Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 135,266
Positions
1,697 56,565 2,954 52,941 7,831 3,046 23,889 17,709 9,879 7,693 3,751 1,413 31,753 32,117
Changes from: July 19, 2016 Total Change is: 2,756
1,400 -3,533 -431 -556 17 700 1,271 -59 673 512 433 -146 -669 5,102
Percent of Open Interest Represented by Each Category of Trader
1.3 41.8 2.2 39.1 5.8 2.3 17.7 13.1 7.3 5.7 2.8 1.0 23.5 23.7
Number of Traders in Each Category Total Traders: 84
. 6 6 10 8 6 21 23 17 9 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 54,610
Positions
28,231 1,113 991 1,873 2,218 127 14,427 26,291 1,854 411 0 0 6,697 22,016
Changes from: July 19, 2016 Total Change is: 10,690
5,879 -66 -34 30 8 0 4,063 7,763 263 411 0 0 78 2,756
Percent of Open Interest Represented by Each Category of Trader
51.7 2.0 1.8 3.4 4.1 0.2 26.4 48.1 3.4 0.8 0.0 0.0 12.3 40.3
Number of Traders in Each Category Total Traders: 44
6 . . . . . 14 15 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 267,385
Positions
165,137 3,989 11,164 7,531 68,710 5,448 20,955 81,678 31,633 1,852 14,265 5,408 18,257 45,090
Changes from: July 19, 2016 Total Change is: 7,558
4,125 59 779 180 -1,219 870 1,239 6,538 2,331 -50 -185 -361 -1,553 -1,253
Percent of Open Interest Represented by Each Category of Trader
61.8 1.5 4.2 2.8 25.7 2.0 7.8 30.5 11.8 0.7 5.3 2.0 6.8 16.9
Number of Traders in Each Category Total Traders: 126
8 8 11 . 28 6 23 43 29 6 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 210,597
Positions
32,908 2,573 11,698 26,962 40,150 10,693 62,999 22,371 30,708 645 48,862 7,435 26,549 36,108
Changes from: July 19, 2016 Total Change is: -531
10,295 735 -634 8 -72 666 -5,304 -2,239 -1,012 639 -1,041 62 -5,251 3,003
Percent of Open Interest Represented by Each Category of Trader
15.6 1.2 5.6 12.8 19.1 5.1 29.9 10.6 14.6 0.3 23.2 3.5 12.6 17.1
Number of Traders in Each Category Total Traders: 115
8 5 11 11 23 12 26 30 18 . 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 470,462
Positions
150,495 11,248 22,955 121,475 94,627 23,983 36,028 155,356 43,059 18,624 41,834 8,172 45,672 69,229
Changes from: July 19, 2016 Total Change is: 13,122
10,730 237 1,968 2,967 1,377 479 -4,300 3,110 1,117 -1,010 4,671 -421 1,592 585
Percent of Open Interest Represented by Each Category of Trader
32.0 2.4 4.9 25.8 20.1 5.1 7.7 33.0 9.2 4.0 8.9 1.7 9.7 14.7
Number of Traders in Each Category Total Traders: 243
19 9 17 36 38 34 24 64 31 26 26 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 31,147
Positions
1,077 20,995 190 15,503 0 1,137 558 5,053 3 1,133 0 0 11,546 3,769
Changes from: July 19, 2016 Total Change is: -13
-48 106 0 -739 0 9 0 -311 0 0 0 0 765 183
Percent of Open Interest Represented by Each Category of Trader
3.5 67.4 0.6 49.8 0.0 3.7 1.8 16.2 0.0 3.6 0.0 0.0 37.1 12.1
Number of Traders in Each Category Total Traders: 20
. . . 9 0 4 . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 114,033
Positions
2,088 38,417 3,295 17,034 9,215 3,074 45,695 13,313 12,530 730 6,635 3,674 25,914 23,881
