Traders in Financial Futures - Futures Only Positions as of October 18, 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 95,793
Positions
13,051 17,221 22 33,381 9,901 936 13,932 32,668 932 4,999 4,365 633 27,907 29,115
Changes from: October 11, 2016 Total Change is: -8,209
-2,489 26 17 -5,624 222 -88 -1,623 -2,950 366 -873 -1,294 319 1,786 -4,827
Percent of Open Interest Represented by Each Category of Trader
13.6 18.0 0.0 34.8 10.3 1.0 14.5 34.1 1.0 5.2 4.6 0.7 29.1 30.4
Number of Traders in Each Category Total Traders: 82
5 5 . 8 11 4 15 24 6 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 63,226
Positions
39,897 442 1 1,477 2,686 109 13,937 34,870 1,146 0 0 0 6,659 23,972
Changes from: October 11, 2016 Total Change is: 7,479
6,467 442 0 -6 -20 0 -95 5,321 850 0 0 0 263 886
Percent of Open Interest Represented by Each Category of Trader
63.1 0.7 0.0 2.3 4.2 0.2 22.0 55.2 1.8 0.0 0.0 0.0 10.5 37.9
Number of Traders in Each Category Total Traders: 47
8 . . . 4 . 11 21 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 255,194
Positions
160,830 4,570 1,685 13,058 67,240 2,802 35,579 120,048 6,540 4,768 12,169 164 29,768 39,976
Changes from: October 11, 2016 Total Change is: -396
404 96 30 -1,281 946 1,497 1,737 -3,122 -1,886 -973 1,005 51 25 987
Percent of Open Interest Represented by Each Category of Trader
63.0 1.8 0.7 5.1 26.3 1.1 13.9 47.0 2.6 1.9 4.8 0.1 11.7 15.7
Number of Traders in Each Category Total Traders: 144
13 7 5 7 24 6 26 54 17 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 156,607
Positions
38,181 12,778 2,816 31,195 36,314 4,995 49,163 26,001 2,676 2,396 36,376 0 25,185 34,651
Changes from: October 11, 2016 Total Change is: 6,213
15,089 1,266 -39 460 -365 639 -9,063 -996 430 -1,154 4,132 0 -149 1,146
Percent of Open Interest Represented by Each Category of Trader
24.4 8.2 1.8 19.9 23.2 3.2 31.4 16.6 1.7 1.5 23.2 0.0 16.1 22.1
Number of Traders in Each Category Total Traders: 118
9 7 4 11 22 9 25 30 13 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 413,183
Positions
128,464 11,039 10,133 151,478 108,129 12,086 36,224 175,376 7,477 18,511 23,994 3,082 45,728 61,867
Changes from: October 11, 2016 Total Change is: 34,409
25,655 -974 -182 5,586 3,929 367 2,789 32,745 116 -287 -820 331 34 -1,103
Percent of Open Interest Represented by Each Category of Trader
31.1 2.7 2.5 36.7 26.2 2.9 8.8 42.4 1.8 4.5 5.8 0.7 11.1 15.0
Number of Traders in Each Category Total Traders: 242
21 8 8 45 35 31 26 58 15 27 20 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 30,454
Positions
784 25,027 0 16,882 430 1,027 1,817 448 0 0 0 0 9,944 3,522
Changes from: October 11, 2016 Total Change is: 267
0 674 0 -544 430 56 136 -716 0 0 0 0 619 -177
Percent of Open Interest Represented by Each Category of Trader
2.6 82.2 0.0 55.4 1.4 3.4 6.0 1.5 0.0 0.0 0.0 0.0 32.7 11.6
Number of Traders in Each Category Total Traders: 21
. 5 0 10 . 6 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 122,436
Positions
