Traders in Financial Futures - Futures Only Positions as of November 15, 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 125,532
Positions
46,117 18,037 225 28,564 11,962 656 14,862 48,358 2,577 6,169 3,420 1,738 24,624 38,559
Changes from: November 8, 2016 Total Change is: 4,539
4,427 -97 35 1,950 -1,587 0 -2,659 1,541 1,528 186 -1,122 445 -1,373 3,796
Percent of Open Interest Represented by Each Category of Trader
36.7 14.4 0.2 22.8 9.5 0.5 11.8 38.5 2.1 4.9 2.7 1.4 19.6 30.7
Number of Traders in Each Category Total Traders: 94
7 6 . 9 12 . 12 34 12 9 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 54,533
Positions
36,119 1,398 1 1,606 1,479 0 8,378 29,356 476 457 0 0 7,496 21,823
Changes from: November 8, 2016 Total Change is: 901
1,764 -1,906 1 -421 594 0 280 -1,323 46 457 0 0 -1,226 3,489
Percent of Open Interest Represented by Each Category of Trader
66.2 2.6 0.0 2.9 2.7 0.0 15.4 53.8 0.9 0.8 0.0 0.0 13.7 40.0
Number of Traders in Each Category Total Traders: 43
7 . . . . 0 11 19 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 248,103
Positions
152,967 7,359 3,513 9,727 67,927 3,113 43,130 107,662 8,600 4,008 12,870 518 22,527 36,541
Changes from: November 8, 2016 Total Change is: -5,600
-10,108 438 1,897 1,126 2,415 -217 4,890 -11,472 1,831 -1,353 1,057 53 -3,719 -1,602
Percent of Open Interest Represented by Each Category of Trader
61.7 3.0 1.4 3.9 27.4 1.3 17.4 43.4 3.5 1.6 5.2 0.2 9.1 14.7
Number of Traders in Each Category Total Traders: 135
9 9 5 6 24 8 30 44 20 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 170,967
Positions
61,730 13,454 3,108 33,758 44,174 4,802 42,371 32,770 2,549 2,005 35,695 182 20,462 34,233
Changes from: November 8, 2016 Total Change is: 6,639
15,991 -3,143 796 -1,771 4,134 -129 -9,974 4,247 362 747 -361 182 435 551
Percent of Open Interest Represented by Each Category of Trader
36.1 7.9 1.8 19.7 25.8 2.8 24.8 19.2 1.5 1.2 20.9 0.1 12.0 20.0
Number of Traders in Each Category Total Traders: 125
11 6 4 13 22 9 27 34 12 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 415,752
Positions
126,540 25,809 14,409 140,126 96,267 12,604 39,876 169,235 8,099 22,689 26,130 956 50,453 62,243
Changes from: November 8, 2016 Total Change is: -2,255
-12,806 -453 696 300 -2,088 -68 162 -5,377 -590 3,822 2,873 -615 6,844 3,367
Percent of Open Interest Represented by Each Category of Trader
30.4 6.2 3.5 33.7 23.2 3.0 9.6 40.7 1.9 5.5 6.3 0.2 12.1 15.0
Number of Traders in Each Category Total Traders: 247
19 13 13 46 33 35 26 64 20 26 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 113,124
Positions
2,799 55,250 589 14,359 10,833 1,087 63,314 19,189 2,538 4,784 4,029 14 23,640 19,595
Changes from: November 8, 2016 Total Change is: -24,436
-1,022 -12,243 29 -7,559 -22 41 -12,113 -4,367 254 3,500 -5,159 -48 -7,518 -2,921
Percent of Open Interest Represented by Each Category of Trader
2.5 48.8 0.5 12.7 9.6 1.0 56.0 17.0 2.2 4.2 3.6 0.0 20.9 17.3
Number of Traders in Each Category Total Traders: 95
. 12 5 9 8 5 32 17 10 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 40,209
