Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 128,957
Positions
44 55,122 3,642 50,570 7,654 1,878 22,651 19,443 10,350 7,819 3,989 1,014 30,989 25,865
Changes from: July 5, 2016 Total Change is: -3,963
43 2,654 -103 -2,078 -553 55 142 -6,157 -3 -779 -93 -145 -1,095 382
Percent of Open Interest Represented by Each Category of Trader
0.0 42.7 2.8 39.2 5.9 1.5 17.6 15.1 8.0 6.1 3.1 0.8 24.0 20.1
Number of Traders in Each Category Total Traders: 87
. 7 7 11 8 6 21 23 17 9 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 41,116
Positions
19,919 1,362 1,020 1,986 1,959 127 10,159 16,909 1,756 0 0 0 6,149 17,983
Changes from: July 5, 2016 Total Change is: 3,742
3,974 -696 -425 46 265 0 561 2,578 -514 0 0 0 100 2,535
Percent of Open Interest Represented by Each Category of Trader
48.4 3.3 2.5 4.8 4.8 0.3 24.7 41.1 4.3 0.0 0.0 0.0 15.0 43.7
Number of Traders in Each Category Total Traders: 39
5 . . . . . 12 13 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 265,994
Positions
158,536 4,276 7,836 7,811 84,613 4,236 32,959 70,570 28,003 2,535 18,329 4,267 19,810 43,863
Changes from: July 5, 2016 Total Change is: -19,893
16,423 807 -3,448 2,362 -2,822 -5,420 -3,916 3,877 -11,656 -1,680 1,896 -7,082 -5,476 3,955
Percent of Open Interest Represented by Each Category of Trader
59.6 1.6 2.9 2.9 31.8 1.6 12.4 26.5 10.5 1.0 6.9 1.6 7.4 16.5
Number of Traders in Each Category Total Traders: 122
9 8 11 4 24 6 21 40 26 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 208,220
Positions
21,496 3,168 10,544 26,365 43,574 7,802 75,800 23,252 29,008 410 47,605 7,801 28,994 35,465
Changes from: July 5, 2016 Total Change is: 6,962
10,019 -6,829 -1,399 -3,457 -2,582 -913 6,768 3,725 -3,565 10 12,863 328 -829 5,334
Percent of Open Interest Represented by Each Category of Trader
10.3 1.5 5.1 12.7 20.9 3.7 36.4 11.2 13.9 0.2 22.9 3.7 13.9 17.0
Number of Traders in Each Category Total Traders: 117
7 5 10 13 21 9 32 26 16 . 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 433,770
Positions
124,954 10,254 19,745 120,372 96,921 22,312 38,497 136,964 38,169 17,175 35,839 8,453 44,093 65,113
Changes from: July 5, 2016 Total Change is: -17,231
14,389 326 -9,935 3,917 830 -5,978 -6,764 12,225 -11,938 958 -3,115 -1,814 -65 2,168
Percent of Open Interest Represented by Each Category of Trader
28.8 2.4 4.6 27.8 22.3 5.1 8.9 31.6 8.8 4.0 8.3 1.9 10.2 15.0
Number of Traders in Each Category Total Traders: 223
18 8 17 36 38 32 26 49 31 23 23 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 30,858
Positions
1,137 20,552 190 15,453 0 1,131 997 4,731 3 1,133 0 0 10,814 4,251
Changes from: July 5, 2016 Total Change is: 1,611
236 518 -1 635 0 -135 521 1,395 -3 0 0 0 358 -163
Percent of Open Interest Represented by Each Category of Trader
3.7 66.6 0.6 50.1 0.0 3.7 3.2 15.3 0.0 3.7 0.0 0.0 35.0 13.8
Number of Traders in Each Category Total Traders: 21
. . . 9 0 4 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 107,046
Positions
3,565 32,683 2,281 16,812 7,713 1,976 36,946 19,184 11,608 674 5,695 3,707 29,478 22,200
