Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 196,429
Positions
358 71,652 37,705 42,201 8,971 3,427 26,886 17,751 28,902 9,363 2,293 2,130 45,456 23,597
Changes from: June 7, 2016 Total Change is: 43,972
-5,114 4,237 30,845 -5,894 367 361 8,310 5,591 5,093 -957 931 84 11,243 -3,537
Percent of Open Interest Represented by Each Category of Trader
0.2 36.5 19.2 21.5 4.6 1.7 13.7 9.0 14.7 4.8 1.2 1.1 23.1 12.0
Number of Traders in Each Category Total Traders: 89
. 10 8 12 9 7 28 16 21 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 45,643
Positions
17,301 1,628 1,127 1,836 2,210 117 15,556 21,720 2,149 0 0 0 7,557 16,692
Changes from: June 7, 2016 Total Change is: -19,208
-15,300 -754 -2,021 859 -979 0 184 -10,223 -1,448 -994 0 0 -487 -3,783
Percent of Open Interest Represented by Each Category of Trader
37.9 3.6 2.5 4.0 4.8 0.3 34.1 47.6 4.7 0.0 0.0 0.0 16.6 36.6
Number of Traders in Each Category Total Traders: 35
4 . . . 4 . 12 10 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 235,712
Positions
116,273 2,885 6,164 2,125 81,251 9,152 55,710 56,724 22,256 2,133 14,315 3,841 18,058 39,123
Changes from: June 7, 2016 Total Change is: -45,315
-34,312 -39,161 1,022 -857 1,647 -1,078 2,696 -1,167 -6,204 -427 2,967 -5,730 -426 2,389
Percent of Open Interest Represented by Each Category of Trader
49.3 1.2 2.6 0.9 34.5 3.9 23.6 24.1 9.4 0.9 6.1 1.6 7.7 16.6
Number of Traders in Each Category Total Traders: 114
8 7 10 . 27 9 25 33 23 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 177,210
Positions
6,734 1,552 8,171 27,775 43,504 10,349 63,324 18,035 23,229 2,021 37,266 4,042 31,565 31,062
Changes from: June 7, 2016 Total Change is: -34,138
-9,618 -25,486 -5,508 675 -452 618 3,384 -15,218 -3,140 -2,508 33,396 -17,792 -249 -556
Percent of Open Interest Represented by Each Category of Trader
3.8 0.9 4.6 15.7 24.5 5.8 35.7 10.2 13.1 1.1 21.0 2.3 17.8 17.5
Number of Traders in Each Category Total Traders: 112
5 4 6 12 21 14 34 25 19 . 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 399,544
Positions
81,375 14,993 25,209 123,231 97,806 22,327 33,452 101,906 37,575 20,518 29,583 7,039 48,817 63,106
Changes from: June 7, 2016 Total Change is: -39,696
6,665 -18,407 -5,685 333 -358 2,672 -5,911 -2,118 -14,618 -13,424 7,867 2,286 -12,014 -11,335
Percent of Open Interest Represented by Each Category of Trader
20.4 3.8 6.3 30.8 24.5 5.6 8.4 25.5 9.4 5.1 7.4 1.8 12.2 15.8
Number of Traders in Each Category Total Traders: 225
16 11 15 39 36 31 28 46 30 20 27 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 98,315
Positions
8,365 2,583 4,008 25,092 7,532 2,379 18,776 22,274 12,231 956 17,965 3,268 23,240 26,075
Changes from: June 7, 2016 Total Change is: -37,937
-34,568 -14,790 -1,315 3,325 413 977 670 -1,364 -4,242 -786 -14,427 -825 -1,174 -2,365
Percent of Open Interest Represented by Each Category of Trader
8.5 2.6 4.1 25.5 7.7 2.4 19.1 22.7 12.4 1.0 18.3 3.3 23.6 26.5
Number of Traders in Each Category Total Traders: 76
4 4 5 7 9 5 23 16 14 . 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 43,050
Positions
16,147 28,867 5,637 3,910 0 0 14,535 4,892 235 400 1,746 235 1,951 1,438
Changes from: June 7, 2016 Total Change is: 8,906
1,319 6,176 850 1,360 0 0 6,092 2,217 -113 0 -100 0 -602 -124
Percent of Open Interest Represented by Each Category of Trader
37.5 67.1 13.1 9.1 0.0 0.0 33.8 11.4 0.5 0.9 4.1 0.5 4.5 3.3
Number of Traders in Each Category Total Traders: 24
. 8 . . 0 0 6 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 111,235
Positions
39,695 27,742 49 48,554 5,832 175 14,902 65,437 1,270 2,508 3,233 3 4,079 7,495