Changes from: July 19, 2016 Total Change is: -3,900
-1,114 -1,457 473 -288 1,058 71 -162 -4,690 -541 -3,564 1,292 68 1,156 -174
Percent of Open Interest Represented by Each Category of Trader
1.8 33.7 2.9 14.9 8.1 2.7 40.1 11.7 11.0 0.6 5.8 3.2 22.7 20.9
Number of Traders in Each Category Total Traders: 83
. 6 6 10 10 8 26 16 15 . 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 37,406
Positions
10,685 32,720 350 4,150 0 0 20,477 3,744 0 661 178 0 1,083 414
Changes from: July 19, 2016 Total Change is: -1,379
0 -235 0 -260 0 0 -1,048 -1,311 0 131 178 0 -202 -11
Percent of Open Interest Represented by Each Category of Trader
28.6 87.5 0.9 11.1 0.0 0.0 54.7 10.0 0.0 1.8 0.5 0.0 2.9 1.1
Number of Traders in Each Category Total Traders: 25
. 7 . . 0 0 7 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 120,301
Positions
42,493 31,207 107 23,237 4,643 927 24,241 48,795 21,581 3,580 5,763 172 3,963 7,106
Changes from: July 19, 2016 Total Change is: 16,186
4,267 -2,694 -14 -812 -156 -17 -1,173 4,124 12,665 1,043 1,537 34 193 707
Percent of Open Interest Represented by Each Category of Trader
35.3 25.9 0.1 19.3 3.9 0.8 20.2 40.6 17.9 3.0 4.8 0.1 3.3 5.9
Number of Traders in Each Category Total Traders: 130
7 6 . 7 8 4 24 55 18 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 26,189
Positions
272 21,202 52 5,985 0 0 17,443 2,858 333 563 1,035 0 1,541 709
Changes from: July 19, 2016 Total Change is: -10
-30 -14 14 -52 0 0 -187 426 82 130 -537 0 33 19
Percent of Open Interest Represented by Each Category of Trader
1.0 81.0 0.2 22.9 0.0 0.0 66.6 10.9 1.3 2.1 4.0 0.0 5.9 2.7
Number of Traders in Each Category Total Traders: 30
. 4 . 4 0 0 9 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 39,825
Positions
2,227 9,094 149 1,973 19,463 34 28,461 4,411 1,125 1,462 2,163 0 4,394 3,386
Changes from: July 19, 2016 Total Change is: -1,374
130 -1,304 28 262 -25 -125 -1,401 -650 -31 35 86 0 -272 647
Percent of Open Interest Represented by Each Category of Trader
5.6 22.8 0.4 5.0 48.9 0.1 71.5 11.1 2.8 3.7 5.4 0.0 11.0 8.5
Number of Traders in Each Category Total Traders: 77
. 5 . 7 5 . 40 9 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 68,400
Positions
12,027 43,845 182 8,395 866 273 36,487 8,523 273 1,045 3,873 279 9,440 10,287
Changes from: July 19, 2016 Total Change is: 4,394
99 6,399 62 750 42 7 1,984 145 -146 -49 -797 6 1,681 -1,324
Percent of Open Interest Represented by Each Category of Trader
17.6 64.1 0.3 12.3 1.3 0.4 53.3 12.5 0.4 1.5 5.7 0.4 13.8 15.0
Number of Traders in Each Category Total Traders: 120
13 21 . 9 . . 38 17 4 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 136,799
Positions
24,053 87,690 364 16,790 1,731 546 72,973 17,046 545 2,089 7,745 558 18,880 20,573
Changes from: July 19, 2016 Total Change is: 8,787
197 12,798 124 1,500 83 14 3,968 289 -293 -98 -1,593 13 3,362 -2,648
Percent of Open Interest Represented by Each Category of Trader
17.6 64.1 0.3 12.3 1.3 0.4 53.3 12.5 0.4 1.5 5.7 0.4 13.8 15.0
