Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 151,708
Positions
5,410 72,757 6,673 49,951 7,057 3,471 21,611 8,940 17,900 9,596 1,563 2,059 35,036 31,287
Changes from: May 24, 2016 Total Change is: 3,314
607 -1,209 835 -34 781 -106 323 -524 1,714 523 946 -67 -480 945
Percent of Open Interest Represented by Each Category of Trader
3.6 48.0 4.4 32.9 4.7 2.3 14.2 5.9 11.8 6.3 1.0 1.4 23.1 20.6
Number of Traders in Each Category Total Traders: 80
. 9 9 10 7 5 23 14 17 11 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 60,778
Positions
28,971 1,061 1,905 977 3,248 117 17,364 30,502 2,838 1,430 0 0 7,176 21,106
Changes from: May 24, 2016 Total Change is: 5,031
4,058 -3,012 360 0 475 0 -462 8,186 -22 65 -480 0 1,032 -476
Percent of Open Interest Represented by Each Category of Trader
47.7 1.7 3.1 1.6 5.3 0.2 28.6 50.2 4.7 2.4 0.0 0.0 11.8 34.7
Number of Traders in Each Category Total Traders: 46
5 . 4 . 5 . 12 19 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 274,013
Positions
147,640 48,881 7,501 4,354 76,759 7,338 51,508 49,707 30,408 2,229 11,342 3,339 19,697 38,739
Changes from: May 24, 2016 Total Change is: -1,665
-1,682 10,571 -146 353 -3,508 -195 -4,229 -7,803 3,139 -265 -1,619 565 796 -2,668
Percent of Open Interest Represented by Each Category of Trader
53.9 17.8 2.7 1.6 28.0 2.7 18.8 18.1 11.1 0.8 4.1 1.2 7.2 14.1
Number of Traders in Each Category Total Traders: 104
8 8 11 4 23 9 27 26 28 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 200,306
Positions
11,564 22,068 15,931 28,458 44,253 10,176 60,132 33,832 29,615 5,568 3,457 8,765 30,096 32,208
Changes from: May 24, 2016 Total Change is: 937
91 -6,052 1,463 -4,180 -374 1,398 -1,428 -3,920 2,274 -2,325 192 3,640 4 2,316
Percent of Open Interest Represented by Each Category of Trader
5.8 11.0 8.0 14.2 22.1 5.1 30.0 16.9 14.8 2.8 1.7 4.4 15.0 16.1
Number of Traders in Each Category Total Traders: 121
6 11 12 13 21 14 29 26 22 4 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 439,127
Positions
72,591 38,315 31,386 122,704 93,760 25,283 44,971 102,934 49,471 30,862 22,623 7,927 53,932 67,427
Changes from: May 24, 2016 Total Change is: 8,290
4,625 -10,073 2,929 1,304 -236 -90 2,543 14,035 1,783 -1,273 906 -1,022 -2,509 58
Percent of Open Interest Represented by Each Category of Trader
16.5 8.7 7.1 27.9 21.4 5.8 10.2 23.4 11.3 7.0 5.2 1.8 12.3 15.4
Number of Traders in Each Category Total Traders: 228
14 13 20 36 36 31 28 51 32 21 27 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 28,056
Positions
2,888 19,505 182 11,235 457 1,873 1,313 1,449 54 904 0 0 9,607 4,536
Changes from: May 24, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
10.3 69.5 0.6 40.0 1.6 6.7 4.7 5.2 0.2 3.2 0.0 0.0 34.2 16.2
Number of Traders in Each Category Total Traders: 20
4 . . 7 . 5 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 138,989
Positions
34,827 21,818 8,787 21,884 7,384 3,806 25,633 16,856 13,299 1,174 33,749 4,775 24,803 28,515
Changes from: May 24, 2016 Total Change is: -1,212
11,081 -4,643 92 -6,008 702 -239 -6,026 -1,662 483 443 551 888 -1,926 2,616
