Traders in Financial Futures - Futures Only Positions as of September 6, 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 122,747
Positions
6,279 58,814 1,673 52,732 8,726 767 19,332 19,054 3,221 6,056 6,905 290 32,397 23,297
Changes from: August 30, 2016 Total Change is: -2,969
166 -4,057 775 -1,792 -15 -669 -2,020 -2,077 1,755 616 584 94 -1,894 641
Percent of Open Interest Represented by Each Category of Trader
5.1 47.9 1.4 43.0 7.1 0.6 15.7 15.5 2.6 4.9 5.6 0.2 26.4 19.0
Number of Traders in Each Category Total Traders: 83
4 7 4 9 7 . 23 17 9 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 45,795
Positions
23,874 2,590 374 1,524 1,781 71 11,306 22,103 716 0 0 0 7,930 18,160
Changes from: August 30, 2016 Total Change is: 3,501
4,101 -662 30 -4 -67 0 -1,839 5,687 217 0 0 0 996 -1,704
Percent of Open Interest Represented by Each Category of Trader
52.1 5.7 0.8 3.3 3.9 0.2 24.7 48.3 1.6 0.0 0.0 0.0 17.3 39.7
Number of Traders in Each Category Total Traders: 41
4 4 . . . . 11 17 10 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 255,953
Positions
159,558 8,492 7,176 14,670 73,011 4,799 29,190 98,630 11,045 3,344 12,614 2,732 23,439 37,454
Changes from: August 30, 2016 Total Change is: 7,543
-14,050 1,934 4,751 2,837 421 746 297 -2,247 4,796 717 -2,353 1,648 5,801 -2,153
Percent of Open Interest Represented by Each Category of Trader
62.3 3.3 2.8 5.7 28.5 1.9 11.4 38.5 4.3 1.3 4.9 1.1 9.2 14.6
Number of Traders in Each Category Total Traders: 133
10 9 8 4 28 7 23 46 20 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 159,342
Positions
6,528 9,446 5,920 27,404 35,341 5,433 77,049 26,708 6,353 801 35,702 1,153 28,701 33,286
Changes from: August 30, 2016 Total Change is: -4,987
-1,974 -7,315 -870 -52 -351 39 -8,136 -295 3,804 -62 -391 -237 2,501 629
Percent of Open Interest Represented by Each Category of Trader
4.1 5.9 3.7 17.2 22.2 3.4 48.4 16.8 4.0 0.5 22.4 0.7 18.0 20.9
Number of Traders in Each Category Total Traders: 112
4 8 5 10 22 9 33 28 11 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 375,985
Positions
117,268 16,233 10,387 126,432 103,118 16,444 32,909 120,521 10,704 15,560 31,587 735 45,546 66,256
Changes from: August 30, 2016 Total Change is: 11,142
10,515 -708 7,126 -2,883 735 350 -8,001 -3,386 6,514 -2,404 -1,241 -338 263 2,090
Percent of Open Interest Represented by Each Category of Trader
31.2 4.3 2.8 33.6 27.4 4.4 8.8 32.1 2.8 4.1 8.4 0.2 12.1 17.6
Number of Traders in Each Category Total Traders: 225
21 8 12 41 35 32 29 47 22 21 21 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 108,852
Positions
2,123 38,814 1,711 19,561 10,895 1,062 52,070 20,341 2,015 400 8,713 81 29,829 25,220
Changes from: August 30, 2016 Total Change is: -1,188
352 -2,662 334 -1,790 -2,039 305 718 -1,322 -419 -3,458 1,959 81 2,689 2,575
Percent of Open Interest Represented by Each Category of Trader
2.0 35.7 1.6 18.0 10.0 1.0 47.8 18.7 1.9 0.4 8.0 0.1 27.4 23.2
Number of Traders in Each Category Total Traders: 82
. 6 6 7 8 6 32 15 6 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 39,093
Positions
10,528 35,716 360 4,150 0 0 21,766 1,856 398 570 230 0 1,321 533
Changes from: August 30, 2016 Total Change is: 18
0 595 0 -300 0 0 42 -874 322 -140 0 0 94 -25
Percent of Open Interest Represented by Each Category of Trader
26.9 91.4 0.9 10.6 0.0 0.0 55.7 4.7 1.0 1.5 0.6 0.0 3.4 1.4
Number of Traders in Each Category Total Traders: 24
. 7 . . 0 0 8 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 162,430
Positions
32,250 45,636 13,720 68,424 5,213 637 16,594 62,165 23,965 2,105 5,479 151 4,584 5,464
Changes from: August 30, 2016 Total Change is: 48,329
-2,682 7,700 11,407 36,640 -58 0 -2,627 22,910 6,055 -592 527 151 -23 -363
Percent of Open Interest Represented by Each Category of Trader