Changes from: June 7, 2016 Total Change is: -31,301
-9,847 -18,462 -3,546 -2,422 772 0 -4,486 1,158 -8,749 -565 -1,703 -1,174 -512 403
Percent of Open Interest Represented by Each Category of Trader
35.7 24.9 0.0 43.6 5.2 0.2 13.4 58.8 1.1 2.3 2.9 0.0 3.7 6.7
Number of Traders in Each Category Total Traders: 116
5 . . 12 10 . 13 57 11 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 28,373
Positions
0 21,084 929 6,399 105 0 19,655 3,565 131 0 1,560 0 1,259 999
Changes from: June 7, 2016 Total Change is: 664
0 -823 297 121 0 0 -54 562 -49 0 570 0 349 107
Percent of Open Interest Represented by Each Category of Trader
0.0 74.3 3.3 22.6 0.4 0.0 69.3 12.6 0.5 0.0 5.5 0.0 4.4 3.5
Number of Traders in Each Category Total Traders: 28
0 . . 4 . 0 10 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 41,919
Positions
1,011 4,338 0 2,616 21,875 24 30,581 8,802 1,129 1,297 2,770 0 5,261 2,981
Changes from: June 7, 2016 Total Change is: -15,831
-15,794 -12,316 -1,604 223 1,389 0 4,202 -893 -3,212 57 1,380 -157 454 -418
Percent of Open Interest Represented by Each Category of Trader
2.4 10.3 0.0 6.2 52.2 0.1 73.0 21.0 2.7 3.1 6.6 0.0 12.6 7.1
Number of Traders in Each Category Total Traders: 79
. 4 0 8 7 . 37 13 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 75,840
Positions
12,606 37,213 11,052 6,613 922 208 32,953 9,468 1,802 1,092 4,647 770 8,744 9,759
Changes from: June 7, 2016 Total Change is: 9,233
-567 2,527 10,199 -1,112 139 -151 181 -3,285 512 14 -701 20 136 -28
Percent of Open Interest Represented by Each Category of Trader
16.6 49.1 14.6 8.7 1.2 0.3 43.5 12.5 2.4 1.4 6.1 1.0 11.5 12.9
Number of Traders in Each Category Total Traders: 118
15 20 16 10 . 4 39 11 8 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 151,679
Positions
25,212 74,427 22,104 13,226 1,843 416 65,905 18,935 3,603 2,185 9,293 1,539 17,489 19,519
Changes from: June 7, 2016 Total Change is: 18,466
-1,135 5,054 20,399 -2,223 278 -302 362 -6,570 1,025 28 -1,401 40 271 -56
Percent of Open Interest Represented by Each Category of Trader
16.6 49.1 14.6 8.7 1.2 0.3 43.5 12.5 2.4 1.4 6.1 1.0 11.5 12.9
Number of Traders in Each Category Total Traders: 118
15 20 16 10 . 4 39 11 8 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 1,031,548
Positions
83,097 62,535 102,482 270,024 201,988 86,627 95,364 154,683 193,457 25,559 47,197 53,497 121,442 129,083
Changes from: June 7, 2016 Total Change is: 57,920
-19,650 -3,528 37,852 -11,592 -1,808 10,529 734 -22,221 20,856 1,257 3,717 4,455 13,480 8,068
Percent of Open Interest Represented by Each Category of Trader
8.1 6.1 9.9 26.2 19.6 8.4 9.2 15.0 18.8 2.5 4.6 5.2 11.8 12.5
Number of Traders in Each Category Total Traders: 654
36 43 58 114 88 105 85 146 133 69 72 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 205,805
Positions
29,987 16,810 32,575 14,996 21,846 15,884 9,742 12,588 49,946 3,085 2,224 11,606 37,984 42,327
Changes from: June 7, 2016 Total Change is: -1,863
-1,281 781 6,793 80 -4,444 -4,626 -1,436 2,377 -3,023 107 629 -519 2,041 167
Percent of Open Interest Represented by Each Category of Trader
14.6 8.2 15.8 7.3 10.6 7.7 4.7 6.1 24.3 1.5 1.1 5.6 18.5 20.6
Number of Traders in Each Category Total Traders: 88
11 10 11 11 5 5 17 15 30 9 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 4,128,717
Positions
373,887 336,958 241,199 1,279,228 904,799 349,630 480,696 763,060 664,966 124,622 237,121 197,201 417,289 433,783
Changes from: June 7, 2016 Total Change is: 298,915
-69,391 908 132,838 -58,617 12,924 76,033 13,036 -120,803 117,206 7,363 17,054 23,252 57,196 39,505
