Traders in Financial Futures - Futures Only Positions as of November 1, 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 121,156
Positions
33,150 16,290 77 28,418 18,307 829 23,436 41,664 859 5,959 5,892 1,064 27,364 36,174
Changes from: October 25, 2016 Total Change is: 7,655
7,693 -1,043 40 -656 3,837 -166 -24 5,197 140 1,154 -310 165 -691 -205
Percent of Open Interest Represented by Each Category of Trader
27.4 13.4 0.1 23.5 15.1 0.7 19.3 34.4 0.7 4.9 4.9 0.9 22.6 29.9
Number of Traders in Each Category Total Traders: 91
5 5 . 7 15 . 16 28 7 9 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 59,698
Positions
41,245 471 0 1,935 1,050 109 10,577 34,649 319 0 0 0 5,513 23,100
Changes from: October 25, 2016 Total Change is: -7,513
-4,335 5 0 458 -1,550 0 -3,576 -3,185 21 0 0 0 -81 -2,804
Percent of Open Interest Represented by Each Category of Trader
69.1 0.8 0.0 3.2 1.8 0.2 17.7 58.0 0.5 0.0 0.0 0.0 9.2 38.7
Number of Traders in Each Category Total Traders: 45
8 . 0 . . . 12 19 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 267,564
Positions
168,113 3,826 1,617 10,522 65,267 3,394 39,891 130,173 6,950 8,314 13,970 251 28,512 42,116
Changes from: October 25, 2016 Total Change is: 64
-1,051 -434 1 -1,263 -1,029 644 463 483 -96 714 1,072 15 637 -592
Percent of Open Interest Represented by Each Category of Trader
62.8 1.4 0.6 3.9 24.4 1.3 14.9 48.7 2.6 3.1 5.2 0.1 10.7 15.7
Number of Traders in Each Category Total Traders: 141
12 5 4 6 23 7 30 51 19 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 165,124
Positions
40,773 15,082 2,928 34,022 38,305 5,097 55,050 27,060 4,347 1,214 35,691 60 21,633 36,554
Changes from: October 25, 2016 Total Change is: 2,084
-432 1,963 -421 2,555 1,347 192 1,286 733 663 -1,078 -195 -32 -649 -2,166
Percent of Open Interest Represented by Each Category of Trader
24.7 9.1 1.8 20.6 23.2 3.1 33.3 16.4 2.6 0.7 21.6 0.0 13.1 22.1
Number of Traders in Each Category Total Traders: 124
10 7 5 12 21 8 31 32 13 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 444,502
Positions
164,037 12,348 11,617 137,071 104,004 12,822 43,948 201,538 11,093 17,367 25,529 1,655 44,892 63,896
Changes from: October 25, 2016 Total Change is: -3,969
7,162 546 27 28 -5,093 1,398 -8,798 -3,515 4,190 -511 1,166 -1,879 -5,586 -809
Percent of Open Interest Represented by Each Category of Trader
36.9 2.8 2.6 30.8 23.4 2.9 9.9 45.3 2.5 3.9 5.7 0.4 10.1 14.4
Number of Traders in Each Category Total Traders: 252
19 13 10 47 35 33 29 62 16 23 23 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 125,387
Positions
3,743 62,333 466 19,704 7,028 1,830 67,502 20,269 2,237 1,245 8,406 21 28,639 22,797
Changes from: October 25, 2016 Total Change is: 803
-873 2,693 -61 -2,003 -446 -4 3,465 -1,900 546 397 -1,767 21 -685 1,721
Percent of Open Interest Represented by Each Category of Trader
3.0 49.7 0.4 15.7 5.6 1.5 53.8 16.2 1.8 1.0 6.7 0.0 22.8 18.2
Number of Traders in Each Category Total Traders: 89
. 11 5 8 5 . 35 16 11 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 44,405
