Traders in Financial Futures - Futures Only Positions as of December 6, 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 107,289
Positions
28,802 18,994 401 27,594 10,677 574 13,129 36,705 2,861 4,549 2,963 1,948 27,431 32,166
Changes from: November 29, 2016 Total Change is: -7,127
-11,823 -262 69 228 -2,282 -88 2,428 -2,722 343 -66 -96 177 1,605 -2,266
Percent of Open Interest Represented by Each Category of Trader
26.8 17.7 0.4 25.7 10.0 0.5 12.2 34.2 2.7 4.2 2.8 1.8 25.6 30.0
Number of Traders in Each Category Total Traders: 86
8 6 6 9 10 . 12 30 12 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 65,455
Positions
44,644 337 546 1,606 3,645 0 10,048 34,171 1,137 446 0 0 7,028 25,619
Changes from: November 29, 2016 Total Change is: -1,607
-1,939 337 531 0 -19 0 -2,063 -2,883 765 31 0 0 1,068 -338
Percent of Open Interest Represented by Each Category of Trader
68.2 0.5 0.8 2.5 5.6 0.0 15.4 52.2 1.7 0.7 0.0 0.0 10.7 39.1
Number of Traders in Each Category Total Traders: 46
9 . 4 . . 0 11 19 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 243,671
Positions
151,870 16,914 3,895 8,578 72,618 5,677 32,585 81,116 14,150 3,793 13,777 457 22,666 35,067
Changes from: November 29, 2016 Total Change is: -586
1,003 5,476 -199 -436 1,458 1,989 -8,295 -13,759 5,308 510 454 152 -618 -1,465
Percent of Open Interest Represented by Each Category of Trader
62.3 6.9 1.6 3.5 29.8 2.3 13.4 33.3 5.8 1.6 5.7 0.2 9.3 14.4
Number of Traders in Each Category Total Traders: 132
9 9 8 5 24 8 22 49 24 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 235,915
Positions
130,451 7,912 2,596 22,264 59,780 5,929 50,263 70,939 3,507 1,956 43,147 66 18,883 42,039
Changes from: November 29, 2016 Total Change is: 33,744
24,785 -1,814 165 -883 6,637 870 8,141 24,882 593 383 3,464 0 -310 -1,053
Percent of Open Interest Represented by Each Category of Trader
55.3 3.4 1.1 9.4 25.3 2.5 21.3 30.1 1.5 0.8 18.3 0.0 8.0 17.8
Number of Traders in Each Category Total Traders: 132
13 7 5 9 25 11 25 40 12 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 433,237
Positions
129,170 26,747 17,538 137,597 102,590 15,315 44,906 171,370 9,018 26,402 25,308 1,420 51,871 63,931
Changes from: November 29, 2016 Total Change is: -13,953
-12,999 5,967 2,399 -4,430 3,862 710 1,480 -28,422 -380 1,943 2,081 134 -2,810 -304
Percent of Open Interest Represented by Each Category of Trader
29.8 6.2 4.0 31.8 23.7 3.5 10.4 39.6 2.1 6.1 5.8 0.3 12.0 14.8
Number of Traders in Each Category Total Traders: 256
18 12 14 47 35 35 24 67 18 26 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 84,900
Positions
12,680 22,306 1,082 10,598 12,811 0 27,031 19,581 2,698 8,413 2,956 0 22,398 23,466
Changes from: November 29, 2016 Total Change is: -7,799
-3,665 1,689 133 1,199 -76 -642 -10,418 -6,144 -44 5,087 -674 0 551 -2,041
Percent of Open Interest Represented by Each Category of Trader
14.9 26.3 1.3 12.5 15.1 0.0 31.8 23.1 3.2 9.9 3.5 0.0 26.4 27.6
Number of Traders in Each Category Total Traders: 85
7 8 4 5 11 0 25 18 12 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 34,499
Positions
3,165 29,414 0 5,163 0 0 22,322 747 2,017 594 1,650 0 1,238 671
Changes from: November 29, 2016 Total Change is: 1,348
81 -216 -65 4 0 0 -827 -416 1,973 194 0 0 -12 72
Percent of Open Interest Represented by Each Category of Trader
9.2 85.3 0.0 15.0 0.0 0.0 64.7 2.2 5.8 1.7 4.8 0.0 3.6 1.9
Number of Traders in Each Category Total Traders: 28
4 6 0 . 0 0 12 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 151,640
