Traders in Financial Futures - Futures Only Positions as of October 11, 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 104,002
Positions
15,540 17,195 5 39,005 9,679 1,024 15,555 35,618 566 5,872 5,659 314 26,121 33,942
Changes from: October 4, 2016 Total Change is: -217
-251 2,675 -4 -3,650 -789 109 2,260 -4,893 -237 185 17 101 1,270 2,804
Percent of Open Interest Represented by Each Category of Trader
14.9 16.5 0.0 37.5 9.3 1.0 15.0 34.2 0.5 5.6 5.4 0.3 25.1 32.6
Number of Traders in Each Category Total Traders: 82
5 5 . 9 10 4 13 23 4 8 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 55,747
Positions
33,430 0 1 1,483 2,706 109 14,032 29,549 296 0 0 0 6,396 23,086
Changes from: October 4, 2016 Total Change is: 9,417
10,902 -1,542 1 -38 1,418 38 -1,538 8,218 -4 0 0 0 56 1,288
Percent of Open Interest Represented by Each Category of Trader
60.0 0.0 0.0 2.7 4.9 0.2 25.2 53.0 0.5 0.0 0.0 0.0 11.5 41.4
Number of Traders in Each Category Total Traders: 43
8 0 . . 4 . 10 19 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 255,590
Positions
160,426 4,474 1,655 14,339 66,294 1,305 33,842 123,170 8,426 5,741 11,164 113 29,743 38,989
Changes from: October 4, 2016 Total Change is: -6,888
-3,937 1,778 323 661 -10,848 -873 -9,639 486 3,394 706 -644 -30 2,507 -474
Percent of Open Interest Represented by Each Category of Trader
62.8 1.8 0.6 5.6 25.9 0.5 13.2 48.2 3.3 2.2 4.4 0.0 11.6 15.3
Number of Traders in Each Category Total Traders: 143
13 6 4 6 24 7 29 51 19 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 150,394
Positions
23,092 11,512 2,855 30,735 36,679 4,356 58,226 26,997 2,246 3,550 32,244 0 25,334 33,505
Changes from: October 4, 2016 Total Change is: -7,180
19,052 -3,578 680 1,542 -2,791 383 -32,056 -2,526 -610 1,327 2,091 -235 2,737 -594
Percent of Open Interest Represented by Each Category of Trader
15.4 7.7 1.9 20.4 24.4 2.9 38.7 18.0 1.5 2.4 21.4 0.0 16.8 22.3
Number of Traders in Each Category Total Traders: 118
9 6 5 12 22 9 27 32 9 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 378,774
Positions
102,809 12,013 10,315 145,892 104,200 11,719 33,435 142,631 7,361 18,798 24,814 2,751 45,694 62,970
Changes from: October 4, 2016 Total Change is: 31,131
22,744 3,549 2,321 3,641 2,297 -1,394 1,467 22,450 433 2,593 158 47 -721 1,270
Percent of Open Interest Represented by Each Category of Trader
27.1 3.2 2.7 38.5 27.5 3.1 8.8 37.7 1.9 5.0 6.6 0.7 12.1 16.6
Number of Traders in Each Category Total Traders: 230
19 11 8 40 35 30 28 47 18 27 20 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 30,187
Positions
784 24,353 0 17,426 0 971 1,681 1,164 0 0 0 0 9,325 3,699
Changes from: October 4, 2016 Total Change is: -1,161
0 -47 0 -881 -617 -42 104 -276 0 0 0 0 -342 -179
Percent of Open Interest Represented by Each Category of Trader
2.6 80.7 0.0 57.7 0.0 3.2 5.6 3.9 0.0 0.0 0.0 0.0 30.9 12.3
Number of Traders in Each Category Total Traders: 21
. 4 0 11 0 6 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 112,028
Positions