Positions
5,359 38,276 350 4,974 0 0 31,921 3,095 0 646 1,936 0 1,155 748
Changes from: October 25, 2016 Total Change is: -267
0 -285 0 496 0 0 -792 -125 0 6 50 0 23 93
Percent of Open Interest Represented by Each Category of Trader
12.1 86.2 0.8 11.2 0.0 0.0 71.9 7.0 0.0 1.5 4.4 0.0 2.6 1.7
Number of Traders in Each Category Total Traders: 28
. 7 . . 0 0 8 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 157,048
Positions
54,939 46,646 8 45,407 4,344 781 25,809 70,981 19,938 4,325 7,726 0 5,841 6,624
Changes from: October 25, 2016 Total Change is: 17,493
-5,590 17,959 3 20,153 -212 -432 4,138 -1,420 158 -378 581 0 -559 856
Percent of Open Interest Represented by Each Category of Trader
35.0 29.7 0.0 28.9 2.8 0.5 16.4 45.2 12.7 2.8 4.9 0.0 3.7 4.2
Number of Traders in Each Category Total Traders: 144
5 9 . 14 6 . 30 53 14 12 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 39,101
Positions
744 23,540 6,240 5,528 0 0 22,391 6,571 156 647 1,075 0 3,395 1,519
Changes from: October 25, 2016 Total Change is: 8,058
0 2,274 6,240 -392 0 -95 1,187 -1,358 7 -591 275 0 1,702 715
Percent of Open Interest Represented by Each Category of Trader
1.9 60.2 16.0 14.1 0.0 0.0 57.3 16.8 0.4 1.7 2.7 0.0 8.7 3.9
Number of Traders in Each Category Total Traders: 31
. . . . 0 0 11 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 46,788
Positions
9,895 11,354 125 1,477 21,366 59 28,946 8,003 1,222 219 1,212 0 4,845 3,447
Changes from: October 25, 2016 Total Change is: -469
-693 -102 59 -929 -518 35 692 -232 242 -11 1 0 136 46
Percent of Open Interest Represented by Each Category of Trader
21.1 24.3 0.3 3.2 45.7 0.1 61.9 17.1 2.6 0.5 2.6 0.0 10.4 7.4
Number of Traders in Each Category Total Traders: 79
8 . . 8 4 . 35 15 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 58,314
Positions
10,277 32,480 702 6,007 1,786 126 30,823 10,455 1,314 1,064 3,234 151 7,853 8,068
Changes from: October 25, 2016 Total Change is: 637
1,194 -1,251 -59 -1,048 519 3 750 1,125 741 -267 -155 -220 -457 -67
Percent of Open Interest Represented by Each Category of Trader
17.6 55.7 1.2 10.3 3.1 0.2 52.9 17.9 2.3 1.8 5.5 0.3 13.5 13.8
Number of Traders in Each Category Total Traders: 119
16 19 . 8 5 4 35 18 6 4 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 116,627
Positions
20,553 64,959 1,403 12,013 3,572 251 61,646 20,910 2,627 2,127 6,467 302 15,705 16,136
Changes from: October 25, 2016 Total Change is: 1,273
2,387 -2,502 -118 -2,095 1,037 6 1,499 2,250 1,482 -534 -309 -440 -914 -133
Percent of Open Interest Represented by Each Category of Trader
17.6 55.7 1.2 10.3 3.1 0.2 52.9 17.9 2.3 1.8 5.5 0.3 13.5 13.8
Number of Traders in Each Category Total Traders: 119
16 19 . 8 5 4 35 18 6 4 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 681,289
Positions
83,720 68,800 23,885 270,648 215,347 62,368 80,114 136,125 26,538 22,329 32,159 4,355 107,333 111,713
Changes from: October 25, 2016 Total Change is: -1,172
-7,426 1,447 4,417 -18,757 -420 1,761 4,753 -16,319 5,828 1,609 -1,522 537 6,106 3,100
