Traders in Financial Futures - Futures Only Positions as of November 22, 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 118,667
Positions
43,667 19,456 227 29,571 12,853 697 10,022 41,769 2,311 5,785 2,858 1,756 24,631 36,740
Changes from: November 15, 2016 Total Change is: -6,865
-2,450 1,419 2 1,007 891 41 -4,840 -6,589 -266 -384 -562 18 7 -1,819
Percent of Open Interest Represented by Each Category of Trader
36.8 16.4 0.2 24.9 10.8 0.6 8.4 35.2 1.9 4.9 2.4 1.5 20.8 31.0
Number of Traders in Each Category Total Traders: 93
8 7 4 10 14 . 11 30 11 8 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 60,191
Positions
42,220 0 16 1,606 3,263 0 10,253 32,235 373 426 0 0 5,297 24,304
Changes from: November 15, 2016 Total Change is: 5,658
6,101 -1,398 15 0 1,784 0 1,875 2,879 -103 -31 0 0 -2,199 2,481
Percent of Open Interest Represented by Each Category of Trader
70.1 0.0 0.0 2.7 5.4 0.0 17.0 53.6 0.6 0.7 0.0 0.0 8.8 40.4
Number of Traders in Each Category Total Traders: 45
9 0 . . . 0 13 18 6 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 242,916
Positions
148,746 10,577 3,737 9,094 70,096 2,940 44,769 97,365 7,351 3,183 13,229 444 22,652 37,177
Changes from: November 15, 2016 Total Change is: -5,187
-4,221 3,218 224 -633 2,169 -173 1,639 -10,297 -1,249 -825 359 -74 125 636
Percent of Open Interest Represented by Each Category of Trader
61.2 4.4 1.5 3.7 28.9 1.2 18.4 40.1 3.0 1.3 5.4 0.2 9.3 15.3
Number of Traders in Each Category Total Traders: 136
8 10 5 5 25 8 32 45 21 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 187,684
Positions
86,304 11,191 2,640 29,335 49,683 4,853 40,593 41,648 2,947 1,956 35,802 66 18,990 38,854
Changes from: November 15, 2016 Total Change is: 16,717
24,574 -2,263 -468 -4,423 5,509 51 -1,778 8,878 398 -49 107 -116 -1,472 4,621
Percent of Open Interest Represented by Each Category of Trader
46.0 6.0 1.4 15.6 26.5 2.6 21.6 22.2 1.6 1.0 19.1 0.0 10.1 20.7
Number of Traders in Each Category Total Traders: 124
12 7 5 12 21 9 24 37 12 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 434,768
Positions
132,793 18,892 15,226 138,873 97,372 14,933 45,054 180,975 7,911 25,106 31,865 1,164 53,708 66,430
Changes from: November 15, 2016 Total Change is: 19,016
6,253 -6,917 817 -1,253 1,105 2,329 5,178 11,740 -188 2,417 5,735 208 3,255 4,187
Percent of Open Interest Represented by Each Category of Trader
30.5 4.3 3.5 31.9 22.4 3.4 10.4 41.6 1.8 5.8 7.3 0.3 12.4 15.3
Number of Traders in Each Category Total Traders: 251
19 13 13 46 35 36 24 65 18 26 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 100,989
Positions
7,094 29,242 515 10,803 12,434 642 45,519 25,954 2,487 10,493 2,843 12 23,424 26,860
Changes from: November 15, 2016 Total Change is: -12,135
4,295 -26,008 -74 -3,556 1,601 -445 -17,795 6,765 -51 5,709 -1,186 -2 -216 7,265
Percent of Open Interest Represented by Each Category of Trader
7.0 29.0 0.5 10.7 12.3 0.6 45.1 25.7 2.5 10.4 2.8 0.0 23.2 26.6
Number of Traders in Each Category Total Traders: 88
6 8 4 7 10 . 25 21 10 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 33,154
