Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 132,671
Positions
3 49,432 4,564 50,732 10,058 2,151 21,234 25,965 12,964 9,438 3,305 1,227 30,357 23,004
Changes from: June 21, 2016 Total Change is: -2,992
-145 1,379 231 3,356 -23 -418 -3,951 -6,003 588 317 552 -264 -2,706 966
Percent of Open Interest Represented by Each Category of Trader
0.0 37.3 3.4 38.2 7.6 1.6 16.0 19.6 9.8 7.1 2.5 0.9 22.9 17.3
Number of Traders in Each Category Total Traders: 85
. 9 7 11 10 8 18 21 17 10 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 38,225
Positions
16,169 4,194 1,697 1,884 1,695 117 9,892 12,719 2,174 0 0 0 6,292 15,629
Changes from: June 21, 2016 Total Change is: -2,669
-63 1,937 577 -403 427 0 -788 -5,744 112 0 0 0 -2,103 22
Percent of Open Interest Represented by Each Category of Trader
42.3 11.0 4.4 4.9 4.4 0.3 25.9 33.3 5.7 0.0 0.0 0.0 16.5 40.9
Number of Traders in Each Category Total Traders: 35
. 5 . . . . 10 12 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 255,041
Positions
129,198 4,857 8,469 4,103 83,923 10,502 35,620 48,726 31,498 2,360 20,894 9,219 24,074 36,954
Changes from: June 21, 2016 Total Change is: 29,248
5,255 1,943 3,380 2,089 3,974 2,815 -5,913 -7,452 10,793 822 7,826 5,505 4,503 464
Percent of Open Interest Represented by Each Category of Trader
50.7 1.9 3.3 1.6 32.9 4.1 14.0 19.1 12.4 0.9 8.2 3.6 9.4 14.5
Number of Traders in Each Category Total Traders: 109
9 7 9 4 22 8 25 31 26 4 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 190,761
Positions
10,175 2,521 9,963 29,052 44,435 9,086 68,106 20,448 30,504 37 36,606 6,933 26,904 30,264
Changes from: June 21, 2016 Total Change is: 5,886
1,402 520 1,343 283 263 559 5,994 -1,025 3,573 -2,383 -800 1,820 -6,706 -367
Percent of Open Interest Represented by Each Category of Trader
5.3 1.3 5.2 15.2 23.3 4.8 35.7 10.7 16.0 0.0 19.2 3.6 14.1 15.9
Number of Traders in Each Category Total Traders: 115
6 5 8 12 23 11 31 27 19 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 428,876
Positions
87,099 13,585 29,575 117,469 93,231 30,491 45,369 106,370 48,749 14,532 36,405 10,195 45,398 60,275
Changes from: June 21, 2016 Total Change is: 39,520
2,001 -1,434 5,516 -8,507 -1,541 9,213 25,329 9,196 8,308 -2,721 7,626 2,605 -2,225 30
Percent of Open Interest Represented by Each Category of Trader
20.3 3.2 6.9 27.4 21.7 7.1 10.6 24.8 11.4 3.4 8.5 2.4 10.6 14.1
Number of Traders in Each Category Total Traders: 232
16 12 17 35 38 33 29 54 37 20 26 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 28,264
Positions
883 19,769 191 14,257 695 1,301 519 2,642 6 1,133 0 0 9,974 3,660
Changes from: June 21, 2016 Total Change is: 1,868
13 3,146 -1 2,032 -308 -117 -710 61 6 702 0 0 -57 -919
Percent of Open Interest Represented by Each Category of Trader
3.1 69.9 0.7 50.4 2.5 4.6 1.8 9.3 0.0 4.0 0.0 0.0 35.3 12.9
Number of Traders in Each Category Total Traders: 22
. 4 . 10 . 6 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 90,622
Positions
4,771 10,779 4,300 13,663 8,670 1,931 20,617 25,668 13,826 3,845 1,806 3,963 23,705 19,679