Percent of Open Interest Represented by Each Category of Trader
12.3 10.1 3.5 39.7 31.6 9.2 11.8 20.0 3.9 3.3 4.7 0.6 15.8 16.4
Number of Traders in Each Category Total Traders: 595
41 27 23 118 92 94 86 130 70 38 63 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 83,944
Positions
22,274 11,509 260 19,849 17,643 2,448 8,453 4,491 0 3,039 54 25 27,596 47,514
Changes from: October 25, 2016 Total Change is: 1,633
72 497 0 999 -1,544 -323 816 -479 0 295 -51 0 -226 3,533
Percent of Open Interest Represented by Each Category of Trader
26.5 13.7 0.3 23.6 21.0 2.9 10.1 5.3 0.0 3.6 0.1 0.0 32.9 56.6
Number of Traders in Each Category Total Traders: 56
8 5 . 10 4 4 14 9 0 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 2,986,724
Positions
370,191 349,416 55,164 1,264,332 998,857 289,263 405,631 705,497 85,361 100,070 164,145 18,028 398,684 320,993
Changes from: October 25, 2016 Total Change is: -14,026
-30,445 11,794 15,037 -98,780 5,619 10,420 19,990 -78,896 28,838 7,851 -6,075 1,404 31,659 -2,167
Percent of Open Interest Represented by Each Category of Trader
12.4 11.7 1.8 42.3 33.4 9.7 13.6 23.6 2.9 3.4 5.5 0.6 13.3 10.7
Number of Traders in Each Category Total Traders: 588
39 29 21 117 89 90 87 128 62 37 62 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 81,748
Positions
2,849 27,521 442 40,755 45,217 2,879 22,573 1,145 445 0 799 0 11,805 3,300
Changes from: October 25, 2016 Total Change is: -2,262
667 -4,181 0 -2,146 2,400 -650 35 -206 323 0 81 0 -491 -29
Percent of Open Interest Represented by Each Category of Trader
3.5 33.7 0.5 49.9 55.3 3.5 27.6 1.4 0.5 0.0 1.0 0.0 14.4 4.0
Number of Traders in Each Category Total Traders: 83
5 7 . 32 15 20 19 . 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 63,297
Positions
3,024 35,126 345 14,340 5,946 904 36,734 13,028 529 1,793 1,814 20 5,608 5,585
Changes from: October 25, 2016 Total Change is: 39
-337 510 54 -2,790 194 187 3,617 -437 -13 -8 -159 -56 -616 -241
Percent of Open Interest Represented by Each Category of Trader
4.8 55.5 0.5 22.7 9.4 1.4 58.0 20.6 0.8 2.8 2.9 0.0 8.9 8.8
Number of Traders in Each Category Total Traders: 244
11 26 8 46 15 11 61 51 16 13 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 316,487
Positions
15,121 175,631 1,727 71,699 29,732 4,519 183,669 65,141 2,643 8,966 9,068 102 28,041 27,924
Changes from: October 25, 2016 Total Change is: 194
-1,686 2,550 270 -13,948 969 935 18,087 -2,185 -64 -41 -794 -280 -3,079 -1,207
Percent of Open Interest Represented by Each Category of Trader
4.8 55.5 0.5 22.7 9.4 1.4 58.0 20.6 0.8 2.8 2.9 0.0 8.9 8.8
Number of Traders in Each Category Total Traders: 244
11 26 8 46 15 11 61 51 16 13 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 328,190
Positions
77,299 46,770 634 116,347 143,093 19,412 80,403 85,579 7,680 5,493 5,481 166 20,756 19,375
Changes from: October 25, 2016 Total Change is: -6,199
7,882 -8,385 131 -6,464 964 -1,346 -6,636 1,379 -685 -18 -1,246 103 834 2,886
Percent of Open Interest Represented by Each Category of Trader
23.6 14.3 0.2 35.5 43.6 5.9 24.5 26.1 2.3 1.7 1.7 0.1 6.3 5.9