Positions
2,971 29,497 0 5,153 0 0 23,245 1,167 47 400 1,650 0 1,338 793
Changes from: November 15, 2016 Total Change is: -7,055
-2,388 -6,186 -395 -308 0 0 -4,277 -637 2 -103 0 0 414 161
Percent of Open Interest Represented by Each Category of Trader
9.0 89.0 0.0 15.5 0.0 0.0 70.1 3.5 0.1 1.2 5.0 0.0 4.0 2.4
Number of Traders in Each Category Total Traders: 25
. 5 0 . 0 0 12 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 154,976
Positions
55,991 52,268 1 53,050 6,290 162 16,625 62,668 20,652 2,251 6,117 20 6,224 6,798
Changes from: November 15, 2016 Total Change is: 1,205
218 2,524 -149 3,973 -54 0 -1,468 -1,022 -653 -209 228 0 -507 331
Percent of Open Interest Represented by Each Category of Trader
36.1 33.7 0.0 34.2 4.1 0.1 10.7 40.4 13.3 1.5 3.9 0.0 4.0 4.4
Number of Traders in Each Category Total Traders: 135
5 10 . 11 8 . 18 54 13 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 25,699
Positions
0 19,990 23 5,697 0 0 17,901 3,715 196 236 1,041 0 1,646 734
Changes from: November 15, 2016 Total Change is: -1,170
0 -1,178 5 255 0 0 73 8 161 -1,406 127 -255 -3 -38
Percent of Open Interest Represented by Each Category of Trader
0.0 77.8 0.1 22.2 0.0 0.0 69.7 14.5 0.8 0.9 4.1 0.0 6.4 2.9
Number of Traders in Each Category Total Traders: 32
0 . . . 0 0 13 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 50,007
Positions
13,177 11,548 147 392 24,829 59 29,898 6,427 1,720 288 2,007 0 4,326 3,270
Changes from: November 15, 2016 Total Change is: 1,444
6,394 11 -5 -83 -27 0 -5,181 333 382 288 463 0 -351 287
Percent of Open Interest Represented by Each Category of Trader
26.4 23.1 0.3 0.8 49.7 0.1 59.8 12.9 3.4 0.6 4.0 0.0 8.7 6.5
Number of Traders in Each Category Total Traders: 71
9 4 . . 4 . 28 16 9 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 67,260
Positions
9,221 35,674 912 7,361 1,377 237 37,490 9,390 1,584 912 5,499 152 9,393 12,438
Changes from: November 15, 2016 Total Change is: 5,586
205 4,417 140 937 288 28 3,220 115 131 -129 745 1 1,055 -278
Percent of Open Interest Represented by Each Category of Trader
13.7 53.0 1.4 10.9 2.0 0.4 55.7 14.0 2.4 1.4 8.2 0.2 14.0 18.5
Number of Traders in Each Category Total Traders: 119
12 26 4 10 4 4 38 13 5 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 134,520
Positions
18,441 71,348 1,823 14,722 2,753 473 74,980 18,780 3,167 1,824 10,997 304 18,786 24,875
Changes from: November 15, 2016 Total Change is: 11,172
410 8,834 279 1,873 575 56 6,439 229 262 -258 1,490 2 2,109 -555
Percent of Open Interest Represented by Each Category of Trader
13.7 53.0 1.4 10.9 2.0 0.4 55.7 14.0 2.4 1.4 8.2 0.2 14.0 18.5
Number of Traders in Each Category Total Traders: 119
12 26 4 10 4 4 38 13 5 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 697,761
Positions
77,439 66,520 36,101 273,297 215,592 64,067 85,264 130,993 31,424 22,170 37,832 3,583 104,416 111,649
Changes from: November 15, 2016 Total Change is: 30,717
9,324 -3,113 8,368 2,967 3,023 1,838 136 4,069 5,346 120 6,365 -668 3,285 5,488
Percent of Open Interest Represented by Each Category of Trader