Changes from: June 21, 2016 Total Change is: -7,528
-3,217 5,468 -51 -11,486 -363 191 3,640 2,194 1,230 1,020 -13,995 654 492 -2,855
Percent of Open Interest Represented by Each Category of Trader
5.3 11.9 4.7 15.1 9.6 2.1 22.8 28.3 15.3 4.2 2.0 4.4 26.2 21.7
Number of Traders in Each Category Total Traders: 81
. 6 6 7 9 6 23 22 15 7 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 35,343
Positions
13,025 29,248 350 3,910 0 0 16,702 5,153 0 400 0 0 956 592
Changes from: June 21, 2016 Total Change is: -464
-362 148 0 0 0 0 -83 -602 0 0 -129 0 -19 119
Percent of Open Interest Represented by Each Category of Trader
36.9 82.8 1.0 11.1 0.0 0.0 47.3 14.6 0.0 1.1 0.0 0.0 2.7 1.7
Number of Traders in Each Category Total Traders: 22
. 8 . . 0 0 6 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 109,971
Positions
41,960 31,341 1 47,292 4,786 338 11,735 61,282 2,443 3,022 3,002 3 3,177 6,775
Changes from: June 21, 2016 Total Change is: -1,531
726 3,139 -39 -3,059 -1,303 163 347 -2,660 488 111 -341 -2 -266 -975
Percent of Open Interest Represented by Each Category of Trader
38.2 28.5 0.0 43.0 4.4 0.3 10.7 55.7 2.2 2.7 2.7 0.0 2.9 6.2
Number of Traders in Each Category Total Traders: 120
5 5 . 11 9 . 15 55 11 13 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 30,326
Positions
0 20,607 1,184 6,470 105 24 19,461 4,205 1,524 230 1,526 0 1,433 1,151
Changes from: June 21, 2016 Total Change is: 2,241
0 -477 252 65 0 24 59 692 1,404 230 -14 0 207 360
Percent of Open Interest Represented by Each Category of Trader
0.0 68.0 3.9 21.3 0.3 0.1 64.2 13.9 5.0 0.8 5.0 0.0 4.7 3.8
Number of Traders in Each Category Total Traders: 31
0 . . 4 . . 11 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 43,462
Positions
2,089 7,581 0 1,736 21,878 24 31,930 8,291 1,090 1,547 2,100 0 5,046 2,498
Changes from: June 21, 2016 Total Change is: -100
525 1,063 -9 -383 3 0 -89 -137 -104 113 -446 0 -153 -470
Percent of Open Interest Represented by Each Category of Trader
4.8 17.4 0.0 4.0 50.3 0.1 73.5 19.1 2.5 3.6 4.8 0.0 11.6 5.7
Number of Traders in Each Category Total Traders: 79
. 5 0 7 7 . 37 12 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 48,379
Positions
10,937 32,678 271 4,944 972 255 22,132 3,889 1,346 999 2,427 365 7,131 6,177
Changes from: June 21, 2016 Total Change is: -8,911
343 -1,740 -95 -1,685 -84 126 -7,028 -4,158 572 11 -1,970 17 -1,173 -1,579
Percent of Open Interest Represented by Each Category of Trader
22.6 67.5 0.6 10.2 2.0 0.5 45.7 8.0 2.8 2.1 5.0 0.8 14.7 12.8
Number of Traders in Each Category Total Traders: 99
15 20 . 7 . . 29 14 8 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 96,758
Positions
21,875 65,356 542 9,887 1,943 509 44,264 7,778 2,693 1,998 4,854 729 14,261 12,354
Changes from: June 21, 2016 Total Change is: -17,821
687 -3,479 -191 -3,369 -168 252 -14,056 -8,316 1,144 22 -3,940 35 -2,345 -3,157
Percent of Open Interest Represented by Each Category of Trader
22.6 67.5 0.6 10.2 2.0 0.5 45.7 8.0 2.8 2.1 5.0 0.8 14.7 12.8
Number of Traders in Each Category Total Traders: 99