Percent of Open Interest Represented by Each Category of Trader
25.1 15.7 6.3 15.7 5.3 2.7 18.4 12.1 9.6 0.8 24.3 3.4 17.8 20.5
Number of Traders in Each Category Total Traders: 82
5 8 9 5 9 6 25 19 14 . 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 28,944
Positions
14,828 23,383 390 3,300 0 0 7,866 2,668 385 1,148 1,015 235 792 868
Changes from: May 24, 2016 Total Change is: 282
0 98 -6 0 0 0 660 483 -344 22 0 0 -50 51
Percent of Open Interest Represented by Each Category of Trader
51.2 80.8 1.3 11.4 0.0 0.0 27.2 9.2 1.3 4.0 3.5 0.8 2.7 3.0
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 31, 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 144,044
Positions
50,253 46,654 11 50,929 4,967 175 16,939 61,733 18,657 2,469 4,797 1 4,610 7,049
Changes from: May 24, 2016 Total Change is: 5,469
2,171 -276 0 5,753 -145 0 -4,062 4,131 2,131 -599 -215 -15 90 -142
Percent of Open Interest Represented by Each Category of Trader
34.9 32.4 0.0 35.4 3.4 0.1 11.8 42.9 13.0 1.7 3.3 0.0 3.2 4.9
Number of Traders in Each Category Total Traders: 134
6 7 . 11 10 . 17 60 15 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 42,712
Positions
200 21,713 14,630 6,152 160 0 20,245 3,180 409 0 1,520 0 1,076 1,100
Changes from: May 24, 2016 Total Change is: 13,844
0 0 13,227 250 0 0 93 15 201 0 349 0 73 52
Percent of Open Interest Represented by Each Category of Trader
0.5 50.8 34.3 14.4 0.4 0.0 47.4 7.4 1.0 0.0 3.6 0.0 2.5 2.6
Number of Traders in Each Category Total Traders: 25
. . . . . 0 10 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 44,604
Positions
18,981 11,420 91 1,840 20,195 24 17,576 6,754 1,344 1,253 1,216 0 3,495 3,560
Changes from: May 24, 2016 Total Change is: 2,415
263 2,312 57 181 -26 0 1,871 138 138 -119 99 0 24 -303
Percent of Open Interest Represented by Each Category of Trader
42.6 25.6 0.2 4.1 45.3 0.1 39.4 15.1 3.0 2.8 2.7 0.0 7.8 8.0
Number of Traders in Each Category Total Traders: 73
5 5 . 4 7 . 30 17 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 62,756
Positions
13,368 33,820 319 7,196 823 417 30,717 12,135 936 1,227 3,851 759 7,816 9,697
Changes from: May 24, 2016 Total Change is: 2,419
-258 3,440 -145 94 -127 -21 3,046 -875 -299 -29 683 19 12 -258
Percent of Open Interest Represented by Each Category of Trader
21.3 53.9 0.5 11.5 1.3 0.7 48.9 19.3 1.5 2.0 6.1 1.2 12.5 15.5
Number of Traders in Each Category Total Traders: 113
16 16 5 10 . 4 35 16 6 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 125,511
Positions
26,737 67,639 639 14,392 1,645 833 61,434 24,270 1,871 2,454 7,702 1,518 15,633 19,393
Changes from: May 24, 2016 Total Change is: 4,837
-517 6,881 -289 187 -253 -42 6,093 -1,749 -599 -59 1,365 39 24 -516
Percent of Open Interest Represented by Each Category of Trader
21.3 53.9 0.5 11.5 1.3 0.7 48.9 19.3 1.5 2.0 6.1 1.2 12.5 15.5
Number of Traders in Each Category Total Traders: 113
16 16 5 10 . 4 35 16 6 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 906,440
Positions
95,516 71,113 47,626 275,681 199,337 70,217 93,260 158,262 161,288 24,792 44,890 43,272 94,787 110,434
