Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 132,510
Positions
297 60,099 3,385 53,497 7,814 2,347 22,618 17,767 9,206 7,180 3,319 1,559 32,422 27,016
Changes from: July 12, 2016 Total Change is: 3,553
253 4,976 -257 2,926 160 468 -33 -1,675 -1,144 -639 -670 545 1,433 1,151
Percent of Open Interest Represented by Each Category of Trader
0.2 45.4 2.6 40.4 5.9 1.8 17.1 13.4 6.9 5.4 2.5 1.2 24.5 20.4
Number of Traders in Each Category Total Traders: 83
. 7 7 11 9 6 20 21 16 8 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 43,920
Positions
22,352 1,179 1,025 1,843 2,210 127 10,364 18,528 1,590 0 0 0 6,619 19,260
Changes from: July 12, 2016 Total Change is: 2,804
2,433 -183 5 -143 251 0 205 1,619 -166 0 0 0 470 1,277
Percent of Open Interest Represented by Each Category of Trader
50.9 2.7 2.3 4.2 5.0 0.3 23.6 42.2 3.6 0.0 0.0 0.0 15.1 43.9
Number of Traders in Each Category Total Traders: 37
5 . 4 . . . 12 11 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 259,827
Positions
161,012 3,930 10,385 7,351 69,929 4,578 19,717 75,140 29,302 1,902 14,450 5,770 19,811 46,343
Changes from: July 12, 2016 Total Change is: -6,167
2,476 -346 2,549 -460 -14,684 342 -13,242 4,569 1,298 -633 -3,880 1,503 1 2,481
Percent of Open Interest Represented by Each Category of Trader
62.0 1.5 4.0 2.8 26.9 1.8 7.6 28.9 11.3 0.7 5.6 2.2 7.6 17.8
Number of Traders in Each Category Total Traders: 117
10 6 11 . 27 6 18 39 26 5 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 211,128
Positions
22,613 1,838 12,332 26,954 40,223 10,027 68,303 24,609 31,720 6 49,903 7,372 31,801 33,104
Changes from: July 12, 2016 Total Change is: 2,908
1,118 -1,330 1,788 589 -3,352 2,224 -7,497 1,357 2,712 -404 2,297 -429 2,806 -2,361
Percent of Open Interest Represented by Each Category of Trader
10.7 0.9 5.8 12.8 19.1 4.7 32.4 11.7 15.0 0.0 23.6 3.5 15.1 15.7
Number of Traders in Each Category Total Traders: 113
7 5 9 13 21 11 27 29 19 . 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 457,340
Positions
139,765 11,012 20,988 118,508 93,250 23,504 40,328 152,246 41,942 19,634 37,162 8,593 44,080 68,644
Changes from: July 12, 2016 Total Change is: 23,570
14,811 758 1,243 -1,864 -3,671 1,192 1,831 15,282 3,773 2,458 1,323 140 -13 3,531
Percent of Open Interest Represented by Each Category of Trader
30.6 2.4 4.6 25.9 20.4 5.1 8.8 33.3 9.2 4.3 8.1 1.9 9.6 15.0
Number of Traders in Each Category Total Traders: 238
18 10 17 33 40 33 26 59 34 25 24 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,160
Positions
1,125 20,889 190 16,242 0 1,128 558 5,364 3 1,133 0 0 10,781 3,586
Changes from: July 12, 2016 Total Change is: 302
-12 337 0 789 0 -3 -439 633 0 0 0 0 -33 -665
Percent of Open Interest Represented by Each Category of Trader
3.6 67.0 0.6 52.1 0.0 3.6 1.8 17.2 0.0 3.6 0.0 0.0 34.6 11.5
Number of Traders in Each Category Total Traders: 21
. . . 10 0 4 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 117,933
Positions
3,202 39,875 2,821 17,322 8,157 3,002 45,856 18,003 13,071 4,294 5,343 3,606 24,758 24,055
