Traders in Financial Futures - Futures Only Positions as of September 27, 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 105,130
Positions
14,269 14,901 35 39,410 11,379 936 18,617 40,338 473 5,957 4,389 213 25,220 32,466
Changes from: September 20, 2016 Total Change is: -32,074
3,430 -25,649 -10,475 -798 -30 -76 -22,727 2,191 -355 -856 -2,185 0 -217 4,505
Percent of Open Interest Represented by Each Category of Trader
13.6 14.2 0.0 37.5 10.8 0.9 17.7 38.4 0.4 5.7 4.2 0.2 24.0 30.9
Number of Traders in Each Category Total Traders: 84
7 4 . 8 10 4 17 25 4 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 38,969
Positions
21,475 596 0 2,289 1,288 71 7,800 20,032 556 0 0 0 6,778 16,426
Changes from: September 20, 2016 Total Change is: -1,869
11,343 -178 0 778 -451 0 -15,506 388 136 0 0 0 1,380 -1,764
Percent of Open Interest Represented by Each Category of Trader
55.1 1.5 0.0 5.9 3.3 0.2 20.0 51.4 1.4 0.0 0.0 0.0 17.4 42.2
Number of Traders in Each Category Total Traders: 35
6 . 0 . . . 10 13 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 239,025
Positions
152,525 2,043 1,311 12,780 77,962 1,530 40,781 102,964 4,761 4,440 12,015 53 20,844 36,386
Changes from: September 20, 2016 Total Change is: 1,266
18,543 -5,450 1,102 125 99 -66 -21,218 7,605 -874 638 774 0 3,016 -1,924
Percent of Open Interest Represented by Each Category of Trader
63.8 0.9 0.5 5.3 32.6 0.6 17.1 43.1 2.0 1.9 5.0 0.0 8.7 15.2
Number of Traders in Each Category Total Traders: 127
11 5 . . 28 7 29 41 11 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 155,170
Positions
3,385 21,636 647 29,034 36,834 3,694 87,127 26,397 1,751 1,746 29,796 522 27,264 33,893
Changes from: September 20, 2016 Total Change is: 14,432
-859 8,107 102 -1,142 -448 -521 12,674 249 431 661 2,276 242 2,844 3,994
Percent of Open Interest Represented by Each Category of Trader
2.2 13.9 0.4 18.7 23.7 2.4 56.1 17.0 1.1 1.1 19.2 0.3 17.6 21.8
Number of Traders in Each Category Total Traders: 115
5 8 . 13 19 8 28 30 10 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 328,490
Positions
75,038 9,853 4,724 135,038 101,191 13,265 27,769 107,429 7,459 19,290 26,850 845 45,062 56,874
Changes from: September 20, 2016 Total Change is: 3,965
-12,180 2,099 3,777 9,599 -1,432 -1,095 -1,367 -3,884 3,563 944 3,319 265 459 -2,647
Percent of Open Interest Represented by Each Category of Trader
22.8 3.0 1.4 41.1 30.8 4.0 8.5 32.7 2.3 5.9 8.2 0.3 13.7 17.3
Number of Traders in Each Category Total Traders: 222
17 11 9 37 37 29 28 41 18 24 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 29,630
Positions
784 22,116 0 16,475 0 1,318 1,183 2,440 0 344 0 133 9,393 3,623
Changes from: September 20, 2016 Total Change is: 943
-309 3,612 -163 131 0 181 652 -3,289 0 344 0 133 -26 469
Percent of Open Interest Represented by Each Category of Trader
2.6 74.6 0.0 55.6 0.0 4.4 4.0 8.2 0.0 1.2 0.0 0.4 31.7 12.2
Number of Traders in Each Category Total Traders: 21
. 4 0 10 0 5 . . 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 98,351