4,710 57,596 691 22,518 7,008 1,832 60,939 21,628 1,640 843 10,413 0 29,263 21,628
Changes from: October 11, 2016 Total Change is: 10,408
800 7,723 395 -779 1,106 -286 8,130 -840 -372 36 1,553 -10 2,494 1,139
Percent of Open Interest Represented by Each Category of Trader
3.8 47.0 0.6 18.4 5.7 1.5 49.8 17.7 1.3 0.7 8.5 0.0 23.9 17.7
Number of Traders in Each Category Total Traders: 93
. 11 6 8 7 . 35 19 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 44,687
Positions
5,659 38,200 350 3,921 0 0 32,907 3,766 0 633 1,786 0 1,217 585
Changes from: October 11, 2016 Total Change is: -331
-1,650 297 0 7 0 0 1,577 -530 0 -286 0 0 21 -98
Percent of Open Interest Represented by Each Category of Trader
12.7 85.5 0.8 8.8 0.0 0.0 73.6 8.4 0.0 1.4 4.0 0.0 2.7 1.3
Number of Traders in Each Category Total Traders: 31
. 7 . . 0 0 11 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 129,729
Positions
74,237 26,295 1 25,319 4,656 1,348 18,669 83,088 1,612 2,307 6,017 500 5,736 6,212
Changes from: October 11, 2016 Total Change is: -6,248
-39 429 0 -2,889 -144 0 -4,670 -7,148 -61 -306 208 500 1,217 -32
Percent of Open Interest Represented by Each Category of Trader
57.2 20.3 0.0 19.5 3.6 1.0 14.4 64.0 1.2 1.8 4.6 0.4 4.4 4.8
Number of Traders in Each Category Total Traders: 142
8 8 . 13 9 . 30 51 9 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 28,702
Positions
744 21,460 0 5,638 0 0 19,385 4,876 148 609 900 345 1,833 973
Changes from: October 11, 2016 Total Change is: -127
0 0 0 7 -63 -41 -579 -94 1 379 20 0 106 50
Percent of Open Interest Represented by Each Category of Trader
2.6 74.8 0.0 19.6 0.0 0.0 67.5 17.0 0.5 2.1 3.1 1.2 6.4 3.4
Number of Traders in Each Category Total Traders: 32
. . 0 4 0 0 11 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 47,413
Positions
10,313 11,464 4 2,650 21,884 99 28,135 7,883 923 352 1,296 0 4,937 3,860
Changes from: October 11, 2016 Total Change is: 289
3,876 10 1 649 -27 75 -2,864 -10 -197 -810 218 0 -441 219
Percent of Open Interest Represented by Each Category of Trader
21.8 24.2 0.0 5.6 46.2 0.2 59.3 16.6 1.9 0.7 2.7 0.0 10.4 8.1
Number of Traders in Each Category Total Traders: 85
7 4 . 9 4 . 38 15 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 58,842
Positions
9,119 36,743 757 7,086 1,347 169 31,886 7,998 409 1,321 3,109 261 7,836 8,051
Changes from: October 11, 2016 Total Change is: -1,919
-473 -384 3 120 -581 10 -365 -547 -857 678 106 110 -1,145 221
Percent of Open Interest Represented by Each Category of Trader
15.5 62.4 1.3 12.0 2.3 0.3 54.2 13.6 0.7 2.2 5.3 0.4 13.3 13.7
Number of Traders in Each Category Total Traders: 115
13 22 . 9 . 5 37 14 6 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 117,684
Positions
18,237 73,486 1,513 14,171 2,694 338 63,772 15,995 818 2,641 6,217 522 15,672 16,101
Changes from: October 11, 2016 Total Change is: -3,838
-945 -768 6 239 -1,161 20 -730 -1,094 -1,713 1,355 211 220 -2,290 441
Percent of Open Interest Represented by Each Category of Trader
15.5 62.4 1.3 12.0 2.3 0.3 54.2 13.6 0.7 2.2 5.3 0.4 13.3 13.7