Changes from: July 12, 2016 Total Change is: 10,887
-363 7,192 541 510 444 1,027 8,911 -1,181 1,463 3,620 -352 -100 -4,720 1,854
Percent of Open Interest Represented by Each Category of Trader
2.7 33.8 2.4 14.7 6.9 2.5 38.9 15.3 11.1 3.6 4.5 3.1 21.0 20.4
Number of Traders in Each Category Total Traders: 93
4 5 7 10 10 7 28 22 15 6 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 38,785
Positions
10,685 32,955 350 4,410 0 0 21,525 5,055 0 530 0 0 1,285 425
Changes from: July 12, 2016 Total Change is: 204
-2,445 448 0 0 0 0 2,472 -221 0 14 0 0 163 -23
Percent of Open Interest Represented by Each Category of Trader
27.5 85.0 0.9 11.4 0.0 0.0 55.5 13.0 0.0 1.4 0.0 0.0 3.3 1.1
Number of Traders in Each Category Total Traders: 23
. 7 . . 0 0 6 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 104,115
Positions
38,226 33,901 121 24,049 4,799 944 25,414 44,671 8,916 2,537 4,226 138 3,770 6,399
Changes from: July 12, 2016 Total Change is: 6,365
1,427 152 50 1,227 486 137 -3,574 -2,291 6,952 545 143 97 -497 638
Percent of Open Interest Represented by Each Category of Trader
36.7 32.6 0.1 23.1 4.6 0.9 24.4 42.9 8.6 2.4 4.1 0.1 3.6 6.1
Number of Traders in Each Category Total Traders: 123
7 7 . 9 8 4 17 56 17 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 26,199
Positions
302 21,216 38 6,037 0 0 17,630 2,432 251 433 1,572 0 1,508 690
Changes from: July 12, 2016 Total Change is: -774
0 103 38 19 0 0 46 -219 -708 0 60 0 -169 -48
Percent of Open Interest Represented by Each Category of Trader
1.2 81.0 0.1 23.0 0.0 0.0 67.3 9.3 1.0 1.7 6.0 0.0 5.8 2.6
Number of Traders in Each Category Total Traders: 31
. 4 . 4 0 0 10 5 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 41,199
Positions
2,097 10,398 121 1,711 19,488 159 29,862 5,061 1,156 1,427 2,077 0 4,666 2,739
Changes from: July 12, 2016 Total Change is: -3,551
299 113 54 -218 -2,359 125 -2,992 -1,303 122 -55 -134 0 -886 -169
Percent of Open Interest Represented by Each Category of Trader
5.1 25.2 0.3 4.2 47.3 0.4 72.5 12.3 2.8 3.5 5.0 0.0 11.3 6.6
Number of Traders in Each Category Total Traders: 83
. 6 . 7 5 . 40 14 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 64,006
Positions
11,928 37,446 120 7,645 824 266 34,502 8,378 419 1,094 4,669 273 7,759 11,611
Changes from: July 12, 2016 Total Change is: 6,609
-62 4,741 8 879 45 -40 6,882 646 -281 -10 842 -176 -592 823
Percent of Open Interest Represented by Each Category of Trader
18.6 58.5 0.2 11.9 1.3 0.4 53.9 13.1 0.7 1.7 7.3 0.4 12.1 18.1
Number of Traders in Each Category Total Traders: 111
14 21 . 8 . . 36 11 . 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 128,012
Positions
23,856 74,892 240 15,290 1,648 532 69,005 16,757 838 2,187 9,339 545 15,519 23,221
Changes from: July 12, 2016 Total Change is: 13,218
-124 9,481 17 1,758 90 -79 13,764 1,293 -562 -20 1,684 -351 -1,184 1,646
Percent of Open Interest Represented by Each Category of Trader
18.6 58.5 0.2 11.9 1.3 0.4 53.9 13.1 0.7 1.7 7.3 0.4 12.1 18.1
