Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 152,457
Positions
5,472 67,415 6,861 48,095 8,604 3,066 18,577 12,161 23,809 10,320 1,362 2,046 34,213 27,134
Changes from: May 31, 2016 Total Change is: 749
62 -5,342 187 -1,857 1,547 -405 -3,034 3,220 5,909 723 -201 -13 -824 -4,153
Percent of Open Interest Represented by Each Category of Trader
3.6 44.2 4.5 31.5 5.6 2.0 12.2 8.0 15.6 6.8 0.9 1.3 22.4 17.8
Number of Traders in Each Category Total Traders: 84
. 9 8 9 10 6 24 16 22 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 64,851
Positions
32,601 2,382 3,148 977 3,189 117 15,372 31,943 3,598 994 0 0 8,045 20,475
Changes from: May 31, 2016 Total Change is: 4,073
3,630 1,321 1,243 0 -59 0 -1,992 1,440 759 -436 0 0 868 -632
Percent of Open Interest Represented by Each Category of Trader
50.3 3.7 4.9 1.5 4.9 0.2 23.7 49.3 5.5 1.5 0.0 0.0 12.4 31.6
Number of Traders in Each Category Total Traders: 44
5 . 4 . 6 . 13 15 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 281,027
Positions
150,585 42,046 5,143 2,982 79,605 10,230 53,014 57,891 28,460 2,560 11,348 9,570 18,483 36,735
Changes from: May 31, 2016 Total Change is: 7,014
2,945 -6,835 -2,358 -1,372 2,845 2,893 1,506 8,184 -1,948 331 6 6,231 -1,213 -2,004
Percent of Open Interest Represented by Each Category of Trader
53.6 15.0 1.8 1.1 28.3 3.6 18.9 20.6 10.1 0.9 4.0 3.4 6.6 13.1
Number of Traders in Each Category Total Traders: 116
8 8 9 . 27 9 29 33 32 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 211,348
Positions
16,352 27,038 13,679 27,099 43,956 9,732 59,940 33,252 26,369 4,529 3,870 21,833 31,814 31,617
Changes from: May 31, 2016 Total Change is: 11,042
4,788 4,970 -2,251 -1,359 -297 -444 -192 -579 -3,246 -1,039 413 13,068 1,718 -591
Percent of Open Interest Represented by Each Category of Trader
7.7 12.8 6.5 12.8 20.8 4.6 28.4 15.7 12.5 2.1 1.8 10.3 15.1 15.0
Number of Traders in Each Category Total Traders: 119
4 8 8 13 20 14 34 25 22 . 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 439,240
Positions
74,710 33,401 30,894 122,898 98,164 19,655 39,363 104,024 52,192 33,942 21,716 4,753 60,832 74,440
Changes from: May 31, 2016 Total Change is: 113
2,119 -4,915 -492 194 4,404 -5,628 -5,608 1,090 2,721 3,080 -907 -3,174 6,899 7,013
Percent of Open Interest Represented by Each Category of Trader
17.0 7.6 7.0 28.0 22.3 4.5 9.0 23.7 11.9 7.7 4.9 1.1 13.8 16.9
Number of Traders in Each Category Total Traders: 224
13 13 17 37 33 31 33 49 36 20 24 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,815
Positions
2,632 18,925 178 11,096 738 1,685 699 1,612 3,974 754 0 150 10,647 4,553
Changes from: May 31, 2016 Total Change is: 3,759
-256 -580 -4 -139 281 -188 -614 163 3,920 -150 0 150 1,040 17
Percent of Open Interest Represented by Each Category of Trader
8.3 59.5 0.6 34.9 2.3 5.3 2.2 5.1 12.5 2.4 0.0 0.5 33.5 14.3
Number of Traders in Each Category Total Traders: 21
4 . . 7 . 5 . 4 4 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 136,252
Positions
42,933 17,372 5,322 21,767 7,120 1,402 18,106 23,638 16,473 1,742 32,392 4,093 24,414 28,440
