Traders in Financial Futures - Futures Only Positions as of October 4, 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 104,219
Positions
15,791 14,520 9 42,655 10,468 915 13,295 40,511 803 5,687 5,642 213 24,851 31,138
Changes from: September 27, 2016 Total Change is: -911
1,522 -381 -26 3,245 -911 -21 -5,322 173 330 -270 1,253 0 -369 -1,328
Percent of Open Interest Represented by Each Category of Trader
15.2 13.9 0.0 40.9 10.0 0.9 12.8 38.9 0.8 5.5 5.4 0.2 23.8 29.9
Number of Traders in Each Category Total Traders: 84
7 4 . 8 9 4 14 28 6 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 46,330
Positions
22,528 1,542 0 1,521 1,288 71 15,570 21,331 300 0 0 0 6,340 21,798
Changes from: September 27, 2016 Total Change is: 7,361
1,053 946 0 -768 0 0 7,770 1,299 -256 0 0 0 -438 5,372
Percent of Open Interest Represented by Each Category of Trader
48.6 3.3 0.0 3.3 2.8 0.2 33.6 46.0 0.6 0.0 0.0 0.0 13.7 47.0
Number of Traders in Each Category Total Traders: 39
7 . 0 . . . 12 15 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 262,478
Positions
164,363 2,696 1,332 13,678 77,142 2,178 43,481 122,684 5,032 5,035 11,808 143 27,236 39,463
Changes from: September 27, 2016 Total Change is: 23,453
11,838 653 21 898 -820 648 2,700 19,720 271 595 -207 90 6,392 3,077
Percent of Open Interest Represented by Each Category of Trader
62.6 1.0 0.5 5.2 29.4 0.8 16.6 46.7 1.9 1.9 4.5 0.1 10.4 15.0
Number of Traders in Each Category Total Traders: 133
12 7 4 4 27 9 28 47 15 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 157,574
Positions
4,040 15,090 2,175 29,193 39,470 3,973 90,282 29,523 2,856 2,223 30,153 235 22,597 34,099
Changes from: September 27, 2016 Total Change is: 2,404
655 -6,546 1,528 159 2,636 279 3,155 3,126 1,105 477 357 -287 -4,667 206
Percent of Open Interest Represented by Each Category of Trader
2.6 9.6 1.4 18.5 25.0 2.5 57.3 18.7 1.8 1.4 19.1 0.1 14.3 21.6
Number of Traders in Each Category Total Traders: 125
5 8 . 11 23 8 31 35 12 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 347,643
Positions
80,065 8,464 7,994 142,251 101,903 13,113 31,968 120,181 6,928 16,205 24,656 2,704 46,415 61,700
Changes from: September 27, 2016 Total Change is: 19,153
5,027 -1,389 3,270 7,213 712 -152 4,199 12,752 -531 -3,085 -2,194 1,859 1,353 4,826
Percent of Open Interest Represented by Each Category of Trader
23.0 2.4 2.3 40.9 29.3 3.8 9.2 34.6 2.0 4.7 7.1 0.8 13.4 17.7
Number of Traders in Each Category Total Traders: 222
19 9 7 40 36 30 27 44 14 25 20 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,348
Positions
784 24,400 0 18,307 617 1,013 1,577 1,440 0 0 0 0 9,667 3,878
Changes from: September 27, 2016 Total Change is: 1,718
0 2,284 0 1,832 617 -305 394 -1,000 0 -344 0 -133 274 255
Percent of Open Interest Represented by Each Category of Trader
2.5 77.8 0.0 58.4 2.0 3.2 5.0 4.6 0.0 0.0 0.0 0.0 30.8 12.4
Number of Traders in Each Category Total Traders: 21
. 4 0 11 . 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 110,028
Positions
1,642 37,068 510 24,840 9,050 1,050 53,449 26,993 1,772 402 11,405 101 26,262 22,079
Changes from: September 27, 2016 Total Change is: 11,677