Number of Traders in Each Category Total Traders: 111
14 21 . 8 . . 36 11 . 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 986,228
Positions
84,110 70,100 57,615 296,226 225,133 85,106 80,610 144,333 190,733 26,259 39,574 56,233 109,335 117,401
Changes from: July 12, 2016 Total Change is: -34,453
-11,309 13,854 3,372 15,954 -5,332 -7,875 1,547 -3,584 -29,965 -732 668 -679 -4,766 -4,911
Percent of Open Interest Represented by Each Category of Trader
8.5 7.1 5.8 30.0 22.8 8.6 8.2 14.6 19.3 2.7 4.0 5.7 11.1 11.9
Number of Traders in Each Category Total Traders: 673
41 35 38 124 92 110 87 154 127 55 84 66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 245,233
Positions
39,072 22,399 29,086 16,114 32,038 28,177 16,215 19,803 58,405 7,892 1,280 13,915 36,356 40,130
Changes from: July 12, 2016 Total Change is: -13,194
1,665 4,823 -1,568 257 -2,113 2,097 -886 1,306 -13,780 -132 -73 -202 -644 -3,684
Percent of Open Interest Represented by Each Category of Trader
15.9 9.1 11.9 6.6 13.1 11.5 6.6 8.1 23.8 3.2 0.5 5.7 14.8 16.4
Number of Traders in Each Category Total Traders: 81
10 7 8 10 4 5 20 14 31 10 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 3,704,975
Positions
287,026 300,343 80,807 1,400,562 965,477 284,646 398,963 699,635 584,651 125,148 224,783 178,277 364,895 386,357
Changes from: July 12, 2016 Total Change is: -106,295
-45,466 64,553 5,301 73,564 -21,016 -44,938 14,937 -21,680 -83,699 -546 6,158 -4,837 -20,611 -6,137
Percent of Open Interest Represented by Each Category of Trader
7.7 8.1 2.2 37.8 26.1 7.7 10.8 18.9 15.8 3.4 6.1 4.8 9.8 10.4
Number of Traders in Each Category Total Traders: 651
40 36 32 122 88 106 83 151 117 49 82 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 80,097
Positions
1,656 21,223 426 38,715 46,008 5,127 21,843 2,917 138 205 495 0 11,987 3,763
Changes from: July 12, 2016 Total Change is: -1,080
-2,226 2,735 0 -143 -3,508 -492 1,210 152 -97 205 -42 0 463 172
Percent of Open Interest Represented by Each Category of Trader
2.1 26.5 0.5 48.3 57.4 6.4 27.3 3.6 0.2 0.3 0.6 0.0 15.0 4.7
Number of Traders in Each Category Total Traders: 89
. 9 . 34 14 17 19 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 53,748
Positions
4,087 25,887 554 15,246 5,483 811 22,087 11,013 2,786 2,103 2,180 583 5,492 4,451
Changes from: July 12, 2016 Total Change is: 3,561
-507 5,677 155 -620 -239 125 4,948 -452 -854 152 -66 -169 329 -617
Percent of Open Interest Represented by Each Category of Trader
7.6 48.2 1.0 28.4 10.2 1.5 41.1 20.5 5.2 3.9 4.1 1.1 10.2 8.3
Number of Traders in Each Category Total Traders: 228
7 28 4 40 20 10 52 43 21 21 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 268,741
Positions
20,433 129,435 2,770 76,229 27,414 4,053 110,433 55,064 13,932 10,513 10,902 2,917 27,461 22,253
Changes from: July 12, 2016 Total Change is: 17,803
-2,533 28,383 776 -3,099 -1,196 625 24,742 -2,259 -4,269 760 -330 -843 1,644 -3,084
Percent of Open Interest Represented by Each Category of Trader
7.6 48.2 1.0 28.4 10.2 1.5 41.1 20.5 5.2 3.9 4.1 1.1 10.2 8.3