Changes from: May 31, 2016 Total Change is: -2,737
8,106 -4,445 -3,465 -117 -264 -2,404 -7,527 6,782 3,174 567 -1,358 -682 -389 -75
Percent of Open Interest Represented by Each Category of Trader
31.5 12.8 3.9 16.0 5.2 1.0 13.3 17.3 12.1 1.3 23.8 3.0 17.9 20.9
Number of Traders in Each Category Total Traders: 79
6 4 7 6 8 5 23 21 18 4 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 34,144
Positions
14,828 22,691 4,787 2,550 0 0 8,443 2,675 348 400 1,846 235 2,553 1,562
Changes from: May 31, 2016 Total Change is: 5,200
0 -692 4,397 -750 0 0 577 7 -37 -748 831 0 1,761 694
Percent of Open Interest Represented by Each Category of Trader
43.4 66.5 14.0 7.5 0.0 0.0 24.7 7.8 1.0 1.2 5.4 0.7 7.5 4.6
Number of Traders in Each Category Total Traders: 24
. 8 . . 0 0 7 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 142,536
Positions
49,542 46,204 3,595 50,976 5,060 175 19,388 64,278 10,019 3,073 4,936 1,177 4,591 7,091
Changes from: May 31, 2016 Total Change is: -1,508
-711 -450 3,584 47 93 0 2,448 2,545 -8,637 604 139 1,176 -19 42
Percent of Open Interest Represented by Each Category of Trader
34.8 32.4 2.5 35.8 3.5 0.1 13.6 45.1 7.0 2.2 3.5 0.8 3.2 5.0
Number of Traders in Each Category Total Traders: 142
6 7 4 12 10 . 22 52 23 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 27,709
Positions
0 21,907 632 6,278 105 0 19,709 3,003 180 0 990 0 910 892
Changes from: May 31, 2016 Total Change is: -15,003
-200 194 -13,998 126 -55 0 -536 -177 -229 0 -530 0 -166 -208
Percent of Open Interest Represented by Each Category of Trader
0.0 79.1 2.3 22.7 0.4 0.0 71.1 10.8 0.6 0.0 3.6 0.0 3.3 3.2
Number of Traders in Each Category Total Traders: 25
0 . . . . 0 10 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 57,750
Positions
16,805 16,654 1,604 2,393 20,486 24 26,379 9,695 4,341 1,240 1,390 157 4,807 3,399
Changes from: May 31, 2016 Total Change is: 13,146
-2,176 5,234 1,513 553 291 0 8,803 2,941 2,997 -13 174 157 1,312 -161
Percent of Open Interest Represented by Each Category of Trader
29.1 28.8 2.8 4.1 35.5 0.0 45.7 16.8 7.5 2.1 2.4 0.3 8.3 5.9
Number of Traders in Each Category Total Traders: 76
5 5 4 6 6 . 32 15 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 66,607
Positions
13,173 34,687 852 7,725 783 359 32,772 12,753 1,289 1,078 5,347 750 8,609 9,787
Changes from: May 31, 2016 Total Change is: 3,851
-195 867 533 529 -40 -58 2,055 618 354 -149 1,496 -9 793 91
Percent of Open Interest Represented by Each Category of Trader
19.8 52.1 1.3 11.6 1.2 0.5 49.2 19.1 1.9 1.6 8.0 1.1 12.9 14.7
Number of Traders in Each Category Total Traders: 111
15 17 8 11 . . 35 13 . 4 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 133,213
Positions
26,347 69,373 1,705 15,449 1,565 718 65,544 25,505 2,578 2,156 10,695 1,499 17,218 19,575
Changes from: May 31, 2016 Total Change is: 7,702
-390 1,734 1,066 1,057 -80 -115 4,109 1,235 707 -298 2,992 -19 1,585 182
Percent of Open Interest Represented by Each Category of Trader
19.8 52.1 1.3 11.6 1.2 0.5 49.2 19.1 1.9 1.6 8.0 1.1 12.9 14.7