Number of Traders in Each Category Total Traders: 115
13 22 . 9 . 5 37 14 6 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 665,364
Positions
81,377 72,280 15,009 284,679 213,281 60,771 71,222 143,365 20,522 24,047 32,329 4,218 103,518 103,589
Changes from: October 11, 2016 Total Change is: -1,650
-6,406 7,045 1,031 5,945 9,097 -1,758 768 -14,930 1,276 1,489 -1,481 -1,311 -2,685 -620
Percent of Open Interest Represented by Each Category of Trader
12.2 10.9 2.3 42.8 32.1 9.1 10.7 21.5 3.1 3.6 4.9 0.6 15.6 15.6
Number of Traders in Each Category Total Traders: 595
39 29 22 114 90 89 78 136 75 45 62 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 76,124
Positions
15,026 10,374 260 18,807 18,848 2,613 8,061 2,785 0 2,622 90 25 28,710 41,129
Changes from: October 11, 2016 Total Change is: -1,933
-2,817 600 0 2,054 331 -74 -1,041 -3,325 0 1,472 -14 0 -1,527 549
Percent of Open Interest Represented by Each Category of Trader
19.7 13.6 0.3 24.7 24.8 3.4 10.6 3.7 0.0 3.4 0.1 0.0 37.7 54.0
Number of Traders in Each Category Total Traders: 58
7 6 . 10 4 4 13 10 0 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 2,946,199
Positions
370,723 348,497 34,775 1,339,697 982,502 280,455 357,307 744,399 61,111 108,734 162,804 19,357 374,040 312,299
Changes from: October 11, 2016 Total Change is: 1,417
-14,943 35,227 2,156 19,616 43,988 -8,579 8,893 -58,174 6,532 -3,974 -11,397 -2,493 -5,791 -5,843
Percent of Open Interest Represented by Each Category of Trader
12.6 11.8 1.2 45.5 33.3 9.5 12.1 25.3 2.1 3.7 5.5 0.7 12.7 10.6
Number of Traders in Each Category Total Traders: 585
37 30 20 113 87 85 77 135 67 44 60 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 84,328
Positions
1,875 31,187 442 42,399 43,027 3,509 23,556 2,091 153 0 769 0 12,394 3,150
Changes from: October 11, 2016 Total Change is: 1,470
-946 1,798 0 1,278 -731 872 -993 219 -478 0 310 0 1,737 -520
Percent of Open Interest Represented by Each Category of Trader
2.2 37.0 0.5 50.3 51.0 4.2 27.9 2.5 0.2 0.0 0.9 0.0 14.7 3.7
Number of Traders in Each Category Total Traders: 81
4 8 . 30 13 16 19 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 60,955
Positions
4,271 31,381 242 17,139 5,715 750 30,064 15,191 412 2,017 1,890 89 5,971 5,285
Changes from: October 11, 2016 Total Change is: 1,461
114 1,376 8 3,184 -269 -410 609 1,276 -265 468 150 1 -2,248 -406
Percent of Open Interest Represented by Each Category of Trader
7.0 51.5 0.4 28.1 9.4 1.2 49.3 24.9 0.7 3.3 3.1 0.1 9.8 8.7
Number of Traders in Each Category Total Traders: 250
14 23 6 46 13 10 70 47 12 14 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 304,774
Positions
21,354 156,905 1,212 85,697 28,576 3,749 150,318 75,954 2,061 10,084 9,448 444 29,855 26,425
Changes from: October 11, 2016 Total Change is: 7,306
569 6,878 38 15,920 -1,344 -2,048 3,043 6,381 -1,323 2,340 749 7 -11,240 -2,032
Percent of Open Interest Represented by Each Category of Trader
7.0 51.5 0.4 28.1 9.4 1.2 49.3 24.9 0.7 3.3 3.1 0.1 9.8 8.7