Percent of Open Interest Represented by Each Category of Trader
9.1 8.2 5.8 31.0 21.9 8.5 11.6 18.5 16.1 3.0 5.7 4.8 10.1 10.5
Number of Traders in Each Category Total Traders: 630
34 45 56 112 84 101 83 140 125 65 67 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 95,010
Positions
4,007 29,971 7,734 42,344 48,032 2,696 24,375 2,270 833 0 490 0 13,021 2,984
Changes from: June 7, 2016 Total Change is: 6,589
-206 -1,389 6,348 -4,695 1,911 -129 2,520 -565 718 0 -180 0 2,033 -125
Percent of Open Interest Represented by Each Category of Trader
4.2 31.5 8.1 44.6 50.6 2.8 25.7 2.4 0.9 0.0 0.5 0.0 13.7 3.1
Number of Traders in Each Category Total Traders: 92
. 11 6 37 14 17 20 4 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 60,816
Positions
5,565 20,623 5,299 14,678 7,507 1,994 20,923 13,079 4,027 2,024 2,472 761 5,545 5,055
Changes from: June 7, 2016 Total Change is: 9,076
11 2,094 4,602 -1,063 858 1,325 2,710 -1,790 1,538 -139 237 141 -49 70
Percent of Open Interest Represented by Each Category of Trader
9.2 33.9 8.7 24.1 12.3 3.3 34.4 21.5 6.6 3.3 4.1 1.3 9.1 8.3
Number of Traders in Each Category Total Traders: 248
16 21 16 45 22 14 52 49 32 18 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 304,082
Positions
27,825 103,114 26,497 73,388 37,533 9,968 104,614 65,393 20,136 10,122 12,359 3,804 27,727 25,277
Changes from: June 7, 2016 Total Change is: 45,381
54 10,469 23,010 -5,314 4,292 6,626 13,549 -8,949 7,691 -697 1,183 706 -245 351
Percent of Open Interest Represented by Each Category of Trader
9.2 33.9 8.7 24.1 12.3 3.3 34.4 21.5 6.6 3.3 4.1 1.3 9.1 8.3
Number of Traders in Each Category Total Traders: 248
16 21 16 45 22 14 52 49 32 18 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 402,785
Positions
131,306 40,119 12,452 116,762 179,895 16,790 84,461 111,264 11,165 4,424 10,662 1,994 23,430 18,444
Changes from: June 7, 2016 Total Change is: 3,996
-22,893 -4,964 7,775 -251 -3,069 668 8,870 -2,406 3,252 -530 -84 1,786 5,319 1,039
Percent of Open Interest Represented by Each Category of Trader
32.6 10.0 3.1 29.0 44.7 4.2 21.0 27.6 2.8 1.1 2.6 0.5 5.8 4.6
Number of Traders in Each Category Total Traders: 270
22 15 16 46 49 31 45 62 29 9 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 31,604
Positions
1,009 10,249 0 15,802 588 142 4,972 3,411 0 3,554 11,457 0 6,125 5,757
Changes from: June 7, 2016 Total Change is: -9,109
127 -3,003 0 -2,013 0 -10 326 344 -4,491 -1,055 1,498 -1,286 -707 -2,161
Percent of Open Interest Represented by Each Category of Trader
3.2 32.4 0.0 50.0 1.9 0.4 15.7 10.8 0.0 11.2 36.3 0.0 19.4 18.2
Number of Traders in Each Category Total Traders: 40
. . 0 13 . . 6 8 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 66,665
Positions
13,567 4,442 403 27,107 2,843 372 11,187 7,396 686 4,275 0 0 9,068 50,523
Changes from: June 7, 2016 Total Change is: -30,791
-16,514 -11,534 -2,421 -2,801 1,699 295 -5,679 -4,170 -1,545 -2,404 0 -43 321 -13,072
Percent of Open Interest Represented by Each Category of Trader
20.4 6.7 0.6 40.7 4.3 0.6 16.8 11.1 1.0 6.4 0.0 0.0 13.6 75.8
Number of Traders in Each Category Total Traders: 72
12 7 . 13 5 . 16 13 5 6 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 209,525
Positions
4,721 93,121 13,160 119,306 63,191 19,044 35,085 8,148 4,242 4,519 2,221 0 9,448 6,398
Changes from: June 7, 2016 Total Change is: 28,527
130 -601 12,456 179 3,682 8,641 1,900 1,073 649 2,668 6 0 1,904 2,621
Percent of Open Interest Represented by Each Category of Trader
2.3 44.4 6.3 56.9 30.2 9.1 16.7 3.9 2.0 2.2 1.1 0.0 4.5 3.1
Number of Traders in Each Category Total Traders: 124
