Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 148,961 Positions 6,326 60,622 4,671 55,199 8,570 4,485 22,065 27,512 9,968 5,630 7,019 1,750 38,868 24,365 Changes from: August 16, 2016 Total Change is: 6,909 2,404 9,562 1,001 -1,310 -268 -156 2,651 -679 -340 -251 -448 94 2,814 -1,858 Percent of Open Interest Represented by Each Category of Trader 4.2 40.7 3.1 37.1 5.8 3.0 14.8 18.5 6.7 3.8 4.7 1.2 26.1 16.4 Number of Traders in Each Category Total Traders: 82 . 7 7 11 6 5 22 19 13 7 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 41,651 Positions 16,806 3,706 991 2,260 1,245 107 9,025 20,244 1,263 0 0 0 11,199 14,095 Changes from: August 16, 2016 Total Change is: -3,208 -6,399 1,591 140 -157 87 -20 1,648 -2,604 18 0 0 0 1,562 -2,420 Percent of Open Interest Represented by Each Category of Trader 40.3 8.9 2.4 5.4 3.0 0.3 21.7 48.6 3.0 0.0 0.0 0.0 26.9 33.8 Number of Traders in Each Category Total Traders: 38 . 5 5 . . . 10 15 7 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 280,151 Positions 173,118 4,178 10,567 9,833 73,452 5,755 25,435 96,416 25,690 1,870 15,343 4,703 23,180 44,047 Changes from: August 16, 2016 Total Change is: -471 -4,300 -20 297 805 -2,678 -482 2,607 2,991 1,673 -1,854 -702 759 25 -2,307 Percent of Open Interest Represented by Each Category of Trader 61.8 1.5 3.8 3.5 26.2 2.1 9.1 34.4 9.2 0.7 5.5 1.7 8.3 15.7 Number of Traders in Each Category Total Traders: 128 10 8 10 5 27 9 21 44 23 6 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 209,671 Positions 12,219 15,105 16,032 31,651 36,431 9,139 74,016 25,381 27,038 550 35,549 8,941 30,085 36,054 Changes from: August 16, 2016 Total Change is: -244 -5,383 -482 1,958 -238 -1,438 1,001 2,805 -3,357 667 -758 825 117 -414 465 Percent of Open Interest Represented by Each Category of Trader 5.8 7.2 7.6 15.1 17.4 4.4 35.3 12.1 12.9 0.3 17.0 4.3 14.3 17.2 Number of Traders in Each Category Total Traders: 110 7 6 10 12 21 13 28 25 15 . 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 438,678 Positions 120,456 24,784 21,405 128,029 98,050 21,445 25,197 119,503 43,156 18,566 34,767 8,043 52,380 67,524 Changes from: August 16, 2016 Total Change is: 601 -8,801 14,362 -79 3,334 -260 -263 3,162 -13,084 1,299 -418 -2,111 72 2,294 665 Percent of Open Interest Represented by Each Category of Trader 27.5 5.6 4.9 29.2 22.4 4.9 5.7 27.2 9.8 4.2 7.9 1.8 11.9 15.4 Number of Traders in Each Category Total Traders: 223 19 9 14 40 35 35 21 52 27 24 21 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 134,362 Positions 1,689 49,721 4,267 22,794 9,098 3,450 51,025 21,110 12,947 3,233 5,901 3,051 31,906 24,817 Changes from: August 16, 2016 Total Change is: 1,994 -393 -919 246 1,140 26 -2 -828 389 514 2,508 914 -270 -922 1,095 Percent of Open Interest Represented by Each Category of Trader 1.3 37.0 3.2 17.0 6.8 2.6 38.0 15.7 9.6 2.4 4.4 2.3 23.7 18.5 Number of Traders in Each Category Total Traders: 83 . 6 6 9 9 7 26 19 13 4 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 37,656 Positions 10,528 32,795 350 4,450 0 0 20,639 3,688 76 647 230 0 966 517 Changes from: August 16, 2016 Total Change is: 4,347 0 3,012 0 0 0 0 4,305 1,365 0 97 -181 0 -55 151 Percent of Open Interest Represented by Each Category of Trader 28.0 87.1 0.9 11.8 0.0 0.0 54.8 9.8 0.2 1.7 0.6 0.0 2.6 1.4 Number of Traders in Each Category Total Traders: 24 . 7 . . 0 0 7 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 114,472 Positions 33,466 39,046 2,156 26,998 5,209 637 23,972 40,123 17,482 4,319 4,929 4 5,437 4,886 Changes from: August 16, 2016 Total Change is: -7,462 -3,226 6,759 -303 -1,556 675 0 1,589 -5,565 -4,136 559 -4,305 -11 -378 -576 Percent of Open Interest Represented by Each Category of Trader 29.2 34.1 1.9 23.6 4.6 0.6 20.9 35.1 15.3 3.8 4.3 0.0 4.7 4.3 Number of Traders in Each Category Total Traders: 132 4 9 . 