11.1 9.5 5.2 39.2 30.9 9.2 12.2 18.8 4.5 3.2 5.4 0.5 15.0 16.0
Number of Traders in Each Category Total Traders: 610
38 27 34 127 91 88 83 132 78 47 64 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 90,433
Positions
23,116 12,692 655 18,936 19,673 1,964 12,972 7,450 200 2,262 191 75 30,253 47,533
Changes from: November 15, 2016 Total Change is: 6,143
3,344 -2,207 395 -860 312 -330 3,197 2,106 150 -1,182 79 50 1,379 5,588
Percent of Open Interest Represented by Each Category of Trader
25.6 14.0 0.7 20.9 21.8 2.2 14.3 8.2 0.2 2.5 0.2 0.1 33.5 52.6
Number of Traders in Each Category Total Traders: 59
10 5 . 9 5 . 13 11 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 3,036,641
Positions
332,188 329,710 116,659 1,286,784 994,573 295,537 433,704 689,959 83,874 99,855 188,522 17,225 370,815 320,582
Changes from: November 15, 2016 Total Change is: 122,872
33,915 -515 35,853 23,158 17,580 6,818 8,427 33,545 2,252 963 25,880 1,958 9,528 -499
Percent of Open Interest Represented by Each Category of Trader
10.9 10.9 3.8 42.4 32.8 9.7 14.3 22.7 2.8 3.3 6.2 0.6 12.2 10.6
Number of Traders in Each Category Total Traders: 602
35 30 28 126 87 85 84 131 71 46 62 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 83,102
Positions
1,659 29,108 444 42,113 41,652 2,498 25,234 4,346 126 0 1,189 0 11,028 3,739
Changes from: November 15, 2016 Total Change is: 7,954
-1,761 6,583 2 6,550 -1,108 -227 4,064 2,268 -208 -202 670 0 -264 -26
Percent of Open Interest Represented by Each Category of Trader
2.0 35.0 0.5 50.7 50.1 3.0 30.4 5.2 0.2 0.0 1.4 0.0 13.3 4.5
Number of Traders in Each Category Total Traders: 87
. 8 . 33 14 17 19 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 50,117
Positions
5,762 19,743 262 12,828 6,176 930 21,392 15,213 722 2,399 1,920 62 5,760 5,089
Changes from: November 15, 2016 Total Change is: -984
-665 991 14 596 -271 -357 -1,161 -1,794 -310 519 327 2 379 414
Percent of Open Interest Represented by Each Category of Trader
11.5 39.4 0.5 25.6 12.3 1.9 42.7 30.4 1.4 4.8 3.8 0.1 11.5 10.2
Number of Traders in Each Category Total Traders: 243
17 23 8 42 20 11 54 55 17 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 250,586
Positions
28,811 98,714 1,310 64,142 30,882 4,652 106,962 76,065 3,608 11,993 9,599 309 28,799 25,447
Changes from: November 15, 2016 Total Change is: -4,918
-3,324 4,957 72 2,978 -1,356 -1,786 -5,806 -8,968 -1,551 2,596 1,636 9 1,894 2,069
Percent of Open Interest Represented by Each Category of Trader
11.5 39.4 0.5 25.6 12.3 1.9 42.7 30.4 1.4 4.8 3.8 0.1 11.5 10.2
Number of Traders in Each Category Total Traders: 243
17 23 8 42 20 11 54 55 17 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 352,668
Positions
48,552 104,100 1,177 146,565 82,621 16,175 97,176 110,959 7,767 9,090 9,304 403 25,763 20,162
Changes from: November 15, 2016 Total Change is: 8,267
-12,228 26,697 -125 9,929 -33,972 561 6,481 8,078 2,146 -57 3,432 361 1,199 1,089
Percent of Open Interest Represented by Each Category of Trader
13.8 29.5 0.3 41.6 23.4 4.6 27.6 31.5 2.2 2.6 2.6 0.1 7.3 5.7