19.9 28.1 8.4 42.1 3.2 0.4 10.2 38.3 14.8 1.3 3.4 0.1 2.8 3.4
Number of Traders in Each Category Total Traders: 131
5 10 6 11 10 . 24 50 17 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 27,330
Positions
744 17,370 22 6,034 0 0 16,520 6,923 1,116 1,053 1,085 0 1,841 814
Changes from: August 30, 2016 Total Change is: -6,159
100 705 -8,199 -291 0 0 1,814 1,177 -16 395 485 0 38 -311
Percent of Open Interest Represented by Each Category of Trader
2.7 63.6 0.1 22.1 0.0 0.0 60.4 25.3 4.1 3.9 4.0 0.0 6.7 3.0
Number of Traders in Each Category Total Traders: 37
. . . 5 0 0 9 11 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 51,939
Positions
2,154 18,577 308 2,999 17,232 34 38,312 8,050 930 1,058 2,447 0 6,144 4,361
Changes from: August 30, 2016 Total Change is: 5,443
-117 3,508 112 866 -435 -22 4,003 1,767 -172 294 348 0 479 337
Percent of Open Interest Represented by Each Category of Trader
4.1 35.8 0.6 5.8 33.2 0.1 73.8 15.5 1.8 2.0 4.7 0.0 11.8 8.4
Number of Traders in Each Category Total Traders: 92
. 6 4 8 6 . 48 12 6 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 74,026
Positions
10,428 48,463 1,142 7,497 877 274 43,861 8,429 919 928 3,659 143 8,836 10,122
Changes from: August 30, 2016 Total Change is: 1,189
169 681 35 367 -378 -18 -87 673 95 1 235 0 628 -134
Percent of Open Interest Represented by Each Category of Trader
14.1 65.5 1.5 10.1 1.2 0.4 59.3 11.4 1.2 1.3 4.9 0.2 11.9 13.7
Number of Traders in Each Category Total Traders: 119
10 24 6 8 . 4 43 14 7 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 148,052
Positions
20,855 96,925 2,284 14,993 1,753 548 87,721 16,857 1,838 1,856 7,318 285 17,672 20,244
Changes from: August 30, 2016 Total Change is: 2,378
337 1,362 70 734 -756 -36 -174 1,346 190 1 470 0 1,256 -268
Percent of Open Interest Represented by Each Category of Trader
14.1 65.5 1.5 10.1 1.2 0.4 59.3 11.4 1.2 1.3 4.9 0.2 11.9 13.7
Number of Traders in Each Category Total Traders: 119
10 24 6 8 . 4 43 14 7 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 735,322
Positions
63,288 80,130 59,076 300,305 196,994 58,043 86,248 148,650 45,176 28,328 46,546 8,667 86,190 92,039
Changes from: August 30, 2016 Total Change is: 24,981
4,651 -509 11,475 3,272 288 2,437 -2,038 5,909 4,011 157 -97 -585 1,601 2,053
Percent of Open Interest Represented by Each Category of Trader
8.6 10.9 8.0 40.8 26.8 7.9 11.7 20.2 6.1 3.9 6.3 1.2 11.7 12.5
Number of Traders in Each Category Total Traders: 619
41 32 38 127 80 87 88 134 68 41 75 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 105,114
Positions
23,391 36,326 3,090 20,306 19,340 3,674 13,910 23,911 555 6,334 2,286 35 33,819 15,897
Changes from: August 30, 2016 Total Change is: 5,202
3,084 900 1,150 1,320 249 1,964 -2,626 113 30 127 150 10 143 636
Percent of Open Interest Represented by Each Category of Trader
22.3 34.6 2.9 19.3 18.4 3.5 13.2 22.7 0.5 6.0 2.2 0.0 32.2 15.1
Number of Traders in Each Category Total Traders: 64
8 9 4 10 . 4 12 13 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 3,151,038
Positions
290,751 310,286 188,665 1,399,994 888,269 271,847 462,461 724,466 122,337 134,829 246,159 18,300 261,854 380,709
Changes from: August 30, 2016 Total Change is: 98,896
13,361 -1,520 46,098 9,762 194 2,367 -11,201 14,837 34,047 -1,612 -3,000 -1,214 7,288 7,087
Percent of Open Interest Represented by Each Category of Trader
9.2 9.8 6.0 44.4 28.2 8.6 14.7 23.0 3.9 4.3 7.8 0.6 8.3 12.1
Number of Traders in Each Category Total Traders: 611
41 32 34 125 77 84 87 135 64 41 72 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 84,792
Positions
1,162 32,777 524 39,956 41,560 2,724 27,325 3,131 210 0 250 0 12,891 3,616
Changes from: August 30, 2016 Total Change is: -1,154