-374 17,082 269 -119 -1,719 0 10,057 -5,769 -136 402 1,394 40 1,538 516
Percent of Open Interest Represented by Each Category of Trader
1.5 33.7 0.5 22.6 8.2 1.0 48.6 24.5 1.6 0.4 10.4 0.1 23.9 20.1
Number of Traders in Each Category Total Traders: 96
4 10 5 9 7 6 34 19 7 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 44,449
Positions
7,309 37,879 350 3,910 0 0 31,057 3,723 0 775 1,889 0 1,048 608
Changes from: September 27, 2016 Total Change is: 7,521
559 6,729 0 -50 0 0 7,005 710 0 -27 47 0 34 35
Percent of Open Interest Represented by Each Category of Trader
16.4 85.2 0.8 8.8 0.0 0.0 69.9 8.4 0.0 1.7 4.2 0.0 2.4 1.4
Number of Traders in Each Category Total Traders: 28
. 7 . . 0 0 8 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 157,510
Positions
63,483 25,228 0 68,767 4,850 1,354 14,928 111,475 1,174 2,972 5,638 0 4,832 7,791
Changes from: September 27, 2016 Total Change is: -2,733
4,117 193 -1 -302 -504 135 -5,160 -2,303 174 -868 164 -396 -432 -195
Percent of Open Interest Represented by Each Category of Trader
40.3 16.0 0.0 43.7 3.1 0.9 9.5 70.8 0.7 1.9 3.6 0.0 3.1 4.9
Number of Traders in Each Category Total Traders: 150
8 5 0 12 9 4 24 65 8 13 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 28,894
Positions
744 21,399 0 5,633 74 30 20,240 5,077 270 100 880 345 1,532 819
Changes from: September 27, 2016 Total Change is: 700
0 4,138 0 211 74 -155 1,970 -2,531 -583 -560 -74 -30 -153 -139
Percent of Open Interest Represented by Each Category of Trader
2.6 74.1 0.0 19.5 0.3 0.1 70.0 17.6 0.9 0.3 3.0 1.2 5.3 2.8
Number of Traders in Each Category Total Traders: 31
. . 0 . . . 11 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 49,242
Positions
3,235 14,914 3 2,053 20,689 34 35,682 8,225 893 1,261 1,086 0 6,081 3,398
Changes from: September 27, 2016 Total Change is: -174
591 613 0 -118 257 0 -898 -1,105 -17 -280 74 0 548 4
Percent of Open Interest Represented by Each Category of Trader
6.6 30.3 0.0 4.2 42.0 0.1 72.5 16.7 1.8 2.6 2.2 0.0 12.3 6.9
Number of Traders in Each Category Total Traders: 91
5 7 . 8 6 . 41 18 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 61,014
Positions
9,294 38,589 750 7,637 1,593 228 33,459 7,841 400 1,278 3,396 151 7,818 8,068
Changes from: September 27, 2016 Total Change is: 361
469 -497 26 913 373 -68 -1,052 362 217 -26 -102 0 -119 49
Percent of Open Interest Represented by Each Category of Trader
15.2 63.2 1.2 12.5 2.6 0.4 54.8 12.9 0.7 2.1 5.6 0.2 12.8 13.2
Number of Traders in Each Category Total Traders: 115
13 21 . 7 4 4 36 17 5 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 122,027
Positions
18,587 77,177 1,499 15,274 3,185 455 66,918 15,682 800 2,556 6,791 302 15,636 16,136
Changes from: September 27, 2016 Total Change is: 721
937 -993 51 1,826 746 -135 -2,103 724 434 -51 -203 0 -238 97
Percent of Open Interest Represented by Each Category of Trader
15.2 63.2 1.2 12.5 2.6 0.4 54.8 12.9 0.7 2.1 5.6 0.2 12.8 13.2
Number of Traders in Each Category Total Traders: 115
13 21 . 7 4 4 36 17 5 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 659,410
Positions
91,505 69,823 10,141 280,179 199,934 63,008 68,844 157,105 22,822 25,708 31,240 5,274 91,929 100,062