Changes from: May 24, 2016 Total Change is: 28,623
14,215 -2,593 6,440 -3,396 93 121 -3,006 3,084 11,466 -979 2,001 2,554 1,208 5,457
Percent of Open Interest Represented by Each Category of Trader
10.5 7.8 5.3 30.4 22.0 7.7 10.3 17.5 17.8 2.7 5.0 4.8 10.5 12.2
Number of Traders in Each Category Total Traders: 656
38 39 43 120 88 95 79 151 112 60 79 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 180,178
Positions
26,828 18,148 19,832 13,486 23,014 16,718 10,042 11,191 46,444 2,565 1,603 10,842 33,420 32,385
Changes from: May 24, 2016 Total Change is: 22,440
6,673 -1,942 3,913 -788 2,030 3,498 3,387 4,540 6,008 182 -26 1,082 -1,515 3,337
Percent of Open Interest Represented by Each Category of Trader
14.9 10.1 11.0 7.5 12.8 9.3 5.6 6.2 25.8 1.4 0.9 6.0 18.5 18.0
Number of Traders in Each Category Total Traders: 84
13 8 11 11 5 6 16 14 29 7 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 3,631,309
Positions
407,697 329,084 74,716 1,316,560 887,196 261,908 479,104 798,366 511,208 120,405 225,708 152,879 306,831 390,244
Changes from: May 24, 2016 Total Change is: 30,916
43,982 3,015 6,363 -12,874 -9,518 -17,049 -2,825 21,859 -1,849 -5,587 10,354 7,139 13,614 10,600
Percent of Open Interest Represented by Each Category of Trader
11.2 9.1 2.1 36.3 24.4 7.2 13.2 22.0 14.1 3.3 6.2 4.2 8.4 10.7
Number of Traders in Each Category Total Traders: 632
37 39 40 118 83 91 77 146 105 57 74 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 84,544
Positions
4,519 26,803 1,201 45,133 46,268 2,924 20,207 3,672 374 0 592 0 10,186 2,710
Changes from: May 24, 2016 Total Change is: 3,914
209 7,894 177 2,132 -3,331 308 459 -673 157 0 -10 0 472 -608
Percent of Open Interest Represented by Each Category of Trader
5.3 31.7 1.4 53.4 54.7 3.5 23.9 4.3 0.4 0.0 0.7 0.0 12.0 3.2
Number of Traders in Each Category Total Traders: 95
4 12 . 39 15 16 17 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 49,535
Positions
6,040 15,407 347 15,127 6,452 676 16,614 15,190 2,889 2,158 2,336 612 5,072 5,625
Changes from: May 24, 2016 Total Change is: 2,770
-5,178 7,774 119 1,842 -5,832 -428 5,797 695 245 117 -24 230 24 -11
Percent of Open Interest Represented by Each Category of Trader
12.2 31.1 0.7 30.5 13.0 1.4 33.5 30.7 5.8 4.4 4.7 1.2 10.2 11.4
Number of Traders in Each Category Total Traders: 244
14 19 4 41 19 11 46 60 29 17 27 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 247,674
Positions
30,201 77,037 1,734 75,636 32,262 3,378 83,071 75,951 14,445 10,789 11,680 3,060 25,360 28,127
Changes from: May 24, 2016 Total Change is: 13,851
-25,891 38,871 597 9,211 -29,161 -2,139 28,987 3,477 1,224 587 -118 1,152 122 -54
Percent of Open Interest Represented by Each Category of Trader
12.2 31.1 0.7 30.5 13.0 1.4 33.5 30.7 5.8 4.4 4.7 1.2 10.2 11.4
Number of Traders in Each Category Total Traders: 244
14 19 4 41 19 11 46 60 29 17 27 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 395,497
Positions
159,779 40,290 2,033 113,414 184,466 15,789 73,797 116,994 7,818 5,405 10,406 74 17,388 17,627
Changes from: May 24, 2016 Total Change is: -6,367