Positions
2,016 19,986 241 24,959 10,769 1,050 43,392 32,762 1,908 0 10,011 61 24,724 21,563
Changes from: September 20, 2016 Total Change is: 11,737
-6,304 5,257 51 4,557 -1,616 396 11,091 2,871 17 -11 3,596 45 1,895 1,120
Percent of Open Interest Represented by Each Category of Trader
2.0 20.3 0.2 25.4 10.9 1.1 44.1 33.3 1.9 0.0 10.2 0.1 25.1 21.9
Number of Traders in Each Category Total Traders: 94
5 9 5 9 7 6 34 21 8 0 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 36,928
Positions
6,750 31,150 350 3,960 0 0 24,052 3,013 0 802 1,842 0 1,014 573
Changes from: September 20, 2016 Total Change is: 1,837
288 4,452 0 60 0 0 1,425 -2,619 0 53 83 0 11 -79
Percent of Open Interest Represented by Each Category of Trader
18.3 84.4 0.9 10.7 0.0 0.0 65.1 8.2 0.0 2.2 5.0 0.0 2.7 1.6
Number of Traders in Each Category Total Traders: 26
. 7 . . 0 0 7 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 160,243
Positions
59,366 25,035 1 69,069 5,354 1,219 20,088 113,778 1,000 3,840 5,474 396 5,264 7,986
Changes from: September 20, 2016 Total Change is: 6,965
6,340 2,601 0 -1,893 -198 444 1 3,379 134 592 35 396 951 174
Percent of Open Interest Represented by Each Category of Trader
37.0 15.6 0.0 43.1 3.3 0.8 12.5 71.0 0.6 2.4 3.4 0.2 3.3 5.0
Number of Traders in Each Category Total Traders: 157
9 4 . 11 9 . 25 67 7 16 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 28,194
Positions
744 17,261 0 5,422 0 185 18,270 7,608 853 660 954 375 1,685 958
Changes from: September 20, 2016 Total Change is: 2,770
0 479 -25 -204 0 185 2,830 2,201 -241 -100 -231 375 -50 27
Percent of Open Interest Represented by Each Category of Trader
2.6 61.2 0.0 19.2 0.0 0.7 64.8 27.0 3.0 2.3 3.4 1.3 6.0 3.4
Number of Traders in Each Category Total Traders: 34
. . 0 . 0 . 10 10 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 49,416
Positions
2,644 14,301 3 2,171 20,432 34 36,580 9,330 910 1,541 1,012 0 5,533 3,394
Changes from: September 20, 2016 Total Change is: -110
188 2,252 0 -531 3,672 0 30 -5,509 1 265 -317 0 -63 -209
Percent of Open Interest Represented by Each Category of Trader
5.4 28.9 0.0 4.4 41.3 0.1 74.0 18.9 1.8 3.1 2.0 0.0 11.2 6.9
Number of Traders in Each Category Total Traders: 87
4 5 . 8 5 . 41 17 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 60,653
Positions
8,825 39,085 724 6,724 1,220 295 34,511 7,479 183 1,304 3,497 151 7,937 8,020
Changes from: September 20, 2016 Total Change is: 2,539
-227 728 7 1,090 -382 63 1,657 1,431 -94 -78 445 2 119 339
Percent of Open Interest Represented by Each Category of Trader
14.5 64.4 1.2 11.1 2.0 0.5 56.9 12.3 0.3 2.1 5.8 0.2 13.1 13.2
Number of Traders in Each Category Total Traders: 118
13 23 . 9 . 4 37 14 4 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 121,306
Positions
17,650 78,170 1,448 13,448 2,439 590 69,021 14,958 366 2,607 6,994 302 15,874 16,039
Changes from: September 20, 2016 Total Change is: 5,078
-453 1,455 14 2,180 -763 125 3,313 2,862 -187 -156 890 4 238 678
Percent of Open Interest Represented by Each Category of Trader