3,910 49,873 296 23,297 5,902 2,118 52,809 22,468 2,012 807 8,860 10 26,769 20,489
Changes from: October 4, 2016 Total Change is: 2,000
2,268 12,805 -214 -1,543 -3,148 1,068 -640 -4,525 240 405 -2,545 -91 507 -1,590
Percent of Open Interest Represented by Each Category of Trader
3.5 44.5 0.3 20.8 5.3 1.9 47.1 20.1 1.8 0.7 7.9 0.0 23.9 18.3
Number of Traders in Each Category Total Traders: 88
4 11 6 9 6 5 31 17 8 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 45,018
Positions
7,309 37,903 350 3,914 0 0 31,330 4,296 0 919 1,786 0 1,196 683
Changes from: October 4, 2016 Total Change is: 569
0 24 0 4 0 0 273 573 0 144 -103 0 148 75
Percent of Open Interest Represented by Each Category of Trader
16.2 84.2 0.8 8.7 0.0 0.0 69.6 9.5 0.0 2.0 4.0 0.0 2.7 1.5
Number of Traders in Each Category Total Traders: 30
. 7 . . 0 0 10 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 135,977
Positions
74,276 25,866 1 28,208 4,800 1,348 23,339 90,236 1,673 2,613 5,809 0 4,519 6,244
Changes from: October 4, 2016 Total Change is: -21,533
10,793 638 1 -40,559 -50 -6 8,411 -21,239 499 -359 171 0 -313 -1,547
Percent of Open Interest Represented by Each Category of Trader
54.6 19.0 0.0 20.7 3.5 1.0 17.2 66.4 1.2 1.9 4.3 0.0 3.3 4.6
Number of Traders in Each Category Total Traders: 146
8 6 . 13 9 . 30 55 11 14 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 28,829
Positions
744 21,460 0 5,631 63 41 19,964 4,970 147 230 880 345 1,727 923
Changes from: October 4, 2016 Total Change is: -65
0 61 0 -2 -11 11 -276 -107 -123 130 0 0 195 104
Percent of Open Interest Represented by Each Category of Trader
2.6 74.4 0.0 19.5 0.2 0.1 69.2 17.2 0.5 0.8 3.1 1.2 6.0 3.2
Number of Traders in Each Category Total Traders: 31
. . 0 . . . 11 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 47,124
Positions
6,437 11,454 3 2,001 21,911 24 30,999 7,893 1,120 1,162 1,078 0 5,378 3,641
Changes from: October 4, 2016 Total Change is: -2,118
3,202 -3,460 0 -52 1,222 -10 -4,683 -332 227 -99 -8 0 -703 243
Percent of Open Interest Represented by Each Category of Trader
13.7 24.3 0.0 4.2 46.5 0.1 65.8 16.7 2.4 2.5 2.3 0.0 11.4 7.7
Number of Traders in Each Category Total Traders: 82
7 4 . 8 4 . 36 17 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 60,761
Positions
9,591 37,127 754 6,966 1,928 159 32,251 8,545 1,266 643 3,003 151 8,981 7,830
Changes from: October 4, 2016 Total Change is: -253
298 -1,462 4 -671 335 -69 -1,208 704 866 -635 -393 0 1,163 -238
Percent of Open Interest Represented by Each Category of Trader
15.8 61.1 1.2 11.5 3.2 0.3 53.1 14.1 2.1 1.1 4.9 0.2 14.8 12.9
Number of Traders in Each Category Total Traders: 117
16 21 . 5 4 . 35 20 7 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 121,522
Positions
19,182 74,254 1,507 13,932 3,855 318 64,502 17,089 2,531 1,286 6,006 302 17,962 15,660
Changes from: October 4, 2016 Total Change is: -505
595 -2,923 8 -1,342 670 -137 -2,416 1,407 1,731 -1,270 -785 0 2,326 -476
Percent of Open Interest Represented by Each Category of Trader