Changes from: July 5, 2016 Total Change is: 12,572
-1,854 19,275 -2,303 4,074 -580 -232 14,032 -2,719 -3,195 -1,120 2,506 -1,661 4,832 1,482
Percent of Open Interest Represented by Each Category of Trader
3.3 30.5 2.1 15.7 7.2 1.8 34.5 17.9 10.8 0.6 5.3 3.5 27.5 20.7
Number of Traders in Each Category Total Traders: 86
. 6 6 10 8 7 28 19 14 . 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 38,581
Positions
13,130 32,507 350 4,410 0 0 19,053 5,276 0 516 0 0 1,122 448
Changes from: July 5, 2016 Total Change is: 2,313
105 2,784 0 150 0 0 1,856 -285 0 9 -102 0 193 -84
Percent of Open Interest Represented by Each Category of Trader
34.0 84.3 0.9 11.4 0.0 0.0 49.4 13.7 0.0 1.3 0.0 0.0 2.9 1.2
Number of Traders in Each Category Total Traders: 25
. 8 . . 0 0 6 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 97,750
Positions
36,799 33,749 71 22,822 4,313 807 28,988 46,962 1,964 1,992 4,083 41 4,267 5,760
Changes from: July 5, 2016 Total Change is: -5,990
-3,003 -3,577 71 -9,954 -55 544 6,214 -3,889 373 -699 567 40 423 -63
Percent of Open Interest Represented by Each Category of Trader
37.6 34.5 0.1 23.3 4.4 0.8 29.7 48.0 2.0 2.0 4.2 0.0 4.4 5.9
Number of Traders in Each Category Total Traders: 117
5 7 . 9 9 . 26 45 12 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 26,973
Positions
302 21,113 0 6,018 0 0 17,584 2,651 959 433 1,512 0 1,677 738
Changes from: July 5, 2016 Total Change is: 778
302 1,000 -136 -52 0 0 663 -523 173 -130 375 0 -42 -111
Percent of Open Interest Represented by Each Category of Trader
1.1 78.3 0.0 22.3 0.0 0.0 65.2 9.8 3.6 1.6 5.6 0.0 6.2 2.7
Number of Traders in Each Category Total Traders: 29
. . 0 . 0 0 9 6 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 44,750
Positions
1,798 10,285 67 1,929 21,847 34 32,854 6,364 1,034 1,482 2,211 0 5,552 2,908
Changes from: July 5, 2016 Total Change is: 516
-271 2,038 67 174 -204 -130 -7 -1,070 -296 300 44 0 679 67
Percent of Open Interest Represented by Each Category of Trader
4.0 23.0 0.1 4.3 48.8 0.1 73.4 14.2 2.3 3.3 4.9 0.0 12.4 6.5
Number of Traders in Each Category Total Traders: 84
. 6 . 8 5 . 44 11 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 57,397
Positions
11,990 32,706 112 6,766 779 306 27,621 7,732 700 1,103 3,827 448 8,351 10,788
Changes from: July 5, 2016 Total Change is: 6,547
1,107 987 -207 827 -85 -1 3,490 2,935 51 30 794 64 1,187 2,009
Percent of Open Interest Represented by Each Category of Trader
20.9 57.0 0.2 11.8 1.4 0.5 48.1 13.5 1.2 1.9 6.7 0.8 14.6 18.8
Number of Traders in Each Category Total Traders: 100
14 20 . 9 . . 29 13 6 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 114,794
Positions
23,980 65,411 223 13,532 1,558 611 55,241 15,464 1,400 2,207 7,654 897 16,703 21,576
Changes from: July 5, 2016 Total Change is: 13,094
2,214 1,975 -415 1,653 -170 -1 6,980 5,870 101 59 1,587 128 2,374 4,018
Percent of Open Interest Represented by Each Category of Trader
20.9 57.0 0.2 11.8 1.4 0.5 48.1 13.5 1.2 1.9 6.7 0.8 14.6 18.8
Number of Traders in Each Category Total Traders: 100