Number of Traders in Each Category Total Traders: 228
7 28 4 40 20 10 52 43 21 21 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 326,372
Positions
99,015 30,810 703 122,469 163,572 15,789 56,098 83,581 8,322 5,229 6,925 1,217 17,530 15,454
Changes from: July 12, 2016 Total Change is: -7,752
-6,229 6,076 -772 -3,518 -9,498 2,316 1,076 -5,237 -102 -27 -1,183 -80 -417 728
Percent of Open Interest Represented by Each Category of Trader
30.3 9.4 0.2 37.5 50.1 4.8 17.2 25.6 2.5 1.6 2.1 0.4 5.4 4.7
Number of Traders in Each Category Total Traders: 269
23 14 . 54 45 29 49 58 19 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 37,418
Positions
3,408 15,528 0 17,318 1,207 112 4,778 4,468 0 4,669 10,245 0 7,133 5,858
Changes from: July 12, 2016 Total Change is: 781
326 1,284 0 146 -5 1 130 365 0 -270 -800 0 448 -64
Percent of Open Interest Represented by Each Category of Trader
9.1 41.5 0.0 46.3 3.2 0.3 12.8 11.9 0.0 12.5 27.4 0.0 19.1 15.7
Number of Traders in Each Category Total Traders: 43
. 4 0 15 . . 7 5 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 81,962
Positions
20,849 9,593 1,046 25,338 347 11 20,009 15,414 1,504 3,756 0 0 9,449 54,047
Changes from: July 12, 2016 Total Change is: 372
1,460 -661 664 -1,190 -1,530 -324 -1,198 -443 196 340 -200 0 424 2,670
Percent of Open Interest Represented by Each Category of Trader
25.4 11.7 1.3 30.9 0.4 0.0 24.4 18.8 1.8 4.6 0.0 0.0 11.5 65.9
Number of Traders in Each Category Total Traders: 86
15 13 5 14 . . 28 10 7 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 221,895
Positions
15,527 118,328 537 141,565 62,599 14,620 36,168 18,986 1,734 3,743 1,186 0 8,001 3,905
Changes from: July 12, 2016 Total Change is: 1,463
206 3,657 -4 1,869 -814 -144 -1,092 36 -337 0 -535 0 965 -396
Percent of Open Interest Represented by Each Category of Trader
7.0 53.3 0.2 63.8 28.2 6.6 16.3 8.6 0.8 1.7 0.5 0.0 3.6 1.8
Number of Traders in Each Category Total Traders: 122
9 10 . 41 24 23 16 13 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 749,382
Positions
38,784 459,688 1,691 427,170 95,653 71,464 153,172 84,490 6,529 28,923 20,536 1,073 20,576 8,258
Changes from: July 12, 2016 Total Change is: 59,337
-1,328 69,460 -28 42,932 -18,705 -2,705 16,274 11,964 -1,082 6,449 2,491 -94 -1,081 -1,964
Percent of Open Interest Represented by Each Category of Trader
5.2 61.3 0.2 57.0 12.8 9.5 20.4 11.3 0.9 3.9 2.7 0.1 2.7 1.1
Number of Traders in Each Category Total Traders: 300
21 26 6 102 32 39 48 23 14 33 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 731,497
Positions
9,934 57,425 27,094 230,101 165,284 115,922 70,843 74,789 91,841 3,954 32,017 16,720 165,088 150,406
Changes from: July 12, 2016 Total Change is: 7,283
3,094 7,856 3,273 -10,816 -5,397 8,300 -11,870 -3,711 3,793 -201 766 4,117 7,593 -11,714
Percent of Open Interest Represented by Each Category of Trader
1.4 7.9 3.7 31.5 22.6 15.8 9.7 10.2 12.6 0.5 4.4 2.3 22.6 20.6
Number of Traders in Each Category Total Traders: 169
8 15 13 39 29 34 29 33 39 8 8 12