15 20 . 7 . . 29 14 8 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 871,185
Positions
107,969 38,877 27,675 262,094 224,600 77,980 66,643 150,954 152,057 24,446 37,523 42,372 109,950 119,148
Changes from: June 21, 2016 Total Change is: 41,076
35,909 -11,664 -145 -15,632 6,226 3,221 -2,475 11,104 14,264 -305 651 -1,481 7,719 18,900
Percent of Open Interest Represented by Each Category of Trader
12.4 4.5 3.2 30.1 25.8 9.0 7.6 17.3 17.5 2.8 4.3 4.9 12.6 13.7
Number of Traders in Each Category Total Traders: 647
44 25 33 116 96 100 81 153 122 58 73 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 143,562
Positions
27,970 11,862 8,838 15,707 17,322 6,572 5,304 10,558 34,196 3,642 1,538 7,798 33,535 44,878
Changes from: June 21, 2016 Total Change is: -4,949
13,717 555 -6,844 -400 -2,236 -8,823 2,909 4,864 -2,478 924 26 -2,001 -1,954 11,988
Percent of Open Interest Represented by Each Category of Trader
19.5 8.3 6.2 10.9 12.1 4.6 3.7 7.4 23.8 2.5 1.1 5.4 23.4 31.3
Number of Traders in Each Category Total Traders: 81
9 5 7 11 4 6 14 20 30 10 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 3,638,117
Positions
420,822 155,905 73,357 1,238,711 1,043,163 350,264 342,812 738,096 553,188 116,830 192,732 160,060 382,073 371,352
Changes from: June 21, 2016 Total Change is: 230,124
129,749 -42,304 14,706 -79,444 39,023 63,506 -5,015 53,103 61,803 -1,349 7,920 -2,195 48,363 34,562
Percent of Open Interest Represented by Each Category of Trader
11.6 4.3 2.0 34.0 28.7 9.6 9.4 20.3 15.2 3.2 5.3 4.4 10.5 10.2
Number of Traders in Each Category Total Traders: 624
41 28 30 113 93 95 81 145 114 54 69 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 79,650
Positions
2,505 16,036 426 40,448 52,328 4,761 20,665 2,469 105 0 529 0 10,740 2,996
Changes from: June 21, 2016 Total Change is: -3,676
1,881 -10,030 -582 -4,033 6,262 1,350 -1,487 -672 -202 0 -14 0 -603 212
Percent of Open Interest Represented by Each Category of Trader
3.1 20.1 0.5 50.8 65.7 6.0 25.9 3.1 0.1 0.0 0.7 0.0 13.5 3.8
Number of Traders in Each Category Total Traders: 86
. 9 . 35 15 16 17 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 44,018
Positions
6,113 13,639 485 14,299 11,915 645 13,317 7,035 2,950 1,721 1,797 599 3,889 4,953
Changes from: June 21, 2016 Total Change is: -1,766
2,023 -6,672 201 -818 4,745 -199 -3,017 -1,529 1,092 -246 -339 124 -926 811
Percent of Open Interest Represented by Each Category of Trader
13.9 31.0 1.1 32.5 27.1 1.5 30.3 16.0 6.7 3.9 4.1 1.4 8.8 11.3
Number of Traders in Each Category Total Traders: 209
10 22 4 43 22 12 37 46 22 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 220,090
Positions
30,567 68,194 2,425 71,497 59,577 3,225 66,583 35,173 14,751 8,605 8,987 2,994 19,443 24,765
Changes from: June 21, 2016 Total Change is: -8,830
10,115 -33,358 1,004 -4,090 23,724 -996 -15,084 -7,646 5,459 -1,229 -1,694 620 -4,628 4,057
Percent of Open Interest Represented by Each Category of Trader
13.9 31.0 1.1 32.5 27.1 1.5 30.3 16.0 6.7 3.9 4.1 1.4 8.8 11.3
Number of Traders in Each Category Total Traders: 209