Number of Traders in Each Category Total Traders: 280
17 20 4 67 38 29 56 56 18 14 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 35,836
Positions
1,448 27,321 117 15,275 550 245 5,348 1,657 0 4,804 1,567 0 8,599 4,379
Changes from: November 15, 2016 Total Change is: 347
79 37 -1 -389 0 188 152 -66 0 394 -118 0 -76 307
Percent of Open Interest Represented by Each Category of Trader
4.0 76.2 0.3 42.6 1.5 0.7 14.9 4.6 0.0 13.4 4.4 0.0 24.0 12.2
Number of Traders in Each Category Total Traders: 50
5 6 . 16 . . 10 5 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 69,201
Positions
20,964 17,201 1,416 16,618 20,693 1,963 12,416 16,636 1,975 2,361 2,694 0 11,488 6,623
Changes from: November 15, 2016 Total Change is: 2,663
470 4,029 -328 824 -3,569 112 -1,710 6,185 987 260 34 0 2,048 -4,787
Percent of Open Interest Represented by Each Category of Trader
30.3 24.9 2.0 24.0 29.9 2.8 17.9 24.0 2.9 3.4 3.9 0.0 16.6 9.6
Number of Traders in Each Category Total Traders: 95
14 17 4 11 10 7 18 15 8 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 226,822
Positions
7,305 126,683 2,304 156,661 60,529 13,559 33,932 14,548 2,630 3,331 1,804 0 7,100 4,765
Changes from: November 15, 2016 Total Change is: 5,707
-2,367 1,698 1,424 9,568 -3,876 202 -2,497 6,184 -577 312 20 0 -358 632
Percent of Open Interest Represented by Each Category of Trader
3.2 55.9 1.0 69.1 26.7 6.0 15.0 6.4 1.2 1.5 0.8 0.0 3.1 2.1
Number of Traders in Each Category Total Traders: 117
8 11 4 43 23 21 12 11 7 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 833,382
Positions
36,685 601,341 7,475 482,583 107,138 60,291 161,296 24,352 10,836 50,786 12,286 1,039 22,391 8,624
Changes from: November 15, 2016 Total Change is: -11,944
-684 -2,436 33 6,529 -169 -513 -17,811 5,043 516 -291 -7,007 -138 415 -7,273
Percent of Open Interest Represented by Each Category of Trader
4.4 72.2 0.9 57.9 12.9 7.2 19.4 2.9 1.3 6.1 1.5 0.1 2.7 1.0
Number of Traders in Each Category Total Traders: 306
24 21 8 99 40 47 56 16 17 37 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 602,091
Positions
18,999 41,270 3,729 243,379 135,566 82,939 64,155 108,002 29,264 9,652 15,637 1,240 148,734 184,444
Changes from: November 15, 2016 Total Change is: 10,549
3,443 -627 1,726 -49 -6,220 -4,048 -3,989 -6,933 14,428 -2,661 -1,800 1,174 525 12,849
Percent of Open Interest Represented by Each Category of Trader
3.2 6.9 0.6 40.4 22.5 13.8 10.7 17.9 4.9 1.6 2.6 0.2 24.7 30.6
Number of Traders in Each Category Total Traders: 162
10 10 6 42 22 31 33 33 29 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 22, 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 682,790
Positions
7,613 112,096 9,061 346,298 113,325 82,072 32,673 198,477 52,849 14,253 7,565 464 137,507 106,881
Changes from: November 15, 2016 Total Change is: 33,280
3,050 12,349 6,721 -3,563 99 -7,700 3,772 -9,955 20,556 2 -10 -2 10,444 11,222
Percent of Open Interest Represented by Each Category of Trader
1.1 16.4 1.3 50.7 16.6 12.0 4.8 29.1 7.7 2.1 1.1 0.1 20.1 15.7
Number of Traders in Each Category Total Traders: 97
4 9 5 42 12 30 12 13 14 . . .
