Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 148,394
Positions
4,803 73,966 5,839 49,986 6,276 3,577 21,288 9,464 16,186 9,073 618 2,126 35,516 30,343
Changes from: May 17, 2016 Total Change is: 2,552
-175 -1,433 1,131 6,517 746 1,166 -5,223 -4,455 1,382 -1,186 175 485 -1,544 3,356
Percent of Open Interest Represented by Each Category of Trader
3.2 49.8 3.9 33.7 4.2 2.4 14.3 6.4 10.9 6.1 0.4 1.4 23.9 20.4
Number of Traders in Each Category Total Traders: 75
. 10 7 11 7 5 17 16 16 10 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 55,747
Positions
24,913 4,073 1,545 977 2,773 117 17,826 22,316 2,860 1,365 480 0 6,144 21,582
Changes from: May 17, 2016 Total Change is: 8,185
6,620 -3,357 528 -466 56 6 2,310 4,951 406 491 480 0 -1,710 5,114
Percent of Open Interest Represented by Each Category of Trader
44.7 7.3 2.8 1.8 5.0 0.2 32.0 40.0 5.1 2.4 0.9 0.0 11.0 38.7
Number of Traders in Each Category Total Traders: 45
5 . 4 . 4 . 13 16 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 275,678
Positions
149,322 38,310 7,646 4,001 80,267 7,533 55,737 57,510 27,269 2,495 12,961 2,775 18,901 41,407
Changes from: May 17, 2016 Total Change is: 7,633
1,061 736 450 -49 3,303 1,101 1,369 -3,545 3,291 -1,013 1,182 -850 2,273 1,964
Percent of Open Interest Represented by Each Category of Trader
54.2 13.9 2.8 1.5 29.1 2.7 20.2 20.9 9.9 0.9 4.7 1.0 6.9 15.0
Number of Traders in Each Category Total Traders: 109
9 7 10 . 25 9 29 28 25 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 199,369
Positions
11,473 28,120 14,468 32,638 44,628 8,779 61,560 37,752 27,341 7,893 3,265 5,125 30,093 29,893
Changes from: May 17, 2016 Total Change is: 3,013
2,731 -9,567 1,974 -2,511 1,105 -55 -2,979 3,377 2,223 -126 -265 908 848 3,315
Percent of Open Interest Represented by Each Category of Trader
5.8 14.1 7.3 16.4 22.4 4.4 30.9 18.9 13.7 4.0 1.6 2.6 15.1 15.0
Number of Traders in Each Category Total Traders: 125
8 9 12 15 20 16 31 30 23 5 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 430,837
Positions
67,965 48,388 28,457 121,400 93,996 25,373 42,428 88,899 47,688 32,134 21,717 8,949 56,441 67,369
Changes from: May 17, 2016 Total Change is: 14,951
4,704 -21,084 3,554 -1,843 48 3,660 -4,602 21,307 5,733 -355 -258 1,707 2,394 285
Percent of Open Interest Represented by Each Category of Trader
15.8 11.2 6.6 28.2 21.8 5.9 9.8 20.6 11.1 7.5 5.0 2.1 13.1 15.6
Number of Traders in Each Category Total Traders: 224
15 12 19 37 35 33 25 52 32 19 27 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 140,201
Positions
23,746 26,461 8,695 27,892 6,682 4,045 31,660 18,518 12,816 732 33,198 3,887 26,729 25,899
Changes from: May 17, 2016 Total Change is: 3,892
14,865 -5,580 -407 -4,489 255 1,230 -9,604 3,095 1,223 -306 2,093 476 905 1,508
Percent of Open Interest Represented by Each Category of Trader
16.9 18.9 6.2 19.9 4.8 2.9 22.6 13.2 9.1 0.5 23.7 2.8 19.1 18.5
Number of Traders in Each Category Total Traders: 87
5 8 9 7 8 6 27 21 15 4 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 28,662
Positions
14,828 23,285 396 3,300 0 0 7,206 2,185 729 1,126 1,015 235 842 817
Changes from: May 17, 2016 Total Change is: 428
0 -44 -4 0 0 0 0 -412 494 -28 100 0 -34 294
Percent of Open Interest Represented by Each Category of Trader
51.7 81.2 1.4 11.5 0.0 0.0 25.1 7.6 2.5 3.9 3.5 0.8 2.9 2.8
Number of Traders in Each Category Total Traders: 27
. 10 . . 0 0 7 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 138,575
Positions
48,082 46,930 11 45,176 5,112 175 21,001 57,603 16,526 3,068 5,012 16 4,520 7,191
