Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 132,920
Positions
1 52,469 3,745 52,648 8,207 1,823 22,509 25,600 10,353 8,599 4,081 1,158 32,084 25,483
Changes from: June 28, 2016 Total Change is: 249
-2 3,037 -820 1,916 -1,851 -327 1,275 -365 -2,612 -840 776 -69 1,727 2,479
Percent of Open Interest Represented by Each Category of Trader
0.0 39.5 2.8 39.6 6.2 1.4 16.9 19.3 7.8 6.5 3.1 0.9 24.1 19.2
Number of Traders in Each Category Total Traders: 81
. 8 6 11 9 6 17 20 15 9 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 37,374
Positions
15,945 2,058 1,445 1,940 1,694 127 9,598 14,332 2,270 0 0 0 6,049 15,448
Changes from: June 28, 2016 Total Change is: -851
-224 -2,136 -252 56 -1 10 -294 1,612 96 0 0 0 -243 -181
Percent of Open Interest Represented by Each Category of Trader
42.7 5.5 3.9 5.2 4.5 0.3 25.7 38.3 6.1 0.0 0.0 0.0 16.2 41.3
Number of Traders in Each Category Total Traders: 37
. 4 4 . . . 10 15 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 285,887
Positions
142,113 3,469 11,284 5,449 87,435 9,656 36,875 66,694 39,659 4,216 16,434 11,349 25,286 39,907
Changes from: June 28, 2016 Total Change is: 30,846
12,916 -1,389 2,815 1,346 3,512 -845 1,255 17,967 8,161 1,856 -4,460 2,131 1,212 2,953
Percent of Open Interest Represented by Each Category of Trader
49.7 1.2 3.9 1.9 30.6 3.4 12.9 23.3 13.9 1.5 5.7 4.0 8.8 14.0
Number of Traders in Each Category Total Traders: 125
10 7 11 6 23 8 21 44 27 7 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 201,258
Positions
11,477 9,997 11,943 29,822 46,157 8,715 69,031 19,527 32,573 400 34,742 7,473 29,823 30,131
Changes from: June 28, 2016 Total Change is: 10,497
1,303 7,476 1,980 770 1,721 -371 925 -921 2,068 363 -1,864 540 2,919 -133
Percent of Open Interest Represented by Each Category of Trader
5.7 5.0 5.9 14.8 22.9 4.3 34.3 9.7 16.2 0.2 17.3 3.7 14.8 15.0
Number of Traders in Each Category Total Traders: 117
8 5 9 14 23 10 29 27 20 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 451,001
Positions
110,565 9,928 29,680 116,455 96,091 28,290 45,261 124,739 50,107 16,217 38,954 10,267 44,158 62,945
Changes from: June 28, 2016 Total Change is: 22,125
23,466 -3,657 105 -1,013 2,860 -2,201 -107 18,369 1,358 1,685 2,549 72 -1,239 2,670
Percent of Open Interest Represented by Each Category of Trader
24.5 2.2 6.6 25.8 21.3 6.3 10.0 27.7 11.1 3.6 8.6 2.3 9.8 14.0
Number of Traders in Each Category Total Traders: 237
17 11 18 35 39 32 31 53 41 24 25 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 29,247
Positions
901 20,034 191 14,818 0 1,266 476 3,336 6 1,133 0 0 10,456 4,414
Changes from: June 28, 2016 Total Change is: 983
18 265 0 561 -695 -35 -43 694 0 0 0 0 482 754
Percent of Open Interest Represented by Each Category of Trader
3.1 68.5 0.7 50.7 0.0 4.3 1.6 11.4 0.0 3.9 0.0 0.0 35.8 15.1
Number of Traders in Each Category Total Traders: 20
. . . 10 0 5 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 94,474
Positions
5,419 13,408 4,584 12,738 8,293 2,208 22,914 21,903 14,803 1,794 3,188 5,367 24,646 20,718