7 10 10 46 23 18 14 11 8 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 681,609
Positions
39,046 350,131 35,250 309,275 104,583 89,500 139,768 41,223 11,941 19,609 19,740 2,004 35,216 27,237
Changes from: June 7, 2016 Total Change is: 33,468
896 15,194 6,970 4,511 7,465 -202 6,351 -15,964 884 -1,740 1,857 247 15,551 17,017
Percent of Open Interest Represented by Each Category of Trader
5.7 51.4 5.2 45.4 15.3 13.1 20.5 6.0 1.8 2.9 2.9 0.3 5.2 4.0
Number of Traders in Each Category Total Traders: 288
20 25 17 88 36 39 46 25 25 29 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 733,707
Positions
12,439 60,954 27,623 205,518 170,342 98,754 80,853 77,409 101,372 8,322 26,433 16,214 182,612 154,606
Changes from: June 7, 2016 Total Change is: 65,484
6,048 5,442 7,406 18,871 2,094 3,428 -7,251 14,659 20,616 2,684 467 8,567 5,114 2,803
Percent of Open Interest Represented by Each Category of Trader
1.7 8.3 3.8 28.0 23.2 13.5 11.0 10.6 13.8 1.1 3.6 2.2 24.9 21.1
Number of Traders in Each Category Total Traders: 158
6 13 11 34 30 35 26 34 39 8 7 10
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 618,717
Positions
0 85,088 1,736 330,140 123,855 74,168 48,207 233,072 20,114 5,319 8,533 0 139,033 72,151
Changes from: June 7, 2016 Total Change is: 10,852
0 12,320 1,010 13,144 5,548 -2,831 650 3,284 -1,756 0 -3,314 0 635 -3,409
Percent of Open Interest Represented by Each Category of Trader
0.0 13.8 0.3 53.4 20.0 12.0 7.8 37.7 3.3 0.9 1.4 0.0 22.5 11.7
Number of Traders in Each Category Total Traders: 103
0 9 5 45 15 29 13 17 13 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 1,044,983
Positions
21,931 103,610 9,019 373,497 168,325 127,363 278,632 225,092 58,705 55,936 205,121 7,153 112,746 140,595
Changes from: June 7, 2016 Total Change is: 48,871
-485 23,412 2,743 -6,682 7,165 8,264 38,218 16,058 2,845 8,756 -8,360 1,454 -6,242 -4,709
Percent of Open Interest Represented by Each Category of Trader
2.1 9.9 0.9 35.7 16.1 12.2 26.7 21.5 5.6 5.4 19.6 0.7 10.8 13.5
Number of Traders in Each Category Total Traders: 242
10 32 14 45 40 49 37 37 37 16 25 5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 3,445,145
Positions
116,510 197,302 199,850 807,546 767,300 535,428 488,036 582,016 425,112 384,576 176,756 108,254 379,833 453,127
Changes from: June 7, 2016 Total Change is: 248,014
5,320 -30,396 52,815 3,628 -15,903 70,611 -957 34,099 49,690 -57 31,912 53,018 13,947 2,168
Percent of Open Interest Represented by Each Category of Trader
3.4 5.7 5.8 23.4 22.3 15.5 14.2 16.9 12.3 11.2 5.1 3.1 11.0 13.2
Number of Traders in Each Category Total Traders: 367
25 29 41 62 75 77 62 57 85 25 32 32
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 135,431
Positions
2,931 4,959 43 21,829 47,074 1,928 40,867 4,298 5,824 4,474 4,614 0 57,534 66,691
Changes from: June 7, 2016 Total Change is: -7,512
-5,965 1,963 -1,545 6,219 507 219 1,356 -5,693 -1,933 -2,425 -3,263 0 -3,438 2,233
Percent of Open Interest Represented by Each Category of Trader
2.2 3.7 0.0 16.1 34.8 1.4 30.2 3.2 4.3 3.3 3.4 0.0 42.5 49.2
Number of Traders in Each Category Total Traders: 27
. . . 4 8 5 7 . 4 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 2,843,829
Positions
40,309 290,188 89,769 1,398,310 531,325 309,281 319,939 832,065 202,326 149,115 202,524 44,915 289,865 341,435
Changes from: June 7, 2016 Total Change is: 96,214
-10,736 11,063 14,756 34,334 -172 2,857 -15,290 57,199 10,410 11,680 -9,268 20,192 28,010 -10,823
Percent of Open Interest Represented by Each Category of Trader
1.4 10.2 3.2 49.2 18.7 10.9 11.3 29.3 7.1 5.2 7.1 1.6 10.2 12.0