Number of Traders in Each Category Total Traders: 120
13 21 . 9 . . 38 17 4 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 994,631
Positions
84,097 71,046 59,544 294,232 220,675 85,978 81,921 145,953 195,336 26,248 40,989 59,938 107,338 115,174
Changes from: July 19, 2016 Total Change is: 8,403
-13 945 1,929 -1,994 -4,458 872 1,311 1,620 4,603 -11 1,415 3,705 -1,997 -2,227
Percent of Open Interest Represented by Each Category of Trader
8.5 7.1 6.0 29.6 22.2 8.6 8.2 14.7 19.6 2.6 4.1 6.0 10.8 11.6
Number of Traders in Each Category Total Traders: 669
42 32 39 121 89 108 89 145 128 61 89 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 250,391
Positions
37,944 24,081 31,423 16,360 30,041 29,940 16,593 20,729 59,438 8,311 1,317 14,852 35,531 38,571
Changes from: July 19, 2016 Total Change is: 5,158
-1,129 1,682 2,337 246 -1,997 1,763 378 926 1,032 419 37 937 -825 -1,558
Percent of Open Interest Represented by Each Category of Trader
15.2 9.6 12.5 6.5 12.0 12.0 6.6 8.3 23.7 3.3 0.5 5.9 14.2 15.4
Number of Traders in Each Category Total Traders: 82
10 7 9 10 4 5 18 16 31 10 6 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 3,721,201
Positions
285,892 289,951 85,478 1,389,361 953,170 280,192 416,250 715,730 589,880 124,991 233,665 190,122 359,035 383,013
Changes from: July 19, 2016 Total Change is: 16,226
-1,134 -10,392 4,671 -11,200 -12,307 -4,453 17,287 16,095 5,228 -158 8,882 11,845 -5,860 -3,344
Percent of Open Interest Represented by Each Category of Trader
7.7 7.8 2.3 37.3 25.6 7.5 11.2 19.2 15.9 3.4 6.3 5.1 9.6 10.3
Number of Traders in Each Category Total Traders: 646
41 33 33 119 85 104 83 144 119 56 85 66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 80,811
Positions
1,636 23,174 426 37,377 44,587 4,632 23,793 3,424 634 0 498 0 12,313 3,436
Changes from: July 19, 2016 Total Change is: 714
-20 1,951 0 -1,338 -1,421 -495 1,950 507 496 -205 3 0 326 -327
Percent of Open Interest Represented by Each Category of Trader
2.0 28.7 0.5 46.3 55.2 5.7 29.4 4.2 0.8 0.0 0.6 0.0 15.2 4.3
Number of Traders in Each Category Total Traders: 91
. 9 . 36 14 16 19 8 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 58,968
Positions
3,910 29,673 638 17,302 5,228 667 24,744 11,988 3,351 2,180 2,116 633 5,542 4,673
Changes from: July 19, 2016 Total Change is: 5,219
-177 3,786 84 2,057 -255 -144 2,657 975 565 78 -65 50 50 223
Percent of Open Interest Represented by Each Category of Trader
6.6 50.3 1.1 29.3 8.9 1.1 42.0 20.3 5.7 3.7 3.6 1.1 9.4 7.9
Number of Traders in Each Category Total Traders: 239
9 27 8 43 18 13 57 44 24 19 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 294,838
Positions
19,550 148,366 3,189 86,512 26,140 3,334 123,718 59,940 16,757 10,902 10,579 3,166 27,709 23,367
Changes from: July 19, 2016 Total Change is: 26,097
-883 18,931 419 10,283 -1,274 -719 13,285 4,876 2,825 390 -323 249 248 1,113
Percent of Open Interest Represented by Each Category of Trader
6.6 50.3 1.1 29.3 8.9 1.1 42.0 20.3 5.7 3.7 3.6 1.1 9.4 7.9
Number of Traders in Each Category Total Traders: 239