14 20 . 9 . . 29 13 6 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,020,681
Positions
95,419 56,246 54,243 280,272 230,465 92,982 79,063 147,917 220,698 26,991 38,906 56,912 114,101 122,312
Changes from: July 5, 2016 Total Change is: 131,282
-10,731 11,404 21,321 1,836 12,652 13,043 13,521 -12,501 73,336 1,685 -416 14,112 3,160 -1,667
Percent of Open Interest Represented by Each Category of Trader
9.3 5.5 5.3 27.5 22.6 9.1 7.7 14.5 21.6 2.6 3.8 5.6 11.2 12.0
Number of Traders in Each Category Total Traders: 664
41 32 38 119 94 110 89 144 128 50 94 71
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 258,427
Positions
37,408 17,576 30,654 15,857 34,151 26,080 17,101 18,497 72,186 8,024 1,353 14,117 37,000 43,813
Changes from: July 5, 2016 Total Change is: 93,541
8,693 5,256 16,573 -1,677 16,063 14,506 10,786 7,604 32,867 4,316 -148 4,804 2,673 -3,983
Percent of Open Interest Represented by Each Category of Trader
14.5 6.8 11.9 6.1 13.2 10.1 6.6 7.2 27.9 3.1 0.5 5.5 14.3 17.0
Number of Traders in Each Category Total Traders: 85
9 6 8 10 5 5 24 13 34 10 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 3,811,270
Positions
332,492 235,790 75,506 1,326,998 986,492 329,584 384,026 721,315 668,350 125,695 218,625 183,113 385,506 392,494
Changes from: July 5, 2016 Total Change is: 188,707
-83,461 44,395 10,081 14,370 -20,252 -4,119 42,893 -71,304 173,122 5,039 16,854 28,351 2,431 11,579
Percent of Open Interest Represented by Each Category of Trader
8.7 6.2 2.0 34.8 25.9 8.6 10.1 18.9 17.5 3.3 5.7 4.8 10.1 10.3
Number of Traders in Each Category Total Traders: 640
39 34 33 117 90 106 82 144 119 44 90 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 81,177
Positions
3,882 18,488 426 38,858 49,516 5,619 20,633 2,765 235 0 537 0 11,524 3,591
Changes from: July 5, 2016 Total Change is: -1
-1,153 1,761 0 -590 -2,408 -16 1,358 124 149 0 23 0 251 366
Percent of Open Interest Represented by Each Category of Trader
4.8 22.8 0.5 47.9 61.0 6.9 25.4 3.4 0.3 0.0 0.7 0.0 14.2 4.4
Number of Traders in Each Category Total Traders: 91
4 8 . 35 15 16 21 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 50,188
Positions
4,593 20,210 399 15,866 5,722 686 17,138 11,465 3,640 1,951 2,246 752 5,163 5,067
Changes from: July 5, 2016 Total Change is: 7,239
-396 4,193 39 1,117 -628 -124 4,001 2,444 1,020 163 114 207 1,212 -26
Percent of Open Interest Represented by Each Category of Trader
9.2 40.3 0.8 31.6 11.4 1.4 34.1 22.8 7.3 3.9 4.5 1.5 10.3 10.1
Number of Traders in Each Category Total Traders: 218
7 24 . 42 19 10 38 51 25 17 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 250,938
Positions
22,966 101,052 1,994 79,328 28,610 3,428 85,691 57,324 18,201 9,753 11,232 3,760 25,816 25,337
Changes from: July 5, 2016 Total Change is: 36,197
-1,980 20,963 195 5,587 -3,138 -618 20,007 12,220 5,099 813 571 1,037 6,058 -132
Percent of Open Interest Represented by Each Category of Trader
9.2 40.3 0.8 31.6 11.4 1.4 34.1 22.8 7.3 3.9 4.5 1.5 10.3 10.1
Number of Traders in Each Category Total Traders: 218