10 22 4 43 22 12 37 46 22 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 344,390
Positions
125,877 14,448 603 104,482 191,669 21,287 65,045 85,317 6,499 5,428 6,502 1,017 14,152 17,048
Changes from: June 21, 2016 Total Change is: 10,657
29,039 -1,952 249 -14,433 9,580 6,039 -6,573 -3,737 -697 1,080 -815 -518 -3,529 2,509
Percent of Open Interest Represented by Each Category of Trader
36.6 4.2 0.2 30.3 55.7 6.2 18.9 24.8 1.9 1.6 1.9 0.3 4.1 5.0
Number of Traders in Each Category Total Traders: 262
26 12 . 48 51 29 38 61 18 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 34,020
Positions
3,095 10,842 0 15,915 588 140 5,006 4,634 0 3,721 11,345 0 6,143 6,471
Changes from: June 21, 2016 Total Change is: 1,541
696 593 0 552 0 40 111 627 0 3 0 0 139 281
Percent of Open Interest Represented by Each Category of Trader
9.1 31.9 0.0 46.8 1.7 0.4 14.7 13.6 0.0 10.9 33.3 0.0 18.1 19.0
Number of Traders in Each Category Total Traders: 42
. 4 0 14 . . 7 7 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 75,447
Positions
12,264 4,969 1,418 27,395 2,051 382 17,873 13,123 375 3,191 0 0 12,549 53,129
Changes from: June 21, 2016 Total Change is: 10,379
-813 1,837 627 866 -2,923 -291 5,611 7,421 -159 -196 0 0 4,734 3,867
Percent of Open Interest Represented by Each Category of Trader
16.3 6.6 1.9 36.3 2.7 0.5 23.7 17.4 0.5 4.2 0.0 0.0 16.6 70.4
Number of Traders in Each Category Total Traders: 76
12 10 5 14 4 . 21 12 5 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 206,636
Positions
15,740 102,738 865 124,231 72,724 14,662 37,956 7,626 2,595 3,931 1,681 0 6,656 3,745
Changes from: June 21, 2016 Total Change is: 10,168
1,776 5,972 172 5,677 6,545 1,874 1,647 -3,054 -1,121 -788 243 0 931 -463
Percent of Open Interest Represented by Each Category of Trader
7.6 49.7 0.4 60.1 35.2 7.1 18.4 3.7 1.3 1.9 0.8 0.0 3.2 1.8
Number of Traders in Each Category Total Traders: 123
10 8 . 44 26 21 14 9 6 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 643,701
Positions
46,855 353,750 1,286 332,487 129,590 78,770 139,193 44,928 6,045 19,380 17,334 1,313 18,372 10,685
Changes from: June 21, 2016 Total Change is: 26,878
6,792 17,760 -329 24,130 17,825 -5,389 2,548 -3,010 -748 -86 1,144 -283 243 -92
Percent of Open Interest Represented by Each Category of Trader
7.3 55.0 0.2 51.7 20.1 12.2 21.6 7.0 0.9 3.0 2.7 0.2 2.9 1.7
Number of Traders in Each Category Total Traders: 281
21 23 6 89 42 36 43 23 15 28 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 666,548
Positions
10,578 57,552 19,867 201,130 163,811 91,753 78,133 68,381 79,882 6,858 25,163 11,058 167,289 149,081
Changes from: June 21, 2016 Total Change is: -71,272
3,820 -13,326 -15,309 -12,781 -4,695 -9,625 -7,217 511 -22,764 744 724 -2,328 -5,812 -4,461
Percent of Open Interest Represented by Each Category of Trader
1.6 8.6 3.0 30.2 24.6 13.8 11.7 10.3 12.0 1.0 3.8 1.7 25.1 22.4
Number of Traders in Each Category Total Traders: 146
5 13 10 33 29 29 27 26 33 6 7 9
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 583,890
Positions