Changes from: May 17, 2016 Total Change is: 3,396
3,721 -5,312 1 -54 401 -34 972 10,040 -1,576 24 116 -1 343 -238
Percent of Open Interest Represented by Each Category of Trader
34.7 33.9 0.0 32.6 3.7 0.1 15.2 41.6 11.9 2.2 3.6 0.0 3.3 5.2
Number of Traders in Each Category Total Traders: 135
6 7 . 11 10 . 22 53 15 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 28,868
Positions
200 21,713 1,403 5,902 160 0 20,152 3,165 208 0 1,171 0 1,003 1,048
Changes from: May 17, 2016 Total Change is: 1,415
0 0 1,403 150 0 0 -74 -106 11 0 0 0 -75 107
Percent of Open Interest Represented by Each Category of Trader
0.7 75.2 4.9 20.4 0.6 0.0 69.8 11.0 0.7 0.0 4.1 0.0 3.5 3.6
Number of Traders in Each Category Total Traders: 23
. . . . . 0 8 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 42,189
Positions
18,718 9,108 34 1,659 20,221 24 15,705 6,616 1,206 1,372 1,117 0 3,471 3,863
Changes from: May 17, 2016 Total Change is: -1,797
1,542 -1,657 0 -183 586 0 -2,974 -992 -31 128 47 0 -279 250
Percent of Open Interest Represented by Each Category of Trader
44.4 21.6 0.1 3.9 47.9 0.1 37.2 15.7 2.9 3.3 2.6 0.0 8.2 9.2
Number of Traders in Each Category Total Traders: 68
4 5 . 4 7 . 25 17 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 60,337
Positions
13,627 30,379 464 7,103 949 438 27,671 13,010 1,235 1,256 3,169 740 7,805 9,955
Changes from: May 17, 2016 Total Change is: 2,449
-73 914 -199 423 -1,886 35 2,131 2,039 -110 255 837 8 -20 812
Percent of Open Interest Represented by Each Category of Trader
22.6 50.3 0.8 11.8 1.6 0.7 45.9 21.6 2.0 2.1 5.3 1.2 12.9 16.5
Number of Traders in Each Category Total Traders: 114
14 16 5 10 . . 39 14 11 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 120,674
Positions
27,253 60,758 928 14,205 1,898 875 55,342 26,019 2,470 2,513 6,337 1,479 15,609 19,909
Changes from: May 17, 2016 Total Change is: 4,898
-146 1,828 -399 846 -3,771 70 4,262 4,078 -221 510 1,673 15 -40 1,624
Percent of Open Interest Represented by Each Category of Trader
22.6 50.3 0.8 11.8 1.6 0.7 45.9 21.6 2.0 2.1 5.3 1.2 12.9 16.5
Number of Traders in Each Category Total Traders: 114
14 16 5 10 . . 39 14 11 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 877,817
Positions
81,300 73,706 41,187 279,077 199,243 70,096 96,266 155,178 149,822 25,772 42,889 40,719 93,578 104,977
Changes from: May 17, 2016 Total Change is: 27,332
956 3,466 3,420 10,593 5,483 -368 18,859 16,559 -6,152 -387 945 -3,612 4,023 7,591
Percent of Open Interest Represented by Each Category of Trader
9.3 8.4 4.7 31.8 22.7 8.0 11.0 17.7 17.1 2.9 4.9 4.6 10.7 12.0
Number of Traders in Each Category Total Traders: 648
35 38 39 118 94 96 80 151 113 57 73 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 157,738
Positions
20,155 20,090 15,918 14,274 20,984 13,220 6,655 6,652 40,436 2,384 1,629 9,760 34,935 29,049
Changes from: May 17, 2016 Total Change is: 17,083
5,459 -607 2,803 -4 1,915 2,901 136 -1,260 4,141 86 -676 1,054 506 6,812
Percent of Open Interest Represented by Each Category of Trader
12.8 12.7 10.1 9.0 13.3 8.4 4.2 4.2 25.6 1.5 1.0 6.2 22.1 18.4
Number of Traders in Each Category Total Traders: 77
10 9 11 11 5 6 13 16 29 8 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 3,600,393
Positions
363,715 326,069 68,353 1,329,434 896,714 278,957 481,929 776,507 513,057 125,992 215,354 145,740 293,217 379,644
Changes from: May 17, 2016 Total Change is: 51,246
-13,824 29,059 -5,608 52,992 17,841 -16,351 80,895 76,377 -38,745 -3,802 6,668 -21,893 17,582 3,898
Percent of Open Interest Represented by Each Category of Trader