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 590,557
Positions
0 67,092 1,420 287,003 113,792 90,874 45,146 206,686 12,844 13,310 9,397 2,272 137,688 86,181
Changes from: July 12, 2016 Total Change is: 5,833
0 2,075 96 11,445 657 -4,521 3,703 1,558 -313 -1,677 -5 1,775 -4,675 4,510
Percent of Open Interest Represented by Each Category of Trader
0.0 11.4 0.2 48.6 19.3 15.4 7.6 35.0 2.2 2.3 1.6 0.4 23.3 14.6
Number of Traders in Each Category Total Traders: 96
. 7 . 46 11 31 12 13 10 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,065,274
Positions
48,031 67,977 12,384 370,415 196,927 133,691 253,745 240,691 47,602 69,661 219,698 5,451 124,293 140,852
Changes from: July 12, 2016 Total Change is: 10,216
2,005 4,346 212 13,092 22,863 -13,016 1,780 -1,312 2,231 827 -8,004 62 3,024 2,833
Percent of Open Interest Represented by Each Category of Trader
4.5 6.4 1.2 34.8 18.5 12.5 23.8 22.6 4.5 6.5 20.6 0.5 11.7 13.2
Number of Traders in Each Category Total Traders: 252
10 28 11 48 41 48 34 47 37 19 24 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 3,442,918
Positions
115,621 167,866 203,918 864,887 891,952 543,391 526,042 597,234 358,148 356,602 142,271 83,855 390,454 454,283
Changes from: July 12, 2016 Total Change is: -116,735
6,117 8,922 -34,192 -24,535 -70,961 -3,006 -27,779 1,775 -26,498 -5,753 -20,888 4,336 -5,425 23,777
Percent of Open Interest Represented by Each Category of Trader
3.4 4.9 5.9 25.1 25.9 15.8 15.3 17.3 10.4 10.4 4.1 2.4 11.3 13.2
Number of Traders in Each Category Total Traders: 370
26 32 45 62 76 78 66 56 88 19 33 31
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 168,901
Positions
10,405 8,975 923 28,276 73,645 2,540 63,496 2,410 4,402 4,229 0 0 54,630 76,006
Changes from: July 12, 2016 Total Change is: 15,113
-3,801 3,396 47 6,357 4,998 581 11,001 2 597 866 0 0 -535 5,492
Percent of Open Interest Represented by Each Category of Trader
6.2 5.3 0.5 16.7 43.6 1.5 37.6 1.4 2.6 2.5 0.0 0.0 32.3 45.0
Number of Traders in Each Category Total Traders: 32
. . . 5 10 6 9 . . . 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 2,861,870
Positions
58,631 292,496 77,940 1,516,304 615,923 286,339 294,988 898,031 141,001 184,883 193,928 25,267 276,516 330,945
Changes from: July 12, 2016 Total Change is: -36,896
-2,709 8,217 2,234 -37,835 32,657 -1,321 4,482 -78,846 7,989 -2,628 3,781 -481 -6,627 -11,125
Percent of Open Interest Represented by Each Category of Trader
2.0 10.2 2.7 53.0 21.5 10.0 10.3 31.4 4.9 6.5 6.8 0.9 9.7 11.6
Number of Traders in Each Category Total Traders: 300
11 36 25 54 56 62 41 57 55 14 31 11
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 834,282
Positions
223,546 106,466 271,320 0 35,890 23,482 55,430 92,508 187,657 9,940 27,917 41,306 21,601 47,736
Changes from: July 12, 2016 Total Change is: 18,749
-9,067 -477 12,771 0 3,323 1,534 -17,438 -6,806 8,176 9,366 -10,944 11,754 1,653 -582
Percent of Open Interest Represented by Each Category of Trader
26.8 12.8 32.5 0.0 4.3 2.8 6.6 11.1 22.5 1.2 3.3 5.0 2.6 5.7