14.5 64.4 1.2 11.1 2.0 0.5 56.9 12.3 0.3 2.1 5.8 0.2 13.1 13.2
Number of Traders in Each Category Total Traders: 118
13 23 . 9 . 4 37 14 4 6 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 641,376
Positions
82,437 74,574 7,275 290,988 201,466 61,325 67,699 152,154 18,746 24,424 33,001 4,203 84,278 88,632
Changes from: September 20, 2016 Total Change is: 293
497 -5,165 1,724 321 -1,725 -3,691 1,268 6,992 -970 200 1,522 255 689 1,351
Percent of Open Interest Represented by Each Category of Trader
12.9 11.6 1.1 45.4 31.4 9.6 10.6 23.7 2.9 3.8 5.1 0.7 13.1 13.8
Number of Traders in Each Category Total Traders: 597
37 32 17 119 86 90 74 134 70 47 67 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 63,904
Positions
10,879 8,722 1,310 14,764 19,711 2,359 4,346 4,822 20 2,954 2,205 25 27,247 24,730
Changes from: September 20, 2016 Total Change is: 2,569
23 978 1,150 -211 2,561 -981 2,171 -1,476 -5 44 101 0 378 241
Percent of Open Interest Represented by Each Category of Trader
17.0 13.6 2.0 23.1 30.8 3.7 6.8 7.5 0.0 4.6 3.5 0.0 42.6 38.7
Number of Traders in Each Category Total Traders: 57
5 5 . 10 . 4 10 14 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 2,887,362
Positions
365,329 336,801 22,286 1,391,298 918,950 284,652 340,017 759,911 70,382 114,761 161,392 13,480 285,157 319,508
Changes from: September 20, 2016 Total Change is: -11,379
3,287 -29,799 1,956 909 -23,178 -11,802 -2,824 44,030 -6,516 1,620 7,943 437 1,554 5,550
Percent of Open Interest Represented by Each Category of Trader
12.7 11.7 0.8 48.2 31.8 9.9 11.8 26.3 2.4 4.0 5.6 0.5 9.9 11.1
Number of Traders in Each Category Total Traders: 588
36 33 15 118 84 86 74 132 59 47 63 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 82,981
Positions
1,616 30,685 442 39,373 43,232 3,639 25,043 1,372 408 0 459 0 12,460 2,744
Changes from: September 20, 2016 Total Change is: 1,905
-102 1,247 0 -91 396 334 1,389 -534 274 0 0 0 101 188
Percent of Open Interest Represented by Each Category of Trader
1.9 37.0 0.5 47.4 52.1 4.4 30.2 1.7 0.5 0.0 0.6 0.0 15.0 3.3
Number of Traders in Each Category Total Traders: 82
4 7 . 31 14 15 21 . 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 59,441
Positions
4,441 30,374 166 16,167 5,362 1,151 28,697 14,559 470 2,213 1,901 81 6,056 5,377
Changes from: September 20, 2016 Total Change is: 4,473
-353 3,748 14 -30 -20 259 4,034 -62 113 -90 184 33 493 204
Percent of Open Interest Represented by Each Category of Trader
7.5 51.1 0.3 27.2 9.0 1.9 48.3 24.5 0.8 3.7 3.2 0.1 10.2 9.0
Number of Traders in Each Category Total Traders: 249
12 23 5 44 18 13 65 48 15 17 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 297,206
Positions
22,205 151,872 829 80,836 26,812 5,757 143,483 72,794 2,348 11,067 9,506 403 30,278 26,885
Changes from: September 20, 2016 Total Change is: 22,366
-1,767 18,738 72 -150 -101 1,297 20,171 -310 565 -450 921 164 2,464 1,020
Percent of Open Interest Represented by Each Category of Trader
7.5 51.1 0.3 27.2 9.0 1.9 48.3 24.5 0.8 3.7 3.2 0.1 10.2 9.0
