32,477 4,895 12,332 5,841 19,538 36,629
Changes from: April 26, 2016 Total Change is: 3,675
2,099 16,034 -137 257 -1,215 -310 -982 -9,742 2,411 214 -655 356 -232 -3,066
Percent of Open Interest Represented by Each Category of Trader
51.6 13.9 2.9 1.4 24.3 3.8 18.4 24.6 11.3 1.7 4.3 2.0 6.8 12.8
Number of Traders in Each Category Total Traders: 122
9 7 11 5 26 10 28 34 25 9 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 205,956
Positions
13,468 44,285 11,075 31,005 41,911 11,198 61,188 32,029 27,616 12,787 2,816 3,691 33,930 31,335
Changes from: April 26, 2016 Total Change is: -2,465
6,268 -1,670 -905 -5,469 -2,343 2,020 -17,582 -736 3,468 9,324 -403 -2,318 2,730 423
Percent of Open Interest Represented by Each Category of Trader
6.5 21.5 5.4 15.1 20.3 5.4 29.7 15.6 13.4 6.2 1.4 1.8 16.5 15.2
Number of Traders in Each Category Total Traders: 123
4 11 11 15 19 15 32 27 22 5 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 439,978
Positions
66,803 72,269 31,328 123,748 93,405 22,167 47,708 78,464 48,704 34,747 22,325 6,724 58,049 64,591
Changes from: April 26, 2016 Total Change is: 37,725
723 18,633 11,154 5,736 -3,638 2,449 220 -6,064 10,889 2,155 -9 -368 4,767 4,678
Percent of Open Interest Represented by Each Category of Trader
15.2 16.4 7.1 28.1 21.2 5.0 10.8 17.8 11.1 7.9 5.1 1.5 13.2 14.7
Number of Traders in Each Category Total Traders: 241
16 11 18 38 34 33 40 47 37 22 31 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 29,518
Positions
973 21,545 354 14,109 585 1,071 455 2,140 1 2,041 0 0 10,514 3,822
Changes from: April 26, 2016 Total Change is: -2,090
-105 -1,051 -41 -1,979 585 115 455 -911 0 13 0 0 -548 -787
Percent of Open Interest Represented by Each Category of Trader
3.3 73.0 1.2 47.8 2.0 3.6 1.5 7.2 0.0 6.9 0.0 0.0 35.6 12.9
Number of Traders in Each Category Total Traders: 21
. . . 8 . 5 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 165,195
Positions
4,227 64,497 8,603 35,879 5,558 3,372 66,133 15,977 12,600 1,470 28,401 3,529 29,381 22,657
Changes from: April 26, 2016 Total Change is: -12,093
1,498 -12,178 -67 -6,183 -5,616 594 -7,046 1,606 1,934 616 3,407 -558 -2,881 -1,215
Percent of Open Interest Represented by Each Category of Trader
2.6 39.0 5.2 21.7 3.4 2.0 40.0 9.7 7.6 0.9 17.2 2.1 17.8 13.7
Number of Traders in Each Category Total Traders: 98
5 8 10 9 7 7 32 22 18 6 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 29,086
Positions
14,828 23,244 400 3,200 0 0 8,302 3,604 235 1,060 915 235 826 453
Changes from: April 26, 2016 Total Change is: -1,374
-607 120 0 -2,073 0 0 1,193 -1,422 0 -14 0 0 127 -72
Percent of Open Interest Represented by Each Category of Trader
51.0 79.9 1.4 11.0 0.0 0.0 28.5 12.4 0.8 3.6 3.1 0.8 2.8 1.6
Number of Traders in Each Category Total Traders: 26
. 10 . . 0 0 8 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 116,853
Positions
39,442 56,768 101 16,506 4,925 600 33,778 24,995 18,889 2,579 5,513 25 4,933 5,036
Changes from: April 26, 2016 Total Change is: -683
-8,334 -5,408 -105 -6,493 1,081 216 3,548 -6,196 10,098 690 -154 -217 -86 3
Percent of Open Interest Represented by Each Category of Trader
33.8 48.6 0.1 14.1 4.2 0.5 28.9 21.4 16.2 2.2 4.7 0.0 4.2 4.3
Number of Traders in Each Category Total Traders: 122
4 10 . 11 9 . 34 35 17 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 25,288
Positions
450 20,871 0 4,453 160 0 19,111 2,345 35 242 1,171 0 997 706
Changes from: April 26, 2016 Total Change is: -3,729