-6,001 -887 -261 -3,392 -2,219 -209 1,665 -4,862 874 23 441 -9 944 765
Percent of Open Interest Represented by Each Category of Trader
40.4 10.2 0.5 28.7 46.6 4.0 18.7 29.6 2.0 1.4 2.6 0.0 4.4 4.5
Number of Traders in Each Category Total Traders: 267
22 14 4 50 50 27 42 60 22 11 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 35,516
Positions
851 12,702 21 17,622 1,222 114 4,148 4,217 78 5,108 9,719 0 7,574 7,443
Changes from: May 24, 2016 Total Change is: 2,294
-12 259 0 934 224 -5 -873 808 56 245 289 0 1,949 663
Percent of Open Interest Represented by Each Category of Trader
2.4 35.8 0.1 49.6 3.4 0.3 11.7 11.9 0.2 14.4 27.4 0.0 21.3 21.0
Number of Traders in Each Category Total Traders: 49
. 7 . 14 . . 4 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 92,507
Positions
27,883 16,675 1,011 29,563 1,144 10 18,922 8,438 1,007 5,151 0 43 8,917 64,179
Changes from: May 24, 2016 Total Change is: 4,671
1,963 -90 89 1,720 5 10 3,194 1,182 442 -977 0 -240 -1,530 3,273
Percent of Open Interest Represented by Each Category of Trader
30.1 18.0 1.1 32.0 1.2 0.0 20.5 9.1 1.1 5.6 0.0 0.0 9.6 69.4
Number of Traders in Each Category Total Traders: 85
18 11 . 15 . . 24 9 9 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 183,128
Positions
4,489 93,528 699 121,757 60,543 10,214 32,684 7,489 3,999 2,133 2,214 0 7,153 4,442
Changes from: May 24, 2016 Total Change is: -2,137
478 -2,439 -45 621 -1,113 -331 -3,789 1,061 599 42 -340 0 288 471
Percent of Open Interest Represented by Each Category of Trader
2.5 51.1 0.4 66.5 33.1 5.6 17.8 4.1 2.2 1.2 1.2 0.0 3.9 2.4
Number of Traders in Each Category Total Traders: 120
8 8 . 46 22 16 14 11 7 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 613,026
Positions
36,655 324,879 7,284 293,403 102,907 92,126 134,441 43,178 8,343 19,736 19,301 1,651 19,387 13,357
Changes from: May 24, 2016 Total Change is: -4,144
-2,516 -5,275 4,110 -12,245 -4,034 2,492 4,814 -584 -412 -2,340 -1,232 81 1,872 710
Percent of Open Interest Represented by Each Category of Trader
6.0 53.0 1.2 47.9 16.8 15.0 21.9 7.0 1.4 3.2 3.1 0.3 3.2 2.2
Number of Traders in Each Category Total Traders: 283
18 26 10 85 40 38 38 29 17 31 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 637,732
Positions
7,293 41,860 12,901 174,664 147,913 90,897 79,742 67,648 88,261 5,630 32,103 8,714 169,630 147,434
Changes from: May 24, 2016 Total Change is: 29,150
570 -990 539 -3,557 -2,297 1,538 4,312 5,648 29,281 318 7,230 4,108 -7,959 -15,906
Percent of Open Interest Represented by Each Category of Trader
1.1 6.6 2.0 27.4 23.2 14.3 12.5 10.6 13.8 0.9 5.0 1.4 26.6 23.1
Number of Traders in Each Category Total Traders: 137
4 11 11 28 29 31 27 24 31 5 9 7
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 2016
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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 616,209
Positions
0 65,110 812 324,501 126,006 75,262 43,068 234,934 27,570 5,387 11,847 1 139,607 74,666
Changes from: May 24, 2016 Total Change is: -17,162
-2,842 -1,020 -9,791 -9,815 -2,969 7,364 3,411 -7,510 4,631 -1,784 -407 1 -8,337 -7,461