7 24 . 42 19 10 38 51 25 17 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 334,124
Positions
105,244 24,734 1,475 125,987 173,070 13,473 55,022 88,817 8,424 5,256 8,108 1,297 17,946 14,726
Changes from: July 5, 2016 Total Change is: 791
-17,077 12,010 671 12,382 -14,661 -2,879 3,479 3,737 1,596 86 870 247 2,286 -800
Percent of Open Interest Represented by Each Category of Trader
31.5 7.4 0.4 37.7 51.8 4.0 16.5 26.6 2.5 1.6 2.4 0.4 5.4 4.4
Number of Traders in Each Category Total Traders: 273
27 14 . 54 46 28 47 56 19 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 36,637
Positions
3,082 14,244 0 17,172 1,212 111 4,648 4,103 0 4,939 11,045 0 6,685 5,922
Changes from: July 5, 2016 Total Change is: 1,461
-13 2,890 0 1,422 1 -4 -112 -673 0 104 -320 0 64 -433
Percent of Open Interest Represented by Each Category of Trader
8.4 38.9 0.0 46.9 3.3 0.3 12.7 11.2 0.0 13.5 30.1 0.0 18.2 16.2
Number of Traders in Each Category Total Traders: 43
. 4 0 15 . . 6 6 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 81,590
Positions
19,389 10,254 382 26,528 1,877 335 21,207 15,857 1,308 3,416 200 0 9,025 51,377
Changes from: July 5, 2016 Total Change is: 6,487
4,439 1,863 -135 2,667 -77 -2 1,253 2,424 651 -312 200 0 -2,074 1,563
Percent of Open Interest Represented by Each Category of Trader
23.8 12.6 0.5 32.5 2.3 0.4 26.0 19.4 1.6 4.2 0.2 0.0 11.1 63.0
Number of Traders in Each Category Total Traders: 89
14 10 4 17 . . 28 13 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 220,432
Positions
15,321 114,671 541 139,696 63,413 14,764 37,260 18,950 2,071 3,743 1,721 0 7,036 4,301
Changes from: July 5, 2016 Total Change is: 9,995
-1,292 10,335 -151 9,673 -2,466 462 215 1,513 -8 -194 218 0 1,290 92
Percent of Open Interest Represented by Each Category of Trader
7.0 52.0 0.2 63.4 28.8 6.7 16.9 8.6 0.9 1.7 0.8 0.0 3.2 2.0
Number of Traders in Each Category Total Traders: 124
9 10 . 41 26 22 12 15 6 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 690,045
Positions
40,112 390,228 1,719 384,238 114,358 74,169 136,898 72,526 7,611 22,474 18,045 1,167 21,657 10,222
Changes from: July 5, 2016 Total Change is: 36,858
151 29,374 232 24,910 -10,353 2,465 5,990 17,041 285 1,143 -989 -46 1,728 -1,151
Percent of Open Interest Represented by Each Category of Trader
5.8 56.6 0.2 55.7 16.6 10.7 19.8 10.5 1.1 3.3 2.6 0.2 3.1 1.5
Number of Traders in Each Category Total Traders: 295
20 24 6 97 37 39 47 26 15 31 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 724,214
Positions
6,841 49,569 23,820 240,918 170,682 107,622 82,713 78,500 88,048 4,155 31,251 12,603 157,495 162,120
Changes from: July 5, 2016 Total Change is: 28,190
-1,682 3,603 -36 24,393 -788 8,782 4,876 6,502 564 -1,434 1,063 -1,380 -5,892 9,881
Percent of Open Interest Represented by Each Category of Trader
0.9 6.8 3.3 33.3 23.6 14.9 11.4 10.8 12.2 0.6 4.3 1.7 21.7 22.4
Number of Traders in Each Category Total Traders: 168
4 17 11 43 27 35 28 35 40 6 8 10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 584,724