Number of Traders in Each Category Total Traders: 127
15 35 36 0 10 5 14 36 30 5 6 10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,181,357
Positions
3,393,651 1,120,303 3,204,517 311,956 1,756,653 538,055 783,663 1,317,917 7,408,323 556,373 521,758 1,066,030 918,789 1,247,801
Changes from: July 12, 2016 Total Change is: -760,369
115,752 -138,556 -132,701 13,713 102,971 -33,759 -75,245 179,904 -583,506 32,105 -50,720 -145,491 48,762 41,488
Percent of Open Interest Represented by Each Category of Trader
18.7 6.2 17.6 1.7 9.7 3.0 4.3 7.2 40.7 3.1 2.9 5.9 5.1 6.9
Number of Traders in Each Category Total Traders: 311
36 45 79 12 27 27 53 86 115 23 24 31
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 25,402
Positions
4,209 3,034 0 7 10,707 158 12,603 8,823 0 7,570 1,842 697 158 141
Changes from: July 12, 2016 Total Change is: 516
-88 133 0 0 -249 0 1,136 149 0 -900 119 314 54 50
Percent of Open Interest Represented by Each Category of Trader
16.6 11.9 0.0 0.0 42.2 0.6 49.6 34.7 0.0 29.8 7.3 2.7 0.6 0.6
Number of Traders in Each Category Total Traders: 42
. 4 0 . 12 . 4 9 0 4 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 29,812
Positions
7,086 7,528 0 302 9,829 399 20,541 7,826 0 1,356 4,088 49 79 93
Changes from: July 12, 2016 Total Change is: 2,249
154 2,060 0 -89 -160 28 1,827 149 0 327 150 0 2 22
Percent of Open Interest Represented by Each Category of Trader
23.8 25.3 0.0 1.0 33.0 1.3 68.9 26.3 0.0 4.5 13.7 0.2 0.3 0.3
Number of Traders in Each Category Total Traders: 35
. 5 0 . 6 . 7 7 0 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 56,971
Positions
224 14,800 1 15,420 0 1,755 12,298 32,656 5,286 13,051 730 6 8,930 1,737
Changes from: July 12, 2016 Total Change is: 4,155
14 2,172 1 -709 0 2 5,638 1,527 558 -2,967 165 -4 1,622 -266
Percent of Open Interest Represented by Each Category of Trader
0.4 26.0 0.0 27.1 0.0 3.1 21.6 57.3 9.3 22.9 1.3 0.0 15.7 3.0
Number of Traders in Each Category Total Traders: 129
. 5 . 13 0 . 40 24 14 41 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 511,186
Positions
111,203 59,661 43,652 114,784 24,078 35,824 72,721 208,570 79,909 9,374 11,129 19,573 24,146 28,790
Changes from: July 12, 2016 Total Change is: 44,953
458 -10,982 13,813 10,004 5,799 -9,788 8,291 26,848 15,227 2,342 1,089 4,813 -207 -1,866
Percent of Open Interest Represented by Each Category of Trader
21.8 11.7 8.5 22.5 4.7 7.0 14.2 40.8 15.6 1.8 2.2 3.8 4.7 5.6
Number of Traders in Each Category Total Traders: 221
14 14 21 12 18 12 43 70 70 17 14 17
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 16,435
Positions
136 3,130 0 12,080 360 445 2,533 12,081 390 670 0 0 181 29
Changes from: July 12, 2016 Total Change is: -189
-156 256 0 873 -939 -37 -918 534 0 10 0 0 39 -3
Percent of Open Interest Represented by Each Category of Trader
0.8 19.0 0.0 73.5 2.2 2.7 15.4 73.5 2.4 4.1 0.0 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 35
. . 0 9 . . 10 7 . 4 0 0
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Updated July 22, 2016