10 10 . 33 44 19 13 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 25,182 Positions 644 18,043 16 6,316 0 0 15,725 5,479 90 610 720 0 1,781 834 Changes from: August 16, 2016 Total Change is: -1,713 0 -3 3 23 0 0 -1,888 -1,793 67 180 0 0 -98 13 Percent of Open Interest Represented by Each Category of Trader 2.6 71.7 0.1 25.1 0.0 0.0 62.4 21.8 0.4 2.4 2.9 0.0 7.1 3.3 Number of Traders in Each Category Total Traders: 31 . . . 5 0 0 9 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 44,393 Positions 2,249 14,826 138 2,163 15,727 56 32,916 6,863 883 779 2,186 0 5,209 3,714 Changes from: August 16, 2016 Total Change is: 1,125 196 -180 -13 -82 0 0 1,238 1,190 -8 -119 -21 0 -87 157 Percent of Open Interest Represented by Each Category of Trader 5.1 33.4 0.3 4.9 35.4 0.1 74.1 15.5 2.0 1.8 4.9 0.0 11.7 8.4 Number of Traders in Each Category Total Traders: 84 . 5 . 8 6 . 42 13 5 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 74,115 Positions 10,297 47,448 1,298 7,258 1,544 275 43,611 7,501 1,551 949 3,632 395 8,481 10,471 Changes from: August 16, 2016 Total Change is: 445 -198 805 36 -962 346 -31 1,561 -548 77 -46 -300 -83 90 143 Percent of Open Interest Represented by Each Category of Trader 13.9 64.0 1.8 9.8 2.1 0.4 58.8 10.1 2.1 1.3 4.9 0.5 11.4 14.1 Number of Traders in Each Category Total Traders: 125 12 22 6 8 4 . 43 17 11 4 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 148,229 Positions 20,595 94,896 2,595 14,515 3,088 549 87,222 15,002 3,103 1,899 7,263 790 16,962 20,942 Changes from: August 16, 2016 Total Change is: 889 -396 1,610 71 -1,923 691 -62 3,123 -1,096 154 -93 -600 -165 181 286 Percent of Open Interest Represented by Each Category of Trader 13.9 64.0 1.8 9.8 2.1 0.4 58.8 10.1 2.1 1.3 4.9 0.5 11.4 14.1 Number of Traders in Each Category Total Traders: 125 12 22 6 8 4 . 43 17 11 4 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 958,756 Positions 69,948 76,585 74,487 296,630 203,521 80,320 87,259 150,637 172,983 27,951 42,688 53,604 95,574 103,932 Changes from: August 16, 2016 Total Change is: -15,708 -3,511 4,345 5,965 1,524 -7,220 19 7,096 5,977 -22,894 -267 383 -1,939 -1,701 -343 Percent of Open Interest Represented by Each Category of Trader 7.3 8.0 7.8 30.9 21.2 8.4 9.1 15.7 18.0 2.9 4.5 5.6 10.0 10.8 Number of Traders in Each Category Total Traders: 677 39 39 47 129 86 104 85 148 121 65 84 73 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 218,367 Positions 32,184 30,945 27,941 18,968 23,954 22,694 14,532 27,291 48,082 5,854 2,197 11,788 36,325 23,476 Changes from: August 16, 2016 Total Change is: -10,568 -1,702 1,216 1,464 61 -1,619 -1,967 -206 2,654 -8,068 -315 821 -1,289 1,456 -3,778 Percent of Open Interest Represented by Each Category of Trader 14.7 14.2 12.8 8.7 11.0 10.4 6.7 12.5 22.0 2.7 1.0 5.4 16.6 10.8 Number of Traders in Each Category Total Traders: 83 10 8 9 10 4 4 12 22 30 11 5 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 3,701,944 Positions 275,287 314,665 146,265 1,388,312 897,834 288,130 475,223 728,320 512,918 136,670 228,641 182,893 296,247 402,278 Changes from: August 16, 2016 Total Change is: -25,701 24 24,708 13,441 7,313 -28,004 9,930 49,403 29,508 -87,021 2,020 -409 -5,028 -15,783 17,175 Percent of Open Interest Represented by Each Category of Trader 7.4 8.5 4.0 37.5 24.3 7.8 12.8 19.7 13.9 3.7 6.2 4.9 8.0 10.9 Number of Traders in Each Category Total Traders: 654 38 40 40 127 82 101 85 140 114 59 82 66 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 84,022 Positions 1,145 30,284 489 39,370 42,313 3,169 26,641 2,828 568 0 528 0 12,640 3,843 Changes from: August 16, 2016 Total Change is: 1,390 622 3,523 -888 -94 -1,124 103 937 -622 435 0 278 0 275 -315 Percent of Open Interest Represented by Each Category of Trader 1.4 36.0 0.6 46.9 50.4 3.8 31.7 3.4 0.7 0.0 0.6 0.0 15.0 4.6 Number of Traders in Each Category Total Traders: 89 . 