10.1 9.1 1.9 36.9 24.9 7.7 13.4 21.6 14.3 3.5 6.0 4.0 8.1 10.5
Number of Traders in Each Category Total Traders: 629
34 38 36 116 89 92 80 146 107 52 73 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 80,630
Positions
4,310 18,909 1,024 43,001 49,599 2,616 19,748 4,345 217 0 602 0 9,714 3,318
Changes from: May 17, 2016 Total Change is: 793
-111 4,464 22 128 -3,260 -313 1,215 187 -364 0 131 0 216 -74
Percent of Open Interest Represented by Each Category of Trader
5.3 23.5 1.3 53.3 61.5 3.2 24.5 5.4 0.3 0.0 0.7 0.0 12.0 4.1
Number of Traders in Each Category Total Traders: 94
. 12 . 35 16 15 19 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 46,765
Positions
11,218 7,633 227 13,285 12,285 1,103 10,817 14,495 2,644 2,040 2,359 382 5,048 5,636
Changes from: May 17, 2016 Total Change is: -871
-5,567 -84 -129 352 -2,559 47 4,138 1,915 -547 67 314 -48 816 218
Percent of Open Interest Represented by Each Category of Trader
24.0 16.3 0.5 28.4 26.3 2.4 23.1 31.0 5.7 4.4 5.0 0.8 10.8 12.1
Number of Traders in Each Category Total Traders: 248
26 11 4 41 21 15 47 57 23 19 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 233,823
Positions
56,092 38,166 1,136 66,425 61,423 5,517 54,084 72,473 13,221 10,201 11,797 1,908 25,239 28,180
Changes from: May 17, 2016 Total Change is: -4,355
-27,837 -418 -645 1,759 -12,797 237 20,690 9,575 -2,734 333 1,572 -238 4,079 1,092
Percent of Open Interest Represented by Each Category of Trader
24.0 16.3 0.5 28.4 26.3 2.4 23.1 31.0 5.7 4.4 5.0 0.8 10.8 12.1
Number of Traders in Each Category Total Traders: 248
26 11 4 41 21 15 47 57 23 19 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 401,864
Positions
165,780 41,177 2,294 116,806 186,685 15,998 72,131 121,855 6,945 5,382 9,965 83 16,444 16,862
Changes from: May 17, 2016 Total Change is: 10,891
3,171 15,593 24 3,363 -2,507 -3,114 7,016 3,483 -830 199 62 -3 1,066 -1,817
Percent of Open Interest Represented by Each Category of Trader
41.3 10.2 0.6 29.1 46.5 4.0 17.9 30.3 1.7 1.3 2.5 0.0 4.1 4.2
Number of Traders in Each Category Total Traders: 275
20 17 4 51 54 29 42 64 20 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 33,222
Positions
863 12,443 21 16,688 998 119 5,021 3,409 22 4,863 9,430 0 5,625 6,780
Changes from: May 17, 2016 Total Change is: 1,066
0 -177 0 876 0 -8 -876 457 17 789 37 0 268 740
Percent of Open Interest Represented by Each Category of Trader
2.6 37.5 0.1 50.2 3.0 0.4 15.1 10.3 0.1 14.6 28.4 0.0 16.9 20.4
Number of Traders in Each Category Total Traders: 46
. 6 . 13 . . 7 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 87,836
Positions
25,920 16,765 922 27,843 1,139 0 15,728 7,256 565 6,128 0 283 10,447 60,906
Changes from: May 17, 2016 Total Change is: 636
1,183 -2,008 38 -141 -10 -14 -3,045 684 -102 206 -283 283 2,228 2,048
Percent of Open Interest Represented by Each Category of Trader
29.5 19.1 1.0 31.7 1.3 0.0 17.9 8.3 0.6 7.0 0.0 0.3 11.9 69.3
Number of Traders in Each Category Total Traders: 84
16 12 . 13 . 0 20 13 6 7 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 185,265
Positions
4,011 95,967 744 121,136 61,656 10,545 36,473 6,428 3,400 2,091 2,554 0 6,865 3,971
Changes from: May 17, 2016 Total Change is: -6,492
-1,494 -5,049 -55 -5,013 -72 317 -801 -1,456 199 -228 -15 0 583 -361
Percent of Open Interest Represented by Each Category of Trader
2.2 51.8 0.4 65.4 33.3 5.7 19.7 3.5 1.8 1.1 1.4 0.0 3.7 2.1
Number of Traders in Each Category Total Traders: 121
7 9 . 46 24 17 14 9 6 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 617,170
Positions