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Traders in Financial Futures - Futures Only Positions as of November 22, 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 1,192,407
Positions
44,364 74,772 15,146 343,371 257,965 149,036 272,288 181,422 117,104 124,687 226,601 9,777 116,634 160,584
Changes from: November 15, 2016 Total Change is: 17,839
6,697 -17,078 1,928 8,341 9,381 8,324 -69,105 -31,588 49,516 -470 -8,840 2,836 9,772 3,360
Percent of Open Interest Represented by Each Category of Trader
3.7 6.3 1.3 28.8 21.6 12.5 22.8 15.2 9.8 10.5 19.0 0.8 9.8 13.5
Number of Traders in Each Category Total Traders: 244
16 20 14 60 33 45 45 31 38 15 23 11
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Traders in Financial Futures - Futures Only Positions as of November 22, 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 3,131,340
Positions
119,373 313,046 46,946 894,679 973,059 430,371 647,958 464,112 205,477 418,349 149,879 25,927 342,260 522,523
Changes from: November 15, 2016 Total Change is: 113,707
-875 61,303 16,048 18,599 23,016 -33,776 22,810 -42,117 67,139 1,765 -11,512 5,538 16,459 28,068
Percent of Open Interest Represented by Each Category of Trader
3.8 10.0 1.5 28.6 31.1 13.7 20.7 14.8 6.6 13.4 4.8 0.8 10.9 16.7
Number of Traders in Each Category Total Traders: 369
23 35 24 53 78 80 70 57 61 22 31 20
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Traders in Financial Futures - Futures Only Positions as of November 22, 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 302,833
Positions
13,188 8,535 6,704 54,353 150,310 3,932 129,434 16,031 10,794 6,810 6,629 0 77,618 99,898
Changes from: November 15, 2016 Total Change is: 24,449
7,260 -10,935 4,870 1,510 20,122 -3,259 5,618 3,709 5,491 -535 0 0 3,494 4,451
Percent of Open Interest Represented by Each Category of Trader
4.4 2.8 2.2 17.9 49.6 1.3 42.7 5.3 3.6 2.2 2.2 0.0 25.6 33.0
Number of Traders in Each Category Total Traders: 44
. 4 4 6 14 10 12 . 4 . . 0
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Traders in Financial Futures - Futures Only Positions as of November 22, 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 3,154,875
Positions
71,647 320,752 135,327 1,601,313 355,304 333,481 273,636 1,109,738 263,376 177,414 215,480 14,427 284,254 406,990
Changes from: November 15, 2016 Total Change is: 210,125
-27,106 31,128 30,166 20,577 -19,739 14,574 -16,654 -21,511 150,804 5,007 -11,070 6,499 26,258 29,274
Percent of Open Interest Represented by Each Category of Trader
2.3 10.2 4.3 50.8 11.3 10.6 8.7 35.2 8.3 5.6 6.8 0.5 9.0 12.9
Number of Traders in Each Category Total Traders: 303
10 38 20 59 41 56 47 60 52 17 31 8
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Traders in Financial Futures - Futures Only Positions as of November 22, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 955,614
Positions
321,452 163,968 297,882 0 19,293 4,053 71,327 214,377 154,413 36,942 7,762 41,204 28,341 52,662
Changes from: November 15, 2016 Total Change is: 52,934
-770 8,926 36,598 0 2,460 -614 15,906 -5,015 346 -6,256 -786 6,577 1,147 4,442
Percent of Open Interest Represented by Each Category of Trader
33.6 17.2 31.2 0.0 2.0 0.4 7.5 22.4 16.2 3.9 0.8 4.3 3.0 5.5
Number of Traders in Each Category Total Traders: 133
26 34 47 0 7 . 21 28 35 8 8 7
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Traders in Financial Futures - Futures Only Positions as of November 22, 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 is12,477,248
Positions