Changes from: September 27, 2016 Total Change is: 18,033
9,069 -4,751 2,866 -10,810 -1,531 1,683 1,144 4,951 4,076 1,284 -1,761 1,071 7,650 11,431
Percent of Open Interest Represented by Each Category of Trader
13.9 10.6 1.5 42.5 30.3 9.6 10.4 23.8 3.5 3.9 4.7 0.8 13.9 15.2
Number of Traders in Each Category Total Traders: 595
38 29 20 115 91 93 76 139 71 48 59 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 74,374
Positions
19,259 9,077 260 14,720 18,808 2,580 7,221 8,647 0 3,339 1,129 25 26,970 33,848
Changes from: September 27, 2016 Total Change is: 10,470
8,380 355 -1,050 -44 -903 221 2,875 3,825 -20 385 -1,076 0 -277 9,118
Percent of Open Interest Represented by Each Category of Trader
25.9 12.2 0.3 19.8 25.3 3.5 9.7 11.6 0.0 4.5 1.5 0.0 36.3 45.5
Number of Traders in Each Category Total Traders: 57
5 5 . 10 4 4 12 12 0 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 2,925,178
Positions
380,408 322,905 30,230 1,337,470 915,808 291,963 365,715 799,891 56,509 121,104 159,815 16,986 324,793 331,071
Changes from: September 27, 2016 Total Change is: 37,816
15,079 -13,896 7,944 -53,828 -3,142 7,311 25,698 39,980 -13,873 6,343 -1,577 3,506 39,636 11,563
Percent of Open Interest Represented by Each Category of Trader
13.0 11.0 1.0 45.7 31.3 10.0 12.5 27.3 1.9 4.1 5.5 0.6 11.1 11.3
Number of Traders in Each Category Total Traders: 586
38 29 18 114 88 89 75 138 63 48 56 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 83,072
Positions
3,831 30,891 442 38,800 43,419 3,188 25,281 1,396 177 0 459 0 11,353 3,100
Changes from: September 27, 2016 Total Change is: 91
2,215 206 0 -573 187 -451 238 24 -231 0 0 0 -1,107 356
Percent of Open Interest Represented by Each Category of Trader
4.6 37.2 0.5 46.7 52.3 3.8 30.4 1.7 0.2 0.0 0.6 0.0 13.7 3.7
Number of Traders in Each Category Total Traders: 84
8 7 . 29 14 15 21 . 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 59,174
Positions
4,284 29,932 178 16,270 5,799 1,100 28,445 14,286 535 2,465 1,851 66 5,831 5,428
Changes from: September 27, 2016 Total Change is: -267
-157 -442 12 103 436 -51 -252 -273 65 252 -50 -15 -224 51
Percent of Open Interest Represented by Each Category of Trader
7.2 50.6 0.3 27.5 9.8 1.9 48.1 24.1 0.9 4.2 3.1 0.1 9.9 9.2
Number of Traders in Each Category Total Traders: 247
10 22 5 47 15 12 64 45 16 22 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 295,870
Positions
21,422 149,660 888 81,349 28,993 5,500 142,225 71,431 2,675 12,326 9,254 328 29,157 27,141
Changes from: September 27, 2016 Total Change is: -1,336
-783 -2,212 59 513 2,181 -257 -1,258 -1,363 327 1,259 -252 -75 -1,121 256
Percent of Open Interest Represented by Each Category of Trader
7.2 50.6 0.3 27.5 9.8 1.9 48.1 24.1 0.9 4.2 3.1 0.1 9.9 9.2
Number of Traders in Each Category Total Traders: 247
10 22 5 47 15 12 64 45 16 22 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 333,898
Positions
70,958 54,070 999 116,585 142,859 23,110 87,898 84,028 8,290 5,938 5,723 63 20,057 14,756
Changes from: September 27, 2016 Total Change is: 3,782
1,666 4,546 -142 1,522 1,050 -1,369 4,032 1,101 -561 -203 -970 0 -1,163 127