15.8 61.1 1.2 11.5 3.2 0.3 53.1 14.1 2.1 1.1 4.9 0.2 14.8 12.9
Number of Traders in Each Category Total Traders: 117
16 21 . 5 4 . 35 20 7 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 667,013
Positions
87,782 65,234 13,978 278,734 204,184 62,529 70,455 158,295 19,246 22,558 33,810 5,529 106,203 104,208
Changes from: October 4, 2016 Total Change is: 7,604
-3,723 -4,588 3,836 -1,445 4,250 -479 1,611 1,190 -3,576 -3,151 2,570 255 14,275 4,146
Percent of Open Interest Represented by Each Category of Trader
13.2 9.8 2.1 41.8 30.6 9.4 10.6 23.7 2.9 3.4 5.1 0.8 15.9 15.6
Number of Traders in Each Category Total Traders: 599
36 28 20 112 93 92 75 143 69 50 62 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 78,057
Positions
17,843 9,774 260 16,753 18,517 2,687 9,102 6,110 0 1,150 104 25 30,237 40,580
Changes from: October 4, 2016 Total Change is: 3,683
-1,416 697 0 2,033 -291 107 1,881 -2,537 0 -2,189 -1,025 0 3,267 6,732
Percent of Open Interest Represented by Each Category of Trader
22.9 12.5 0.3 21.5 23.7 3.4 11.7 7.8 0.0 1.5 0.1 0.0 38.7 52.0
Number of Traders in Each Category Total Traders: 57
6 6 . 10 4 4 13 11 0 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 2,944,782
Positions
385,666 313,270 32,619 1,320,081 938,514 289,034 348,414 802,573 54,579 112,708 174,201 21,850 379,831 318,142
Changes from: October 4, 2016 Total Change is: 19,604
5,258 -9,635 2,389 -17,389 22,706 -2,929 -17,301 2,682 -1,930 -8,396 14,386 4,864 55,038 -12,929
Percent of Open Interest Represented by Each Category of Trader
13.1 10.6 1.1 44.8 31.9 9.8 11.8 27.3 1.9 3.8 5.9 0.7 12.9 10.8
Number of Traders in Each Category Total Traders: 591
35 29 18 111 90 88 74 142 63 50 60 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 82,858
Positions
2,821 29,389 442 41,121 43,758 2,637 24,549 1,872 631 0 459 0 10,657 3,670
Changes from: October 4, 2016 Total Change is: -214
-1,010 -1,502 0 2,321 339 -551 -732 476 454 0 0 0 -696 570
Percent of Open Interest Represented by Each Category of Trader
3.4 35.5 0.5 49.6 52.8 3.2 29.6 2.3 0.8 0.0 0.6 0.0 12.9 4.4
Number of Traders in Each Category Total Traders: 86
6 7 . 31 13 15 22 5 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 59,494
Positions
4,157 30,005 235 13,955 5,984 1,159 29,455 13,915 677 1,549 1,740 87 8,219 5,691
Changes from: October 4, 2016 Total Change is: 320
-127 73 57 -2,314 185 59 1,010 -372 142 -916 -111 22 2,388 263
Percent of Open Interest Represented by Each Category of Trader
7.0 50.4 0.4 23.5 10.1 1.9 49.5 23.4 1.1 2.6 2.9 0.1 13.8 9.6
Number of Traders in Each Category Total Traders: 244
13 22 7 39 16 11 63 51 17 17 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 297,468
Positions
20,785 150,027 1,174 69,777 29,920 5,797 147,275 69,573 3,384 7,744 8,699 437 41,095 28,457
Changes from: October 4, 2016 Total Change is: 1,598
-637 367 286 -11,572 927 297 5,050 -1,858 709 -4,582 -555 109 11,938 1,316
Percent of Open Interest Represented by Each Category of Trader