Number of Traders in Each Category Total Traders: 249
12 23 5 44 18 13 65 48 15 17 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 330,116
Positions
69,292 49,524 1,141 115,063 141,809 24,479 83,866 82,927 8,851 6,141 6,693 63 21,220 14,629
Changes from: September 20, 2016 Total Change is: 7,382
-674 11,181 212 3,662 -6,482 493 2,636 239 180 -189 266 0 1,062 1,293
Percent of Open Interest Represented by Each Category of Trader
21.0 15.0 0.3 34.9 43.0 7.4 25.4 25.1 2.7 1.9 2.0 0.0 6.4 4.4
Number of Traders in Each Category Total Traders: 257
14 18 . 56 43 30 49 51 23 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 34,218
Positions
728 24,630 117 16,146 1,079 114 3,470 638 1 5,810 1,940 0 7,832 5,699
Changes from: September 20, 2016 Total Change is: 976
0 685 0 -926 491 42 899 -690 1 -210 -316 0 1,170 763
Percent of Open Interest Represented by Each Category of Trader
2.1 72.0 0.3 47.2 3.2 0.3 10.1 1.9 0.0 17.0 5.7 0.0 22.9 16.7
Number of Traders in Each Category Total Traders: 37
. 5 . 13 . . 8 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 51,862
Positions
13,491 5,984 2,276 8,631 13,386 1,721 14,586 8,622 319 1,908 1,243 0 8,930 18,311
Changes from: September 20, 2016 Total Change is: 6,808
-406 2,012 596 -2,818 3,311 1,142 7,518 1,917 -359 1,042 127 0 93 -1,938
Percent of Open Interest Represented by Each Category of Trader
26.0 11.5 4.4 16.6 25.8 3.3 28.1 16.6 0.6 3.7 2.4 0.0 17.2 35.3
Number of Traders in Each Category Total Traders: 71
14 9 4 7 8 5 13 15 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 210,580
Positions
10,374 117,362 217 136,260 61,180 16,340 33,691 7,673 2,488 2,896 1,453 0 8,314 3,867
Changes from: September 20, 2016 Total Change is: 1,409
61 3,035 -29 2,047 378 -474 496 -1,225 -25 -613 -35 0 -54 -216
Percent of Open Interest Represented by Each Category of Trader
4.9 55.7 0.1 64.7 29.1 7.8 16.0 3.6 1.2 1.4 0.7 0.0 3.9 1.8
Number of Traders in Each Category Total Traders: 114
7 9 . 42 23 20 16 10 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 850,885
Positions
41,683 634,102 3,280 468,685 84,509 61,486 197,956 32,307 8,281 46,600 16,693 1,256 21,658 8,971
Changes from: September 20, 2016 Total Change is: 36,616
2,506 51,044 832 35,924 -7,220 -13,102 6,926 5,442 4 2,048 702 -2 1,480 -1,084
Percent of Open Interest Represented by Each Category of Trader
4.9 74.5 0.4 55.1 9.9 7.2 23.3 3.8 1.0 5.5 2.0 0.1 2.5 1.1
Number of Traders in Each Category Total Traders: 308
21 21 8 106 34 43 53 20 13 37 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 564,271
Positions
20,472 28,790 2,364 177,983 151,193 113,055 64,466 87,814 12,830 9,273 30,801 11 163,817 137,413
Changes from: September 20, 2016 Total Change is: 4,077
-3,984 -5,222 -671 2,909 -3,260 3,960 3,773 5,873 -4,202 -5,370 3,889 -112 7,774 3,822
Percent of Open Interest Represented by Each Category of Trader
3.6 5.1 0.4 31.5 26.8 20.0 11.4 15.6 2.3 1.6 5.5 0.0 29.0 24.4
Number of Traders in Each Category Total Traders: 147
9 10 4 39 26 34 24 27 13 7 5 .