Positions
5,359 35,683 395 5,461 0 0 27,522 1,804 45 503 1,650 0 924 632
Changes from: November 8, 2016 Total Change is: -3,136
0 -1,626 0 329 0 0 -3,133 -1,149 45 -107 -286 0 -270 -120
Percent of Open Interest Represented by Each Category of Trader
13.3 88.7 1.0 13.6 0.0 0.0 68.4 4.5 0.1 1.3 4.1 0.0 2.3 1.6
Number of Traders in Each Category Total Traders: 28
. 7 . . 0 0 11 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 153,771
Positions
55,773 49,744 150 49,077 6,344 162 18,093 63,690 21,305 2,460 5,889 20 6,731 6,467
Changes from: November 8, 2016 Total Change is: 4,905
-1,798 2,534 150 4,544 -33 94 1,823 1,182 1,051 -1,816 -513 -140 997 580
Percent of Open Interest Represented by Each Category of Trader
36.3 32.3 0.1 31.9 4.1 0.1 11.8 41.4 13.9 1.6 3.8 0.0 4.4 4.2
Number of Traders in Each Category Total Traders: 141
5 9 . 11 8 . 23 57 18 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 26,869
Positions
0 21,168 18 5,442 0 0 17,828 3,707 35 1,642 914 255 1,649 772
Changes from: November 8, 2016 Total Change is: -3,175
0 -4,209 18 -132 0 0 -3,993 974 -121 938 -101 255 -140 9
Percent of Open Interest Represented by Each Category of Trader
0.0 78.8 0.1 20.3 0.0 0.0 66.4 13.8 0.1 6.1 3.4 0.9 6.1 2.9
Number of Traders in Each Category Total Traders: 32
0 . . . 0 0 12 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 48,563
Positions
6,783 11,537 152 475 24,856 59 35,079 6,094 1,338 0 1,544 0 4,677 2,983
Changes from: November 8, 2016 Total Change is: -3,550
739 -122 48 -210 -200 0 -2,856 -1,960 337 -286 -426 0 -1,322 -1,227
Percent of Open Interest Represented by Each Category of Trader
14.0 23.8 0.3 1.0 51.2 0.1 72.2 12.5 2.8 0.0 3.2 0.0 9.6 6.1
Number of Traders in Each Category Total Traders: 73
8 4 . . 4 . 34 14 9 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 61,674
Positions
9,016 31,257 772 6,425 1,089 209 34,271 9,276 1,453 1,041 4,754 151 8,339 12,715
Changes from: November 8, 2016 Total Change is: 3,488
-267 2,491 223 -270 34 -6 1,713 -4,842 1,233 0 1,031 -1 864 3,326
Percent of Open Interest Represented by Each Category of Trader
14.6 50.7 1.3 10.4 1.8 0.3 55.6 15.0 2.4 1.7 7.7 0.2 13.5 20.6
Number of Traders in Each Category Total Traders: 113
11 24 4 11 . 4 35 15 5 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 123,348
Positions
18,031 62,514 1,544 12,849 2,178 417 68,541 18,551 2,905 2,082 9,507 302 16,677 25,430
Changes from: November 8, 2016 Total Change is: 6,976
-534 4,982 445 -539 67 -12 3,425 -9,683 2,465 0 2,062 -1 1,727 6,651
Percent of Open Interest Represented by Each Category of Trader
14.6 50.7 1.3 10.4 1.8 0.3 55.6 15.0 2.4 1.7 7.7 0.2 13.5 20.6
Number of Traders in Each Category Total Traders: 113
11 24 4 11 . 4 35 15 5 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 667,044
Positions
68,115 69,632 27,733 270,330 212,568 62,229 85,127 126,924 26,077 22,050 31,468 4,251 101,131 106,161
Changes from: November 8, 2016 Total Change is: -5,940
-3,862 -2,034 4,827 4,534 -4,812 -92 -3,330 5,790 -6,154 1,267 -1,273 -999 -2,131 -1,193
Percent of Open Interest Represented by Each Category of Trader