7.0 50.4 0.4 23.5 10.1 1.9 49.5 23.4 1.1 2.6 2.9 0.1 13.8 9.6
Number of Traders in Each Category Total Traders: 244
13 22 7 39 16 11 63 51 17 17 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 335,901
Positions
69,877 54,668 964 118,741 143,883 22,291 90,136 83,547 8,361 5,957 5,962 63 19,511 16,162
Changes from: October 4, 2016 Total Change is: 2,003
-1,081 598 -35 2,156 1,024 -819 2,238 -481 71 19 239 0 -546 1,406
Percent of Open Interest Represented by Each Category of Trader
20.8 16.3 0.3 35.3 42.8 6.6 26.8 24.9 2.5 1.8 1.8 0.0 5.8 4.8
Number of Traders in Each Category Total Traders: 259
16 19 4 56 42 29 51 51 22 10 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 32,862
Positions
808 24,396 117 15,859 556 310 3,419 815 0 3,611 1,953 0 8,738 4,715
Changes from: October 4, 2016 Total Change is: 218
-33 239 0 47 0 -40 -203 187 -1 -1,848 -292 -6 2,302 131
Percent of Open Interest Represented by Each Category of Trader
2.5 74.2 0.4 48.3 1.7 0.9 10.4 2.5 0.0 11.0 5.9 0.0 26.6 14.3
Number of Traders in Each Category Total Traders: 38
. 5 . 15 . . 8 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 50,716
Positions
13,352 8,956 3,021 9,258 12,973 2,380 13,958 7,544 373 530 1,658 0 7,844 13,811
Changes from: October 4, 2016 Total Change is: 1,004
482 1,528 52 879 -1,648 720 1,276 -328 -261 -649 -10 0 -1,495 951
Percent of Open Interest Represented by Each Category of Trader
26.3 17.7 6.0 18.3 25.6 4.7 27.5 14.9 0.7 1.0 3.3 0.0 15.5 27.2
Number of Traders in Each Category Total Traders: 73
12 12 4 6 8 5 15 15 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 222,595
Positions
12,842 128,228 71 139,964 62,903 16,088 39,321 8,358 2,643 2,903 759 0 8,763 3,545
Changes from: October 4, 2016 Total Change is: 3,652
3,182 6,130 -59 -2,014 1,458 308 1,783 -3,509 96 0 0 0 356 -772
Percent of Open Interest Represented by Each Category of Trader
5.8 57.6 0.0 62.9 28.3 7.2 17.7 3.8 1.2 1.3 0.3 0.0 3.9 1.6
Number of Traders in Each Category Total Traders: 119
8 11 . 43 24 20 18 10 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 897,889
Positions
29,557 667,833 5,571 508,727 79,974 60,956 203,853 47,358 8,768 57,841 17,020 1,227 21,389 9,182
Changes from: October 4, 2016 Total Change is: 47,628
414 25,868 -210 38,822 1,193 -1,957 8,390 21,583 487 2,345 41 -68 -595 691
Percent of Open Interest Represented by Each Category of Trader
3.3 74.4 0.6 56.7 8.9 6.8 22.7 5.3 1.0 6.4 1.9 0.1 2.4 1.0
Number of Traders in Each Category Total Traders: 315
20 23 8 110 32 44 52 19 15 42 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 571,432
Positions
23,830 24,799 2,069 183,192 145,372 111,939 72,669 107,451 13,793 8,328 28,312 58 155,554 137,639
Changes from: October 4, 2016 Total Change is: 2,346
1,535 -1,563 169 -5,075 350 -3,038 6,373 2,694 2,165 -998 -1,947 -148 1,363 3,664
Percent of Open Interest Represented by Each Category of Trader
4.2 4.3 0.4 32.1 25.4 19.6 12.7 18.8 2.4 1.5 5.0 0.0 27.2 24.1
Number of Traders in Each Category Total Traders: 158
13 11 6 36 29 35 29 27 13 6 7 .