Number of Traders in Each Category Total Traders: 111
15 17 8 11 . . 35 13 . 4 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 973,628
Positions
102,748 66,063 64,630 281,616 203,796 76,098 94,630 176,903 172,601 24,302 43,480 49,042 107,961 121,015
Changes from: May 31, 2016 Total Change is: 67,189
7,232 -5,050 17,004 5,935 4,459 5,881 1,370 18,641 11,313 -490 -1,411 5,770 13,174 10,581
Percent of Open Interest Represented by Each Category of Trader
10.6 6.8 6.6 28.9 20.9 7.8 9.7 18.2 17.7 2.5 4.5 5.0 11.1 12.4
Number of Traders in Each Category Total Traders: 665
41 39 47 119 89 99 81 154 124 60 81 72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 207,668
Positions
31,268 16,029 25,782 14,916 26,289 20,510 11,179 10,211 52,968 2,978 1,594 12,125 35,943 42,160
Changes from: May 31, 2016 Total Change is: 27,490
4,440 -2,119 5,950 1,430 3,275 3,792 1,137 -980 6,524 413 -9 1,282 2,522 9,774
Percent of Open Interest Represented by Each Category of Trader
15.1 7.7 12.4 7.2 12.7 9.9 5.4 4.9 25.5 1.4 0.8 5.8 17.3 20.3
Number of Traders in Each Category Total Traders: 86
13 8 12 12 5 5 16 14 30 8 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 3,829,802
Positions
443,278 336,050 108,361 1,337,845 891,876 273,597 467,660 883,863 547,760 117,259 220,067 173,949 360,093 394,279
Changes from: May 31, 2016 Total Change is: 198,493
35,581 6,966 33,645 21,285 4,679 11,689 -11,444 85,497 36,551 -3,146 -5,640 21,070 53,262 4,035
Percent of Open Interest Represented by Each Category of Trader
11.6 8.8 2.8 34.9 23.3 7.1 12.2 23.1 14.3 3.1 5.7 4.5 9.4 10.3
Number of Traders in Each Category Total Traders: 640
39 40 43 116 85 96 77 151 116 56 76 66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 88,421
Positions
4,213 31,360 1,386 47,039 46,121 2,825 21,855 2,835 115 0 670 0 10,988 3,109
Changes from: May 31, 2016 Total Change is: 3,877
-306 4,557 185 1,906 -147 -99 1,648 -837 -259 0 78 0 802 399
Percent of Open Interest Represented by Each Category of Trader
4.8 35.5 1.6 53.2 52.2 3.2 24.7 3.2 0.1 0.0 0.8 0.0 12.4 3.5
Number of Traders in Each Category Total Traders: 92
. 12 . 41 13 16 17 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 51,740
Positions
5,554 18,529 697 15,740 6,648 668 18,213 14,868 2,489 2,164 2,235 620 5,594 4,985
Changes from: May 31, 2016 Total Change is: 2,205
-486 3,121 351 613 196 -7 1,599 -322 -400 6 -101 8 522 -640
Percent of Open Interest Represented by Each Category of Trader
10.7 35.8 1.3 30.4 12.8 1.3 35.2 28.7 4.8 4.2 4.3 1.2 10.8 9.6
Number of Traders in Each Category Total Traders: 236
15 18 6 42 22 11 48 49 26 21 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 258,701
Positions
27,771 92,644 3,487 78,702 33,241 3,342 91,065 74,342 12,445 10,819 11,176 3,098 27,972 24,926
Changes from: May 31, 2016 Total Change is: 11,027
-2,430 15,607 1,753 3,066 979 -36 7,994 -1,609 -2,000 30 -504 38 2,612 -3,201
Percent of Open Interest Represented by Each Category of Trader
10.7 35.8 1.3 30.4 12.8 1.3 35.2 28.7 4.8 4.2 4.3 1.2 10.8 9.6
Number of Traders in Each Category Total Traders: 236