Number of Traders in Each Category Total Traders: 267
16 17 . 58 45 29 51 57 20 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 36,267
Positions
1,023 27,754 117 15,779 550 234 5,408 1,337 0 4,990 1,869 0 8,716 4,406
Changes from: October 25, 2016 Total Change is: 1,566
92 2,524 0 33 -6 154 1,994 -162 -52 -500 -283 0 -155 -609
Percent of Open Interest Represented by Each Category of Trader
2.8 76.5 0.3 43.5 1.5 0.6 14.9 3.7 0.0 13.8 5.2 0.0 24.0 12.1
Number of Traders in Each Category Total Traders: 46
. 6 . 15 . . 10 4 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 60,584
Positions
17,267 13,354 2,220 13,472 17,165 2,289 15,658 13,374 366 530 1,982 0 8,782 9,834
Changes from: October 25, 2016 Total Change is: 3,701
3,202 -538 -770 1,635 2,971 -57 1,026 2,353 -2 -839 255 0 -494 -511
Percent of Open Interest Represented by Each Category of Trader
28.5 22.0 3.7 22.2 28.3 3.8 25.8 22.1 0.6 0.9 3.3 0.0 14.5 16.2
Number of Traders in Each Category Total Traders: 86
13 13 4 6 11 5 17 20 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 221,199
Positions
11,720 128,473 583 141,745 62,231 16,306 36,522 5,272 2,731 2,953 1,784 0 8,639 3,819
Changes from: October 25, 2016 Total Change is: -2,139
-694 3,192 543 1,005 360 -743 -3,029 -6,060 228 22 248 0 529 93
Percent of Open Interest Represented by Each Category of Trader
5.3 58.1 0.3 64.1 28.1 7.4 16.5 2.4 1.2 1.3 0.8 0.0 3.9 1.7
Number of Traders in Each Category Total Traders: 117
9 12 . 42 23 21 16 7 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 881,530
Positions
26,307 678,736 6,325 503,409 82,445 56,811 198,243 20,074 9,977 56,361 17,049 1,168 22,929 8,945
Changes from: October 25, 2016 Total Change is: -10,126
-3,130 -6,145 1,028 -4,192 3,539 -7,621 3,419 -2,727 1,210 -1,182 -193 -80 422 863
Percent of Open Interest Represented by Each Category of Trader
3.0 77.0 0.7 57.1 9.4 6.4 22.5 2.3 1.1 6.4 1.9 0.1 2.6 1.0
Number of Traders in Each Category Total Traders: 309
19 22 10 108 32 41 58 14 16 41 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 544,660
Positions
20,669 33,882 1,712 203,117 118,921 110,452 45,536 91,843 12,588 5,306 12,113 159 145,121 162,990
Changes from: October 25, 2016 Total Change is: -12,707
-175 3,087 61 8,104 -9,931 -2,776 -13,632 -14,783 1,457 -1,724 -4,611 99 -4,121 14,690
Percent of Open Interest Represented by Each Category of Trader
3.8 6.2 0.3 37.3 21.8 20.3 8.4 16.9 2.3 1.0 2.2 0.0 26.6 29.9
Number of Traders in Each Category Total Traders: 142
9 13 8 40 23 32 22 25 15 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 616,393
Positions
1,514 72,352 2,221 324,356 107,467 96,334 31,069 211,335 30,116 15,372 0 466 114,945 96,102
Changes from: October 25, 2016 Total Change is: -6,900
-3,108 -3,596 981 10,607 -8,101 -5,202 -11,203 -1,312 4,296 33 0 0 -3,304 6,034
Percent of Open Interest Represented by Each Category of Trader
0.2 11.7 0.4 52.6 17.4 15.6 5.0 34.3 4.9 2.5 0.0 0.1 18.6 15.6
Number of Traders in Each Category Total Traders: 96
. 9 . 43 11 30 13 15 14 4 0 .