-22 -57 9 -716 -463 -82 -1,230 -202 89 0 -410 0 798 -38
Percent of Open Interest Represented by Each Category of Trader
1.4 38.7 0.6 47.1 49.0 3.2 32.2 3.7 0.2 0.0 0.3 0.0 15.2 4.3
Number of Traders in Each Category Total Traders: 89
. 10 . 38 12 14 18 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 61,802
Positions
4,420 30,663 846 17,700 5,408 874 29,196 14,801 683 2,220 2,836 7 5,856 5,684
Changes from: August 30, 2016 Total Change is: 715
231 717 214 -112 26 -35 360 -1,066 194 -59 266 -2 -76 399
Percent of Open Interest Represented by Each Category of Trader
7.2 49.6 1.4 28.6 8.8 1.4 47.2 23.9 1.1 3.6 4.6 0.0 9.5 9.2
Number of Traders in Each Category Total Traders: 268
12 29 13 48 16 12 73 51 16 17 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 309,012
Positions
22,099 153,316 4,232 88,498 27,040 4,371 145,982 74,003 3,417 11,098 14,178 35 29,280 28,420
Changes from: August 30, 2016 Total Change is: 3,573
1,153 3,587 1,069 -558 132 -174 1,801 -5,328 972 -297 1,330 -11 -382 1,996
Percent of Open Interest Represented by Each Category of Trader
7.2 49.6 1.4 28.6 8.8 1.4 47.2 23.9 1.1 3.6 4.6 0.0 9.5 9.2
Number of Traders in Each Category Total Traders: 268
12 29 13 48 16 12 73 51 16 17 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 338,817
Positions
77,208 40,723 1,932 113,745 152,265 23,502 88,880 87,299 4,670 7,452 10,229 687 20,741 17,510
Changes from: August 30, 2016 Total Change is: 2,780
-192 -577 1,372 -3,981 -2,286 4,568 786 -1,461 460 -265 655 -1,035 1,067 1,084
Percent of Open Interest Represented by Each Category of Trader
22.8 12.0 0.6 33.6 44.9 6.9 26.2 25.8 1.4 2.2 3.0 0.2 6.1 5.2
Number of Traders in Each Category Total Traders: 267
20 18 8 59 43 27 50 47 16 13 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 49,765
Positions
3,468 16,452 10,777 17,197 804 526 3,013 2,458 190 4,670 11,527 0 9,924 7,031
Changes from: August 30, 2016 Total Change is: 12,969
-6 -19 10,730 -314 -462 459 354 339 190 -440 326 0 1,996 1,406
Percent of Open Interest Represented by Each Category of Trader
7.0 33.1 21.7 34.6 1.6 1.1 6.1 4.9 0.4 9.4 23.2 0.0 19.9 14.1
Number of Traders in Each Category Total Traders: 44
. 5 . 15 . . 7 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 78,225
Positions
17,711 15,023 5,176 13,640 9,247 796 21,558 8,325 2,560 2,176 1,118 703 13,905 35,277
Changes from: August 30, 2016 Total Change is: 11,637
-1,351 1,376 3,598 -1,510 279 610 2,527 -1,700 2,117 134 915 404 5,108 4,038
Percent of Open Interest Represented by Each Category of Trader
22.6 19.2 6.6 17.4 11.8 1.0 27.6 10.6 3.3 2.8 1.4 0.9 17.8 45.1
Number of Traders in Each Category Total Traders: 98
12 15 10 13 7 5 29 14 12 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 229,097
Positions
17,011 140,351 825 145,747 47,054 17,044 34,264 16,991 1,947 3,832 1,426 150 8,277 3,309
Changes from: August 30, 2016 Total Change is: -2,542
213 482 -37 -2,356 -2,971 239 33 796 -1,112 30 -27 150 298 -62
Percent of Open Interest Represented by Each Category of Trader
7.4 61.3 0.4 63.6 20.5 7.4 15.0 7.4 0.8 1.7 0.6 0.1 3.6 1.4
Number of Traders in Each Category Total Traders: 123
8 10 . 44 21 20 17 13 7 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 945,639
Positions
45,634 610,070 93,914 441,282 75,947 66,569 202,946 39,981 14,818 50,709 20,449 1,195 28,572 22,696
Changes from: August 30, 2016 Total Change is: 47,073
1,180 -10,689 46,132 -13,164 9,599 2,938 1,432 -12,554 2,161 4,260 255 -48 2,182 9,279
Percent of Open Interest Represented by Each Category of Trader
4.8 64.5 9.9 46.7 8.0 7.0 21.5 4.2 1.6 5.4 2.2 0.1 3.0 2.4
Number of Traders in Each Category Total Traders: 319
24 22 13 108 32 45 60 19 15 39 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 562,705
Positions