9 27 8 43 18 13 57 44 24 19 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 327,650
Positions
94,349 32,543 594 120,512 158,377 15,820 62,898 84,613 7,349 4,637 10,069 1,840 19,650 16,444
Changes from: July 19, 2016 Total Change is: 1,278
-4,666 1,733 -109 -1,957 -5,195 31 6,800 1,033 -973 -592 3,144 623 2,121 991
Percent of Open Interest Represented by Each Category of Trader
28.8 9.9 0.2 36.8 48.3 4.8 19.2 25.8 2.2 1.4 3.1 0.6 6.0 5.0
Number of Traders in Each Category Total Traders: 265
22 15 4 56 44 28 49 52 18 9 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 35,753
Positions
3,553 16,350 0 14,941 1,276 123 4,193 3,762 0 5,038 10,330 0 7,905 3,912
Changes from: July 19, 2016 Total Change is: -1,665
145 822 0 -2,377 69 11 -585 -706 0 369 85 0 772 -1,946
Percent of Open Interest Represented by Each Category of Trader
9.9 45.7 0.0 41.8 3.6 0.3 11.7 10.5 0.0 14.1 28.9 0.0 22.1 10.9
Number of Traders in Each Category Total Traders: 39
. 4 0 12 . . 6 5 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 76,100
Positions
21,800 7,536 713 22,877 298 48 17,197 15,192 1,023 3,961 0 0 8,481 51,290
Changes from: July 19, 2016 Total Change is: -5,862
951 -2,057 -333 -2,461 -49 37 -2,812 -222 -481 205 0 0 -968 -2,757
Percent of Open Interest Represented by Each Category of Trader
28.6 9.9 0.9 30.1 0.4 0.1 22.6 20.0 1.3 5.2 0.0 0.0 11.1 67.4
Number of Traders in Each Category Total Traders: 81
16 8 4 13 . . 27 11 4 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 224,223
Positions
15,384 125,444 582 142,753 59,873 15,140 36,911 15,891 1,864 4,311 1,428 0 7,278 4,001
Changes from: July 19, 2016 Total Change is: 2,328
-143 7,116 45 1,188 -2,726 520 743 -3,095 130 568 242 0 -723 96
Percent of Open Interest Represented by Each Category of Trader
6.9 55.9 0.3 63.7 26.7 6.8 16.5 7.1 0.8 1.9 0.6 0.0 3.2 1.8
Number of Traders in Each Category Total Traders: 121
8 10 . 41 23 20 16 12 6 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 764,858
Positions
37,263 489,830 1,685 437,129 92,324 69,315 158,914 76,976 6,390 33,170 19,757 910 20,082 7,671
Changes from: July 19, 2016 Total Change is: 15,476
-1,521 30,142 -6 9,959 -3,329 -2,149 5,742 -7,514 -139 4,247 -779 -163 -494 -587
Percent of Open Interest Represented by Each Category of Trader
4.9 64.0 0.2 57.2 12.1 9.1 20.8 10.1 0.8 4.3 2.6 0.1 2.6 1.0
Number of Traders in Each Category Total Traders: 303
22 27 6 105 30 39 45 24 13 37 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 669,095
Positions
13,886 51,903 17,904 212,012 165,341 108,708 76,702 71,595 65,334 4,777 31,973 11,379 158,391 144,957
Changes from: July 19, 2016 Total Change is: -62,402
3,952 -5,522 -9,189 -18,089 57 -7,213 5,859 -3,194 -26,507 823 -43 -5,341 -6,697 -5,449
Percent of Open Interest Represented by Each Category of Trader
2.1 7.8 2.7 31.7 24.7 16.2 11.5 10.7 9.8 0.7 4.8 1.7 23.7 21.7
Number of Traders in Each Category Total Traders: 154
6 15 11 37 30 33 29 26 35 4 7 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 604,021
