Traders in Financial Futures - Futures Only Positions as of October 25, 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 113,501
Positions
25,457 17,333 37 29,074 14,470 995 23,460 36,467 719 4,805 6,202 899 28,055 36,379
Changes from: October 18, 2016 Total Change is: 17,708
12,406 112 15 -4,307 4,569 59 9,528 3,799 -213 -194 1,837 266 148 7,264
Percent of Open Interest Represented by Each Category of Trader
22.4 15.3 0.0 25.6 12.7 0.9 20.7 32.1 0.6 4.2 5.5 0.8 24.7 32.1
Number of Traders in Each Category Total Traders: 87
5 5 . 8 12 4 15 28 5 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 67,211
Positions
45,580 466 0 1,477 2,600 109 14,153 37,834 298 0 0 0 5,594 25,904
Changes from: October 18, 2016 Total Change is: 3,985
5,683 24 -1 0 -86 0 216 2,964 -848 0 0 0 -1,065 1,932
Percent of Open Interest Represented by Each Category of Trader
67.8 0.7 0.0 2.2 3.9 0.2 21.1 56.3 0.4 0.0 0.0 0.0 8.3 38.5
Number of Traders in Each Category Total Traders: 50
10 . 0 . 4 . 13 20 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 267,500
Positions
169,164 4,260 1,616 11,785 66,296 2,750 39,428 129,690 7,046 7,600 12,898 236 27,875 42,708
Changes from: October 18, 2016 Total Change is: 12,306
8,334 -310 -69 -1,273 -944 -52 3,849 9,642 506 2,832 729 72 -1,893 2,732
Percent of Open Interest Represented by Each Category of Trader
63.2 1.6 0.6 4.4 24.8 1.0 14.7 48.5 2.6 2.8 4.8 0.1 10.4 16.0
Number of Traders in Each Category Total Traders: 147
13 6 4 8 23 7 31 52 19 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 163,040
Positions
41,205 13,119 3,349 31,467 36,958 4,905 53,764 26,327 3,684 2,292 35,886 92 22,282 38,720
Changes from: October 18, 2016 Total Change is: 6,433
3,024 341 533 272 644 -90 4,601 326 1,008 -104 -490 92 -2,903 4,069
Percent of Open Interest Represented by Each Category of Trader
25.3 8.0 2.1 19.3 22.7 3.0 33.0 16.1 2.3 1.4 22.0 0.1 13.7 23.7
Number of Traders in Each Category Total Traders: 119
10 7 5 11 21 8 24 32 12 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 448,471
Positions
156,875 11,802 11,590 137,043 109,097 11,424 52,746 205,053 6,903 17,878 24,363 3,534 50,478 64,705
Changes from: October 18, 2016 Total Change is: 35,288
28,411 763 1,457 -14,435 968 -662 16,522 29,677 -574 -633 369 452 4,750 2,838
Percent of Open Interest Represented by Each Category of Trader
35.0 2.6 2.6 30.6 24.3 2.5 11.8 45.7 1.5 4.0 5.4 0.8 11.3 14.4
Number of Traders in Each Category Total Traders: 247
20 11 9 46 35 33 29 60 17 23 21 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 124,584
Positions
4,616 59,640 527 21,707 7,474 1,834 64,037 22,169 1,691 848 10,173 0 29,324 21,076
Changes from: October 18, 2016 Total Change is: 2,148
-94 2,044 -164 -811 466 2 3,098 541 51 5 -240 0 61 -552
Percent of Open Interest Represented by Each Category of Trader
3.7 47.9 0.4 17.4 6.0 1.5 51.4 17.8 1.4 0.7 8.2 0.0 23.5 16.9
Number of Traders in Each Category Total Traders: 95
. 11 5 8 6 . 36 19 10 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 44,672
Positions
5,359 38,561 350 4,478 0 0 32,713 3,220 0 640 1,886 0 1,132 655
Changes from: October 18, 2016 Total Change is: -15
-300 361 0 557 0 0 -194 -546 0 7 100 0 -85 70
Percent of Open Interest Represented by Each Category of Trader
12.0 86.3 0.8 10.0 0.0 0.0 73.2 7.2 0.0 1.4 4.2 0.0 2.5 1.5
Number of Traders in Each Category Total Traders: 28
. 7 . . 0 0 8 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 139,555
Positions
60,529 28,687 5 25,254 4,556 1,213 21,671 72,401 19,780 4,703 7,145 0 6,400 5,768
Changes from: October 18, 2016 Total Change is: 9,826