Positions
1 65,017 1,323 275,558 113,135 95,395 41,443 205,127 13,157 14,987 9,402 497 142,363 81,671
Changes from: July 5, 2016 Total Change is: 2,408
-2,160 -5,139 1,289 -23,278 1,540 16,210 8,904 -4,310 1,559 3,452 -1,467 -1,869 -1,699 -5,405
Percent of Open Interest Represented by Each Category of Trader
0.0 11.1 0.2 47.1 19.3 16.3 7.1 35.1 2.3 2.6 1.6 0.1 24.3 14.0
Number of Traders in Each Category Total Traders: 96
. 8 . 45 11 29 12 13 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 1,055,058
Positions
46,026 63,632 12,172 357,324 174,064 146,707 251,966 242,003 45,371 68,834 227,702 5,388 121,270 138,019
Changes from: July 5, 2016 Total Change is: -65,526
24,336 -23,251 2,812 -104,014 1,883 6,758 10,535 -50,785 3,005 2,986 -3,565 1,009 -12,953 -3,392
Percent of Open Interest Represented by Each Category of Trader
4.4 6.0 1.2 33.9 16.5 13.9 23.9 22.9 4.3 6.5 21.6 0.5 11.5 13.1
Number of Traders in Each Category Total Traders: 254
10 27 12 51 39 49 34 45 34 19 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 3,559,653
Positions
109,504 158,944 238,110 889,422 962,913 546,396 553,821 595,459 384,646 362,356 163,159 79,519 395,879 430,506
Changes from: July 5, 2016 Total Change is: 83,912
5,820 -30,486 30,158 48,853 121,074 -28,116 -7,296 -19,628 3,327 11,302 6,709 762 19,101 111
Percent of Open Interest Represented by Each Category of Trader
3.1 4.5 6.7 25.0 27.1 15.3 15.6 16.7 10.8 10.2 4.6 2.2 11.1 12.1
Number of Traders in Each Category Total Traders: 375
27 29 45 62 77 77 65 60 82 24 31 30
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Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 153,788
Positions
14,206 5,579 876 21,919 68,647 1,959 52,495 2,408 3,805 3,363 0 0 55,165 70,514
Changes from: July 5, 2016 Total Change is: 14,501
9,547 -2,105 -250 -7,504 18,376 -590 11,404 -263 1,699 693 -2,210 0 -498 -156
Percent of Open Interest Represented by Each Category of Trader
9.2 3.6 0.6 14.3 44.6 1.3 34.1 1.6 2.5 2.2 0.0 0.0 35.9 45.9
Number of Traders in Each Category Total Traders: 29
. . . 4 10 6 9 . 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 2,898,766
Positions
61,340 284,279 75,706 1,554,140 583,266 287,660 290,506 976,876 133,012 187,510 190,148 25,748 283,143 342,070
Changes from: July 5, 2016 Total Change is: 93,340
7,416 29,884 3,908 61,787 86,418 -28,027 8,510 -28,106 14,039 20,485 13,404 153 5,069 1,667
Percent of Open Interest Represented by Each Category of Trader
2.1 9.8 2.6 53.6 20.1 9.9 10.0 33.7 4.6 6.5 6.6 0.9 9.8 11.8
Number of Traders in Each Category Total Traders: 301
11 35 26 55 54 59 41 58 57 15 32 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 815,533
Positions
232,613 106,943 258,549 0 32,567 21,948 72,868 99,314 179,481 574 38,861 29,552 19,948 48,318
Changes from: July 5, 2016 Total Change is: -22,357
-21,644 7,621 9,143 -2 -13,196 1,749 -6,463 -29,754 9,572 -8,755 -303 -6,252 295 -937
Percent of Open Interest Represented by Each Category of Trader
28.5 13.1 31.7 0.0 4.0 2.7 8.9 12.2 22.0 0.1 4.8 3.6 2.4 5.9