10.2 10.4 4.2 40.5 31.9 9.3 12.8 19.0 3.9 3.3 4.7 0.6 15.2 15.9
Number of Traders in Each Category Total Traders: 602
35 33 27 126 91 94 93 113 76 46 63 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 84,290
Positions
19,772 14,899 260 19,796 19,361 2,294 9,775 5,344 50 3,444 112 25 28,874 41,945
Changes from: November 8, 2016 Total Change is: -2,502
730 1,540 0 48 1,200 -219 -2,087 476 -672 -31 72 0 -271 -4,899
Percent of Open Interest Represented by Each Category of Trader
23.5 17.7 0.3 23.5 23.0 2.7 11.6 6.3 0.1 4.1 0.1 0.0 34.3 49.8
Number of Traders in Each Category Total Traders: 62
9 5 . 10 5 4 16 8 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 2,913,769
Positions
298,273 330,225 80,806 1,263,626 976,993 288,719 425,277 656,414 81,622 98,892 162,642 15,267 361,287 321,081
Changes from: November 8, 2016 Total Change is: -17,190
-20,332 -15,244 21,507 22,598 -29,892 466 -17,830 14,958 -15,796 6,696 -6,520 -5,197 -9,302 18,528
Percent of Open Interest Represented by Each Category of Trader
10.2 11.3 2.8 43.4 33.5 9.9 14.6 22.5 2.8 3.4 5.6 0.5 12.4 11.0
Number of Traders in Each Category Total Traders: 593
33 35 24 124 88 90 90 116 70 44 61 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 75,148
Positions
3,420 22,525 442 35,563 42,760 2,725 21,170 2,078 334 202 519 0 11,292 3,765
Changes from: November 8, 2016 Total Change is: -1,950
-2,165 -1,473 0 112 -2,503 -15 -409 933 191 202 0 0 134 917
Percent of Open Interest Represented by Each Category of Trader
4.6 30.0 0.6 47.3 56.9 3.6 28.2 2.8 0.4 0.3 0.7 0.0 15.0 5.0
Number of Traders in Each Category Total Traders: 77
5 6 . 30 14 17 16 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 51,101
Positions
6,427 18,751 248 12,233 6,448 1,288 22,554 17,007 1,032 1,879 1,593 60 5,381 4,676
Changes from: November 8, 2016 Total Change is: -8,721
3,653 -12,743 -98 -856 -9 126 -11,932 4,150 77 264 -155 41 2 -110
Percent of Open Interest Represented by Each Category of Trader
12.6 36.7 0.5 23.9 12.6 2.5 44.1 33.3 2.0 3.7 3.1 0.1 10.5 9.1
Number of Traders in Each Category Total Traders: 230
17 22 7 38 21 13 54 55 18 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 255,504
Positions
32,135 93,757 1,238 61,164 32,238 6,438 112,768 85,033 5,159 9,397 7,963 300 26,905 23,378
Changes from: November 8, 2016 Total Change is: -43,607
18,267 -63,716 -488 -4,278 -44 631 -59,660 20,748 386 1,322 -777 205 8 -552
Percent of Open Interest Represented by Each Category of Trader
12.6 36.7 0.5 23.9 12.6 2.5 44.1 33.3 2.0 3.7 3.1 0.1 10.5 9.1
Number of Traders in Each Category Total Traders: 230
17 22 7 38 21 13 54 55 18 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 344,401
Positions
60,780 77,403 1,302 136,636 116,593 15,614 90,695 102,881 5,621 9,147 5,872 42 24,564 19,073
Changes from: November 8, 2016 Total Change is: 28,693
-22,387 35,103 855 25,820 -26,686 -5,257 20,190 20,548 289 3,566 206 -21 5,638 3,656
Percent of Open Interest Represented by Each Category of Trader
17.6 22.5 0.4 39.7 33.9 4.5 26.3 29.9 1.6 2.7 1.7 0.0 7.1 5.5