Percent of Open Interest Represented by Each Category of Trader
21.3 16.2 0.3 34.9 42.8 6.9 26.3 25.2 2.5 1.8 1.7 0.0 6.0 4.4
Number of Traders in Each Category Total Traders: 260
16 17 . 57 43 30 53 50 25 10 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 32,644
Positions
841 24,157 117 15,812 556 350 3,622 628 1 5,459 2,245 6 6,436 4,584
Changes from: September 27, 2016 Total Change is: -1,574
113 -473 0 -334 -523 236 152 -10 0 -351 305 6 -1,396 -1,115
Percent of Open Interest Represented by Each Category of Trader
2.6 74.0 0.4 48.4 1.7 1.1 11.1 1.9 0.0 16.7 6.9 0.0 19.7 14.0
Number of Traders in Each Category Total Traders: 39
. 5 . 15 . . 7 . . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 49,712
Positions
12,870 7,428 2,969 8,379 14,621 1,660 12,682 7,872 634 1,179 1,668 0 9,339 12,860
Changes from: September 27, 2016 Total Change is: -2,150
-621 1,444 693 -252 1,235 -61 -1,904 -750 315 -729 425 0 409 -5,451
Percent of Open Interest Represented by Each Category of Trader
25.9 14.9 6.0 16.9 29.4 3.3 25.5 15.8 1.3 2.4 3.4 0.0 18.8 25.9
Number of Traders in Each Category Total Traders: 74
11 11 4 6 8 5 16 15 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 218,943
Positions
9,660 122,098 130 141,978 61,445 15,780 37,538 11,867 2,547 2,903 759 0 8,407 4,317
Changes from: September 27, 2016 Total Change is: 8,363
-714 4,736 -87 5,718 265 -560 3,847 4,194 59 7 -694 0 93 450
Percent of Open Interest Represented by Each Category of Trader
4.4 55.8 0.1 64.8 28.1 7.2 17.1 5.4 1.2 1.3 0.3 0.0 3.8 2.0
Number of Traders in Each Category Total Traders: 115
7 10 . 43 24 20 17 9 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 850,261
Positions
29,143 641,965 5,781 469,905 78,781 62,913 195,463 25,775 8,281 55,496 16,979 1,295 21,984 8,491
Changes from: September 27, 2016 Total Change is: -624
-12,540 7,863 2,501 1,220 -5,728 1,427 -2,493 -6,532 0 8,896 286 39 326 -480
Percent of Open Interest Represented by Each Category of Trader
3.4 75.5 0.7 55.3 9.3 7.4 23.0 3.0 1.0 6.5 2.0 0.2 2.6 1.0
Number of Traders in Each Category Total Traders: 309
21 22 9 109 32 43 51 18 14 39 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 569,086
Positions
22,295 26,362 1,900 188,267 145,022 114,977 66,296 104,757 11,628 9,326 30,259 206 154,191 133,975
Changes from: September 27, 2016 Total Change is: 4,815
1,823 -2,428 -464 10,284 -6,171 1,922 1,830 16,943 -1,202 53 -542 195 -9,626 -3,438
Percent of Open Interest Represented by Each Category of Trader
3.9 4.6 0.3 33.1 25.5 20.2 11.6 18.4 2.0 1.6 5.3 0.0 27.1 23.5
Number of Traders in Each Category Total Traders: 150
12 7 5 36 31 35 25 27 14 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 607,616
Positions
6,823 73,041 273 314,413 91,043 100,903 35,204 239,279 17,834 15,284 3,875 508 116,374 80,860
Changes from: September 27, 2016 Total Change is: 2,260
1,536 5,980 -890 11,382 2,827 1,575 -599 4,107 -6,042 200 0 0 -4,902 -5,297
Percent of Open Interest Represented by Each Category of Trader
1.1 12.0 0.0 51.7 15.0 16.6 5.8 39.4 2.9 2.5 0.6 0.1 19.2 13.3
Number of Traders in Each Category Total Traders: 104
. 9 . 44 13 33 11 19 9 4 . .