Positions
0 79,611 1,342 304,733 114,899 93,756 45,660 210,157 12,588 15,171 9,397 497 130,274 81,774
Changes from: July 19, 2016 Total Change is: 13,464
0 12,519 -78 17,730 1,107 2,882 514 3,472 -256 1,861 0 -1,775 -7,414 -4,407
Percent of Open Interest Represented by Each Category of Trader
0.0 13.2 0.2 50.5 19.0 15.5 7.6 34.8 2.1 2.5 1.6 0.1 21.6 13.5
Number of Traders in Each Category Total Traders: 99
0 8 . 46 12 33 13 14 9 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 1,083,374
Positions
40,789 83,357 10,213 372,222 213,726 138,185 277,649 246,389 38,236 75,891 204,151 4,933 125,257 144,183
Changes from: July 19, 2016 Total Change is: 18,100
-7,242 15,380 -2,172 1,807 16,799 4,494 23,903 5,698 -9,366 6,230 -15,547 -518 963 3,331
Percent of Open Interest Represented by Each Category of Trader
3.8 7.7 0.9 34.4 19.7 12.8 25.6 22.7 3.5 7.0 18.8 0.5 11.6 13.3
Number of Traders in Each Category Total Traders: 258
13 29 10 51 42 49 39 39 34 21 24 6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 3,167,579
Positions
103,258 170,315 136,899 833,742 883,311 506,160 517,864 582,770 246,188 361,483 132,754 59,386 402,598 449,796
Changes from: July 19, 2016 Total Change is: -275,339
-12,363 2,449 -67,018 -31,145 -8,641 -37,230 -8,178 -14,464 -111,961 4,881 -9,517 -24,469 12,144 -4,487
Percent of Open Interest Represented by Each Category of Trader
3.3 5.4 4.3 26.3 27.9 16.0 16.3 18.4 7.8 11.4 4.2 1.9 12.7 14.2
Number of Traders in Each Category Total Traders: 353
24 26 32 58 76 72 63 54 79 19 33 26
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 175,292
Positions
10,410 8,111 83 30,892 84,795 3,289 68,232 2,410 4,282 4,229 0 0 53,875 72,322
Changes from: July 19, 2016 Total Change is: 6,391
5 -864 -840 2,616 11,150 749 4,736 0 -120 0 0 0 -755 -3,683
Percent of Open Interest Represented by Each Category of Trader
5.9 4.6 0.0 17.6 48.4 1.9 38.9 1.4 2.4 2.4 0.0 0.0 30.7 41.3
Number of Traders in Each Category Total Traders: 33
. . . 4 11 7 10 . . . 0 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 2,818,049
Positions
49,634 336,530 51,555 1,536,199 585,051 291,179 308,214 907,752 113,873 171,026 183,055 19,603 276,766 329,451
Changes from: July 19, 2016 Total Change is: -43,821
-8,997 44,034 -26,385 19,894 -30,871 4,841 13,226 9,721 -27,128 -13,856 -10,873 -5,664 250 -1,494
Percent of Open Interest Represented by Each Category of Trader
1.8 11.9 1.8 54.5 20.8 10.3 10.9 32.2 4.0 6.1 6.5 0.7 9.8 11.7
Number of Traders in Each Category Total Traders: 298
8 40 21 51 57 59 37 64 58 12 29 7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 868,224
Positions
239,879 114,152 283,415 0 27,808 23,859 64,724 100,676 190,016 1,975 33,451 44,212 20,143 50,634
Changes from: July 19, 2016 Total Change is: 33,942
16,333 7,687 12,095 0 -8,082 377 9,294 8,168 2,359 -7,965 5,534 2,906 -1,458 2,898
Percent of Open Interest Represented by Each Category of Trader
27.6 13.1 32.6 0.0 3.2 2.7 7.5 11.6 21.9 0.2 3.9 5.1 2.3 5.8