-13,708 2,392 4 -65 -100 -135 3,002 -10,687 18,168 2,396 1,128 -500 664 -444
Percent of Open Interest Represented by Each Category of Trader
43.4 20.6 0.0 18.1 3.3 0.9 15.5 51.9 14.2 3.4 5.1 0.0 4.6 4.1
Number of Traders in Each Category Total Traders: 142
5 9 . 15 8 . 31 46 12 13 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 31,043
Positions
744 21,266 0 5,920 0 95 21,204 7,929 149 1,238 800 0 1,693 804
Changes from: October 18, 2016 Total Change is: 2,341
0 -194 0 282 0 95 1,819 3,053 1 629 -100 -345 -140 -169
Percent of Open Interest Represented by Each Category of Trader
2.4 68.5 0.0 19.1 0.0 0.3 68.3 25.5 0.5 4.0 2.6 0.0 5.5 2.6
Number of Traders in Each Category Total Traders: 37
. . 0 6 0 . 12 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 47,257
Positions
10,588 11,456 66 2,406 21,884 24 28,254 8,235 980 230 1,211 0 4,709 3,401
Changes from: October 18, 2016 Total Change is: -156
275 -8 62 -244 0 -75 119 352 57 -122 -85 0 -228 -459
Percent of Open Interest Represented by Each Category of Trader
22.4 24.2 0.1 5.1 46.3 0.1 59.8 17.4 2.1 0.5 2.6 0.0 10.0 7.2
Number of Traders in Each Category Total Traders: 82
7 4 . 7 4 . 36 18 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 57,677
Positions
9,083 33,731 761 7,054 1,268 123 30,074 9,330 573 1,331 3,388 371 8,310 8,135
Changes from: October 18, 2016 Total Change is: -1,165
-36 -3,013 4 -32 -80 -47 -1,813 1,333 164 10 280 110 474 84
Percent of Open Interest Represented by Each Category of Trader
15.7 58.5 1.3 12.2 2.2 0.2 52.1 16.2 1.0 2.3 5.9 0.6 14.4 14.1
Number of Traders in Each Category Total Traders: 116
13 22 . 7 . . 35 16 4 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 115,354
Positions
18,166 67,461 1,521 14,108 2,535 245 60,147 18,660 1,145 2,661 6,776 742 16,619 16,269
Changes from: October 18, 2016 Total Change is: -2,330
-71 -6,025 8 -63 -159 -93 -3,625 2,665 327 20 559 220 947 168
Percent of Open Interest Represented by Each Category of Trader
15.7 58.5 1.3 12.2 2.2 0.2 52.1 16.2 1.0 2.3 5.9 0.6 14.4 14.1
Number of Traders in Each Category Total Traders: 116
13 22 . 7 . . 35 16 4 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 682,461
Positions
91,146 67,353 19,468 289,405 215,767 60,607 75,360 152,444 20,709 20,720 33,681 3,818 101,227 108,613
Changes from: October 18, 2016 Total Change is: 17,097
9,769 -4,926 4,460 4,726 2,486 -164 4,138 9,079 187 -3,327 1,352 -401 -2,291 5,024
Percent of Open Interest Represented by Each Category of Trader
13.4 9.9 2.9 42.4 31.6 8.9 11.0 22.3 3.0 3.0 4.9 0.6 14.8 15.9
Number of Traders in Each Category Total Traders: 597
39 30 24 121 89 91 76 136 64 40 65 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 82,311
Positions
22,202 11,012 260 18,850 19,187 2,771 7,637 4,970 0 2,744 105 25 27,822 43,981
Changes from: October 18, 2016 Total Change is: 6,187
7,176 638 0 43 339 158 -424 2,185 0 122 15 0 -888 2,852
Percent of Open Interest Represented by Each Category of Trader
27.0 13.4 0.3 22.9 23.3 3.4 9.3 6.0 0.0 3.3 0.1 0.0 33.8 53.4
Number of Traders in Each Category Total Traders: 59
8 6 . 10 4 4 15 9 0 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,000,750
Positions
400,636 337,622 40,127 1,363,112 993,238 278,843 385,641 784,393 56,523 92,219 170,220 16,624 367,025 323,160
Changes from: October 18, 2016 Total Change is: 54,551
29,913 -10,875 5,352 23,415 10,736 -1,612 28,334 39,994 -4,588 -16,515 7,416 -2,733 -7,015 10,861
Percent of Open Interest Represented by Each Category of Trader
13.4 11.3 1.3 45.4 33.1 9.3 12.9 26.1 1.9 3.1 5.7 0.6 12.2 10.8
Number of Traders in Each Category Total Traders: 588