15 18 6 42 22 11 48 49 26 21 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 398,789
Positions
154,199 45,083 4,677 117,013 182,964 16,122 75,592 113,670 7,913 4,954 10,746 208 18,111 17,406
Changes from: May 31, 2016 Total Change is: 3,292
-5,580 4,793 2,644 3,599 -1,502 333 1,795 -3,324 95 -451 340 134 723 -221
Percent of Open Interest Represented by Each Category of Trader
38.7 11.3 1.2 29.3 45.9 4.0 19.0 28.5 2.0 1.2 2.7 0.1 4.5 4.4
Number of Traders in Each Category Total Traders: 268
20 17 9 51 48 29 41 63 21 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 40,713
Positions
882 13,252 0 17,815 588 152 4,646 3,067 4,491 4,609 9,959 1,286 6,832 7,918
Changes from: May 31, 2016 Total Change is: 5,197
31 550 -21 193 -634 38 498 -1,150 4,413 -499 240 1,286 -742 475
Percent of Open Interest Represented by Each Category of Trader
2.2 32.5 0.0 43.8 1.4 0.4 11.4 7.5 11.0 11.3 24.5 3.2 16.8 19.4
Number of Traders in Each Category Total Traders: 51
. 8 0 13 . . 8 10 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 97,456
Positions
30,081 15,976 2,824 29,908 1,144 77 16,866 11,566 2,231 6,679 0 43 8,747 63,595
Changes from: May 31, 2016 Total Change is: 4,949
2,198 -699 1,813 345 0 67 -2,056 3,128 1,224 1,528 0 0 -170 -584
Percent of Open Interest Represented by Each Category of Trader
30.9 16.4 2.9 30.7 1.2 0.1 17.3 11.9 2.3 6.9 0.0 0.0 9.0 65.3
Number of Traders in Each Category Total Traders: 87
18 10 9 14 . . 20 17 13 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 180,998
Positions
4,591 93,722 704 119,127 59,509 10,403 33,185 7,075 3,593 1,851 2,215 0 7,544 3,777
Changes from: May 31, 2016 Total Change is: -2,130
102 194 5 -2,630 -1,034 189 501 -414 -406 -282 1 0 391 -665
Percent of Open Interest Represented by Each Category of Trader
2.5 51.8 0.4 65.8 32.9 5.7 18.3 3.9 2.0 1.0 1.2 0.0 4.2 2.1
Number of Traders in Each Category Total Traders: 121
7 9 . 46 22 18 16 11 6 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 648,141
Positions
38,150 334,937 28,280 304,764 97,118 89,702 133,417 57,187 11,057 21,349 17,883 1,757 19,665 10,220
Changes from: May 31, 2016 Total Change is: 35,115
1,495 10,058 20,996 11,361 -5,789 -2,424 -1,024 14,009 2,714 1,613 -1,418 106 278 -3,137
Percent of Open Interest Represented by Each Category of Trader
5.9 51.7 4.4 47.0 15.0 13.8 20.6 8.8 1.7 3.3 2.8 0.3 3.0 1.6
Number of Traders in Each Category Total Traders: 286
21 23 14 91 34 40 40 30 20 33 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 668,223
Positions
6,391 55,512 20,216 186,647 168,248 95,326 88,104 62,749 80,756 5,638 25,966 7,647 177,498 151,803
Changes from: May 31, 2016 Total Change is: 30,491
-902 13,652 7,315 11,983 20,335 4,428 8,362 -4,899 -7,506 8 -6,137 -1,067 7,869 4,369
Percent of Open Interest Represented by Each Category of Trader
1.0 8.3 3.0 27.9 25.2 14.3 13.2 9.4 12.1 0.8 3.9 1.1 26.6 22.7
Number of Traders in Each Category Total Traders: 147
4 13 10 33 31 35 30 24 33 6 6 7
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Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 607,865