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Traders in Financial Futures - Futures Only Positions as of September 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 605,356
Positions
5,287 67,061 1,163 303,031 88,216 99,328 35,803 235,172 23,876 15,084 3,875 508 121,276 86,157
Changes from: September 20, 2016 Total Change is: 7,108
2,034 528 277 2,345 -7,480 5,727 -2,595 5,244 2,690 -123 0 0 -3,247 122
Percent of Open Interest Represented by Each Category of Trader
0.9 11.1 0.2 50.1 14.6 16.4 5.9 38.8 3.9 2.5 0.6 0.1 20.0 14.2
Number of Traders in Each Category Total Traders: 100
. 8 . 43 11 31 12 18 13 4 . .
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Traders in Financial Futures - Futures Only Positions as of September 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,018,599
Positions
34,895 125,206 4,875 308,078 165,201 135,520 313,570 167,534 37,929 62,053 232,001 4,881 116,798 145,452
Changes from: September 20, 2016 Total Change is: 52,879
1,820 35,419 -3,373 9,477 7,802 -5,620 43,600 21,417 172 6,060 -9,378 692 51 5,748
Percent of Open Interest Represented by Each Category of Trader
3.4 12.3 0.5 30.2 16.2 13.3 30.8 16.4 3.7 6.1 22.8 0.5 11.5 14.3
Number of Traders in Each Category Total Traders: 239
11 32 6 52 35 45 38 32 26 15 24 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 2,819,244
Positions
126,878 185,472 43,482 857,531 922,896 430,772 542,186 589,598 66,760 381,061 140,333 13,795 356,779 426,136
Changes from: September 20, 2016 Total Change is: 55,588
-9,261 4,969 -2,154 33,527 -8,242 18,516 6,048 27,427 13,531 -15,122 2,876 -3,716 14,219 2,381
Percent of Open Interest Represented by Each Category of Trader
4.5 6.6 1.5 30.4 32.7 15.3 19.2 20.9 2.4 13.5 5.0 0.5 12.7 15.1
Number of Traders in Each Category Total Traders: 349
18 35 11 56 74 75 60 63 41 18 25 13
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Traders in Financial Futures - Futures Only Positions as of September 27, 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 225,380
Positions
4,963 25,365 57 39,829 94,947 5,964 109,453 9,710 2,216 3,703 4,129 0 59,195 82,992
Changes from: September 20, 2016 Total Change is: 15,691
-263 7,255 -90 -13,405 9,909 -69 23,761 2,225 1,902 0 0 0 3,855 -5,441
Percent of Open Interest Represented by Each Category of Trader
2.2 11.3 0.0 17.7 42.1 2.6 48.6 4.3 1.0 1.6 1.8 0.0 26.3 36.8
Number of Traders in Each Category Total Traders: 38
. 4 . 5 14 9 8 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 2,805,086
Positions
34,376 300,083 28,920 1,574,299 477,720 316,572 323,099 1,064,897 70,767 199,349 210,809 7,981 249,723 327,337
Changes from: September 20, 2016 Total Change is: 36,708
-14,137 41,172 -2,706 30,012 -20,259 -519 19,530 29,020 -19,024 3,453 7,081 734 19,365 1,209
Percent of Open Interest Represented by Each Category of Trader
1.2 10.7 1.0 56.1 17.0 11.3 11.5 38.0 2.5 7.1 7.5 0.3 8.9 11.7
Number of Traders in Each Category Total Traders: 296
6 34 12 58 44 49 41 64 35 17 32 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 1,139,523
Positions
374,202 222,891 291,595 1,572 26,830 21,546 113,343 209,633 217,824 29,632 16,878 66,929 22,880 65,397
Changes from: September 20, 2016 Total Change is: 3,147
-36,158 4,135 11,227 -12,260 1,852 5,325 28,544 -32,387 4,801 -10,284 -8,069 9,753 2,199 6,510