Percent of Open Interest Represented by Each Category of Trader
0.0 10.6 0.1 52.7 20.4 12.2 7.0 38.1 4.5 0.9 1.9 0.0 22.7 12.1
Number of Traders in Each Category Total Traders: 93
0 5 . 42 15 29 13 13 15 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,028,577
Positions
25,675 89,215 10,883 405,970 154,483 110,516 197,670 218,618 92,426 54,486 204,375 5,018 125,933 143,043
Changes from: May 24, 2016 Total Change is: -170,124
1,038 -31,717 -15,482 -33,527 -7,751 -16,379 -40,440 -7,500 -53,288 -5,354 -2,440 -5,350 -1,344 -30,217
Percent of Open Interest Represented by Each Category of Trader
2.5 8.7 1.1 39.5 15.0 10.7 19.2 21.3 9.0 5.3 19.9 0.5 12.2 13.9
Number of Traders in Each Category Total Traders: 235
7 29 16 48 41 47 32 37 35 16 25 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 3,008,182
Positions
100,952 185,209 141,543 854,342 832,103 405,725 391,448 489,271 331,193 383,040 147,486 46,553 353,386 429,099
Changes from: May 24, 2016 Total Change is: -165,767
-3,566 -11,351 27,883 -29,435 -21,580 -33,665 -75,852 -42,374 -4,475 2,763 2,079 -1,822 -47,599 -80,462
Percent of Open Interest Represented by Each Category of Trader
3.4 6.2 4.7 28.4 27.7 13.5 13.0 16.3 11.0 12.7 4.9 1.5 11.7 14.3
Number of Traders in Each Category Total Traders: 349
15 39 41 55 73 73 60 57 88 20 30 20
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 2016
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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 159,231
Positions
14,375 3,590 7,370 16,208 46,023 1,727 53,234 11,469 12,037 3,088 5,649 0 51,192 71,366
Changes from: May 24, 2016 Total Change is: 8,337
-4,385 -3,170 4,794 3,862 709 257 -3,366 2,072 7,650 0 -3,868 -5 -471 -102
Percent of Open Interest Represented by Each Category of Trader
9.0 2.3 4.6 10.2 28.9 1.1 33.4 7.2 7.6 1.9 3.5 0.0 32.1 44.8
Number of Traders in Each Category Total Traders: 29
. . . 4 8 4 7 . 4 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 2,740,063
Positions
47,701 267,226 88,785 1,320,010 540,410 300,595 310,775 709,048 242,900 141,695 204,653 23,775 263,826 362,671
Changes from: May 24, 2016 Total Change is: -173,669
-14,017 -9,074 3,209 4,590 -32,021 -7,574 4,803 49,654 -36,378 -3,456 -6,778 -1,132 -123,714 -133,574
Percent of Open Interest Represented by Each Category of Trader
1.7 9.8 3.2 48.2 19.7 11.0 11.3 25.9 8.9 5.2 7.5 0.9 9.6 13.2
Number of Traders in Each Category Total Traders: 279
11 33 26 47 51 57 43 49 52 15 30 13
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 1,013,091
Positions
366,355 155,935 248,630 200 26,470 29,510 67,989 195,754 218,801 10,338 36,178 49,373 21,895 52,440
Changes from: May 24, 2016 Total Change is: 52,168
18,793 16,096 5,714 -3,939 -197 2,749 20,557 16,067 9,997 6,068 3,945 -2,917 -4,854 713
Percent of Open Interest Represented by Each Category of Trader
36.2 15.4 24.5 0.0 2.6 2.9 6.7 19.3 21.6 1.0 3.6 4.9 2.2 5.2
Number of Traders in Each Category Total Traders: 132
21 27 38 . 6 8 13 44 38 . 12 9
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 2016