10 . 37 13 16 18 6 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 64,179 Positions 3,829 30,040 758 17,239 5,415 882 28,187 14,178 3,954 2,254 2,636 785 6,291 5,530 Changes from: August 16, 2016 Total Change is: -90 214 1,161 44 -226 39 60 495 -540 -135 -58 -210 -54 -429 -455 Percent of Open Interest Represented by Each Category of Trader 6.0 46.8 1.2 26.9 8.4 1.4 43.9 22.1 6.2 3.5 4.1 1.2 9.8 8.6 Number of Traders in Each Category Total Traders: 263 8 28 8 50 18 12 65 51 25 17 25 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 320,893 Positions 19,146 150,202 3,788 86,194 27,077 4,410 140,936 70,890 19,770 11,270 13,180 3,925 31,453 27,650 Changes from: August 16, 2016 Total Change is: -448 1,068 5,804 222 -1,130 194 299 2,474 -2,698 -675 -288 -1,048 -271 -2,147 -2,276 Percent of Open Interest Represented by Each Category of Trader 6.0 46.8 1.2 26.9 8.4 1.4 43.9 22.1 6.2 3.5 4.1 1.2 9.8 8.6 Number of Traders in Each Category Total Traders: 263 8 28 8 50 18 12 65 51 25 17 25 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 335,105 Positions 79,309 39,808 817 120,775 154,066 17,497 82,101 87,409 5,494 7,515 10,925 1,791 19,806 17,298 Changes from: August 16, 2016 Total Change is: 2,168 -3,384 -96 -38 306 165 582 3,577 869 -687 2,009 784 -371 174 959 Percent of Open Interest Represented by Each Category of Trader 23.7 11.9 0.2 36.0 46.0 5.2 24.5 26.1 1.6 2.2 3.3 0.5 5.9 5.2 Number of Traders in Each Category Total Traders: 269 18 19 4 59 43 28 50 52 22 13 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 35,404 Positions 3,675 16,470 22 16,723 1,266 67 2,398 2,324 100 4,320 10,730 0 8,099 4,425 Changes from: August 16, 2016 Total Change is: -1,128 201 0 0 140 0 -7 -637 -124 100 -25 0 0 -900 -1,097 Percent of Open Interest Represented by Each Category of Trader 10.4 46.5 0.1 47.2 3.6 0.2 6.8 6.6 0.3 12.2 30.3 0.0 22.9 12.5 Number of Traders in Each Category Total Traders: 39 4 4 . 13 . . 4 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 66,316 Positions 18,791 12,936 1,700 15,852 7,190 338 18,340 8,575 260 1,503 202 0 9,532 35,115 Changes from: August 16, 2016 Total Change is: -4,387 -192 -460 376 -908 -241 -186 -3,237 799 -60 -24 -6 0 -156 -4,609 Percent of Open Interest Represented by Each Category of Trader 28.3 19.5 2.6 23.9 10.8 0.5 27.7 12.9 0.4 2.3 0.3 0.0 14.4 53.0 Number of Traders in Each Category Total Traders: 82 15 12 4 12 4 . 20 14 5 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 229,828 Positions 18,204 136,980 1,056 145,748 49,655 16,646 32,963 17,269 3,279 4,589 1,053 0 7,343 3,890 Changes from: August 16, 2016 Total Change is: 617 95 227 6 -1,728 -913 293 1,289 855 8 280 1 0 374 140 Percent of Open Interest Represented by Each Category of Trader 7.9 59.6 0.5 63.4 21.6 7.2 14.3 7.5 1.4 2.0 0.5 0.0 3.2 1.7 Number of Traders in Each Category Total Traders: 125 8 10 . 