Positions
59,305 45,162 4,198 45,917 5,933 960 16,775 66,567 15,619 2,319 5,908 15 6,532 7,278
Changes from: November 29, 2016 Total Change is: -3,761
2,567 688 -2,202 -4,120 -552 801 21 -789 -1,078 68 -572 0 182 -57
Percent of Open Interest Represented by Each Category of Trader
39.1 29.8 2.8 30.3 3.9 0.6 11.1 43.9 10.3 1.5 3.9 0.0 4.3 4.8
Number of Traders in Each Category Total Traders: 135
6 8 . 11 9 4 21 53 14 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 19,925
Positions
754 12,608 0 5,716 0 0 10,345 4,306 1,073 699 1,260 0 1,338 678
Changes from: November 29, 2016 Total Change is: -12,389
754 -7,382 -4,528 55 0 0 -7,029 1,194 -1,498 63 -43 0 -206 -132
Percent of Open Interest Represented by Each Category of Trader
3.8 63.3 0.0 28.7 0.0 0.0 51.9 21.6 5.4 3.5 6.3 0.0 6.7 3.4
Number of Traders in Each Category Total Traders: 31
. . 0 . 0 0 9 10 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 48,740
Positions
18,273 11,519 306 399 25,033 59 23,653 6,163 1,811 0 1,244 0 4,239 2,605
Changes from: November 29, 2016 Total Change is: -1,145
1,408 -31 190 -95 204 0 -3,303 -273 171 0 -553 0 484 -853
Percent of Open Interest Represented by Each Category of Trader
37.5 23.6 0.6 0.8 51.4 0.1 48.5 12.6 3.7 0.0 2.6 0.0 8.7 5.3
Number of Traders in Each Category Total Traders: 68
9 4 . . 5 . 29 13 6 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 5,739
Positions
1,438 0 0 506 1,936 0 1,958 2,069 1,120 0 0 0 717 614
Changes from: November 29, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
25.1 0.0 0.0 8.8 33.7 0.0 34.1 36.1 19.5 0.0 0.0 0.0 12.5 10.7
Number of Traders in Each Category Total Traders: 21
. 0 0 . . 0 10 . 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 71,133
Positions
9,193 39,502 2,141 9,141 1,109 221 39,390 10,252 601 901 5,434 156 9,391 11,720
Changes from: November 29, 2016 Total Change is: -1,694
-59 -1,210 1,082 -254 -392 9 -1,870 -109 -792 -122 104 3 308 -389
Percent of Open Interest Represented by Each Category of Trader
12.9 55.5 3.0 12.8 1.6 0.3 55.4 14.4 0.8 1.3 7.6 0.2 13.2 16.5
Number of Traders in Each Category Total Traders: 126
14 28 9 12 . 6 36 16 5 . 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 142,266
Positions
18,386 79,003 4,281 18,281 2,217 442 78,780 20,504 1,202 1,801 10,867 311 18,782 23,439
Changes from: November 29, 2016 Total Change is: -3,387
-117 -2,420 2,163 -507 -783 18 -3,739 -217 -1,584 -243 207 6 616 -777
Percent of Open Interest Represented by Each Category of Trader
12.9 55.5 3.0 12.8 1.6 0.3 55.4 14.4 0.8 1.3 7.6 0.2 13.2 16.5
Number of Traders in Each Category Total Traders: 126
14 28 9 12 . 6 36 16 5 . 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 702,523
Positions
78,802 69,580 42,734 269,570 218,072 63,126 82,989 129,220 30,347 23,221 38,027 4,857 106,876 106,558
Changes from: November 29, 2016 Total Change is: -5,364
2,306 2,886 3,123 -14,805 -232 -22 -1,662 -10,705 -1,067 157 -1,583 169 6,436 2,067
Percent of Open Interest Represented by Each Category of Trader
11.2 9.9 6.1 38.4 31.0 9.0 11.8 18.4 4.3 3.3 5.4 0.7 15.2 15.2
Number of Traders in Each Category Total Traders: 596
39 26 35 126 86 93 82 128 86 49 58 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 92,138
Positions
20,145 15,056 2,655 20,232 19,518 1,794 13,144 9,268 381 2,397 407 0 31,390 43,059
Changes from: November 29, 2016 Total Change is: 505
-3,749 1,244 2,000 1,284 -1,040 -21 -1,379 -371 156 80 256 -89 2,223 -1,630