-317 3,537 -1,439 -297 0 0 -1,675 -1,736 -215 242 -3,610 0 -28 -266
Percent of Open Interest Represented by Each Category of Trader
1.8 82.5 0.0 17.6 0.6 0.0 75.6 9.3 0.1 1.0 4.6 0.0 3.9 2.8
Number of Traders in Each Category Total Traders: 25
. . 0 . . 0 7 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 36,578
Positions
7,311 13,737 31 1,947 9,487 0 20,351 8,021 1,134 1,384 1,091 0 4,420 3,077
Changes from: April 26, 2016 Total Change is: 2,789
1,044 3,039 31 302 -514 0 1,337 -470 8 46 28 0 21 667
Percent of Open Interest Represented by Each Category of Trader
20.0 37.6 0.1 5.3 25.9 0.0 55.6 21.9 3.1 3.8 3.0 0.0 12.1 8.4
Number of Traders in Each Category Total Traders: 67
4 6 . 4 5 0 24 18 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 64,002
Positions
14,110 31,155 501 6,595 2,911 326 31,430 14,817 1,910 1,003 2,974 499 7,629 8,910
Changes from: April 26, 2016 Total Change is: 1,642
-582 4,445 -8 -47 -81 -9 1,890 -3,185 989 15 -24 23 -630 -509
Percent of Open Interest Represented by Each Category of Trader
22.0 48.7 0.8 10.3 4.5 0.5 49.1 23.2 3.0 1.6 4.6 0.8 11.9 13.9
Number of Traders in Each Category Total Traders: 111
13 17 5 10 5 4 36 14 8 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 128,004
Positions
28,219 62,309 1,002 13,190 5,821 651 62,860 29,633 3,820 2,006 5,949 999 15,257 17,821
Changes from: April 26, 2016 Total Change is: 3,283
-1,163 8,889 -16 -94 -161 -18 3,779 -6,370 1,978 29 -48 46 -1,259 -1,018
Percent of Open Interest Represented by Each Category of Trader
22.0 48.7 0.8 10.3 4.5 0.5 49.1 23.2 3.0 1.6 4.6 0.8 11.9 13.9
Number of Traders in Each Category Total Traders: 111
13 17 5 10 5 4 36 14 8 . 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 840,786
Positions
79,435 72,237 35,156 260,483 198,938 67,886 83,334 127,032 146,919 25,377 47,329 44,569 97,627 100,721
Changes from: April 26, 2016 Total Change is: -39,600
2,320 -7,580 -6,549 -11,332 -5,998 -1,358 -8,122 -1,937 -11,285 -382 396 -1,074 -1,819 -4,215
Percent of Open Interest Represented by Each Category of Trader
9.4 8.6 4.2 31.0 23.7 8.1 9.9 15.1 17.5 3.0 5.6 5.3 11.6 12.0
Number of Traders in Each Category Total Traders: 656
35 41 37 111 101 104 79 150 119 70 68 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 147,528
Positions
12,892 25,314 10,738 13,623 21,272 12,361 6,887 8,561 35,772 2,224 1,652 9,785 43,246 22,074
Changes from: April 26, 2016 Total Change is: -21,083
-740 -3,971 -2,626 -845 -6,334 -4,158 -5,217 -383 -2,946 -1,848 81 -397 -2,305 -349
Percent of Open Interest Represented by Each Category of Trader
8.7 17.2 7.3 9.2 14.4 8.4 4.7 5.8 24.2 1.5 1.1 6.6 29.3 15.0
Number of Traders in Each Category Total Traders: 79
6 9 9 11 5 6 16 15 30 10 5 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 3,466,292
Positions
385,938 287,839 68,870 1,240,422 894,446 271,505 424,647 634,768 513,323 123,801 236,423 165,881 271,905 393,236
Changes from: April 26, 2016 Total Change is: -92,584
-3,408 -36,754 -901 -51,387 2,725 12,956 -15,592 -8,841 -40,628 518 -5,238 3,427 2,432 -19,329
Percent of Open Interest Represented by Each Category of Trader
11.1 8.3 2.0 35.8 25.8 7.8 12.3 18.3 14.8 3.6 6.8 4.8 7.8 11.3
Number of Traders in Each Category Total Traders: 637
33 42 35 110 96 101 79 146 114 65 66 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 79,118
Positions
3,953 14,978 1,071 42,059 51,246 3,179 19,181 4,730 271 0 470 0 9,404 3,173