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Traders in Financial Futures - Futures Only Positions as of October 11, 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 608,582
Positions
2,499 73,534 644 313,854 91,188 101,927 39,753 233,376 15,945 15,284 3,875 508 118,168 87,585
Changes from: October 4, 2016 Total Change is: 966
-4,324 493 371 -559 145 1,024 4,549 -5,903 -1,889 0 0 0 1,794 6,725
Percent of Open Interest Represented by Each Category of Trader
0.4 12.1 0.1 51.6 15.0 16.7 6.5 38.3 2.6 2.5 0.6 0.1 19.4 14.4
Number of Traders in Each Category Total Traders: 101
. 8 . 43 13 32 13 18 7 4 . .
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Traders in Financial Futures - Futures Only Positions as of October 11, 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 1,272,772
Positions
84,759 62,323 8,928 307,534 281,920 155,268 444,934 178,789 80,729 61,000 341,245 13,170 116,450 150,400
Changes from: October 4, 2016 Total Change is: 163,353
31,716 -21,457 3,234 -5,077 39,062 1,833 75,415 2,829 47,349 6,553 78,626 7,303 -4,973 4,574
Percent of Open Interest Represented by Each Category of Trader
6.7 4.9 0.7 24.2 22.2 12.2 35.0 14.0 6.3 4.8 26.8 1.0 9.1 11.8
Number of Traders in Each Category Total Traders: 250
20 21 9 46 40 44 45 31 28 20 26 11
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Traders in Financial Futures - Futures Only Positions as of October 11, 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 2,868,517
Positions
146,779 180,193 17,340 861,399 935,348 424,004 545,481 652,386 59,435 447,360 128,214 23,717 343,002 447,880
Changes from: October 4, 2016 Total Change is: 10,805
-12,082 362 -2,500 -8,422 17,846 -23,659 -2,703 -12,605 3,201 42,035 62 10,280 4,655 17,818
Percent of Open Interest Represented by Each Category of Trader
5.1 6.3 0.6 30.0 32.6 14.8 19.0 22.7 2.1 15.6 4.5 0.8 12.0 15.6
Number of Traders in Each Category Total Traders: 365
27 30 12 57 78 77 70 55 45 21 26 12
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Traders in Financial Futures - Futures Only Positions as of October 11, 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 224,291
Positions
5,707 23,153 18 39,491 87,374 4,464 106,556 13,719 1,454 4,303 4,129 0 62,298 89,980
Changes from: October 4, 2016 Total Change is: -1,797
-3,224 -6,060 -40 65 -3,013 -1,702 1,624 606 -791 0 0 0 2,271 9,203
Percent of Open Interest Represented by Each Category of Trader
2.5 10.3 0.0 17.6 39.0 2.0 47.5 6.1 0.6 1.9 1.8 0.0 27.8 40.1
Number of Traders in Each Category Total Traders: 38
. 5 . 5 12 9 10 . 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 2,742,931
Positions
47,451 277,931 45,464 1,609,860 492,176 302,000 239,317 1,021,756 44,272 209,216 202,675 4,720 240,631 351,937
Changes from: October 4, 2016 Total Change is: -22,868
-1,286 9,651 14,772 -3,714 14,028 -12,320 -34,799 -67,167 10,028 21,262 -6,679 -2,755 -14,056 17,574
Percent of Open Interest Represented by Each Category of Trader
1.7 10.1 1.7 58.7 17.9 11.0 8.7 37.3 1.6 7.6 7.4 0.2 8.8 12.8
Number of Traders in Each Category Total Traders: 294
9 37 10 57 46 57 35 65 31 15 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 1,121,263
Positions
331,520 171,760 292,724 0 31,284 23,529 123,370 229,481 221,184 47,996 40,117 61,176 19,764 50,008
Changes from: October 4, 2016 Total Change is: 56,180
-8,241 -20,636 10,801 0 -5,553 5,317 18,336 28,039 19,252 16,016 31,045 -5,543 242 -6,542