45 22 21 15 14 7 8 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 862,261 Positions 45,324 593,641 41,444 443,693 63,823 66,414 195,079 56,610 9,237 36,404 20,223 1,239 23,427 9,630 Changes from: August 16, 2016 Total Change is: 15,271 -3,710 17,413 3,425 -2,493 -2,376 7,691 11,071 -15,511 1,284 485 1,481 477 -2,959 1,387 Percent of Open Interest Represented by Each Category of Trader 5.3 68.8 4.8 51.5 7.4 7.7 22.6 6.6 1.1 4.2 2.3 0.1 2.7 1.1 Number of Traders in Each Category Total Traders: 313 24 19 11 113 26 38 59 20 15 37 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 695,751 Positions 11,252 37,862 20,212 209,478 180,224 119,624 74,066 75,907 74,411 7,254 22,662 12,237 167,219 152,612 Changes from: August 16, 2016 Total Change is: -375 109 -8,653 926 685 8,809 -626 -1,494 -4,101 312 107 2,922 834 -1,229 -798 Percent of Open Interest Represented by Each Category of Trader 1.6 5.4 2.9 30.1 25.9 17.2 10.6 10.9 10.7 1.0 3.3 1.8 24.0 21.9 Number of Traders in Each Category Total Traders: 156 8 14 15 36 34 35 34 15 34 8 7 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 616,874 Positions 563 62,458 2,281 310,735 121,911 92,654 37,149 213,546 21,575 15,030 7,995 504 136,383 93,950 Changes from: August 16, 2016 Total Change is: 3,067 563 -5,416 -3,437 -330 3,428 1,437 -2,586 -2,838 3,834 1,536 -832 -1,536 3,586 8,427 Percent of Open Interest Represented by Each Category of Trader 0.1 10.1 0.4 50.4 19.8 15.0 6.0 34.6 3.5 2.4 1.3 0.1 22.1 15.2 Number of Traders in Each Category Total Traders: 97 . 6 . 43 12 32 11 17 14 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,183,030 Positions 49,521 87,128 16,453 314,310 211,381 145,254 286,606 224,404 133,596 103,908 203,787 7,674 125,709 153,353 Changes from: August 16, 2016 Total Change is: 31,621 -4,553 -9,513 3,310 -29,258 1,871 226 -2,779 -15,909 42,700 12,762 3,514 59 9,154 5,361 Percent of Open Interest Represented by Each Category of Trader 4.2 7.4 1.4 26.6 17.9 12.3 24.2 19.0 11.3 8.8 17.2 0.6 10.6 13.0 Number of Traders in Each Category Total Traders: 247 12 30 21 47 38 47 38 37 38 21 22 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,306,904 Positions 121,189 198,462 192,785 806,976 967,317 476,618 535,336 452,719 342,395 365,729 132,005 79,720 386,156 464,882 Changes from: August 16, 2016 Total Change is: -35,287 -29,020 57,008 27,030 -9,553 -9,880 -7,270 -21,717 -134,677 11,344 -9,997 -5,626 5,934 -2,039 20,849 Percent of Open Interest Represented by Each Category of Trader 3.7 6.0 5.8 24.4 29.3 14.4 16.2 13.7 10.4 11.1 4.0 2.4 11.7 14.1 Number of Traders in Each Category Total Traders: 369 24 32 42 52 75 74 62 61 84 27 35 34 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 193,022 Positions 19,229 11,891 595 41,678 88,088 6,228 57,066 2,410 2,776 7,664 0 0 57,786 81,034 Changes from: August 16, 2016 Total Change is: 6,102 -233 2,571 -594 3,396 -908 1,826 -5,551 0 1,573 0 0 0 5,686 1,634 Percent of Open Interest Represented by Each Category of Trader 10.0 6.2 0.3 21.6 45.6 3.2 29.6 1.2 1.4 4.0 0.0 0.0 29.9 42.0 Number of Traders in Each Category Total Traders: 33 . 4 . 4 11 7 8 . 4 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,158,082 Positions 53,254 364,386 138,022 1,509,024 592,231 312,926 338,392 890,844 285,116 191,433 176,469 38,049 291,866 360,039 Changes from: August 16, 2016 Total Change is: 149,810 -7,014 12,348 24,097 -14,464 4,626 -5,050 -3,867 -19,973 97,811 29,554 9,746 4,839 23,904 21,365 Percent of Open Interest Represented by Each Category of Trader 1.7 11.5 4.4 47.8 18.8 9.9 10.7 28.2 9.0 6.1 5.6 1.2 9.2 11.4 Number of Traders in Each Category Total Traders: 306 11 42 29 50 53 53 47 58 62 17 28 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 920,908 Positions 284,431 114,283 321,383 7,452 22,511 18,329 46,971 185,251 170,762 25,211 12,136 25,946 20,423 50,307 Changes from: August 16, 2016 Total Change is: 75,566 -13,867 12,056 55,187 562 2,202 -3,389 17,036 6,834 2,858 11,455 -1,659 7,823 -2,098 -6,345 Percent of Open Interest Represented by Each Category of Trader 30.9 12.4 34.9 0.8 2.4 2.0 5.1 20.1 18.5 2.7 1.3 2.8 2.2 5.5 Number of Traders in Each Category Total Traders: 141 20 35 44 . 