Percent of Open Interest Represented by Each Category of Trader
21.9 16.3 2.9 22.0 21.2 1.9 14.3 10.1 0.4 2.6 0.4 0.0 34.1 46.7
Number of Traders in Each Category Total Traders: 60
10 6 4 8 5 4 14 11 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 3,051,926
Positions
369,322 348,658 124,358 1,251,300 997,382 302,049 413,482 664,019 85,575 104,122 188,101 24,287 377,431 317,497
Changes from: November 29, 2016 Total Change is: -29,345
30,809 8,742 5,084 -88,906 -4,420 8,457 -12,425 -62,682 4,895 -164 -9,745 1,841 21,064 18,483
Percent of Open Interest Represented by Each Category of Trader
12.1 11.4 4.1 41.0 32.7 9.9 13.5 21.8 2.8 3.4 6.2 0.8 12.4 10.4
Number of Traders in Each Category Total Traders: 586
37 29 29 125 82 89 86 123 79 46 57 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 88,102
Positions
1,808 34,818 525 42,293 40,517 3,628 27,428 3,417 114 0 1,080 0 12,306 4,003
Changes from: November 29, 2016 Total Change is: -378
441 316 40 -2,785 -1,383 1,137 769 -24 3 0 -149 0 17 -318
Percent of Open Interest Represented by Each Category of Trader
2.1 39.5 0.6 48.0 46.0 4.1 31.1 3.9 0.1 0.0 1.2 0.0 14.0 4.5
Number of Traders in Each Category Total Traders: 87
5 8 . 32 13 17 19 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 50,837
Positions
12,000 17,184 626 10,647 7,044 861 16,447 14,980 1,723 2,166 1,785 102 6,265 6,530
Changes from: November 29, 2016 Total Change is: -220
4,690 -3,268 338 -2,390 987 -16 -4,141 -306 1,093 22 -499 39 145 1,411
Percent of Open Interest Represented by Each Category of Trader
23.6 33.8 1.2 20.9 13.9 1.7 32.4 29.5 3.4 4.3 3.5 0.2 12.3 12.8
Number of Traders in Each Category Total Traders: 220
16 21 12 35 18 14 49 52 17 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 254,185
Positions
59,998 85,922 3,132 53,233 35,219 4,306 82,237 74,902 8,617 10,830 8,927 509 31,323 32,651
Changes from: November 29, 2016 Total Change is: -1,099
23,450 -16,340 1,691 -11,950 4,937 -79 -20,705 -1,531 5,467 108 -2,494 196 723 7,054
Percent of Open Interest Represented by Each Category of Trader
23.6 33.8 1.2 20.9 13.9 1.7 32.4 29.5 3.4 4.3 3.5 0.2 12.3 12.8
Number of Traders in Each Category Total Traders: 220
16 21 12 35 18 14 49 52 17 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 $50)
CFTC Code #23977A Open Interest is 691,904
Positions
83,535 218,644 4,663 318,479 160,844 33,623 184,816 212,999 14,540 19,611 22,021 934 31,703 23,636
Changes from: November 29, 2016 Total Change is: 336,390
41,719 103,335 3,419 157,480 79,727 17,924 89,908 106,338 7,446 10,955 13,362 546 6,993 4,293
Percent of Open Interest Represented by Each Category of Trader
12.1 31.6 0.7 46.0 23.2 4.9 26.7 30.8 2.1 2.8 3.2 0.1 4.6 3.4
Number of Traders in Each Category Total Traders: 359
19 23 8 82 49 36 72 68 21 21 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 50,456
Positions
1,128 27,332 5,108 14,812 543 48 5,560 1,796 1,329 4,297 1,327 5,768 12,406 7,205
Changes from: November 29, 2016 Total Change is: 14,442
-314 -92 4,855 -453 -7 -21 -140 373 1,329 -464 -298 5,768 3,882 2,535
Percent of Open Interest Represented by Each Category of Trader
2.2 54.2 10.1 29.4 1.1 0.1 11.0 3.6 2.6 8.5 2.6 11.4 24.6 14.3
Number of Traders in Each Category Total Traders: 47
4 6 . 14 . . 10 5 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 88,361
Positions
21,721 16,835 4,031 13,409 11,124 3,040 13,619 23,829 5,334 2,915 1,975 1,238 23,054 20,955
Changes from: November 29, 2016 Total Change is: 15,007