Number of Traders in Each Category Total Traders: 271
17 19 . 60 41 27 56 55 20 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 35,489
Positions
1,369 27,284 118 15,664 550 57 5,196 1,723 0 4,410 1,685 0 8,675 4,072
Changes from: November 8, 2016 Total Change is: 541
477 -54 1 283 0 -17 595 639 0 -330 12 0 -468 -40
Percent of Open Interest Represented by Each Category of Trader
3.9 76.9 0.3 44.1 1.5 0.2 14.6 4.9 0.0 12.4 4.7 0.0 24.4 11.5
Number of Traders in Each Category Total Traders: 51
5 6 . 15 . . 11 5 0 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 66,538
Positions
20,494 13,172 1,744 15,794 24,262 1,851 14,126 10,451 988 2,101 2,660 0 9,440 11,410
Changes from: November 8, 2016 Total Change is: 5,820
3,150 621 -539 2,070 2,464 -481 598 -273 -196 1,000 -348 0 218 4,572
Percent of Open Interest Represented by Each Category of Trader
30.8 19.8 2.6 23.7 36.5 2.8 21.2 15.7 1.5 3.2 4.0 0.0 14.2 17.1
Number of Traders in Each Category Total Traders: 104
16 15 4 10 11 6 26 16 9 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 221,115
Positions
9,672 124,985 880 147,093 64,405 13,357 36,429 8,364 3,207 3,019 1,784 0 7,458 4,133
Changes from: November 8, 2016 Total Change is: -978
-1,903 -1,752 53 4,866 1,288 -2,841 -235 2,098 152 16 -275 0 -1,086 299
Percent of Open Interest Represented by Each Category of Trader
4.4 56.5 0.4 66.5 29.1 6.0 16.5 3.8 1.5 1.4 0.8 0.0 3.4 1.9
Number of Traders in Each Category Total Traders: 118
9 11 . 42 24 21 14 10 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 845,326
Positions
37,369 603,777 7,442 476,054 107,307 60,804 179,107 19,309 10,320 51,077 19,293 1,177 21,976 15,897
Changes from: November 8, 2016 Total Change is: -13,966
10,459 -46,459 1,507 -13,985 26,928 -1,829 -8,994 -1,172 -104 -3,057 4,585 117 1,920 2,461
Percent of Open Interest Represented by Each Category of Trader
4.4 71.4 0.9 56.3 12.7 7.2 21.2 2.3 1.2 6.0 2.3 0.1 2.6 1.9
Number of Traders in Each Category Total Traders: 310
25 19 8 100 41 46 54 18 15 36 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 591,542
Positions
15,556 41,897 2,003 243,428 141,786 86,987 68,144 114,935 14,836 12,313 17,437 66 148,209 171,595
Changes from: November 8, 2016 Total Change is: 45,981
-5,337 6,549 102 28,198 12,756 -7,050 27,416 19,768 763 2,505 4,205 -31 -585 8,919
Percent of Open Interest Represented by Each Category of Trader
2.6 7.1 0.3 41.2 24.0 14.7 11.5 19.4 2.5 2.1 2.9 0.0 25.1 29.0
Number of Traders in Each Category Total Traders: 162
10 11 5 41 25 31 30 30 22 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 15, 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 649,510
Positions
4,563 99,747 2,340 349,861 113,226 89,772 28,901 208,432 32,293 14,251 7,575 466 127,063 95,659
Changes from: November 8, 2016 Total Change is: 18,004
4,481 11,282 926 15,527 3,200 -4,491 -4,243 -2,821 3,078 -1,121 5,832 0 3,847 998
Percent of Open Interest Represented by Each Category of Trader
0.7 15.4 0.4 53.9 17.4 13.8 4.4 32.1 5.0 2.2 1.2 0.1 19.6 14.7
Number of Traders in Each Category Total Traders: 100
. 8 5 44 13 30 13 14 13 . . .