Changes from: June 28, 2016 Total Change is: 3,852
648 2,628 284 -925 -377 277 2,297 -3,764 977 -2,051 1,383 1,404 941 1,040
Percent of Open Interest Represented by Each Category of Trader
5.7 14.2 4.9 13.5 8.8 2.3 24.3 23.2 15.7 1.9 3.4 5.7 26.1 21.9
Number of Traders in Each Category Total Traders: 83
4 5 6 7 10 5 23 22 16 4 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 36,268
Positions
13,025 29,723 350 4,260 0 0 17,197 5,561 0 507 102 0 929 532
Changes from: June 28, 2016 Total Change is: 925
0 475 0 350 0 0 495 408 0 107 102 0 -27 -60
Percent of Open Interest Represented by Each Category of Trader
35.9 82.0 1.0 11.7 0.0 0.0 47.4 15.3 0.0 1.4 0.3 0.0 2.6 1.5
Number of Traders in Each Category Total Traders: 24
. 8 . . 0 0 6 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 103,740
Positions
39,802 37,326 0 32,776 4,368 263 22,773 50,851 1,590 2,690 3,516 2 3,843 5,824
Changes from: June 28, 2016 Total Change is: -6,231
-2,158 5,985 -1 -14,516 -418 -75 11,039 -10,431 -853 -332 515 -1 666 -951
Percent of Open Interest Represented by Each Category of Trader
38.4 36.0 0.0 31.6 4.2 0.3 22.0 49.0 1.5 2.6 3.4 0.0 3.7 5.6
Number of Traders in Each Category Total Traders: 117
5 6 0 11 8 . 24 46 10 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 26,195
Positions
0 20,113 136 6,070 0 0 16,921 3,174 786 563 1,137 0 1,719 849
Changes from: June 28, 2016 Total Change is: -4,131
0 -494 -1,048 -400 -105 -24 -2,540 -1,031 -738 333 -389 0 286 -302
Percent of Open Interest Represented by Each Category of Trader
0.0 76.8 0.5 23.2 0.0 0.0 64.6 12.1 3.0 2.1 4.3 0.0 6.6 3.2
Number of Traders in Each Category Total Traders: 27
0 . . . 0 0 8 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 44,234
Positions
2,069 8,247 0 1,755 22,051 164 32,861 7,434 1,330 1,182 2,167 0 4,873 2,841
Changes from: June 28, 2016 Total Change is: 772
-20 666 0 19 173 140 931 -857 240 -365 67 0 -173 343
Percent of Open Interest Represented by Each Category of Trader
4.7 18.6 0.0 4.0 49.9 0.4 74.3 16.8 3.0 2.7 4.9 0.0 11.0 6.4
Number of Traders in Each Category Total Traders: 82
4 5 0 7 7 . 40 12 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 50,850
Positions
10,883 31,718 319 5,940 864 306 24,130 4,797 650 1,074 3,034 384 7,164 8,779
Changes from: June 28, 2016 Total Change is: 2,471
-54 -960 48 996 -108 52 1,998 908 -697 75 607 20 34 2,602
Percent of Open Interest Represented by Each Category of Trader
21.4 62.4 0.6 11.7 1.7 0.6 47.5 9.4 1.3 2.1 6.0 0.8 14.1 17.3
Number of Traders in Each Category Total Traders: 100
12 21 . 7 . . 30 12 6 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 101,700
Positions
21,766 63,436 638 11,879 1,728 612 48,261 9,594 1,299 2,147 6,067 768 14,329 17,557
Changes from: June 28, 2016 Total Change is: 4,942
-109 -1,920 96 1,992 -215 103 3,997 1,816 -1,393 150 1,213 39 68 5,203
Percent of Open Interest Represented by Each Category of Trader
21.4 62.4 0.6 11.7 1.7 0.6 47.5 9.4 1.3 2.1 6.0 0.8 14.1 17.3