282 -482 2,844 -3,889 -2,371 298 436 4,036 3,353 401 239 220 11,062 6,870
Percent of Open Interest Represented by Each Category of Trader
24.6 19.1 4.6 15.2 12.6 3.4 15.4 27.0 6.0 3.3 2.2 1.4 26.1 23.7
Number of Traders in Each Category Total Traders: 93
11 14 10 11 9 8 19 19 14 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 221,754
Positions
9,664 128,302 3,339 148,660 60,490 13,000 33,776 7,090 2,245 3,027 1,666 500 7,543 5,122
Changes from: November 29, 2016 Total Change is: -2,970
2,338 21 666 -6,740 -1,740 -408 179 -2,413 -330 8 -324 500 817 1,058
Percent of Open Interest Represented by Each Category of Trader
4.4 57.9 1.5 67.0 27.3 5.9 15.2 3.2 1.0 1.4 0.8 0.2 3.4 2.3
Number of Traders in Each Category Total Traders: 115
10 10 4 43 23 20 11 11 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 834,985
Positions
28,393 600,828 23,711 476,327 91,549 64,008 159,826 19,115 13,489 48,658 10,707 1,007 19,566 10,571
Changes from: November 29, 2016 Total Change is: 7,719
-5,158 5,616 12,852 -5,069 -12,940 732 3,163 -2,233 2,232 623 -749 -68 -1,588 2,277
Percent of Open Interest Represented by Each Category of Trader
3.4 72.0 2.8 57.0 11.0 7.7 19.1 2.3 1.6 5.8 1.3 0.1 2.3 1.3
Number of Traders in Each Category Total Traders: 303
23 22 13 97 38 47 55 19 19 35 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 575,948
Positions
9,796 34,960 8,462 284,487 142,612 73,272 41,288 116,348 12,804 6,968 19,504 1,731 137,140 166,255
Changes from: November 29, 2016 Total Change is: -2,229
1,560 -8,329 -873 20,609 15,674 -6,668 2,427 504 -2,000 -12,685 5,765 1,668 -6,267 -7,970
Percent of Open Interest Represented by Each Category of Trader
1.7 6.1 1.5 49.4 24.8 12.7 7.2 20.2 2.2 1.2 3.4 0.3 23.8 28.9
Number of Traders in Each Category Total Traders: 151
6 10 6 39 29 31 18 37 17 6 6 4
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 661,168
Positions
8,312 122,812 2,052 377,433 82,460 84,448 41,679 232,715 20,867 15,498 8,676 456 110,423 106,682
Changes from: November 29, 2016 Total Change is: 6,837
2,145 8,660 -3,255 17,788 -23,745 1,371 4,654 25,367 -2,938 972 1,125 0 -13,900 252
Percent of Open Interest Represented by Each Category of Trader
1.3 18.6 0.3 57.1 12.5 12.8 6.3 35.2 3.2 2.3 1.3 0.1 16.7 16.1
Number of Traders in Each Category Total Traders: 103
. 10 5 48 10 31 9 18 13 . . .
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 1,162,331
Positions
45,598 63,497 10,100 359,367 255,256 154,160 305,787 179,992 100,326 81,300 245,224 4,530 101,163 149,246
Changes from: November 29, 2016 Total Change is: 4,673
6,840 5,255 -18,142 33,297 -5,286 18,027 6,093 18,049 -16,925 -22,133 12,735 -1,525 -859 -7,515
Percent of Open Interest Represented by Each Category of Trader
3.9 5.5 0.9 30.9 22.0 13.3 26.3 15.5 8.6 7.0 21.1 0.4 8.7 12.8
Number of Traders in Each Category Total Traders: 236
11 21 14 54 37 44 43 28 30 18 24 7
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 2,973,876
Positions
109,368 234,368 38,912 1,070,530 924,078 430,837 492,290 538,934 119,309 391,357 160,191 19,389 301,884 507,858
Changes from: November 29, 2016 Total Change is: -34,502
621 780 -17,612 21,347 34,309 -12,738 13,918 -38,151 -18,360 -8,962 24,481 -7,145 -5,571 -66
Percent of Open Interest Represented by Each Category of Trader
3.7 7.9 1.3 36.0 31.1 14.5 16.6 18.1 4.0 13.2 5.4 0.7 10.2 17.1
Number of Traders in Each Category Total Traders: 373
21 33 17 51 85 79 49 80 52 18 35 15
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 311,749