10,726 16,954 3,522 183,749 165,558 104,688 78,126 69,984 21,167 9,075 39,018 0 151,652 141,814
Changes from: August 30, 2016 Total Change is: -19,691
-3,097 -8,337 -5,368 891 1,480 967 -2,825 -5,831 -10,803 2,097 6,870 -256 -1,297 1,587
Percent of Open Interest Represented by Each Category of Trader
1.9 3.0 0.6 32.7 29.4 18.6 13.9 12.4 3.8 1.6 6.9 0.0 27.0 25.2
Number of Traders in Each Category Total Traders: 135
6 8 6 35 28 28 23 24 16 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 616,554
Positions
1,820 61,211 3,019 311,548 100,898 92,198 39,356 233,547 27,719 15,055 3,875 508 125,331 93,579
Changes from: August 30, 2016 Total Change is: -27,816
241 -1,847 -428 7,150 -5,087 1,339 -6,028 3,814 -26,858 1,934 -1,285 -4,771 -395 7,307
Percent of Open Interest Represented by Each Category of Trader
0.3 9.9 0.5 50.5 16.4 15.0 6.4 37.9 4.5 2.4 0.6 0.1 20.3 15.2
Number of Traders in Each Category Total Traders: 95
. 7 . 44 11 32 12 15 15 4 . .
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Traders in Financial Futures - Futures Only Positions as of September 6, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,047,916
Positions
56,473 103,783 15,870 340,099 189,873 132,150 289,166 206,200 44,192 52,312 208,974 2,542 115,112 144,332
Changes from: August 30, 2016 Total Change is: -62,356
19,593 4,181 -6,033 15,127 -987 -8,161 2,753 -4,894 -41,771 -43,735 1,264 -1,569 1,440 -4,386
Percent of Open Interest Represented by Each Category of Trader
5.4 9.9 1.5 32.5 18.1 12.6 27.6 19.7 4.2 5.0 19.9 0.2 11.0 13.8
Number of Traders in Each Category Total Traders: 243
12 31 12 48 35 45 39 37 29 14 26 7
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Traders in Financial Futures - Futures Only Positions as of September 6, 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 2,865,497
Positions
108,079 211,100 67,206 833,894 994,570 391,720 601,698 488,870 120,106 374,368 148,300 14,893 353,533 428,732
Changes from: August 30, 2016 Total Change is: 6,729
-2,938 29,297 -17,978 -14,859 -9,553 3,668 40,986 4,615 -14,449 5,246 23,973 -1,320 8,373 -11,524
Percent of Open Interest Represented by Each Category of Trader
3.8 7.4 2.3 29.1 34.7 13.7 21.0 17.1 4.2 13.1 5.2 0.5 12.3 15.0
Number of Traders in Each Category Total Traders: 352
21 35 17 52 75 69 57 63 43 22 27 16
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Traders in Financial Futures - Futures Only Positions as of September 6, 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 207,226
Positions
16,823 11,122 1,118 52,404 82,406 4,485 59,873 10,104 8,431 3,703 2,185 0 60,389 87,375
Changes from: August 30, 2016 Total Change is: -859
-1,357 2,199 -6,982 9,765 64 -396 -2,034 7,074 -4,640 350 2,185 0 4,435 -363
Percent of Open Interest Represented by Each Category of Trader
8.1 5.4 0.5 25.3 39.8 2.2 28.9 4.9 4.1 1.8 1.1 0.0 29.1 42.2
Number of Traders in Each Category Total Traders: 35
4 . 4 4 11 6 8 . 4 . . 0
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Traders in Financial Futures - Futures Only Positions as of September 6, 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 2,820,777
Positions
56,784 325,694 38,753 1,545,412 539,068 267,673 322,264 929,933 160,319 153,123 191,501 16,462 259,987 351,374
Changes from: August 30, 2016 Total Change is: -117,647
-8,539 -22,867 -4,164 16,297 -21,066 -8,544 1,515 62,639 -118,446 -2,528 2,534 -1,198 7,960 -6,535
Percent of Open Interest Represented by Each Category of Trader
2.0 11.5 1.4 54.8 19.1 9.5 11.4 33.0 5.7 5.4 6.8 0.6 9.2 12.5
Number of Traders in Each Category Total Traders: 288
8 35 12 47 51 48 41 61 36 15 30 9
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Traders in Financial Futures - Futures Only Positions as of September 6, 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 993,831