Number of Traders in Each Category Total Traders: 100
12 21 . 7 . . 30 12 6 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 889,399
Positions
106,150 44,843 32,922 278,436 217,813 79,939 65,542 160,418 147,363 25,305 39,322 42,799 110,942 123,979
Changes from: June 28, 2016 Total Change is: 18,213
-1,818 5,966 5,247 16,341 -6,787 1,959 -1,101 9,464 -4,694 860 1,800 427 992 4,831
Percent of Open Interest Represented by Each Category of Trader
11.9 5.0 3.7 31.3 24.5 9.0 7.4 18.0 16.6 2.8 4.4 4.8 12.5 13.9
Number of Traders in Each Category Total Traders: 644
45 24 34 119 95 108 77 154 124 52 77 59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 164,886
Positions
28,715 12,319 14,081 17,534 18,088 11,574 6,315 10,893 39,319 3,708 1,502 9,313 34,327 47,797
Changes from: June 28, 2016 Total Change is: 21,324
745 458 5,243 1,827 766 5,002 1,011 335 5,122 66 -36 1,515 792 2,919
Percent of Open Interest Represented by Each Category of Trader
17.4 7.5 8.5 10.6 11.0 7.0 3.8 6.6 23.8 2.2 0.9 5.6 20.8 29.0
Number of Traders in Each Category Total Traders: 85
10 5 8 13 4 5 15 19 31 10 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 3,622,563
Positions
415,954 191,395 65,425 1,312,628 1,006,745 333,703 341,133 792,620 495,228 120,656 201,770 154,763 383,074 380,915
Changes from: June 28, 2016 Total Change is: -15,554
-4,868 35,490 -7,932 73,917 -36,418 -16,562 -1,679 54,524 -57,960 3,826 9,038 -5,298 1,001 9,563
Percent of Open Interest Represented by Each Category of Trader
11.5 5.3 1.8 36.2 27.8 9.2 9.4 21.9 13.7 3.3 5.6 4.3 10.6 10.5
Number of Traders in Each Category Total Traders: 619
42 26 32 116 92 104 74 150 116 46 73 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 81,178
Positions
5,035 16,727 426 39,448 51,924 5,635 19,275 2,641 86 0 514 0 11,273 3,225
Changes from: June 28, 2016 Total Change is: 1,528
2,530 691 0 -1,000 -404 874 -1,390 172 -19 0 -15 0 533 229
Percent of Open Interest Represented by Each Category of Trader
6.2 20.6 0.5 48.6 64.0 6.9 23.7 3.3 0.1 0.0 0.6 0.0 13.9 4.0
Number of Traders in Each Category Total Traders: 86
. 8 . 34 15 17 18 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 42,948
Positions
4,989 16,018 360 14,748 6,350 809 13,137 9,021 2,620 1,788 2,132 544 3,952 5,094
Changes from: June 28, 2016 Total Change is: -1,070
-1,124 2,379 -125 449 -5,566 164 -180 1,986 -330 67 335 -54 63 141
Percent of Open Interest Represented by Each Category of Trader
11.6 37.3 0.8 34.3 14.8 1.9 30.6 21.0 6.1 4.2 5.0 1.3 9.2 11.9
Number of Traders in Each Category Total Traders: 210
9 21 . 41 22 13 35 49 23 14 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 214,741
Positions
24,946 80,089 1,800 73,741 31,748 4,046 65,684 45,103 13,102 8,940 10,662 2,722 19,758 25,469
Changes from: June 28, 2016 Total Change is: -5,349
-5,621 11,895 -625 2,244 -27,829 821 -899 9,931 -1,649 335 1,674 -271 315 704
Percent of Open Interest Represented by Each Category of Trader
11.6 37.3 0.8 34.3 14.8 1.9 30.6 21.0 6.1 4.2 5.0 1.3 9.2 11.9
Number of Traders in Each Category Total Traders: 210