37 32 23 120 86 87 78 132 58 39 63 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 84,010
Positions
2,182 31,702 442 42,901 42,817 3,529 22,538 1,351 122 0 718 0 12,296 3,329
Changes from: October 18, 2016 Total Change is: -318
307 515 0 502 -210 20 -1,018 -740 -31 0 -51 0 -98 179
Percent of Open Interest Represented by Each Category of Trader
2.6 37.7 0.5 51.1 51.0 4.2 26.8 1.6 0.1 0.0 0.9 0.0 14.6 4.0
Number of Traders in Each Category Total Traders: 81
4 9 . 31 13 17 18 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 63,259
Positions
3,361 34,616 291 17,129 5,753 717 33,116 13,465 541 1,801 1,972 76 6,224 5,826
Changes from: October 18, 2016 Total Change is: 2,304
-909 3,235 49 -10 37 -33 3,053 -1,726 129 -215 83 -12 253 541
Percent of Open Interest Represented by Each Category of Trader
5.3 54.7 0.5 27.1 9.1 1.1 52.4 21.3 0.9 2.8 3.1 0.1 9.8 9.2
Number of Traders in Each Category Total Traders: 242
12 23 8 48 14 11 66 45 15 14 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 316,293
Positions
16,807 173,081 1,457 85,647 28,763 3,584 165,582 67,326 2,707 9,007 9,862 382 31,120 29,131
Changes from: October 18, 2016 Total Change is: 11,519
-4,547 16,176 245 -50 187 -165 15,264 -8,628 646 -1,077 414 -62 1,265 2,706
Percent of Open Interest Represented by Each Category of Trader
5.3 54.7 0.5 27.1 9.1 1.1 52.4 21.3 0.9 2.8 3.1 0.1 9.8 9.2
Number of Traders in Each Category Total Traders: 242
12 23 8 48 14 11 66 45 15 14 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 334,389
Positions
69,417 55,155 503 122,811 142,129 20,758 87,039 84,200 8,365 5,511 6,727 63 19,922 16,489
Changes from: October 18, 2016 Total Change is: 949
510 -451 -35 1,587 -956 -2,215 1,860 2,072 920 -582 432 0 -1,096 1,182
Percent of Open Interest Represented by Each Category of Trader
20.8 16.5 0.2 36.7 42.5 6.2 26.0 25.2 2.5 1.6 2.0 0.0 6.0 4.9
Number of Traders in Each Category Total Traders: 257
14 17 . 58 42 29 53 48 21 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 34,701
Positions
931 25,230 117 15,746 556 80 3,414 1,499 52 5,490 2,152 0 8,871 5,015
Changes from: October 18, 2016 Total Change is: 1,585
-8 1,181 0 -103 0 3 -157 121 52 240 -99 0 1,558 327
Percent of Open Interest Represented by Each Category of Trader
2.7 72.7 0.3 45.4 1.6 0.2 9.8 4.3 0.1 15.8 6.2 0.0 25.6 14.5
Number of Traders in Each Category Total Traders: 42
. 5 . 15 . . 7 4 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 56,883
Positions
14,065 13,892 2,990 11,837 14,194 2,346 14,632 11,021 368 1,369 1,727 0 9,276 10,345
Changes from: October 18, 2016 Total Change is: 2,783
141 5,139 -40 1,631 631 145 -217 2,591 242 617 -365 0 264 -5,560
Percent of Open Interest Represented by Each Category of Trader
24.7 24.4 5.3 20.8 25.0 4.1 25.7 19.4 0.6 2.4 3.0 0.0 16.3 18.2
Number of Traders in Each Category Total Traders: 92
12 18 4 7 11 5 16 20 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 223,338
Positions
12,414 125,281 40 140,740 61,871 17,049 39,551 11,332 2,503 2,931 1,536 0 8,110 3,726
Changes from: October 18, 2016 Total Change is: 2,912
102 509 -14 2,999 -1,096 -179 826 3,991 -92 1 255 0 -731 -462
Percent of Open Interest Represented by Each Category of Trader
5.6 56.1 0.0 63.0 27.7 7.6 17.7 5.1 1.1 1.3 0.7 0.0 3.6 1.7
Number of Traders in Each Category Total Traders: 119
10 11 . 43 23 22 16 9 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 891,656
Positions
29,437 684,881 5,297 507,601 78,906 64,432 194,824 22,801 8,767 57,543 17,242 1,248 22,507 8,082
Changes from: October 18, 2016 Total Change is: -11,053