Positions
0 72,768 726 316,996 118,307 76,999 47,557 229,788 21,870 5,319 11,847 0 138,398 75,560
Changes from: May 31, 2016 Total Change is: -8,344
0 7,658 -86 -7,505 -7,699 1,737 4,489 -5,146 -5,701 -68 0 -1 -1,209 894
Percent of Open Interest Represented by Each Category of Trader
0.0 12.0 0.1 52.1 19.5 12.7 7.8 37.8 3.6 0.9 1.9 0.0 22.8 12.4
Number of Traders in Each Category Total Traders: 97
0 7 . 42 14 28 14 15 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 996,112
Positions
22,416 80,197 6,276 380,180 161,160 119,099 240,414 209,035 55,860 47,180 213,481 5,700 118,987 145,304
Changes from: May 31, 2016 Total Change is: -32,465
-3,259 -9,018 -4,606 -25,791 6,677 8,584 42,744 -9,583 -36,566 -7,306 9,106 681 -6,945 2,261
Percent of Open Interest Represented by Each Category of Trader
2.3 8.1 0.6 38.2 16.2 12.0 24.1 21.0 5.6 4.7 21.4 0.6 11.9 14.6
Number of Traders in Each Category Total Traders: 234
9 29 13 45 44 47 36 32 32 14 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 3,197,131
Positions
111,191 227,697 147,035 803,919 783,203 464,817 488,993 547,917 375,422 384,633 144,844 55,236 365,886 450,960
Changes from: May 31, 2016 Total Change is: 188,949
10,238 42,488 5,492 -50,423 -48,899 59,092 97,545 58,646 44,229 1,593 -2,642 8,683 12,499 21,861
Percent of Open Interest Represented by Each Category of Trader
3.5 7.1 4.6 25.1 24.5 14.5 15.3 17.1 11.7 12.0 4.5 1.7 11.4 14.1
Number of Traders in Each Category Total Traders: 357
20 34 39 54 77 73 63 51 86 22 36 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 142,943
Positions
8,896 2,996 1,588 15,610 46,567 1,709 39,511 9,991 7,757 6,899 7,877 0 60,973 64,458
Changes from: May 31, 2016 Total Change is: -16,288
-5,479 -594 -5,782 -598 544 -18 -13,723 -1,478 -4,280 3,811 2,228 0 9,781 -6,908
Percent of Open Interest Represented by Each Category of Trader
6.2 2.1 1.1 10.9 32.6 1.2 27.6 7.0 5.4 4.8 5.5 0.0 42.7 45.1
Number of Traders in Each Category Total Traders: 27
. . . . 8 4 7 . 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 2,747,615
Positions
51,044 279,126 75,013 1,363,976 531,497 306,425 335,229 774,866 191,916 137,435 211,792 24,723 261,855 352,258
Changes from: May 31, 2016 Total Change is: 7,552
3,343 11,900 -13,771 43,966 -8,913 5,829 24,453 65,818 -50,985 -4,260 7,139 948 -1,971 -10,413
Percent of Open Interest Represented by Each Category of Trader
1.9 10.2 2.7 49.6 19.3 11.2 12.2 28.2 7.0 5.0 7.7 0.9 9.5 12.8
Number of Traders in Each Category Total Traders: 293
12 33 25 52 55 59 43 52 58 13 33 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 909,688
Positions
347,632 159,939 223,985 0 31,750 25,551 69,715 165,872 180,024 16,475 41,717 28,029 18,277 52,822
Changes from: May 31, 2016 Total Change is: -103,403
-18,723 4,004 -24,644 -200 5,280 -3,959 1,726 -29,882 -38,778 6,137 5,539 -21,344 -3,618 381
Percent of Open Interest Represented by Each Category of Trader
38.2 17.6 24.6 0.0 3.5 2.8 7.7 18.2 19.8 1.8 4.6 3.1 2.0 5.8
Number of Traders in Each Category Total Traders: 130