9 21 . 41 22 13 35 49 23 14 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 333,333
Positions
122,321 12,724 804 113,605 187,731 16,352 51,542 85,080 6,828 5,170 7,238 1,050 15,661 15,525
Changes from: June 28, 2016 Total Change is: -11,057
-3,556 -1,724 201 9,123 -3,938 -4,935 -13,502 -236 329 -258 736 34 1,508 -1,523
Percent of Open Interest Represented by Each Category of Trader
36.7 3.8 0.2 34.1 56.3 4.9 15.5 25.5 2.0 1.6 2.2 0.3 4.7 4.7
Number of Traders in Each Category Total Traders: 263
27 12 . 49 50 31 34 62 22 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 35,176
Positions
3,095 11,354 0 15,750 1,211 115 4,760 4,776 0 4,835 11,365 0 6,621 6,355
Changes from: June 28, 2016 Total Change is: 1,156
0 512 0 -165 623 -25 -246 142 0 1,114 20 0 478 -116
Percent of Open Interest Represented by Each Category of Trader
8.8 32.3 0.0 44.8 3.4 0.3 13.5 13.6 0.0 13.7 32.3 0.0 18.8 18.1
Number of Traders in Each Category Total Traders: 42
. 4 0 13 . . 6 7 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 75,103
Positions
14,950 8,391 517 23,861 1,954 337 19,954 13,433 657 3,728 0 0 11,099 49,814
Changes from: June 28, 2016 Total Change is: -344
2,686 3,422 -901 -3,534 -97 -45 2,081 310 282 537 0 0 -1,450 -3,315
Percent of Open Interest Represented by Each Category of Trader
19.9 11.2 0.7 31.8 2.6 0.4 26.6 17.9 0.9 5.0 0.0 0.0 14.8 66.3
Number of Traders in Each Category Total Traders: 79
13 8 . 14 4 . 24 11 5 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 210,437
Positions
16,613 104,336 692 130,023 65,879 14,302 37,045 17,437 2,079 3,937 1,503 0 5,746 4,209
Changes from: June 28, 2016 Total Change is: 3,801
873 1,598 -173 5,792 -6,845 -360 -911 9,811 -516 6 -178 0 -910 464
Percent of Open Interest Represented by Each Category of Trader
7.9 49.6 0.3 61.8 31.3 6.8 17.6 8.3 1.0 1.9 0.7 0.0 2.7 2.0
Number of Traders in Each Category Total Traders: 127
10 9 . 41 27 21 14 15 7 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 653,187
Positions
39,961 360,854 1,487 359,328 124,711 71,704 130,908 55,485 7,326 21,331 19,034 1,213 19,929 11,373
Changes from: June 28, 2016 Total Change is: 9,486
-6,894 7,104 201 26,841 -4,879 -7,066 -8,285 10,557 1,281 1,951 1,700 -100 1,557 688
Percent of Open Interest Represented by Each Category of Trader
6.1 55.2 0.2 55.0 19.1 11.0 20.0 8.5 1.1 3.3 2.9 0.2 3.1 1.7
Number of Traders in Each Category Total Traders: 292
23 23 6 90 41 37 43 27 13 29 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 696,024
Positions
8,523 45,966 23,856 216,525 171,470 98,840 77,837 71,998 87,484 5,589 30,188 13,983 163,387 152,239
Changes from: June 28, 2016 Total Change is: 29,476
-2,055 -11,586 3,989 15,395 7,658 7,087 -296 3,617 7,602 -1,269 5,025 2,925 -3,902 3,158
Percent of Open Interest Represented by Each Category of Trader
1.2 6.6 3.4 31.1 24.6 14.2 11.2 10.3 12.6 0.8 4.3 2.0 23.5 21.9
Number of Traders in Each Category Total Traders: 159
6 12 11 39 29 31 33 26 39 7 7 10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 582,316