Percent of Open Interest Represented by Each Category of Trader
29.6 15.3 26.1 0.0 2.8 2.1 11.0 20.5 19.7 4.3 3.6 5.5 1.8 4.5
Number of Traders in Each Category Total Traders: 153
22 37 42 0 8 . 24 41 39 10 9 8
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Traders in Financial Futures - Futures Only Positions as of October 11, 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 is11,268,561
Positions
3,926,421 989,161 2,320,023 309,987 1,735,115 533,144 424,617 1,230,063 2,036,701 730,177 961,932 334,865 652,626 1,127,557
Changes from: October 4, 2016 Total Change is: 45,917
192,574 -25,867 -65,805 -1,224 -374 3,892 -124,078 61,125 32,590 65,366 57,900 -13,834 -43,564 -3,710
Percent of Open Interest Represented by Each Category of Trader
34.8 8.8 20.6 2.8 15.4 4.7 3.8 10.9 18.1 6.5 8.5 3.0 5.8 10.0
Number of Traders in Each Category Total Traders: 273
35 45 73 11 24 29 31 75 90 10 24 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 26,584
Positions
2,202 3,108 0 72 11,438 109 13,874 8,689 0 9,953 2,860 236 138 144
Changes from: October 4, 2016 Total Change is: -26
-147 -442 0 25 189 0 -54 137 0 425 307 -204 -71 -13
Percent of Open Interest Represented by Each Category of Trader
8.3 11.7 0.0 0.3 43.0 0.4 52.2 32.7 0.0 37.4 10.8 0.9 0.5 0.5
Number of Traders in Each Category Total Traders: 46
4 6 0 . 11 . 6 8 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 28,288
Positions
4,440 6,787 0 342 7,236 423 21,561 9,036 0 1,324 4,545 136 62 125
Changes from: October 4, 2016 Total Change is: 2,575
-477 1,762 0 -35 262 68 2,854 453 -5 185 0 0 -15 35
Percent of Open Interest Represented by Each Category of Trader
15.7 24.0 0.0 1.2 25.6 1.5 76.2 31.9 0.0 4.7 16.1 0.5 0.2 0.4
Number of Traders in Each Category Total Traders: 35
. 5 0 . 5 . 9 6 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 69,769
Positions
410 33,298 0 18,995 355 487 22,289 29,334 3,442 16,095 496 70 7,981 2,287
Changes from: October 4, 2016 Total Change is: 15,974
101 15,173 0 5,158 -442 -40 12,694 1,928 -987 -1,027 153 9 66 180
Percent of Open Interest Represented by Each Category of Trader
0.6 47.7 0.0 27.2 0.5 0.7 31.9 42.0 4.9 23.1 0.7 0.1 11.4 3.3
Number of Traders in Each Category Total Traders: 144
. 4 0 11 . . 45 24 15 47 6 .
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Traders in Financial Futures - Futures Only Positions as of October 11, 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 492,032
Positions
114,105 22,347 40,441 116,635 44,815 33,748 45,769 205,254 84,160 8,926 6,968 20,590 27,658 33,709
Changes from: October 4, 2016 Total Change is: 9,422
-4,466 -1,458 4,238 3,277 4,756 -7,759 4,739 2,010 7,704 -430 -1,420 827 1,292 524
Percent of Open Interest Represented by Each Category of Trader
23.2 4.5 8.2 23.7 9.1 6.9 9.3 41.7 17.1 1.8 1.4 4.2 5.6 6.9
Number of Traders in Each Category Total Traders: 223
14 13 20 13 20 14 42 70 61 18 20 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 11, 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 21,852
Positions
53 3,851 0 15,611 96 409 2,573 17,117 369 2,688 0 0 149 10
Changes from: October 4, 2016 Total Change is: 2,528
3 681 0 1,694 0 32 136 1,836 -21 707 0 0 -23 0
Percent of Open Interest Represented by Each Category of Trader
0.2 17.6 0.0 71.4 0.4 1.9 11.8 78.3 1.7 12.3 0.0 0.0 0.7 0.0
Number of Traders in Each Category Total Traders: 36
. . 0 9 . . 9 8 . 6 0 0
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Updated October 14, 2016