20 28 38 0 9 9 9 42 29 4 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 is19,499,527
Positions
3,726,782 1,115,875 3,521,288 191,148 1,802,792 622,454 524,812 1,139,920 8,413,604 606,680 528,151 1,107,980 784,778 1,247,463
Changes from: May 31, 2016 Total Change is: -722,600
11,945 5,542 -28,273 -14,147 61,629 -79,891 120,410 20,251 -738,583 51,497 101,384 -12,114 -33,443 -52,544
Percent of Open Interest Represented by Each Category of Trader
19.1 5.7 18.1 1.0 9.2 3.2 2.7 5.8 43.1 3.1 2.7 5.7 4.0 6.4
Number of Traders in Each Category Total Traders: 327
37 52 86 13 30 31 53 87 116 24 26 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 32,408
Positions
350 5,486 4,197 0 12,087 153 18,910 7,528 0 8,006 2,182 668 124 107
Changes from: May 31, 2016 Total Change is: 4,158
-270 2,335 3,928 0 -655 27 218 -90 0 117 -1,601 202 -64 12
Percent of Open Interest Represented by Each Category of Trader
1.1 16.9 13.0 0.0 37.3 0.5 58.3 23.2 0.0 24.7 6.7 2.1 0.4 0.3
Number of Traders in Each Category Total Traders: 41
. 5 . 0 11 . 5 8 0 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 35,686
Positions
2,449 5,628 4,856 221 11,615 472 26,316 8,466 0 1,071 4,293 252 49 104
Changes from: May 31, 2016 Total Change is: 4,856
-1,117 2,124 4,856 -62 -261 -67 1,402 719 -492 175 -2,170 195 -34 -48
Percent of Open Interest Represented by Each Category of Trader
6.9 15.8 13.6 0.6 32.5 1.3 73.7 23.7 0.0 3.0 12.0 0.7 0.1 0.3
Number of Traders in Each Category Total Traders: 31
. 4 . . 4 . 6 6 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 70,416
Positions
164 25,573 101 15,665 1,172 1,147 17,360 28,887 10,074 18,200 653 62 7,642 2,747
Changes from: May 31, 2016 Total Change is: 7,799
1 -77 16 410 288 -99 4,058 4,393 3,691 582 -821 -21 -839 430
Percent of Open Interest Represented by Each Category of Trader
0.2 36.3 0.1 22.2 1.7 1.6 24.7 41.0 14.3 25.8 0.9 0.1 10.9 3.9
Number of Traders in Each Category Total Traders: 131
. 6 . 10 4 . 26 29 19 49 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 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 501,258
Positions
153,658 15,365 18,230 109,238 55,335 45,602 44,555 226,939 79,450 4,494 6,500 23,339 22,692 30,498
Changes from: May 31, 2016 Total Change is: 33,075
3,169 1,691 5,923 -2,887 -614 4,746 6,062 6,219 17,015 372 -1,152 -1,557 232 804
Percent of Open Interest Represented by Each Category of Trader
30.7 3.1 3.6 21.8 11.0 9.1 8.9 45.3 15.9 0.9 1.3 4.7 4.5 6.1
Number of Traders in Each Category Total Traders: 225
19 8 17 15 21 12 38 79 61 10 19 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 7, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 22,245
Positions
125 3,757 0 12,349 830 1,079 7,472 15,790 789 260 0 0 171 0
Changes from: May 31, 2016 Total Change is: 990
21 282 0 427 0 -94 233 412 399 0 0 0 4 -9
Percent of Open Interest Represented by Each Category of Trader
0.6 16.9 0.0 55.5 3.7 4.9 33.6 71.0 3.5 1.2 0.0 0.0 0.8 0.0
Number of Traders in Each Category Total Traders: 33
. . 0 9 . . 10 7 . . 0 0
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Updated June 10, 2016