Number of Traders in Each Category Total Traders: 250
14 23 6 46 13 10 70 47 12 14 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 333,440
Positions
68,907 55,606 538 121,224 143,085 22,973 85,179 82,128 7,445 6,093 6,295 63 21,018 15,307
Changes from: October 11, 2016 Total Change is: -2,461
-970 938 -426 2,483 -798 682 -4,957 -1,419 -916 136 333 0 1,507 -855
Percent of Open Interest Represented by Each Category of Trader
20.7 16.7 0.2 36.4 42.9 6.9 25.5 24.6 2.2 1.8 1.9 0.0 6.3 4.6
Number of Traders in Each Category Total Traders: 251
14 17 . 58 42 30 52 43 20 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 33,116
Positions
939 24,049 117 15,849 556 77 3,571 1,378 0 5,250 2,251 0 7,313 4,688
Changes from: October 11, 2016 Total Change is: 254
131 -347 0 -10 0 -233 152 563 0 1,639 298 0 -1,425 -27
Percent of Open Interest Represented by Each Category of Trader
2.8 72.6 0.4 47.9 1.7 0.2 10.8 4.2 0.0 15.9 6.8 0.0 22.1 14.2
Number of Traders in Each Category Total Traders: 41
. 5 . 15 . . 8 4 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 54,100
Positions
13,924 8,753 3,030 10,206 13,563 2,201 14,849 8,430 126 752 2,092 0 9,012 15,905
Changes from: October 11, 2016 Total Change is: 3,384
572 -203 9 948 590 -179 891 886 -247 222 434 0 1,168 2,094
Percent of Open Interest Represented by Each Category of Trader
25.7 16.2 5.6 18.9 25.1 4.1 27.4 15.6 0.2 1.4 3.9 0.0 16.7 29.4
Number of Traders in Each Category Total Traders: 79
13 13 4 6 8 5 18 14 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 220,426
Positions
12,312 124,772 54 137,741 62,967 17,228 38,725 7,341 2,595 2,930 1,281 0 8,841 4,188
Changes from: October 11, 2016 Total Change is: -2,169
-530 -3,456 -17 -2,223 64 1,140 -596 -1,017 -48 27 522 0 78 643
Percent of Open Interest Represented by Each Category of Trader
5.6 56.6 0.0 62.5 28.6 7.8 17.6 3.3 1.2 1.3 0.6 0.0 4.0 1.9
Number of Traders in Each Category Total Traders: 119
9 10 . 44 24 23 18 8 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 902,709
Positions
30,083 687,155 5,053 514,561 81,234 66,308 196,302 28,628 8,740 56,641 16,650 1,227 23,794 7,714
Changes from: October 11, 2016 Total Change is: 4,820
526 19,322 -518 5,834 1,260 5,352 -7,551 -18,730 -28 -1,200 -370 0 2,405 -1,468
Percent of Open Interest Represented by Each Category of Trader
3.3 76.1 0.6 57.0 9.0 7.3 21.7 3.2 1.0 6.3 1.8 0.1 2.6 0.9
Number of Traders in Each Category Total Traders: 312
22 20 8 110 32 47 55 16 15 41 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 554,097
Positions
26,889 22,429 2,051 189,355 134,247 112,787 56,923 111,974 12,429 6,080 13,519 182 147,401 144,479
Changes from: October 11, 2016 Total Change is: -17,335
3,059 -2,370 -18 6,163 -11,125 848 -15,746 4,523 -1,364 -2,248 -14,793 124 -8,153 6,840
Percent of Open Interest Represented by Each Category of Trader
4.9 4.0 0.4 34.2 24.2 20.4 10.3 20.2 2.2 1.1 2.4 0.0 26.6 26.1
Number of Traders in Each Category Total Traders: 159
12 12 6 38 28 35 27 30 12 5 7 .