39,171 330,154 3,174 305,648 106,941 89,634 129,627 43,762 8,755 22,076 20,533 1,570 17,515 12,647
Changes from: May 17, 2016 Total Change is: -3,733
3,253 -9,662 -411 -23,969 2,444 5,871 11,489 -3,588 -45 -645 260 -1 725 1,399
Percent of Open Interest Represented by Each Category of Trader
6.3 53.5 0.5 49.5 17.3 14.5 21.0 7.1 1.4 3.6 3.3 0.3 2.8 2.0
Number of Traders in Each Category Total Traders: 300
20 25 6 88 44 38 39 32 18 33 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 608,582
Positions
6,723 42,850 12,362 178,221 150,210 89,360 75,429 62,001 58,980 5,312 24,873 4,606 177,588 163,340
Changes from: May 17, 2016 Total Change is: -18,670
-2,046 -3,470 -6,851 -12,817 -15,987 7,167 -956 3,284 -18,059 -780 -2,173 -4,248 19,920 21,668
Percent of Open Interest Represented by Each Category of Trader
1.1 7.0 2.0 29.3 24.7 14.7 12.4 10.2 9.7 0.9 4.1 0.8 29.2 26.8
Number of Traders in Each Category Total Traders: 135
. 10 8 33 27 34 29 24 33 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 633,371
Positions
2,842 66,130 10,603 334,316 128,975 67,898 39,657 242,444 22,940 7,171 12,254 0 147,944 82,127
Changes from: May 17, 2016 Total Change is: -1,071
1,185 -420 7,826 -15,318 -6,751 -379 -9,143 -12,850 6,181 69 -1,826 0 8,508 7,148
Percent of Open Interest Represented by Each Category of Trader
0.4 10.4 1.7 52.8 20.4 10.7 6.3 38.3 3.6 1.1 1.9 0.0 23.4 13.0
Number of Traders in Each Category Total Traders: 86
. 4 . 37 15 28 12 10 15 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 1,198,701
Positions
24,636 120,932 26,364 439,497 162,234 126,895 238,110 226,118 145,714 59,840 206,815 10,368 127,277 173,260
Changes from: May 17, 2016 Total Change is: 32,691
-2,657 12,632 -23,225 11,159 -7,671 5,041 -43,019 -32,238 63,991 9,818 -6,014 3,504 8,080 16,672
Percent of Open Interest Represented by Each Category of Trader
2.1 10.1 2.2 36.7 13.5 10.6 19.9 18.9 12.2 5.0 17.3 0.9 10.6 14.5
Number of Traders in Each Category Total Traders: 246
7 28 20 50 43 52 36 41 39 16 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,173,949
Positions
104,518 196,560 113,659 883,777 853,683 439,390 467,300 531,646 335,668 380,277 145,407 48,375 400,985 509,561
Changes from: May 17, 2016 Total Change is: -84,572
5,398 -18,295 -34,563 -21,500 -27,903 27,503 -36,109 -33,424 -31,209 3,425 -12,412 -27,052 29,535 72,784
Percent of Open Interest Represented by Each Category of Trader
3.3 6.2 3.6 27.8 26.9 13.8 14.7 16.8 10.6 12.0 4.6 1.5 12.6 16.1
Number of Traders in Each Category Total Traders: 345
16 33 35 56 74 71 57 59 87 19 30 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 150,894
Positions
18,760 6,760 2,576 12,346 45,314 1,470 56,600 9,397 4,387 3,088 9,517 5 51,662 71,468
Changes from: May 17, 2016 Total Change is: 11,497
1,031 -7,792 1,655 -3,441 3,232 -332 2,146 5,450 -460 3,088 4,084 5 7,805 5,655
Percent of Open Interest Represented by Each Category of Trader
12.4 4.5 1.7 8.2 30.0 1.0 37.5 6.2 2.9 2.0 6.3 0.0 34.2 47.4
Number of Traders in Each Category Total Traders: 31
. . . . 6 4 9 4 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,913,732
Positions
61,718 276,300 85,576 1,315,420 572,431 308,169 305,973 659,394 279,279 145,151 211,431 24,907 387,539 496,245
Changes from: May 17, 2016 Total Change is: 121,613
8,596 6,971 -29,344 19,739 21,225 395 -14,964 -72,654 53,709 2,412 -8,034 8,358 72,711 140,986
Percent of Open Interest Represented by Each Category of Trader
2.1 9.5 2.9 45.1 19.6 10.6 10.5 22.6 9.6 5.0 7.3 0.9 13.3 17.0
Number of Traders in Each Category Total Traders: 285