Changes from: April 26, 2016 Total Change is: -291
-456 -844 -43 810 1,519 -140 136 -1,649 39 0 -70 0 -637 897
Percent of Open Interest Represented by Each Category of Trader
5.0 18.9 1.4 53.2 64.8 4.0 24.2 6.0 0.3 0.0 0.6 0.0 11.9 4.0
Number of Traders in Each Category Total Traders: 94
4 11 . 37 15 18 16 9 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 50,614
Positions
11,610 9,151 290 15,212 13,800 922 12,739 16,908 2,453 1,964 1,937 416 5,007 4,737
Changes from: April 26, 2016 Total Change is: 2,914
6,832 -7,088 -7 -545 5,258 -89 -2,887 4,375 191 -4 -94 22 -599 345
Percent of Open Interest Represented by Each Category of Trader
22.9 18.1 0.6 30.1 27.3 1.8 25.2 33.4 4.8 3.9 3.8 0.8 9.9 9.4
Number of Traders in Each Category Total Traders: 237
20 16 7 41 22 15 45 55 26 16 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 253,072
Positions
58,050 45,754 1,450 76,060 68,999 4,611 63,696 84,539 12,266 9,822 9,687 2,081 25,036 23,684
Changes from: April 26, 2016 Total Change is: 14,572
34,159 -35,440 -33 -2,727 26,291 -444 -14,434 21,877 956 -19 -470 108 -2,994 1,726
Percent of Open Interest Represented by Each Category of Trader
22.9 18.1 0.6 30.1 27.3 1.8 25.2 33.4 4.8 3.9 3.8 0.8 9.9 9.4
Number of Traders in Each Category Total Traders: 237
20 16 7 41 22 15 45 55 26 16 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 378,456
Positions
156,242 21,231 1,702 114,448 189,372 19,047 56,122 112,329 9,572 5,212 8,457 88 16,022 16,658
Changes from: April 26, 2016 Total Change is: 6,111
567 -500 362 -22 -966 544 4,539 2,625 2,352 -28 15 10 -2,213 1,670
Percent of Open Interest Represented by Each Category of Trader
41.3 5.6 0.4 30.2 50.0 5.0 14.8 29.7 2.5 1.4 2.2 0.0 4.2 4.4
Number of Traders in Each Category Total Traders: 266
21 11 . 50 53 28 43 65 20 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 34,697
Positions
796 12,432 0 16,002 998 167 4,534 5,062 3 5,777 9,514 0 7,418 6,521
Changes from: April 26, 2016 Total Change is: 1,176
12 2,263 -9 -164 410 111 -422 -854 -6 1,141 90 0 513 -829
Percent of Open Interest Represented by Each Category of Trader
2.3 35.8 0.0 46.1 2.9 0.5 13.1 14.6 0.0 16.6 27.4 0.0 21.4 18.8
Number of Traders in Each Category Total Traders: 47
. 6 0 12 . . 6 10 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 96,727
Positions
30,050 14,401 1,291 27,474 1,843 0 21,526 9,448 800 6,848 283 0 8,738 68,661
Changes from: April 26, 2016 Total Change is: 15,466
6,216 1,879 627 12,014 -1,493 -306 -4,077 2,410 209 1,140 -205 0 -357 12,345
Percent of Open Interest Represented by Each Category of Trader
31.1 14.9 1.3 28.4 1.9 0.0 22.3 9.8 0.8 7.1 0.3 0.0 9.0 71.0
Number of Traders in Each Category Total Traders: 92
18 9 . 14 5 0 27 11 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 192,274
Positions
5,604 108,389 818 118,681 56,901 11,191 38,954 5,617 3,168 6,604 2,763 8 7,246 3,419
Changes from: April 26, 2016 Total Change is: -4,223
-1,928 294 96 -2,518 1,368 -638 2,510 -4,387 -679 -65 176 -7 -994 -446
Percent of Open Interest Represented by Each Category of Trader
2.9 56.4 0.4 61.7 29.6 5.8 20.3 2.9 1.6 3.4 1.4 0.0 3.8 1.8
Number of Traders in Each Category Total Traders: 129
7 12 . 44 23 16 20 8 5 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 633,388
Positions
41,612 350,395 2,525 340,102 94,392 72,288 127,496 79,691 5,057 23,750 17,692 1,485 19,073 9,863
Changes from: April 26, 2016 Total Change is: -593