-646 -2,274 244 -6,960 -2,328 -1,876 -1,478 -5,827 27 902 592 21 -1,287 368
Percent of Open Interest Represented by Each Category of Trader
3.3 76.8 0.6 56.9 8.8 7.2 21.8 2.6 1.0 6.5 1.9 0.1 2.5 0.9
Number of Traders in Each Category Total Traders: 311
22 21 7 108 31 42 57 15 14 41 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 557,367
Positions
20,844 30,795 1,651 195,013 128,852 113,228 59,168 106,626 11,131 7,030 16,724 60 149,242 148,300
Changes from: October 18, 2016 Total Change is: 3,270
-6,045 8,366 -400 5,658 -5,395 441 2,245 -5,348 -1,298 950 3,205 -122 1,841 3,821
Percent of Open Interest Represented by Each Category of Trader
3.7 5.5 0.3 35.0 23.1 20.3 10.6 19.1 2.0 1.3 3.0 0.0 26.8 26.6
Number of Traders in Each Category Total Traders: 147
9 12 6 40 25 33 23 27 11 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 623,293
Positions
4,622 75,948 1,240 313,749 115,568 101,536 42,272 212,647 25,820 15,339 0 466 118,249 90,068
Changes from: October 18, 2016 Total Change is: 8,678
-2,951 1,699 441 -4,397 4,855 2,330 2,427 -10,824 8,149 139 -3,875 -55 2,595 5,958
Percent of Open Interest Represented by Each Category of Trader
0.7 12.2 0.2 50.3 18.5 16.3 6.8 34.1 4.1 2.5 0.0 0.1 19.0 14.5
Number of Traders in Each Category Total Traders: 100
. 8 . 43 14 33 13 16 13 4 0 .
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Traders in Financial Futures - Futures Only Positions as of October 25, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,247,861
Positions
43,183 92,722 7,255 343,933 294,109 140,677 480,255 154,994 63,914 56,009 328,391 7,432 105,203 158,367
Changes from: October 18, 2016 Total Change is: -58,406
-10,622 24,134 -2,291 19,426 -13,015 -9,990 -21,446 -16,339 -27,727 -2,811 -17,886 877 -3,822 3,831
Percent of Open Interest Represented by Each Category of Trader
3.5 7.4 0.6 27.6 23.6 11.3 38.5 12.4 5.1 4.5 26.3 0.6 8.4 12.7
Number of Traders in Each Category Total Traders: 252
15 27 10 52 39 47 47 29 30 17 26 10
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 2,917,840
Positions
180,761 224,724 10,711 888,266 888,145 437,919 533,112 645,631 84,174 436,305 139,691 14,654 331,938 472,191
Changes from: October 18, 2016 Total Change is: 37,096
34,419 5,322 -4,501 4,705 7,984 9,633 -12,191 -5,879 13,446 -11,199 11,702 -3,615 6,399 3,004
Percent of Open Interest Represented by Each Category of Trader
6.2 7.7 0.4 30.4 30.4 15.0 18.3 22.1 2.9 15.0 4.8 0.5 11.4 16.2
Number of Traders in Each Category Total Traders: 357
21 40 14 56 77 78 55 60 46 20 28 14
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 237,348
Positions
4,601 26,318 275 38,376 95,956 6,163 109,069 11,457 3,826 5,603 6,129 0 69,435 87,224
Changes from: October 18, 2016 Total Change is: 4,221
-1,629 -573 -12 -3,469 -830 -1,471 6,229 -19 639 0 2,000 0 3,934 4,487
Percent of Open Interest Represented by Each Category of Trader
1.9 11.1 0.1 16.2 40.4 2.6 46.0 4.8 1.6 2.4 2.6 0.0 29.3 36.7
Number of Traders in Each Category Total Traders: 42
. 5 . 5 14 10 11 . 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 2,760,581
Positions
47,381 283,749 37,164 1,575,349 435,919 308,005 303,821 1,072,301 59,701 178,133 198,711 4,525 246,502 360,506
Changes from: October 18, 2016 Total Change is: 26,431
2,678 -15,105 -5,733 -24,377 -13,439 7,711 34,279 33,284 6,047 1,319 1,136 -2 4,509 12,532
Percent of Open Interest Represented by Each Category of Trader
1.7 10.3 1.3 57.1 15.8 11.2 11.0 38.8 2.2 6.5 7.2 0.2 8.9 13.1
Number of Traders in Each Category Total Traders: 288
8 34 13 59 41 55 45 56 33 15 30 8
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 1,187,082