4,535,388 776,720 2,772,358 40,315 1,628,225 408,231 535,171 2,245,088 2,149,279 746,889 589,826 697,575 592,042 1,209,946
Changes from: November 15, 2016 Total Change is: 372,029
245,619 -82,121 3,735 -59,335 102,637 -19,359 133,118 96,257 121,845 -39,457 30,607 43,768 -57,905 74,660
Percent of Open Interest Represented by Each Category of Trader
36.3 6.2 22.2 0.3 13.0 3.3 4.3 18.0 17.2 6.0 4.7 5.6 4.7 9.7
Number of Traders in Each Category Total Traders: 267
39 39 70 8 26 24 19 90 81 7 28 24
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Traders in Financial Futures - Futures Only Positions as of November 22, 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 30,685
Positions
5,556 7,014 0 133 13,543 113 14,499 6,077 0 10,103 3,440 242 39 256
Changes from: November 15, 2016 Total Change is: -1,816
26 946 0 0 -423 0 -1,115 -2,545 0 -935 25 197 11 -16
Percent of Open Interest Represented by Each Category of Trader
18.1 22.9 0.0 0.4 44.1 0.4 47.3 19.8 0.0 32.9 11.2 0.8 0.1 0.8
Number of Traders in Each Category Total Traders: 44
. 8 0 . 12 . 5 8 0 4 5 .
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Traders in Financial Futures - Futures Only Positions as of November 22, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 39,284
Positions
3,404 18,350 0 343 6,811 423 33,776 8,067 0 1,199 5,422 136 3 75
Changes from: November 15, 2016 Total Change is: -346
-180 1,573 0 10 126 -9 -590 -1,824 0 445 -159 0 -22 -53
Percent of Open Interest Represented by Each Category of Trader
8.7 46.7 0.0 0.9 17.3 1.1 86.0 20.5 0.0 3.1 13.8 0.3 0.0 0.2
Number of Traders in Each Category Total Traders: 35
4 6 0 . 4 . 8 6 0 . . .
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Traders in Financial Futures - Futures Only Positions as of November 22, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 93,965
Positions
832 51,714 0 20,855 300 1,760 33,212 32,539 2,978 24,906 1,202 22 9,400 3,450
Changes from: November 15, 2016 Total Change is: 12,795
44 549 0 -14 200 485 5,764 11,320 189 5,326 189 22 979 -159
Percent of Open Interest Represented by Each Category of Trader
0.9 55.0 0.0 22.2 0.3 1.9 35.3 34.6 3.2 26.5 1.3 0.0 10.0 3.7
Number of Traders in Each Category Total Traders: 158
5 . 0 15 . . 55 19 12 46 12 .
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Traders in Financial Futures - Futures Only Positions as of November 22, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 389,937
Positions
92,542 14,857 16,012 102,949 34,377 30,032 39,645 182,370 64,181 5,095 5,575 12,955 26,526 29,578
Changes from: November 15, 2016 Total Change is: -61,294
6,739 -14,194 -8,261 40,973 3,736 -18,273 -33,497 28,766 -30,236 -2,209 -3,011 -10,581 -5,949 -9,240
Percent of Open Interest Represented by Each Category of Trader
23.7 3.8 4.1 26.4 8.8 7.7 10.2 46.8 16.5 1.3 1.4 3.3 6.8 7.6
Number of Traders in Each Category Total Traders: 211
16 7 18 17 19 13 37 75 54 10 17 13
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Traders in Financial Futures - Futures Only Positions as of November 22, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 17,719
Positions
30 3,279 0 10,374 970 4 3,576 13,079 369 3,231 0 0 135 18
Changes from: November 15, 2016 Total Change is: 1,039
-303 369 0 -316 2 0 860 756 -20 787 -48 0 31 -20
Percent of Open Interest Represented by Each Category of Trader
0.2 18.5 0.0 58.5 5.5 0.0 20.2 73.8 2.1 18.2 0.0 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 37
. . 0 8 . . 10 9 . 5 0 0
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Updated November 25, 2016