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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 is20,222,127
Positions
3,714,837 1,110,332 3,549,562 205,295 1,741,163 702,345 404,403 1,119,668 9,152,187 555,183 426,767 1,120,094 818,221 1,300,007
Changes from: May 24, 2016 Total Change is: -8,736
230,429 -58,462 38,186 -22,061 77,546 -12,078 -97,920 81,885 -71,493 -17,344 -17,209 -32,013 -24,442 -15,097
Percent of Open Interest Represented by Each Category of Trader
18.4 5.5 17.6 1.0 8.6 3.5 2.0 5.5 45.3 2.7 2.1 5.5 4.0 6.4
Number of Traders in Each Category Total Traders: 324
36 51 83 14 30 34 43 97 120 18 30 28
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 28,250
Positions
620 3,151 269 0 12,742 126 18,692 7,618 0 7,889 3,783 466 188 95
Changes from: May 24, 2016 Total Change is: -71
-400 -1,006 269 0 -605 0 158 -193 0 16 1,552 -112 -2 24
Percent of Open Interest Represented by Each Category of Trader
2.2 11.2 1.0 0.0 45.1 0.4 66.2 27.0 0.0 27.9 13.4 1.6 0.7 0.3
Number of Traders in Each Category Total Traders: 45
. 5 . 0 13 . 5 9 0 5 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 30,830
Positions
3,566 3,504 0 283 11,876 539 24,914 7,747 492 896 6,463 57 83 152
Changes from: May 24, 2016 Total Change is: -687
-2,246 -2,060 0 67 -14 -18 1,036 -753 492 -104 1,610 53 33 3
Percent of Open Interest Represented by Each Category of Trader
11.6 11.4 0.0 0.9 38.5 1.7 80.8 25.1 1.6 2.9 21.0 0.2 0.3 0.5
Number of Traders in Each Category Total Traders: 34
. 4 0 . 6 . 5 6 . . 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 62,617
Positions
163 25,651 85 15,255 884 1,246 13,302 24,494 6,383 17,618 1,474 83 8,481 2,317
Changes from: May 24, 2016 Total Change is: 941
0 -68 -1 265 -193 -196 -230 1,126 107 -75 292 4 1,067 -130
Percent of Open Interest Represented by Each Category of Trader
0.3 41.0 0.1 24.4 1.4 2.0 21.2 39.1 10.2 28.1 2.4 0.1 13.5 3.7
Number of Traders in Each Category Total Traders: 129
. 5 . 9 5 4 30 25 20 45 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 468,183
Positions
150,489 13,674 12,307 112,125 55,949 40,856 38,493 220,720 62,435 4,122 7,652 24,896 22,460 29,694
Changes from: May 24, 2016 Total Change is: 29,828
12,726 1,922 1,242 711 -5,386 1,407 4,668 25,237 -1,349 1,449 516 7,281 1,693 -1,042
Percent of Open Interest Represented by Each Category of Trader
32.1 2.9 2.6 23.9 12.0 8.7 8.2 47.1 13.3 0.9 1.6 5.3 4.8 6.3
Number of Traders in Each Category Total Traders: 218
19 8 18 14 22 9 39 76 54 11 15 15
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Traders in Financial Futures - Options and Futures Combined Positions as of May 31, 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 21,255
Positions
104 3,475 0 11,922 830 1,173 7,239 15,378 390 260 0 0 167 9
Changes from: May 24, 2016 Total Change is: 1,743
0 356 0 -247 0 -7 2,325 1,394 0 0 0 0 -328 0
Percent of Open Interest Represented by Each Category of Trader
0.5 16.3 0.0 56.1 3.9 5.5 34.1 72.4 1.8 1.2 0.0 0.0 0.8 0.0
Number of Traders in Each Category Total Traders: 32
. . 0 9 . . 9 7 . . 0 0
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Updated June 3, 2016