Percent of Open Interest Represented by Each Category of Trader
32.8 19.6 25.6 0.1 2.4 1.9 9.9 18.4 19.1 2.6 1.5 5.9 2.0 5.7
Number of Traders in Each Category Total Traders: 159
20 39 44 . 6 . 24 47 39 5 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 is10,917,029
Positions
3,631,897 1,048,754 2,309,384 303,299 1,741,680 484,875 528,342 1,043,580 1,954,500 653,658 896,968 327,908 723,166 1,109,380
Changes from: September 20, 2016 Total Change is: 135,618
38,047 39,020 55,698 15,670 51,495 2,841 59,542 -13,326 -50,142 24,060 27,789 11,033 -21,131 11,210
Percent of Open Interest Represented by Each Category of Trader
33.3 9.6 21.2 2.8 16.0 4.4 4.8 9.6 17.9 6.0 8.2 3.0 6.6 10.2
Number of Traders in Each Category Total Traders: 274
36 45 73 9 24 25 31 77 95 9 25 30
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Traders in Financial Futures - Futures Only Positions as of September 27, 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 26,696
Positions
2,211 4,397 0 50 10,756 108 14,445 8,385 0 9,241 2,464 453 188 133
Changes from: September 20, 2016 Total Change is: 1,514
202 557 0 0 142 0 1,132 471 0 89 221 124 -33 -1
Percent of Open Interest Represented by Each Category of Trader
8.3 16.5 0.0 0.2 40.3 0.4 54.1 31.4 0.0 34.6 9.2 1.7 0.7 0.5
Number of Traders in Each Category Total Traders: 47
. 8 0 . 11 . 7 8 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 24,398
Positions
3,965 3,815 0 327 7,021 357 17,953 8,398 0 1,604 4,545 136 56 126
Changes from: September 20, 2016 Total Change is: 2,339
881 1,133 0 0 179 0 1,441 984 0 22 0 0 -5 43
Percent of Open Interest Represented by Each Category of Trader
16.3 15.6 0.0 1.3 28.8 1.5 73.6 34.4 0.0 6.6 18.6 0.6 0.2 0.5
Number of Traders in Each Category Total Traders: 32
4 4 0 . . . 11 4 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 50,534
Positions
204 17,897 0 12,397 649 1,760 6,784 23,032 4,640 17,212 235 61 7,476 2,260
Changes from: September 20, 2016 Total Change is: 2,570
-56 -120 0 -810 -112 9 -299 1,909 877 2,341 -58 61 447 4
Percent of Open Interest Represented by Each Category of Trader
0.4 35.4 0.0 24.5 1.3 3.5 13.4 45.6 9.2 34.1 0.5 0.1 14.8 4.5
Number of Traders in Each Category Total Traders: 121
. . 0 7 4 5 29 31 15 41 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 473,209
Positions
127,589 19,889 33,214 100,253 38,828 41,188 32,263 194,825 87,400 9,034 8,704 17,031 25,237 32,130
Changes from: September 20, 2016 Total Change is: 2,104
7,295 4,850 -9,000 34,851 5,312 -7,925 -21,623 12,986 -456 2,555 1,258 -1,990 -1,603 -2,931
Percent of Open Interest Represented by Each Category of Trader
27.0 4.2 7.0 21.2 8.2 8.7 6.8 41.2 18.5 1.9 1.8 3.6 5.3 6.8
Number of Traders in Each Category Total Traders: 206
17 9 19 10 19 10 36 68 54 17 21 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 27, 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 21,543
Positions
48 3,316 0 14,793 46 326 2,681 16,582 390 3,157 863 0 148 20
Changes from: September 20, 2016 Total Change is: -394
-914 406 0 4,403 -95 326 -457 2,829 -3,827 90 0 0 -15 -33
Percent of Open Interest Represented by Each Category of Trader
0.2 15.4 0.0 68.7 0.2 1.5 12.4 77.0 1.8 14.7 4.0 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 36
. . 0 9 . . 9 6 . 7 . 0
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Updated September 30, 2016