12 36 26 47 50 58 46 49 59 13 31 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 960,923
Positions
347,562 139,840 242,915 4,139 26,667 26,761 47,432 179,686 208,805 4,270 32,232 52,290 26,749 51,727
Changes from: May 17, 2016 Total Change is: 18,996
-29,374 14,870 2,170 0 -16,094 15,515 12,239 -9,220 38,620 -8,915 -4,569 -10,958 -301 -11,339
Percent of Open Interest Represented by Each Category of Trader
36.2 14.6 25.3 0.4 2.8 2.8 4.9 18.7 21.7 0.4 3.4 5.4 2.8 5.4
Number of Traders in Each Category Total Traders: 131
18 29 38 . 8 9 12 43 38 4 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 is20,230,863
Positions
3,484,408 1,168,795 3,511,376 227,356 1,663,617 714,423 502,323 1,037,783 9,223,681 572,528 443,977 1,152,107 842,663 1,315,105
Changes from: May 17, 2016 Total Change is: 428,938
177,370 -174,574 50,968 7,943 -66,037 56,278 -180,271 55,177 605,683 -42,333 46,266 -229,116 -17,585 84,293
Percent of Open Interest Represented by Each Category of Trader
17.2 5.8 17.4 1.1 8.2 3.5 2.5 5.1 45.6 2.8 2.2 5.7 4.2 6.5
Number of Traders in Each Category Total Traders: 326
39 48 85 14 31 33 57 82 119 23 25 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 28,321
Positions
1,020 4,157 0 0 13,347 126 18,534 7,811 0 7,873 2,231 578 190 71
Changes from: May 17, 2016 Total Change is: 1,801
19 411 0 0 1,592 0 1,709 20 0 174 -78 -123 22 -21
Percent of Open Interest Represented by Each Category of Trader
3.6 14.7 0.0 0.0 47.1 0.4 65.4 27.6 0.0 27.8 7.9 2.0 0.7 0.3
Number of Traders in Each Category Total Traders: 46
. 5 0 0 13 . 5 10 0 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 31,517
Positions
5,812 5,564 0 216 11,890 557 23,878 8,500 0 1,000 4,853 4 50 149
Changes from: May 17, 2016 Total Change is: 1,464
-11 1,086 0 1 53 -9 1,698 308 0 -176 56 4 -43 -34
Percent of Open Interest Represented by Each Category of Trader
18.4 17.7 0.0 0.7 37.7 1.8 75.8 27.0 0.0 3.2 15.4 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 36
. 5 0 . 6 . 6 6 0 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 61,676
Positions
163 25,718 86 14,990 1,077 1,442 13,533 23,368 6,276 17,693 1,183 79 7,414 2,446
Changes from: May 17, 2016 Total Change is: -4,150
-32 77 12 -24 -1,716 650 -3,501 -2,976 528 -1,440 -350 -43 -299 -333
Percent of Open Interest Represented by Each Category of Trader
0.3 41.7 0.1 24.3 1.7 2.3 21.9 37.9 10.2 28.7 1.9 0.1 12.0 4.0
Number of Traders in Each Category Total Traders: 132
. 5 . 8 7 . 31 23 20 46 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 438,355
Positions
137,763 11,752 11,065 111,414 61,335 39,449 33,825 195,483 63,784 2,673 7,136 17,615 20,767 30,736
Changes from: May 17, 2016 Total Change is: -25,822
-4,732 -1,753 -13,746 5,696 2,168 -1,208 520 -1,598 -6,440 181 1,192 -1,117 -4,976 -3,320
Percent of Open Interest Represented by Each Category of Trader
31.4 2.7 2.5 25.4 14.0 9.0 7.7 44.6 14.6 0.6 1.6 4.0 4.7 7.0
Number of Traders in Each Category Total Traders: 201
20 9 18 12 24 11 27 74 53 7 14 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 24, 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 19,512
Positions
104 3,119 0 12,169 830 1,180 4,914 13,984 390 260 0 0 495 9
Changes from: May 17, 2016 Total Change is: -3,509
-13 -414 0 -2,471 0 -113 -56 -2,983 0 -915 0 0 59 1
Percent of Open Interest Represented by Each Category of Trader
0.5 16.0 0.0 62.4 4.3 6.0 25.2 71.7 2.0 1.3 0.0 0.0 2.5 0.0
Number of Traders in Each Category Total Traders: 31
. . 0 9 . . 8 7 . . 0 0
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Updated May 27, 2016