Positions
371,854 188,297 253,871 4,700 30,360 19,061 40,884 195,968 193,992 43,235 12,129 44,021 22,213 56,132
Changes from: August 30, 2016 Total Change is: -24,241
39,804 60,857 -71,152 -7,148 11,583 4,791 -7,181 -2,467 11,660 16,831 3,639 -13,992 2,146 -29,160
Percent of Open Interest Represented by Each Category of Trader
37.4 18.9 25.5 0.5 3.1 1.9 4.1 19.7 19.5 4.4 1.2 4.4 2.2 5.6
Number of Traders in Each Category Total Traders: 135
20 30 38 . 9 . 20 38 35 6 8 9
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Traders in Financial Futures - Futures Only Positions as of September 6, 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 is11,262,012
Positions
3,585,315 1,349,972 2,313,458 314,963 1,783,253 450,285 615,618 1,087,132 2,121,682 641,648 536,796 497,054 721,989 1,122,380
Changes from: August 30, 2016 Total Change is: 163,987
-14,467 -22,574 132,410 4,119 -26,126 -21,287 -15,352 74,678 23,004 36,752 -26,952 55,050 -36,242 -24,216
Percent of Open Interest Represented by Each Category of Trader
31.8 12.0 20.5 2.8 15.8 4.0 5.5 9.7 18.8 5.7 4.8 4.4 6.4 10.0
Number of Traders in Each Category Total Traders: 293
33 49 76 8 29 33 36 82 100 13 24 28
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Traders in Financial Futures - Futures Only Positions as of September 6, 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 28,502
Positions
5,030 4,805 0 59 10,536 108 14,096 10,190 33 8,396 2,177 539 241 114
Changes from: August 30, 2016 Total Change is: 252
0 -624 -1 41 112 -18 421 817 33 -372 -18 0 148 -49
Percent of Open Interest Represented by Each Category of Trader
17.6 16.9 0.0 0.2 37.0 0.4 49.5 35.8 0.1 29.5 7.6 1.9 0.8 0.4
Number of Traders in Each Category Total Traders: 44
. 6 0 . 12 . 6 7 . 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 38,956
Positions
7,655 19,206 0 370 6,914 321 29,128 7,808 0 1,373 4,584 0 109 123
Changes from: August 30, 2016 Total Change is: 1,859
-1,510 1,885 0 63 -137 -93 3,348 152 0 7 60 0 44 -8
Percent of Open Interest Represented by Each Category of Trader
19.7 49.3 0.0 0.9 17.7 0.8 74.8 20.0 0.0 3.5 11.8 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 34
. 4 0 . 4 . 9 7 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 58,169
Positions
194 19,975 0 13,150 543 1,759 10,306 23,760 9,061 14,864 185 0 8,835 2,886
Changes from: August 30, 2016 Total Change is: 2,828
-589 1,186 -163 22 -813 18 1,914 2,935 -814 1,395 -74 0 1,045 553
Percent of Open Interest Represented by Each Category of Trader
0.3 34.3 0.0 22.6 0.9 3.0 17.7 40.8 15.6 25.6 0.3 0.0 15.2 5.0
Number of Traders in Each Category Total Traders: 123
. 5 0 6 . 4 30 32 20 41 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 547,744
Positions
157,851 21,635 26,690 113,215 50,361 31,557 56,283 251,769 98,046 9,542 7,937 27,084 27,476 32,665
Changes from: August 30, 2016 Total Change is: 36,503
8,337 826 885 -5,464 3,611 770 2,386 7,326 19,468 2,718 -410 5,639 1,764 -1,612
Percent of Open Interest Represented by Each Category of Trader
28.8 3.9 4.9 20.7 9.2 5.8 10.3 46.0 17.9 1.7 1.4 4.9 5.0 6.0
Number of Traders in Each Category Total Traders: 244
19 12 23 13 20 14 46 74 62 18 23 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 6, 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 19,501
Positions
134 2,874 6 13,870 125 215 2,914 15,028 401 1,842 842 0 119 10
Changes from: August 30, 2016 Total Change is: -3,878
50 -1,095 6 -3,245 125 -255 -718 -2,671 11 323 0 0 -50 1
Percent of Open Interest Represented by Each Category of Trader
0.7 14.7 0.0 71.1 0.6 1.1 14.9 77.1 2.1 9.4 4.3 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 33
. . . 8 . . 7 8 . 4 . 0
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Updated September 9, 2016