1,969 68,972 975 308,729 122,760 76,298 30,427 218,188 13,192 11,065 10,708 520 140,715 72,277
Changes from: June 21, 2016 Total Change is: -9,988
1,969 -8,768 69 -10,316 -2,211 4,287 -8,837 -5,745 244 5,746 600 520 -3,670 1,016
Percent of Open Interest Represented by Each Category of Trader
0.3 11.8 0.2 52.9 21.0 13.1 5.2 37.4 2.3 1.9 1.8 0.1 24.1 12.4
Number of Traders in Each Category Total Traders: 98
. 7 . 46 14 31 8 17 11 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 1,005,734
Positions
24,192 81,808 8,619 343,649 170,291 138,527 263,583 208,172 41,442 63,457 222,620 3,616 118,650 130,639
Changes from: June 21, 2016 Total Change is: -48,988
9,222 -7,840 -1,267 -19,882 -5,960 5,862 -21,202 -24,273 -11,822 2,717 12,663 -4,173 -8,443 -12,178
Percent of Open Interest Represented by Each Category of Trader
2.4 8.1 0.9 34.2 16.9 13.8 26.2 20.7 4.1 6.3 22.1 0.4 11.8 13.0
Number of Traders in Each Category Total Traders: 236
11 27 12 48 39 48 32 39 31 17 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 3,454,366
Positions
106,182 210,409 206,486 878,860 749,372 547,167 505,383 665,534 382,881 357,781 175,383 77,719 391,906 439,414
Changes from: June 21, 2016 Total Change is: -81,639
11,655 -6,354 -23,354 -10,150 -62,323 32,449 -11,147 51,391 -46,150 -16,666 2,831 -15,641 -2,636 -14,488
Percent of Open Interest Represented by Each Category of Trader
3.1 6.1 6.0 25.4 21.7 15.8 14.6 19.3 11.1 10.4 5.1 2.2 11.3 12.7
Number of Traders in Each Category Total Traders: 362
23 32 41 61 72 77 61 58 84 22 32 25
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Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 143,518
Positions
2,478 17,263 293 32,050 51,408 2,164 54,047 2,671 1,546 2,670 2,324 0 48,271 65,849
Changes from: June 21, 2016 Total Change is: -5,763
0 -535 250 2,304 1,151 15 2,325 -1,561 -2,637 0 114 0 -8,019 -2,560
Percent of Open Interest Represented by Each Category of Trader
1.7 12.0 0.2 22.3 35.8 1.5 37.7 1.9 1.1 1.9 1.6 0.0 33.6 45.9
Number of Traders in Each Category Total Traders: 33
. 5 . 5 9 5 10 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 2,837,431
Positions
41,672 283,393 76,098 1,479,031 491,432 289,607 323,317 1,003,762 148,218 162,267 197,490 24,722 292,498 322,709
Changes from: June 21, 2016 Total Change is: -151,928
-13,189 -15,437 -26,646 40,521 -41,484 -34,668 -80,086 59,331 -62,048 25,241 -11,101 -9,667 8,613 -10,208
Percent of Open Interest Represented by Each Category of Trader
1.5 10.0 2.7 52.1 17.3 10.2 11.4 35.4 5.2 5.7 7.0 0.9 10.3 11.4
Number of Traders in Each Category Total Traders: 281
6 36 22 54 49 53 38 55 57 13 30 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 956,940
Positions
279,925 131,825 276,363 2 47,908 21,385 99,446 154,424 189,552 17,299 34,541 49,271 23,697 51,671
Changes from: June 21, 2016 Total Change is: -66,387
-106,543 -44,351 47,686 2 7,679 -43 -3,064 -36,504 -23,287 10,321 -20,669 7,429 1,113 -4,327
Percent of Open Interest Represented by Each Category of Trader
29.3 13.8 28.9 0.0 5.0 2.2 10.4 16.1 19.8 1.8 3.6 5.1 2.5 5.4