653 5,928 853 3,087 2,010 -1,664 -825 -7,104 -1,897 2,280 1,080 -322 -2,758 523
Percent of Open Interest Represented by Each Category of Trader
6.6 55.3 0.4 53.7 14.9 11.4 20.1 12.6 0.8 3.7 2.8 0.2 3.0 1.6
Number of Traders in Each Category Total Traders: 303
21 23 6 93 39 40 43 35 15 37 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 592,747
Positions
6,335 26,566 15,596 172,704 174,303 93,660 72,475 45,178 63,688 7,707 24,974 6,684 153,899 142,098
Changes from: April 26, 2016 Total Change is: -8,390
116 -14,219 2,326 -3,854 6,296 -2,464 955 2,926 1,829 -1,314 -666 1,423 -7,406 -5,841
Percent of Open Interest Represented by Each Category of Trader
1.1 4.5 2.6 29.1 29.4 15.8 12.2 7.6 10.7 1.3 4.2 1.1 26.0 24.0
Number of Traders in Each Category Total Traders: 147
6 11 13 31 34 35 30 22 35 4 9 7
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Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 622,281
Positions
0 45,255 45 349,559 138,698 74,607 48,187 262,989 12,572 7,102 14,079 0 130,209 74,036
Changes from: April 26, 2016 Total Change is: -557
-1,821 -1,689 -747 770 358 1,173 -298 -3,154 281 -100 0 0 185 3,221
Percent of Open Interest Represented by Each Category of Trader
0.0 7.3 0.0 56.2 22.3 12.0 7.7 42.3 2.0 1.1 2.3 0.0 20.9 11.9
Number of Traders in Each Category Total Traders: 97
0 7 . 42 16 31 12 14 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 1,085,854
Positions
20,747 118,117 8,891 437,872 160,441 111,477 265,108 244,987 63,267 49,517 222,669 7,151 121,824 148,854
Changes from: April 26, 2016 Total Change is: -2,558
-2,634 17,392 439 26,286 -5,373 -8,776 -15,813 -20,214 449 -730 17,723 -1,308 -470 -2,889
Percent of Open Interest Represented by Each Category of Trader
1.9 10.9 0.8 40.3 14.8 10.3 24.4 22.6 5.8 4.6 20.5 0.7 11.2 13.7
Number of Traders in Each Category Total Traders: 249
6 33 15 54 38 48 35 37 35 18 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 3,101,979
Positions
90,549 186,127 121,079 848,368 943,197 405,573 492,480 496,857 323,026 421,333 141,429 58,770 340,801 425,922
Changes from: April 26, 2016 Total Change is: 58,773
740 -923 8,740 -57,818 -17,164 52,213 13,884 -16,979 39,729 11,763 3,790 3,483 -13,962 -14,117
Percent of Open Interest Represented by Each Category of Trader
2.9 6.0 3.9 27.3 30.4 13.1 15.9 16.0 10.4 13.6 4.6 1.9 11.0 13.7
Number of Traders in Each Category Total Traders: 365
19 33 42 58 75 78 66 60 92 27 26 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 113,680
Positions
10,029 7,196 0 13,443 40,943 2,042 43,210 5,186 1,468 2,250 2,000 0 41,238 54,845
Changes from: April 26, 2016 Total Change is: 915
5,005 -1,342 0 -2,399 -936 548 -2,901 -1,285 207 0 0 0 455 3,723
Percent of Open Interest Represented by Each Category of Trader
8.8 6.3 0.0 11.8 36.0 1.8 38.0 4.6 1.3 2.0 1.8 0.0 36.3 48.2
Number of Traders in Each Category Total Traders: 25
. . 0 . 6 6 8 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 2,602,389
Positions
44,537 299,116 51,937 1,278,042 464,688 324,755 307,852 750,170 150,993 142,819 216,494 12,067 289,388 332,169
Changes from: April 26, 2016 Total Change is: -64,148
-2,629 41,239 -23,182 6,897 -53,029 9,991 -51,458 -39,003 2,756 -34 13,041 -7,749 1,259 -8,213
Percent of Open Interest Represented by Each Category of Trader
1.7 11.5 2.0 49.1 17.9 12.5 11.8 28.8 5.8 5.5 8.3 0.5 11.1 12.8
Number of Traders in Each Category Total Traders: 282
7 38 24 50 48 59 34 62 51 14 29 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 839,342