Positions
2,161 70,156 34 298,836 111,595 79,185 32,539 209,437 11,598 11,535 10,869 2,366 144,062 87,076
Changes from: June 28, 2016 Total Change is: -1,574
192 1,184 -941 -9,894 -11,165 2,887 2,112 -8,751 -1,594 470 161 1,846 3,348 14,799
Percent of Open Interest Represented by Each Category of Trader
0.4 12.0 0.0 51.3 19.2 13.6 5.6 36.0 2.0 2.0 1.9 0.4 24.7 15.0
Number of Traders in Each Category Total Traders: 92
. 9 . 45 11 29 8 12 9 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 1,120,584
Positions
21,690 86,883 9,360 461,338 172,182 139,949 241,431 292,788 42,366 65,848 231,267 4,379 134,223 141,410
Changes from: June 28, 2016 Total Change is: 114,850
-2,502 5,076 741 117,689 1,891 1,422 -22,152 84,615 924 2,391 8,647 763 15,573 10,771
Percent of Open Interest Represented by Each Category of Trader
1.9 7.8 0.8 41.2 15.4 12.5 21.5 26.1 3.8 5.9 20.6 0.4 12.0 12.6
Number of Traders in Each Category Total Traders: 249
10 28 12 51 40 50 32 43 31 17 28 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 3,475,741
Positions
103,684 189,429 207,952 840,569 841,839 574,512 561,117 615,087 381,319 351,054 156,450 78,757 376,777 430,395
Changes from: June 28, 2016 Total Change is: 21,375
-2,499 -20,980 1,466 -38,290 92,467 27,345 55,733 -50,447 -1,562 -6,727 -18,933 1,038 -15,129 -9,019
Percent of Open Interest Represented by Each Category of Trader
3.0 5.5 6.0 24.2 24.2 16.5 16.1 17.7 11.0 10.1 4.5 2.3 10.8 12.4
Number of Traders in Each Category Total Traders: 377
24 32 44 65 75 78 65 58 84 22 36 32
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 139,287
Positions
4,659 7,684 1,126 29,423 50,271 2,549 41,091 2,671 2,106 2,670 2,210 0 55,663 70,670
Changes from: June 28, 2016 Total Change is: -4,231
2,181 -9,579 833 -2,627 -1,137 385 -12,956 0 560 0 -114 0 7,392 4,821
Percent of Open Interest Represented by Each Category of Trader
3.3 5.5 0.8 21.1 36.1 1.8 29.5 1.9 1.5 1.9 1.6 0.0 40.0 50.7
Number of Traders in Each Category Total Traders: 27
. . . 5 8 6 7 . . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 2,805,426
Positions
53,925 254,396 71,799 1,492,353 496,848 315,687 281,996 1,004,983 118,973 167,025 176,744 25,595 278,074 340,403
Changes from: June 28, 2016 Total Change is: -32,005
12,253 -28,997 -4,299 13,321 5,415 26,080 -41,322 1,221 -29,245 4,758 -20,747 873 -14,424 17,694
Percent of Open Interest Represented by Each Category of Trader
1.9 9.1 2.6 53.2 17.7 11.3 10.1 35.8 4.2 6.0 6.3 0.9 9.9 12.1
Number of Traders in Each Category Total Traders: 284
10 32 21 55 49 55 35 59 52 16 28 10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 837,890
Positions
254,257 99,322 249,407 2 45,763 20,199 79,331 129,068 169,909 9,329 39,164 35,804 19,653 49,254
Changes from: June 28, 2016 Total Change is: -119,050
-25,668 -32,504 -26,956 0 -2,145 -1,186 -20,115 -25,355 -19,643 -7,970 4,623 -13,467 -4,044 -2,416
Percent of Open Interest Represented by Each Category of Trader
30.3 11.9 29.8 0.0 5.5 2.4 9.5 15.4 20.3 1.1 4.7 4.3 2.3 5.9