Positions
336,772 175,601 335,622 0 36,354 24,613 135,654 241,738 223,295 46,921 37,162 65,150 19,055 47,547
Changes from: October 18, 2016 Total Change is: 53,694
8,346 -8,939 26,641 0 9,885 22 8,281 16,758 6,569 -621 115 3,516 940 -873
Percent of Open Interest Represented by Each Category of Trader
28.4 14.8 28.3 0.0 3.1 2.1 11.4 20.4 18.8 4.0 3.1 5.5 1.6 4.0
Number of Traders in Each Category Total Traders: 167
23 39 45 0 8 . 26 44 44 13 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 is11,606,358
Positions
4,025,511 1,044,667 2,504,131 265,681 1,673,348 521,411 440,993 1,503,958 2,055,240 703,864 789,862 377,465 712,062 1,136,276
Changes from: October 18, 2016 Total Change is: 156,223
25,281 64,564 84,323 -10,266 -32,474 -32,781 26,143 32,517 38,963 -45,687 -48,752 59,047 11,200 -9,184
Percent of Open Interest Represented by Each Category of Trader
34.7 9.0 21.6 2.3 14.4 4.5 3.8 13.0 17.7 6.1 6.8 3.3 6.1 9.8
Number of Traders in Each Category Total Traders: 276
33 48 75 9 26 28 30 78 95 12 20 28
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Traders in Financial Futures - Futures Only Positions as of October 25, 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 29,094
Positions
2,472 2,712 0 131 13,944 109 15,713 9,032 0 10,308 2,856 174 187 267
Changes from: October 18, 2016 Total Change is: 1,051
327 -863 0 0 1,576 0 545 189 0 161 36 9 9 104
Percent of Open Interest Represented by Each Category of Trader
8.5 9.3 0.0 0.5 47.9 0.4 54.0 31.0 0.0 35.4 9.8 0.6 0.6 0.9
Number of Traders in Each Category Total Traders: 44
4 6 0 . 12 . 4 8 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 29,418
Positions
3,860 8,352 0 289 6,536 472 23,475 9,224 0 1,163 4,613 136 23 85
Changes from: October 18, 2016 Total Change is: 1,778
689 2,002 0 0 -386 0 1,271 144 0 -176 0 0 -6 18
Percent of Open Interest Represented by Each Category of Trader
13.1 28.4 0.0 1.0 22.2 1.6 79.8 31.4 0.0 4.0 15.7 0.5 0.1 0.3
Number of Traders in Each Category Total Traders: 36
4 5 0 . . . 11 6 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 86,683
Positions
414 49,814 0 24,094 0 1,190 28,950 27,929 3,511 20,634 1,676 72 7,818 2,491
Changes from: October 18, 2016 Total Change is: 6,750
-57 5,626 0 1,984 0 167 2,875 -321 80 2,190 667 0 -489 531
Percent of Open Interest Represented by Each Category of Trader
0.5 57.5 0.0 27.8 0.0 1.4 33.4 32.2 4.1 23.8 1.9 0.1 9.0 2.9
Number of Traders in Each Category Total Traders: 150
. . 0 16 0 4 52 19 16 43 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 436,770
Positions
125,270 24,022 17,744 118,431 46,564 30,697 35,905 198,730 68,401 5,625 10,903 14,450 20,247 25,259
Changes from: October 18, 2016 Total Change is: -37,049
15,456 -242 -18,807 31,968 3,342 -10,650 -25,453 12,983 -21,176 -3,326 3,401 -5,681 620 -219
Percent of Open Interest Represented by Each Category of Trader
28.7 5.5 4.1 27.1 10.7 7.0 8.2 45.5 15.7 1.3 2.5 3.3 4.6 5.8
Number of Traders in Each Category Total Traders: 225
15 12 19 20 20 15 32 73 50 16 22 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 25, 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 16,921
Positions
150 2,910 0 11,048 208 0 2,991 13,401 369 2,273 0 0 90 33
Changes from: October 18, 2016 Total Change is: -1,601
150 -425 0 -1,399 112 -190 328 -1,094 0 -421 0 0 -69 -4
Percent of Open Interest Represented by Each Category of Trader
0.9 17.2 0.0 65.3 1.2 0.0 17.7 79.2 2.2 13.4 0.0 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 8 . 0 11 6 . 6 0 0
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Updated October 28, 2016