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 1,174,568
Positions
37,667 91,850 13,218 335,030 248,584 140,712 341,393 213,010 67,588 125,157 235,441 6,941 106,862 157,224
Changes from: November 8, 2016 Total Change is: -35,239
-1,503 13,000 94 14,656 10,235 -16,443 -92,867 -2,052 17,750 49,388 -63,096 1,932 -8,246 3,341
Percent of Open Interest Represented by Each Category of Trader
3.2 7.8 1.1 28.5 21.2 12.0 29.1 18.1 5.8 10.7 20.0 0.6 9.1 13.4
Number of Traders in Each Category Total Traders: 251
15 24 13 56 37 43 46 30 38 18 25 12
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Traders in Financial Futures - Futures Only Positions as of November 15, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,017,633
Positions
120,248 251,743 30,898 876,080 950,043 464,147 625,148 506,229 138,338 416,584 161,391 20,389 325,801 494,455
Changes from: November 8, 2016 Total Change is: 127,311
-20,336 45,583 18,592 -1,885 69,477 17,401 86,264 -118,231 51,773 -23,220 11,475 3,239 -4,517 28,002
Percent of Open Interest Represented by Each Category of Trader
4.0 8.3 1.0 29.0 31.5 15.4 20.7 16.8 4.6 13.8 5.3 0.7 10.8 16.4
Number of Traders in Each Category Total Traders: 376
20 43 19 54 79 82 66 65 60 21 28 18
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Traders in Financial Futures - Futures Only Positions as of November 15, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 278,384
Positions
5,928 19,470 1,834 52,843 130,188 7,191 123,816 12,322 5,303 7,345 6,629 0 74,124 95,447
Changes from: November 8, 2016 Total Change is: 21,617
3,678 1,880 1,659 6,742 9,243 -1,144 6,117 815 -47 -150 -2,000 0 4,762 11,211
Percent of Open Interest Represented by Each Category of Trader
2.1 7.0 0.7 19.0 46.8 2.6 44.5 4.4 1.9 2.6 2.4 0.0 26.6 34.3
Number of Traders in Each Category Total Traders: 46
. 6 . 5 15 11 13 . 5 . . 0
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Traders in Financial Futures - Futures Only Positions as of November 15, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,944,750
Positions
98,753 289,624 105,161 1,580,736 375,043 318,907 290,290 1,131,249 112,572 172,407 226,550 7,928 257,996 377,716
Changes from: November 8, 2016 Total Change is: 26,111
26,597 -66,422 46,369 -96,085 -4,841 14,657 -5,150 -2,332 20,193 7,109 1,769 2,486 9,935 14,232
Percent of Open Interest Represented by Each Category of Trader
3.4 9.8 3.6 53.7 12.7 10.8 9.9 38.4 3.8 5.9 7.7 0.3 8.8 12.8
Number of Traders in Each Category Total Traders: 286
9 31 17 60 45 55 38 59 49 15 29 9
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 902,680
Positions
322,222 155,042 261,284 0 16,833 4,667 55,421 219,392 154,067 43,198 8,548 34,627 27,194 48,220
Changes from: November 8, 2016 Total Change is: -39
17,436 7,948 6,255 0 -36,352 994 -15,018 27,109 -792 -4,525 -1,279 -2,591 -1,798 -1,331
Percent of Open Interest Represented by Each Category of Trader
35.7 17.2 28.9 0.0 1.9 0.5 6.1 24.3 17.1 4.8 0.9 3.8 3.0 5.3
Number of Traders in Each Category Total Traders: 139
25 36 43 0 7 . 18 32 33 9 11 10
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Traders in Financial Futures - Futures Only Positions as of November 15, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,105,219