9 5 24 35 38 . 6 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is19,175,223 Positions 3,632,430 1,488,396 3,459,937 334,029 1,802,547 598,459 632,512 992,520 7,819,332 669,509 636,243 1,208,557 820,458 1,169,232 Changes from: August 16, 2016 Total Change is: 327,218 13,599 134,552 48,725 18,471 -1,870 898 47,854 -79,443 241,234 1,775 37,643 14,075 -59,413 -68,597 Percent of Open Interest Represented by Each Category of Trader 18.9 7.8 18.0 1.7 9.4 3.1 3.3 5.2 40.8 3.5 3.3 6.3 4.3 6.1 Number of Traders in Each Category Total Traders: 319 32 53 82 14 28 35 43 93 116 20 27 32 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 27,233 Positions 5,350 4,609 0 18 10,408 126 12,423 8,918 0 8,655 2,443 580 81 149 Changes from: August 16, 2016 Total Change is: 916 657 -26 0 18 796 -18 534 -120 0 -190 332 -57 -28 9 Percent of Open Interest Represented by Each Category of Trader 19.6 16.9 0.0 0.1 38.2 0.5 45.6 32.7 0.0 31.8 9.0 2.1 0.3 0.5 Number of Traders in Each Category Total Traders: 46 4 6 0 . 12 . 7 7 0 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 36,525 Positions 9,320 17,262 0 291 7,176 414 25,491 7,404 0 897 4,130 49 63 90 Changes from: August 16, 2016 Total Change is: 2,320 -674 3,458 0 21 -918 0 3,027 -224 0 -42 44 -5 -7 -35 Percent of Open Interest Represented by Each Category of Trader 25.5 47.3 0.0 0.8 19.6 1.1 69.8 20.3 0.0 2.5 11.3 0.1 0.2 0.2 Number of Traders in Each Category Total Traders: 35 4 4 0 . 4 . 9 7 0 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 58,071 Positions 308 18,815 66 12,840 1,803 1,745 8,314 22,522 9,312 17,556 780 83 7,847 2,945 Changes from: August 16, 2016 Total Change is: 8 124 -276 61 -94 570 -1 -2,636 -2,410 1,162 451 235 30 912 638 Percent of Open Interest Represented by Each Category of Trader 0.5 32.4 0.1 22.1 3.1 3.0 14.3 38.8 16.0 30.2 1.3 0.1 13.5 5.1 Number of Traders in Each Category Total Traders: 130 . 4 . 7 4 . 30 30 15 43 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 507,877 Positions 149,334 25,153 24,550 116,958 44,292 31,228 56,404 242,916 80,840 6,955 9,043 18,823 22,785 31,032 Changes from: August 16, 2016 Total Change is: -33,759 2,500 -19,476 -6,314 18,001 2,698 -5,159 -27,265 2,111 -9,853 -3,968 2,214 -863 -838 883 Percent of Open Interest Represented by Each Category of Trader 29.4 5.0 4.8 23.0 8.7 6.1 11.1 47.8 15.9 1.4 1.8 3.7 4.5 6.1 Number of Traders in Each Category Total Traders: 239 18 14 22 13 19 15 41 78 63 14 20 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 20,876 Positions 84 3,490 0 15,435 0 351 3,006 15,798 390 1,434 842 0 176 5 Changes from: August 16, 2016 Total Change is: 2,717 -453 616 0 2,783 0 153 -312 1,958 0 517 0 0 29 -10 Percent of Open Interest Represented by Each Category of Trader 0.4 16.7 0.0 73.9 0.0 1.7 14.4 75.7 1.9 6.9 4.0 0.0 0.8 0.0 Number of Traders in Each Category Total Traders: 34 . . 0 9 0 . 10 6 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 23, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 13,280 Positions 1,750 7,954 0 9,521 0 0 567 5,137 47 507 0 0 888 142 Changes from: August 16, 2016 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 13.2 59.9 0.0 71.7 0.0 0.0 4.3 38.7 0.4 3.8 0.0 0.0 6.7 1.1 Number of Traders in Each Category Total Traders: 20 . . 0 5 0 0 . 5 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 26, 2016