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Traders in Financial Futures - Futures Only Positions as of October 4, 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 1,109,419
Positions
53,043 83,780 5,694 312,611 242,858 153,435 369,519 175,960 33,380 54,447 262,619 5,867 121,423 145,826
Changes from: September 27, 2016 Total Change is: 90,820
18,148 -41,426 819 4,533 77,657 17,915 55,949 8,426 -4,549 -7,606 30,618 986 4,625 374
Percent of Open Interest Represented by Each Category of Trader
4.8 7.6 0.5 28.2 21.9 13.8 33.3 15.9 3.0 4.9 23.7 0.5 10.9 13.1
Number of Traders in Each Category Total Traders: 248
19 28 8 48 38 46 41 31 27 17 26 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 2,857,712
Positions
158,861 179,831 19,840 869,821 917,502 447,663 548,184 664,991 56,234 405,325 128,152 13,437 338,347 430,062
Changes from: September 27, 2016 Total Change is: 38,468
31,983 -5,641 -23,642 12,290 -5,394 16,891 5,998 75,393 -10,526 24,264 -12,181 -358 -18,432 3,926
Percent of Open Interest Represented by Each Category of Trader
5.6 6.3 0.7 30.4 32.1 15.7 19.2 23.3 2.0 14.2 4.5 0.5 11.8 15.0
Number of Traders in Each Category Total Traders: 362
26 34 12 58 78 74 58 62 42 22 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 226,088
Positions
8,931 29,213 58 39,426 90,387 6,166 104,932 13,113 2,245 4,303 4,129 0 60,027 80,777
Changes from: September 27, 2016 Total Change is: 708
3,968 3,848 1 -403 -4,560 202 -4,521 3,403 29 600 0 0 832 -2,215
Percent of Open Interest Represented by Each Category of Trader
4.0 12.9 0.0 17.4 40.0 2.7 46.4 5.8 1.0 1.9 1.8 0.0 26.6 35.7
Number of Traders in Each Category Total Traders: 40
. 5 . 5 13 9 8 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 2,765,799
Positions
48,737 268,280 30,692 1,613,574 478,148 314,320 274,116 1,088,923 34,244 187,954 209,354 7,475 254,687 334,363
Changes from: September 27, 2016 Total Change is: -39,287
14,361 -31,803 1,772 39,275 428 -2,252 -48,983 24,026 -36,523 -11,395 -1,455 -506 4,964 7,026
Percent of Open Interest Represented by Each Category of Trader
1.8 9.7 1.1 58.3 17.3 11.4 9.9 39.4 1.2 6.8 7.6 0.3 9.2 12.1
Number of Traders in Each Category Total Traders: 295
8 35 9 57 46 53 36 67 28 15 31 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 1,065,083
Positions
339,761 192,396 281,923 0 36,837 18,212 105,034 201,442 201,932 31,980 9,072 66,719 19,522 56,550
Changes from: September 27, 2016 Total Change is: -74,440
-34,441 -30,495 -9,672 -1,572 10,007 -3,334 -8,309 -8,191 -15,892 2,348 -7,806 -210 -3,358 -8,847
Percent of Open Interest Represented by Each Category of Trader
31.9 18.1 26.5 0.0 3.5 1.7 9.9 18.9 19.0 3.0 0.9 6.3 1.8 5.3
Number of Traders in Each Category Total Traders: 160
20 38 41 0 10 . 22 47 42 9 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 is11,222,644
Positions
3,733,847 1,015,028 2,385,828 311,211 1,735,489 529,252 548,695 1,168,938 2,004,111 664,811 904,032 348,699 696,190 1,131,267
Changes from: September 27, 2016 Total Change is: 305,615
101,950 -33,726 76,444 7,912 -6,191 44,377 20,353 125,358 49,611 11,153 7,064 20,791 -26,976 21,887