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Traders in Financial Futures - Futures Only Positions as of November 1, 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 1,260,953
Positions
51,408 67,347 9,998 341,082 287,471 143,440 445,698 169,223 91,025 58,168 331,222 4,925 115,209 156,302
Changes from: October 25, 2016 Total Change is: 13,092
8,225 -25,375 2,743 -2,851 -6,638 2,763 -34,557 14,229 27,111 2,159 2,831 -2,507 10,006 -2,065
Percent of Open Interest Represented by Each Category of Trader
4.1 5.3 0.8 27.0 22.8 11.4 35.3 13.4 7.2 4.6 26.3 0.4 9.1 12.4
Number of Traders in Each Category Total Traders: 247
16 23 11 54 35 45 48 28 31 17 26 9
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Traders in Financial Futures - Futures Only Positions as of November 1, 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 2,916,829
Positions
173,712 222,027 12,075 906,644 931,507 425,161 536,505 608,699 79,401 434,569 135,763 15,372 333,390 486,824
Changes from: October 25, 2016 Total Change is: -1,011
-7,049 -2,697 1,364 18,378 43,362 -12,758 3,393 -36,932 -4,773 -1,736 -3,928 718 1,452 14,633
Percent of Open Interest Represented by Each Category of Trader
6.0 7.6 0.4 31.1 31.9 14.6 18.4 20.9 2.7 14.9 4.7 0.5 11.4 16.7
Number of Traders in Each Category Total Traders: 357
26 37 15 56 73 76 52 65 55 20 28 15
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Traders in Financial Futures - Futures Only Positions as of November 1, 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 259,063
Positions
6,857 24,836 225 38,073 102,861 8,608 126,088 11,453 4,493 7,216 8,629 0 67,503 97,958
Changes from: October 25, 2016 Total Change is: 21,715
2,256 -1,482 -50 -303 6,905 2,445 17,019 -4 667 1,613 2,500 0 -1,932 10,734
Percent of Open Interest Represented by Each Category of Trader
2.6 9.6 0.1 14.7 39.7 3.3 48.7 4.4 1.7 2.8 3.3 0.0 26.1 37.8
Number of Traders in Each Category Total Traders: 48
. 6 . 5 15 12 13 . 5 . . 0
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Traders in Financial Futures - Futures Only Positions as of November 1, 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 2,779,984
Positions
63,559 298,529 41,291 1,602,090 414,276 301,609 257,972 1,095,071 76,161 173,038 199,970 4,219 260,045 348,858
Changes from: October 25, 2016 Total Change is: 19,403
16,178 14,780 4,127 26,741 -21,643 -6,396 -45,849 22,770 16,460 -5,095 1,259 -306 13,543 -11,648
Percent of Open Interest Represented by Each Category of Trader
2.3 10.7 1.5 57.6 14.9 10.8 9.3 39.4 2.7 6.2 7.2 0.2 9.4 12.5
Number of Traders in Each Category Total Traders: 283
9 32 13 62 41 57 40 56 38 16 27 8
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Traders in Financial Futures - Futures Only Positions as of November 1, 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 903,152
Positions
286,851 145,371 239,248 0 26,736 22,596 53,240 230,679 157,806 91,310 5,325 26,015 26,086 49,376
Changes from: October 25, 2016 Total Change is: -283,930
-49,921 -30,230 -96,374 0 -9,618 -2,017 -82,414 -11,059 -65,489 44,389 -31,837 -39,135 7,031 1,829
Percent of Open Interest Represented by Each Category of Trader
31.8 16.1 26.5 0.0 3.0 2.5 5.9 25.5 17.5 10.1 0.6 2.9 2.9 5.5
Number of Traders in Each Category Total Traders: 144
24 36 46 0 7 . 19 37 37 12 7 13