Positions
351,855 150,228 212,493 4,139 20,914 8,313 26,160 170,550 176,731 16,133 28,534 17,002 26,516 54,577
Changes from: April 26, 2016 Total Change is: -142,665
-39,597 -11,615 -45,272 0 344 3,100 -33,253 -5,918 -24,655 1,669 -1,281 -8,565 3,907 -48,804
Percent of Open Interest Represented by Each Category of Trader
41.9 17.9 25.3 0.5 2.5 1.0 3.1 20.3 21.1 1.9 3.4 2.0 3.2 6.5
Number of Traders in Each Category Total Traders: 122
14 27 31 . 7 6 8 43 35 . 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 is18,915,574
Positions
3,193,801 1,267,347 3,394,513 221,304 1,725,357 631,024 593,541 968,115 8,026,932 643,158 318,999 1,348,535 862,767 1,234,753
Changes from: April 26, 2016 Total Change is: 192,424
28,145 -155,164 120,460 4,842 115,409 -22,454 -62,260 71,631 -93,651 24,582 -2,438 208,174 -15,414 -49,544
Percent of Open Interest Represented by Each Category of Trader
16.9 6.7 17.9 1.2 9.1 3.3 3.1 5.1 42.4 3.4 1.7 7.1 4.6 6.5
Number of Traders in Each Category Total Traders: 320
37 48 83 12 33 33 49 86 110 22 27 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 24,465
Positions
788 2,080 0 0 12,063 149 15,604 7,075 0 7,119 2,405 597 208 96
Changes from: April 26, 2016 Total Change is: -1,009
-231 568 0 0 -1,572 0 -628 120 0 -199 -93 1 48 -33
Percent of Open Interest Represented by Each Category of Trader
3.2 8.5 0.0 0.0 49.3 0.6 63.8 28.9 0.0 29.1 9.8 2.4 0.9 0.4
Number of Traders in Each Category Total Traders: 40
. 4 0 0 11 . 4 10 0 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 30,567
Positions
7,958 2,877 0 123 12,021 593 20,716 9,682 1 1,100 5,273 0 76 120
Changes from: April 26, 2016 Total Change is: -146
860 -511 0 0 -88 0 -786 303 1 -200 141 0 -21 8
Percent of Open Interest Represented by Each Category of Trader
26.0 9.4 0.0 0.4 39.3 1.9 67.8 31.7 0.0 3.6 17.3 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 40
5 4 0 . 7 . 7 7 . . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 72,078
Positions
440 26,116 83 16,063 3,192 536 20,255 32,635 4,759 20,558 845 238 9,145 3,673
Changes from: April 26, 2016 Total Change is: 7,555
41 -29 24 1,188 387 -11 3,190 5,912 463 1,737 -35 89 833 754
Percent of Open Interest Represented by Each Category of Trader
0.6 36.2 0.1 22.3 4.4 0.7 28.1 45.3 6.6 28.5 1.2 0.3 12.7 5.1
Number of Traders in Each Category Total Traders: 152
. . . 9 7 . 30 32 17 58 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 451,899
Positions
129,800 11,347 26,167 116,709 57,613 41,921 24,689 191,635 76,276 1,193 5,585 12,575 22,569 28,780
Changes from: April 26, 2016 Total Change is: 3,286
1,742 -4,847 629 -9,662 2,362 2,043 -4,249 -9,660 7,539 148 -168 2,120 2,976 3,268
Percent of Open Interest Represented by Each Category of Trader
28.7 2.5 5.8 25.8 12.7 9.3 5.5 42.4 16.9 0.3 1.2 2.8 5.0 6.4
Number of Traders in Each Category Total Traders: 201
19 12 18 14 19 9 31 75 60 5 13 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 3, 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 22,019
Positions
99 3,791 0 13,705 0 1,106 5,083 16,710 390 1,499 0 0 137 22
Changes from: April 26, 2016 Total Change is: 2,731
10 611 0 2,539 0 103 45 2,024 0 9 0 0 25 -7
Percent of Open Interest Represented by Each Category of Trader
0.4 17.2 0.0 62.2 0.0 5.0 23.1 75.9 1.8 6.8 0.0 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 34
. . 0 10 0 . 8 9 . 4 0 0
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Updated May 6, 2016