Percent of Open Interest Represented by Each Category of Trader
33.3 9.0 21.3 2.8 15.5 4.7 4.9 10.4 17.9 5.9 8.1 3.1 6.2 10.1
Number of Traders in Each Category Total Traders: 280
35 46 74 8 25 26 33 80 95 8 27 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 26,610
Positions
2,349 3,550 0 47 11,249 109 13,928 8,552 0 9,528 2,553 440 209 157
Changes from: September 27, 2016 Total Change is: -86
138 -847 0 -3 493 1 -517 167 0 287 89 -13 21 24
Percent of Open Interest Represented by Each Category of Trader
8.8 13.3 0.0 0.2 42.3 0.4 52.3 32.1 0.0 35.8 9.6 1.7 0.8 0.6
Number of Traders in Each Category Total Traders: 45
4 7 0 . 11 . 7 7 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 25,713
Positions
4,917 5,025 0 377 6,974 355 18,707 8,583 5 1,139 4,545 136 77 90
Changes from: September 27, 2016 Total Change is: 1,315
952 1,210 0 50 -47 -2 754 185 5 -465 0 0 21 -36
Percent of Open Interest Represented by Each Category of Trader
19.1 19.5 0.0 1.5 27.1 1.4 72.8 33.4 0.0 4.4 17.7 0.5 0.3 0.4
Number of Traders in Each Category Total Traders: 35
5 4 0 . . . 11 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 53,795
Positions
309 18,125 0 13,837 797 527 9,595 27,406 4,429 17,122 343 61 7,915 2,107
Changes from: September 27, 2016 Total Change is: 3,261
105 228 0 1,440 148 -1,233 2,811 4,374 -211 -90 108 0 439 -153
Percent of Open Interest Represented by Each Category of Trader
0.6 33.7 0.0 25.7 1.5 1.0 17.8 50.9 8.2 31.8 0.6 0.1 14.7 3.9
Number of Traders in Each Category Total Traders: 137
. 4 0 9 5 . 40 25 16 43 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 482,610
Positions
118,571 23,805 36,203 113,358 40,059 41,507 41,030 203,244 76,456 9,356 8,388 19,763 26,366 33,185
Changes from: September 27, 2016 Total Change is: 9,401
-9,018 3,916 2,989 13,105 1,231 319 8,767 8,419 -10,944 322 -316 2,732 1,129 1,055
Percent of Open Interest Represented by Each Category of Trader
24.6 4.9 7.5 23.5 8.3 8.6 8.5 42.1 15.8 1.9 1.7 4.1 5.5 6.9
Number of Traders in Each Category Total Traders: 221
15 12 20 14 18 14 39 71 55 20 21 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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 19,324
Positions
50 3,170 0 13,917 96 377 2,437 15,281 390 1,981 0 0 172 10
Changes from: September 27, 2016 Total Change is: -2,219
2 -146 0 -876 50 51 -244 -1,301 0 -1,176 -863 0 24 -10
Percent of Open Interest Represented by Each Category of Trader
0.3 16.4 0.0 72.0 0.5 2.0 12.6 79.1 2.0 10.3 0.0 0.0 0.9 0.1
Number of Traders in Each Category Total Traders: 33
. . 0 9 . . 9 7 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 4, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 14,946
Positions
2,475 7,490 0 10,539 0 0 579 7,248 29 233 0 0 1,091 179
Changes from: September 27, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.6 50.1 0.0 70.5 0.0 0.0 3.9 48.5 0.2 1.6 0.0 0.0 7.3 1.2
Number of Traders in Each Category Total Traders: 20
. . 0 5 0 0 4 6 . . 0 0
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Updated October 7, 2016