Number of Traders in Each Category Total Traders: 126
16 33 39 0 12 5 12 38 31 . 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 is18,941,726
Positions
3,277,899 1,258,859 3,337,217 298,243 1,653,682 571,814 858,908 1,138,013 7,991,830 524,268 572,477 1,211,521 870,027 1,206,313
Changes from: July 5, 2016 Total Change is: 794,338
93,638 -113,654 159,192 31,871 19,087 31,687 59,067 257,640 510,831 29,877 23,664 -108,976 -12,849 14,867
Percent of Open Interest Represented by Each Category of Trader
17.3 6.6 17.6 1.6 8.7 3.0 4.5 6.0 42.2 2.8 3.0 6.4 4.6 6.4
Number of Traders in Each Category Total Traders: 316
32 50 78 11 27 26 58 83 116 23 27 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 24,886
Positions
4,297 2,901 0 7 10,956 158 11,467 8,674 0 8,470 1,723 383 104 91
Changes from: July 5, 2016 Total Change is: -1,028
65 -329 0 0 -59 12 -751 -307 0 -244 -200 -125 15 -20
Percent of Open Interest Represented by Each Category of Trader
17.3 11.7 0.0 0.0 44.0 0.6 46.1 34.9 0.0 34.0 6.9 1.5 0.4 0.4
Number of Traders in Each Category Total Traders: 45
. 5 0 . 12 . . 11 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 27,563
Positions
6,932 5,468 0 391 9,989 371 18,714 7,677 0 1,029 3,938 49 77 71
Changes from: July 5, 2016 Total Change is: 794
-805 1,840 0 139 -464 -104 1,295 -287 0 238 -200 0 31 9
Percent of Open Interest Represented by Each Category of Trader
25.1 19.8 0.0 1.4 36.2 1.3 67.9 27.9 0.0 3.7 14.3 0.2 0.3 0.3
Number of Traders in Each Category Total Traders: 32
. 5 0 . 4 . 8 6 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 52,816
Positions
210 12,628 0 16,129 0 1,753 6,660 31,129 4,728 16,018 565 10 7,308 2,003
Changes from: July 5, 2016 Total Change is: 1,120
19 1,539 0 -1,124 0 -72 281 -963 834 1,219 -283 -44 8 109
Percent of Open Interest Represented by Each Category of Trader
0.4 23.9 0.0 30.5 0.0 3.3 12.6 58.9 9.0 30.3 1.1 0.0 13.8 3.8
Number of Traders in Each Category Total Traders: 115
. 5 0 14 0 . 26 25 14 37 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 466,233
Positions
110,745 70,643 29,839 104,780 18,279 45,612 64,430 181,722 64,682 7,032 10,040 14,760 24,353 30,656
Changes from: July 5, 2016 Total Change is: 53,720
11,850 16,219 8,460 2,965 3,638 -6,287 26,996 22,696 4,747 881 -589 2,369 1,739 2,467
Percent of Open Interest Represented by Each Category of Trader
23.8 15.2 6.4 22.5 3.9 9.8 13.8 39.0 13.9 1.5 2.2 3.2 5.2 6.6
Number of Traders in Each Category Total Traders: 206
13 16 18 18 15 12 42 64 64 15 10 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 12, 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 16,624
Positions
292 2,874 0 11,207 1,299 482 3,451 11,547 390 660 0 0 142 32
Changes from: July 5, 2016 Total Change is: 158
-332 0 0 -380 -500 -37 876 705 0 10 0 0 21 -10
Percent of Open Interest Represented by Each Category of Trader
1.8 17.3 0.0 67.4 7.8 2.9 20.8 69.5 2.3 4.0 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 32
. . 0 8 . . 9 5 . 4 0 0
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Updated July 15, 2016