Number of Traders in Each Category Total Traders: 134
22 32 40 . 10 5 19 35 29 . 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 is17,761,526
Positions
3,202,019 1,348,129 3,090,741 255,992 1,690,097 520,152 719,919 906,684 7,381,017 497,380 426,222 1,267,494 826,812 1,130,990
Changes from: June 21, 2016 Total Change is: -29,632
-53,440 72,788 9,141 -4,365 -41,319 -948 -2,855 16,276 -141,137 25,158 -58,241 166,372 -27,558 -52,566
Percent of Open Interest Represented by Each Category of Trader
18.0 7.6 17.4 1.4 9.5 2.9 4.1 5.1 41.6 2.8 2.4 7.1 4.7 6.4
Number of Traders in Each Category Total Traders: 310
31 53 78 11 29 27 46 91 113 20 24 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 25,709
Positions
4,208 3,024 0 0 11,470 153 12,340 8,437 0 8,250 1,845 682 76 98
Changes from: June 21, 2016 Total Change is: -1,043
84 -529 0 0 -1,470 0 -1,259 916 0 131 7 30 -29 3
Percent of Open Interest Represented by Each Category of Trader
16.4 11.8 0.0 0.0 44.6 0.6 48.0 32.8 0.0 32.1 7.2 2.7 0.3 0.4
Number of Traders in Each Category Total Traders: 46
. 5 0 0 13 . 4 10 0 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 24,868
Positions
8,816 1,524 0 218 10,272 475 14,569 8,368 0 692 4,088 49 49 92
Changes from: June 21, 2016 Total Change is: -1,288
-763 -480 0 0 -1,053 0 -140 336 0 -328 -102 -6 -51 17
Percent of Open Interest Represented by Each Category of Trader
35.5 6.1 0.0 0.9 41.3 1.9 58.6 33.6 0.0 2.8 16.4 0.2 0.2 0.4
Number of Traders in Each Category Total Traders: 31
4 . 0 . 4 . 7 7 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 48,326
Positions
180 10,885 0 16,801 57 1,806 6,946 28,216 3,338 13,153 599 67 6,035 3,359
Changes from: June 21, 2016 Total Change is: -2,682
10 -29 0 1,271 -2,350 659 -14 -2,314 128 -4,491 316 -55 -190 963
Percent of Open Interest Represented by Each Category of Trader
0.4 22.5 0.0 34.8 0.1 3.7 14.4 58.4 6.9 27.2 1.2 0.1 12.5 7.0
Number of Traders in Each Category Total Traders: 112
. 5 0 13 . . 26 24 13 35 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 373,156
Positions
101,785 39,159 20,505 62,784 28,294 58,285 36,989 123,994 50,700 4,236 8,795 10,876 26,996 32,548
Changes from: June 21, 2016 Total Change is: -9,372
-2,956 13,061 2,445 -39,945 -11,689 12,510 14,689 -21,896 -8,368 2,887 -781 -162 9,528 5,508
Percent of Open Interest Represented by Each Category of Trader
27.3 10.5 5.5 16.8 7.6 15.6 9.9 33.2 13.6 1.1 2.4 2.9 7.2 8.7
Number of Traders in Each Category Total Traders: 164
12 16 16 18 12 14 35 45 55 8 7 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 28, 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 16,233
Positions
966 2,874 0 11,073 1,799 506 2,765 10,622 390 345 0 0 188 42
Changes from: June 21, 2016 Total Change is: -3,573
-133 0 0 1,104 0 71 -4,680 -3,170 0 85 -500 0 -20 26
Percent of Open Interest Represented by Each Category of Trader
6.0 17.7 0.0 68.2 11.1 3.1 17.0 65.4 2.4 2.1 0.0 0.0 1.2 0.3
Number of Traders in Each Category Total Traders: 32
. . 0 9 . . 10 4 . . 0 0
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Updated July 1, 2016