Number of Traders in Each Category Total Traders: 128
18 30 38 . 10 5 13 39 30 . 9 10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 is18,147,388
Positions
3,184,261 1,372,513 3,178,025 266,372 1,634,595 540,126 799,841 880,373 7,480,998 494,391 548,814 1,320,498 882,876 1,191,446
Changes from: June 28, 2016 Total Change is: 385,862
-17,757 24,384 87,284 10,380 -55,502 19,974 79,922 -26,311 99,981 -2,989 122,592 53,004 56,064 60,456
Percent of Open Interest Represented by Each Category of Trader
17.5 7.6 17.5 1.5 9.0 3.0 4.4 4.9 41.2 2.7 3.0 7.3 4.9 6.6
Number of Traders in Each Category Total Traders: 310
29 54 81 9 32 27 45 88 110 21 27 33
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 25,914
Positions
4,232 3,230 0 7 11,015 146 12,218 8,981 0 8,714 1,923 508 89 111
Changes from: June 28, 2016 Total Change is: 205
24 206 0 7 -455 -7 -122 544 0 464 78 -174 13 13
Percent of Open Interest Represented by Each Category of Trader
16.3 12.5 0.0 0.0 42.5 0.6 47.1 34.7 0.0 33.6 7.4 2.0 0.3 0.4
Number of Traders in Each Category Total Traders: 43
. 5 0 . 12 . . 9 0 4 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 26,769
Positions
7,737 3,628 0 252 10,453 475 17,419 7,964 0 791 4,138 49 46 62
Changes from: June 28, 2016 Total Change is: 1,901
-1,079 2,104 0 34 181 0 2,850 -404 0 99 50 0 -3 -30
Percent of Open Interest Represented by Each Category of Trader
28.9 13.6 0.0 0.9 39.0 1.8 65.1 29.8 0.0 3.0 15.5 0.2 0.2 0.2
Number of Traders in Each Category Total Traders: 33
4 4 0 . 4 . 7 7 0 . 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 51,696
Positions
191 11,089 0 17,253 0 1,825 6,379 32,092 3,895 14,799 848 54 7,300 1,894
Changes from: June 28, 2016 Total Change is: 3,370
11 204 0 452 -57 19 -567 3,876 557 1,646 249 -13 1,264 -1,465
Percent of Open Interest Represented by Each Category of Trader
0.4 21.5 0.0 33.4 0.0 3.5 12.3 62.1 7.5 28.6 1.6 0.1 14.1 3.7
Number of Traders in Each Category Total Traders: 114
. 5 0 14 0 4 22 26 14 38 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 412,513
Positions
98,895 54,424 21,379 101,815 14,641 51,899 37,434 159,026 59,935 6,151 10,629 12,391 22,614 28,189
Changes from: June 28, 2016 Total Change is: 39,357
-2,890 15,265 874 39,031 -13,653 -6,386 445 35,032 9,235 1,915 1,834 1,515 -4,382 -4,359
Percent of Open Interest Represented by Each Category of Trader
24.0 13.2 5.2 24.7 3.5 12.6 9.1 38.6 14.5 1.5 2.6 3.0 5.5 6.8
Number of Traders in Each Category Total Traders: 184
14 15 17 19 12 10 33 62 56 13 7 11
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,466
Positions
624 2,874 0 11,587 1,799 519 2,575 10,842 390 650 0 0 121 42
Changes from: June 28, 2016 Total Change is: 233
-342 0 0 514 0 13 -190 220 0 305 0 0 -67 0
Percent of Open Interest Represented by Each Category of Trader
3.8 17.5 0.0 70.4 10.9 3.2 15.6 65.8 2.4 3.9 0.0 0.0 0.7 0.3
Number of Traders in Each Category Total Traders: 34
. . 0 9 . . 10 5 . 4 0 0
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Updated July 8, 2016