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Traders in Financial Futures - Futures Only Positions as of October 18, 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 614,615
Positions
7,573 74,249 799 318,146 110,713 99,206 39,845 223,471 17,671 15,200 3,875 521 115,654 84,110
Changes from: October 11, 2016 Total Change is: 6,033
5,074 715 155 4,292 19,525 -2,721 92 -9,905 1,726 -84 0 13 -2,514 -3,475
Percent of Open Interest Represented by Each Category of Trader
1.2 12.1 0.1 51.8 18.0 16.1 6.5 36.4 2.9 2.5 0.6 0.1 18.8 13.7
Number of Traders in Each Category Total Traders: 102
. 8 . 43 14 32 12 17 8 4 . .
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Traders in Financial Futures - Futures Only Positions as of October 18, 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 1,306,267
Positions
53,805 68,588 9,546 324,507 307,124 150,667 501,701 171,333 91,641 58,820 346,277 6,555 109,025 154,536
Changes from: October 11, 2016 Total Change is: 33,495
-30,954 6,265 618 16,973 25,204 -4,601 56,767 -7,456 10,912 -2,180 5,032 -6,615 -7,425 4,136
Percent of Open Interest Represented by Each Category of Trader
4.1 5.3 0.7 24.8 23.5 11.5 38.4 13.1 7.0 4.5 26.5 0.5 8.3 11.8
Number of Traders in Each Category Total Traders: 258
18 27 9 49 41 44 46 31 29 18 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 2,880,744
Positions
146,342 219,402 15,212 883,561 880,161 428,286 545,303 651,510 70,728 447,504 127,989 18,269 325,539 469,187
Changes from: October 11, 2016 Total Change is: 12,227
-437 39,209 -2,128 22,162 -55,187 4,282 -178 -876 11,293 144 -225 -5,448 -17,463 21,307
Percent of Open Interest Represented by Each Category of Trader
5.1 7.6 0.5 30.7 30.6 14.9 18.9 22.6 2.5 15.5 4.4 0.6 11.3 16.3
Number of Traders in Each Category Total Traders: 372
26 33 14 57 79 78 70 58 50 24 25 11
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Traders in Financial Futures - Futures Only Positions as of October 18, 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 233,127
Positions
6,230 26,891 287 41,845 96,786 7,634 102,840 11,476 3,187 5,603 4,129 0 65,501 82,737
Changes from: October 11, 2016 Total Change is: 8,836
523 3,738 269 2,354 9,412 3,170 -3,716 -2,243 1,733 1,300 0 0 3,203 -7,243
Percent of Open Interest Represented by Each Category of Trader
2.7 11.5 0.1 17.9 41.5 3.3 44.1 4.9 1.4 2.4 1.8 0.0 28.1 35.5
Number of Traders in Each Category Total Traders: 41
. 6 . 6 13 10 10 . 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 2,734,150
Positions
44,703 298,854 42,897 1,599,726 449,358 300,294 269,542 1,039,017 53,654 176,814 197,575 4,527 241,993 347,974
Changes from: October 11, 2016 Total Change is: -8,781
-2,748 20,923 -2,567 -10,134 -42,818 -1,706 30,225 17,261 9,382 -32,402 -5,100 -193 1,362 -3,963
Percent of Open Interest Represented by Each Category of Trader
1.6 10.9 1.6 58.5 16.4 11.0 9.9 38.0 2.0 6.5 7.2 0.2 8.9 12.7
Number of Traders in Each Category Total Traders: 295
6 42 11 59 41 56 40 61 36 16 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 1,133,388
Positions
328,426 184,540 308,981 0 26,469 24,591 127,373 224,980 216,726 47,542 37,047 61,634 18,115 48,420
Changes from: October 11, 2016 Total Change is: 12,125
-3,094 12,780 16,257 0 -4,815 1,062 4,003 -4,501 -4,458 -454 -3,070 458 -1,649 -1,588