Positions
4,289,769 858,841 2,768,623 99,650 1,525,588 427,590 402,053 2,148,831 2,027,434 786,346 559,219 653,807 649,947 1,135,286
Changes from: November 8, 2016 Total Change is: 441,284
330,303 -42,864 3,076 -38,821 5,154 -173,445 24,253 396,790 98,397 37,083 -104,892 239,485 -79,047 19,583
Percent of Open Interest Represented by Each Category of Trader
35.4 7.1 22.9 0.8 12.6 3.5 3.3 17.8 16.7 6.5 4.6 5.4 5.4 9.4
Number of Traders in Each Category Total Traders: 268
40 42 73 9 28 30 22 82 82 7 28 25
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Traders in Financial Futures - Futures Only Positions as of November 15, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 32,501
Positions
5,530 6,068 0 133 13,966 113 15,614 8,622 0 11,038 3,415 45 28 272
Changes from: November 8, 2016 Total Change is: 1,183
1,421 607 0 0 94 0 -70 -212 0 -85 735 -65 -18 24
Percent of Open Interest Represented by Each Category of Trader
17.0 18.7 0.0 0.4 43.0 0.3 48.0 26.5 0.0 34.0 10.5 0.1 0.1 0.8
Number of Traders in Each Category Total Traders: 46
. 7 0 . 12 . 5 8 0 5 5 .
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 39,630
Positions
3,584 16,777 0 333 6,685 432 34,366 9,891 0 754 5,581 136 25 128
Changes from: November 8, 2016 Total Change is: -3,608
-1,209 -5,390 0 99 127 -89 -1,881 1,339 0 -534 386 0 6 19
Percent of Open Interest Represented by Each Category of Trader
9.0 42.3 0.0 0.8 16.9 1.1 86.7 25.0 0.0 1.9 14.1 0.3 0.1 0.3
Number of Traders in Each Category Total Traders: 32
. 5 0 . 4 . 7 7 0 . 4 .
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 81,170
Positions
788 51,165 0 20,869 100 1,275 27,448 21,219 2,789 19,580 1,013 0 8,421 3,609
Changes from: November 8, 2016 Total Change is: -4,761
316 -358 0 -2,169 100 305 -2,663 -6,537 -169 -134 470 0 -247 1,428
Percent of Open Interest Represented by Each Category of Trader
1.0 63.0 0.0 25.7 0.1 1.6 33.8 26.1 3.4 24.1 1.2 0.0 10.4 4.4
Number of Traders in Each Category Total Traders: 145
5 . 0 12 . . 50 20 13 43 8 0
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 451,231
Positions
85,803 29,051 24,273 61,976 30,641 48,305 73,142 153,604 94,417 7,304 8,586 23,536 32,475 38,818
Changes from: November 8, 2016 Total Change is: 39,748
-9,417 4,816 3,884 -12,022 -4,190 8,184 16,489 -12,601 27,869 477 -861 552 3,732 12,095
Percent of Open Interest Represented by Each Category of Trader
19.0 6.4 5.4 13.7 6.8 10.7 16.2 34.0 20.9 1.6 1.9 5.2 7.2 8.6
Number of Traders in Each Category Total Traders: 210
10 15 22 13 19 13 39 71 65 15 18 18
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Traders in Financial Futures - Futures Only Positions as of November 15, 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 16,680
Positions
333 2,910 0 10,690 968 4 2,716 12,323 389 2,444 48 0 104 38
Changes from: November 8, 2016 Total Change is: -183
298 -188 0 -526 335 4 -341 -327 -16 386 -3 0 12 12
Percent of Open Interest Represented by Each Category of Trader
2.0 17.4 0.0 64.1 5.8 0.0 16.3 73.9 2.3 14.7 0.3 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 34
. . 0 8 . . 7 11 . . . 0
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Updated November 18, 2016