Number of Traders in Each Category Total Traders: 125
19 32 40 0 9 5 15 33 30 . 8 10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 is18,507,439
Positions
3,413,462 1,234,464 3,310,435 301,450 1,815,512 585,954 652,821 1,052,078 7,760,357 560,590 488,287 1,004,464 917,906 1,255,887
Changes from: July 19, 2016 Total Change is: 326,082
19,811 114,161 105,919 -10,506 58,859 47,899 -130,842 -265,839 352,033 4,217 -33,471 -61,566 -883 8,086
Percent of Open Interest Represented by Each Category of Trader
18.4 6.7 17.9 1.6 9.8 3.2 3.5 5.7 41.9 3.0 2.6 5.4 5.0 6.8
Number of Traders in Each Category Total Traders: 306
34 46 79 12 29 31 50 82 112 24 23 30
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 25,084
Positions
4,058 3,772 0 7 9,988 158 11,782 8,737 0 8,280 1,661 660 139 108
Changes from: July 19, 2016 Total Change is: -318
-151 738 0 0 -719 0 -821 -86 0 710 -181 -37 -19 -33
Percent of Open Interest Represented by Each Category of Trader
16.2 15.0 0.0 0.0 39.8 0.6 47.0 34.8 0.0 33.0 6.6 2.6 0.6 0.4
Number of Traders in Each Category Total Traders: 38
. 4 0 . 10 . 4 7 0 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 33,817
Positions
9,821 12,099 0 302 9,835 399 21,974 7,281 0 1,176 4,088 49 96 66
Changes from: July 19, 2016 Total Change is: 4,005
2,735 4,571 0 0 6 0 1,433 -545 0 -180 0 0 17 -27
Percent of Open Interest Represented by Each Category of Trader
29.0 35.8 0.0 0.9 29.1 1.2 65.0 21.5 0.0 3.5 12.1 0.1 0.3 0.2
Number of Traders in Each Category Total Traders: 35
. 6 0 . 5 . 9 5 0 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 63,312
Positions
1,177 19,698 1 15,773 0 1,740 17,006 33,661 5,527 13,657 430 19 8,411 2,236
Changes from: July 19, 2016 Total Change is: 6,341
953 4,898 0 353 0 -15 4,708 1,005 241 606 -300 13 -518 499
Percent of Open Interest Represented by Each Category of Trader
1.9 31.1 0.0 24.9 0.0 2.7 26.9 53.2 8.7 21.6 0.7 0.0 13.3 3.5
Number of Traders in Each Category Total Traders: 137
. 5 . 15 0 . 41 24 14 46 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 491,873
Positions
135,718 43,451 24,101 114,275 31,415 32,949 56,865 221,865 75,155 5,976 8,366 23,222 23,612 31,349
Changes from: July 19, 2016 Total Change is: -19,313
24,515 -16,210 -19,551 -509 7,337 -2,875 -15,856 13,295 -4,754 -3,398 -2,763 3,649 -534 2,559
Percent of Open Interest Represented by Each Category of Trader
27.6 8.8 4.9 23.2 6.4 6.7 11.6 45.1 15.3 1.2 1.7 4.7 4.8 6.4
Number of Traders in Each Category Total Traders: 216
14 15 20 13 17 10 40 69 59 18 16 22
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 15,170
Positions
403 2,874 0 10,313 321 304 3,127 11,267 390 435 0 0 198 14
Changes from: July 19, 2016 Total Change is: -1,265
267 -256 0 -1,767 -39 -141 594 -814 0 -235 0 0 17 -15
Percent of Open Interest Represented by Each Category of Trader
2.7 18.9 0.0 68.0 2.1 2.0 20.6 74.3 2.6 2.9 0.0 0.0 1.3 0.1
Number of Traders in Each Category Total Traders: 34
. . 0 9 . . 11 5 . . 0 0
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Updated July 29, 2016