Number of Traders in Each Category Total Traders: 293
10 35 28 52 51 56 41 56 59 11 37 15
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 987,519
Positions
383,609 161,837 230,823 0 38,314 24,396 80,899 183,621 199,705 10,301 53,251 35,299 22,488 60,273
Changes from: June 7, 2016 Total Change is: 77,831
35,977 1,898 6,837 0 6,564 -1,155 11,184 17,750 19,681 -6,174 11,535 7,270 4,211 7,452
Percent of Open Interest Represented by Each Category of Trader
38.8 16.4 23.4 0.0 3.9 2.5 8.2 18.6 20.2 1.0 5.4 3.6 2.3 6.1
Number of Traders in Each Category Total Traders: 140
19 34 42 0 10 9 10 46 30 . 11 10
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 is17,640,542
Positions
3,317,844 1,077,896 3,067,303 220,440 1,738,002 591,539 660,965 1,024,030 7,403,375 464,682 438,512 1,072,719 841,676 1,227,166
Changes from: June 7, 2016 Total Change is:-1,858,985
-408,938 -37,979 -453,985 29,292 -64,790 -30,915 136,153 -115,890 -1,010,230 -141,998 -89,639 -35,260 56,898 -20,298
Percent of Open Interest Represented by Each Category of Trader
18.8 6.1 17.4 1.2 9.9 3.4 3.7 5.8 42.0 2.6 2.5 6.1 4.8 7.0
Number of Traders in Each Category Total Traders: 315
35 52 83 10 30 29 46 90 111 21 27 29
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 27,063
Positions
4,288 3,399 0 0 12,929 153 13,516 7,582 0 8,172 2,064 696 238 240
Changes from: June 7, 2016 Total Change is: -5,345
3,938 -2,087 -4,197 0 842 0 -5,394 54 0 166 -118 28 114 133
Percent of Open Interest Represented by Each Category of Trader
15.8 12.6 0.0 0.0 47.8 0.6 49.9 28.0 0.0 30.2 7.6 2.6 0.9 0.9
Number of Traders in Each Category Total Traders: 44
4 4 0 0 13 . 5 8 0 5 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 26,319
Positions
10,070 2,049 0 218 11,520 475 14,431 8,040 0 1,004 4,088 57 64 90
Changes from: June 7, 2016 Total Change is: -9,367
7,621 -3,579 -4,856 -3 -95 3 -11,885 -426 0 -67 -205 -195 15 -14
Percent of Open Interest Represented by Each Category of Trader
38.3 7.8 0.0 0.8 43.8 1.8 54.8 30.5 0.0 3.8 15.5 0.2 0.2 0.3
Number of Traders in Each Category Total Traders: 30
. . 0 . 4 . 7 6 0 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 50,623
Positions
149 10,928 0 15,538 1,605 1,153 6,889 30,603 3,601 16,176 343 108 7,009 2,282
Changes from: June 7, 2016 Total Change is: -19,793
-15 -14,645 -101 -127 433 6 -10,471 1,715 -6,473 -2,024 -310 46 -634 -464
Percent of Open Interest Represented by Each Category of Trader
0.3 21.6 0.0 30.7 3.2 2.3 13.6 60.5 7.1 32.0 0.7 0.2 13.8 4.5
Number of Traders in Each Category Total Traders: 127
. 5 0 8 5 . 23 31 14 46 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 436,303
Positions
135,933 15,566 27,669 98,821 48,647 41,399 21,066 179,919 69,690 1,429 9,095 16,572 23,724 27,746
Changes from: June 7, 2016 Total Change is: -64,955
-17,725 201 9,439 -10,417 -6,688 -4,203 -23,489 -47,020 -9,760 -3,065 2,595 -6,767 1,032 -2,752
Percent of Open Interest Represented by Each Category of Trader
31.2 3.6 6.3 22.6 11.1 9.5 4.8 41.2 16.0 0.3 2.1 3.8 5.4 6.4
Number of Traders in Each Category Total Traders: 189
19 11 21 14 18 11 29 66 56 5 16 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 24,741
Positions
34 3,696 113 13,846 799 622 7,465 16,705 2,134 260 500 0 267 172
Changes from: June 7, 2016 Total Change is: 2,496
-91 -61 113 1,497 -31 -457 -7 915 1,345 0 500 0 96 172
Percent of Open Interest Represented by Each Category of Trader
0.1 14.9 0.5 56.0 3.2 2.5 30.2 67.5 8.6 1.1 2.0 0.0 1.1 0.7
Number of Traders in Each Category Total Traders: 33
. . . 9 . . 10 7 . . . 0
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Updated June 17, 2016