Percent of Open Interest Represented by Each Category of Trader
29.0 16.3 27.3 0.0 2.3 2.2 11.2 19.9 19.1 4.2 3.3 5.4 1.6 4.3
Number of Traders in Each Category Total Traders: 163
22 40 46 0 8 . 24 45 45 13 9 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 is11,450,135
Positions
4,000,230 980,103 2,419,808 275,947 1,705,822 554,192 414,850 1,471,441 2,016,277 749,551 838,614 318,418 700,862 1,145,460
Changes from: October 11, 2016 Total Change is: 181,574
73,809 -9,058 99,785 -34,040 -29,293 21,048 -9,767 241,378 -20,424 19,374 -123,318 -16,447 48,236 17,903
Percent of Open Interest Represented by Each Category of Trader
34.9 8.6 21.1 2.4 14.9 4.8 3.6 12.9 17.6 6.5 7.3 2.8 6.1 10.0
Number of Traders in Each Category Total Traders: 277
33 47 72 9 26 28 26 82 95 10 24 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 28,043
Positions
2,145 3,575 0 131 12,368 109 15,168 8,843 0 10,147 2,820 165 178 163
Changes from: October 11, 2016 Total Change is: 1,459
-57 467 0 59 930 0 1,294 154 0 194 -40 -71 40 19
Percent of Open Interest Represented by Each Category of Trader
7.6 12.7 0.0 0.5 44.1 0.4 54.1 31.5 0.0 36.2 10.1 0.6 0.6 0.6
Number of Traders in Each Category Total Traders: 45
4 6 0 . 11 . 7 7 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 27,640
Positions
3,171 6,350 0 289 6,922 472 22,204 9,080 0 1,339 4,613 136 29 67
Changes from: October 11, 2016 Total Change is: -648
-1,269 -437 0 -53 -314 49 643 44 0 15 68 0 -33 -58
Percent of Open Interest Represented by Each Category of Trader
11.5 23.0 0.0 1.0 25.0 1.7 80.3 32.9 0.0 4.8 16.7 0.5 0.1 0.2
Number of Traders in Each Category Total Traders: 35
. 6 0 . . . 11 6 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 79,933
Positions
471 44,188 0 22,110 0 1,023 26,075 28,250 3,431 18,444 1,009 72 8,307 1,960
Changes from: October 11, 2016 Total Change is: 10,164
61 10,890 0 3,115 -355 536 3,786 -1,084 -11 2,349 513 2 326 -327
Percent of Open Interest Represented by Each Category of Trader
0.6 55.3 0.0 27.7 0.0 1.3 32.6 35.3 4.3 23.1 1.3 0.1 10.4 2.5
Number of Traders in Each Category Total Traders: 142
. 4 0 15 0 4 51 20 14 39 7 .
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Traders in Financial Futures - Futures Only Positions as of October 18, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 473,819
Positions
109,814 24,264 36,551 86,463 43,222 41,347 61,358 185,747 89,577 8,951 7,502 20,131 19,627 25,478
Changes from: October 11, 2016 Total Change is: -18,213
-4,291 1,917 -3,890 -30,172 -1,593 7,599 15,589 -19,507 5,417 25 534 -459 -8,031 -8,231
Percent of Open Interest Represented by Each Category of Trader
23.2 5.1 7.7 18.2 9.1 8.7 12.9 39.2 18.9 1.9 1.6 4.2 4.1 5.4
Number of Traders in Each Category Total Traders: 221
15 13 24 14 19 12 37 72 57 18 19 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 18, 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 18,522
Positions
0 3,335 0 12,447 96 190 2,663 14,495 369 2,694 0 0 159 37
Changes from: October 11, 2016 Total Change is: -3,330
-53 -516 0 -3,164 0 -219 90 -2,622 0 6 0 0 10 27
Percent of Open Interest Represented by Each Category of Trader
0.0 18.0 0.0 67.2 0.5 1.0 14.4 78.3 2.0 14.5 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 35
0 . 0 9 . . 10 7 . 6 0 0
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Updated October 21, 2016