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Traders in Financial Futures - Futures Only Positions as of November 1, 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 is11,495,892
Positions
4,084,364 969,409 2,584,905 196,731 1,629,884 556,943 389,745 1,606,868 1,903,791 707,021 719,458 368,981 703,411 1,155,653
Changes from: October 25, 2016 Total Change is: -110,466
58,853 -75,258 80,774 -68,950 -43,464 35,532 -51,248 102,910 -151,449 3,157 -70,404 -8,484 -8,651 19,377
Percent of Open Interest Represented by Each Category of Trader
35.5 8.4 22.5 1.7 14.2 4.8 3.4 14.0 16.6 6.2 6.3 3.2 6.1 10.1
Number of Traders in Each Category Total Traders: 274
35 46 76 10 24 27 22 86 92 9 25 29
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Traders in Financial Futures - Futures Only Positions as of November 1, 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 31,658
Positions
3,866 4,091 0 131 14,120 109 16,542 9,992 0 10,824 2,975 113 73 258
Changes from: October 25, 2016 Total Change is: 2,564
1,394 1,379 0 0 176 0 829 960 0 516 119 -61 -114 -9
Percent of Open Interest Represented by Each Category of Trader
12.2 12.9 0.0 0.4 44.6 0.3 52.3 31.6 0.0 34.2 9.4 0.4 0.2 0.8
Number of Traders in Each Category Total Traders: 45
4 7 0 . 12 . 5 8 0 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 38,825
Positions
4,538 17,836 0 285 6,489 476 32,043 9,208 0 1,295 4,613 136 52 67
Changes from: October 25, 2016 Total Change is: 9,407
678 9,484 0 -4 -47 4 8,568 -16 0 132 0 0 29 -18
Percent of Open Interest Represented by Each Category of Trader
11.7 45.9 0.0 0.7 16.7 1.2 82.5 23.7 0.0 3.3 11.9 0.4 0.1 0.2
Number of Traders in Each Category Total Traders: 35
4 5 0 . . . 11 5 0 . . .
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Traders in Financial Futures - Futures Only Positions as of November 1, 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 85,739
Positions
542 51,593 0 25,209 0 1,243 29,303 26,428 3,307 18,100 926 0 8,035 2,242
Changes from: October 25, 2016 Total Change is: -944
128 1,779 0 1,115 0 53 353 -1,501 -204 -2,534 -750 -72 217 -249
Percent of Open Interest Represented by Each Category of Trader
0.6 60.2 0.0 29.4 0.0 1.4 34.2 30.8 3.9 21.1 1.1 0.0 9.4 2.6
Number of Traders in Each Category Total Traders: 140
4 . 0 16 0 4 50 19 15 37 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 428,792
Positions
117,430 15,659 21,265 102,950 43,484 34,477 35,048 188,272 68,946 5,360 9,504 18,303 25,013 28,882
Changes from: October 25, 2016 Total Change is: -7,978
-7,840 -8,363 3,521 -15,481 -3,080 3,780 -857 -10,458 545 -265 -1,399 3,853 4,766 3,623
Percent of Open Interest Represented by Each Category of Trader
27.4 3.7 5.0 24.0 10.1 8.0 8.2 43.9 16.1 1.3 2.2 4.3 5.8 6.7
Number of Traders in Each Category Total Traders: 210
16 12 20 18 18 13 32 67 47 18 16 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 1, 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 17,683
Positions
613 2,910 0 11,566 208 0 2,887 14,100 404 2,099 0 0 114 61
Changes from: October 25, 2016 Total Change is: 762
463 0 0 518 0 0 -104 699 35 -174 0 0 24 28
Percent of Open Interest Represented by Each Category of Trader
3.5 16.5 0.0 65.4 1.2 0.0 16.3 79.7 2.3 11.9 0.0 0.0 0.6 0.3
Number of Traders in Each Category Total Traders: 37
. . 0 8 . 0 11 8 . 5 0 0
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Updated November 4, 2016