Positions
11,466 14,398 2,376 64,038 151,623 6,769 134,203 20,873 8,073 9,627 6,629 0 75,197 101,008
Changes from: November 29, 2016 Total Change is: -3,550
-2,607 2,698 -2,643 4,269 1,496 -586 10,202 2,565 -6,283 833 0 0 -6,735 -797
Percent of Open Interest Represented by Each Category of Trader
3.7 4.6 0.8 20.5 48.6 2.2 43.0 6.7 2.6 3.1 2.1 0.0 24.1 32.4
Number of Traders in Each Category Total Traders: 52
. 5 . 7 18 15 12 4 5 . . 0
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 2,844,573
Positions
69,056 234,129 37,479 1,716,258 420,611 259,193 170,322 1,177,599 137,622 204,518 194,432 12,799 237,326 370,709
Changes from: November 29, 2016 Total Change is: -181,550
-15,082 -20,438 -21,798 78,202 35,195 -27,463 -47,060 8,751 -128,071 9,546 -5,223 -2,491 -27,333 -20,012
Percent of Open Interest Represented by Each Category of Trader
2.4 8.2 1.3 60.3 14.8 9.1 6.0 41.4 4.8 7.2 6.8 0.4 8.3 13.0
Number of Traders in Each Category Total Traders: 283
9 31 13 62 43 56 33 58 35 17 30 9
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 885,668
Positions
311,149 136,900 251,126 350 13,890 9,081 91,555 263,031 120,733 47,016 19,252 24,671 29,987 46,984
Changes from: November 29, 2016 Total Change is: -127,195
-19,325 -14,208 -71,928 350 -8,619 5,029 1,753 11,304 -47,196 14,282 13,141 -16,383 6,223 1,665
Percent of Open Interest Represented by Each Category of Trader
35.1 15.5 28.4 0.0 1.6 1.0 10.3 29.7 13.6 5.3 2.2 2.8 3.4 5.3
Number of Traders in Each Category Total Traders: 116
28 28 40 . 5 . 22 21 28 9 . 6
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 is12,748,555
Positions
4,776,834 912,586 2,666,725 30,037 1,754,315 346,607 578,111 2,256,567 2,397,231 825,235 698,236 605,740 522,035 1,110,548
Changes from: November 29, 2016 Total Change is: 248,306
208,380 126,760 -132,966 -7,289 115,170 -86,087 51,746 45,876 217,629 20,404 29,123 -2,742 -20,769 -64,457
Percent of Open Interest Represented by Each Category of Trader
37.5 7.2 20.9 0.2 13.8 2.7 4.5 17.7 18.8 6.5 5.5 4.8 4.1 8.7
Number of Traders in Each Category Total Traders: 287
38 43 76 7 28 26 22 98 92 12 26 27
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 32,248
Positions
5,804 7,558 0 151 13,721 113 15,370 5,876 0 10,456 4,423 292 62 265
Changes from: November 29, 2016 Total Change is: 757
-51 496 0 14 144 0 374 -307 0 373 402 22 25 0
Percent of Open Interest Represented by Each Category of Trader
18.0 23.4 0.0 0.5 42.5 0.4 47.7 18.2 0.0 32.4 13.7 0.9 0.2 0.8
Number of Traders in Each Category Total Traders: 46
. 9 0 . 12 . 5 9 0 4 5 .
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 52,738
Positions
4,923 29,203 0 371 6,985 360 45,904 10,242 0 1,028 5,702 136 16 110
Changes from: November 29, 2016 Total Change is: 9,148
492 7,509 0 31 -43 -66 8,715 1,722 0 3 0 0 -27 26
Percent of Open Interest Represented by Each Category of Trader
9.3 55.4 0.0 0.7 13.2 0.7 87.0 19.4 0.0 1.9 10.8 0.3 0.0 0.2
Number of Traders in Each Category Total Traders: 34
. 5 0 . 5 . 6 8 0 . . .
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 93,311
Positions
842 50,878 514 20,759 200 1,599 37,629 29,079 5,131 14,778 785 215 11,844 4,910
Changes from: November 29, 2016 Total Change is: 1,155
44 -9 9 -835 -100 -172 3,273 -329 266 -3,903 -456 191 2,282 1,755
Percent of Open Interest Represented by Each Category of Trader
0.9 54.5 0.6 22.2 0.2 1.7 40.3 31.2 5.5 15.8 0.8 0.2 12.7 5.3
Number of Traders in Each Category Total Traders: 155
5 . . 16 . . 58 22 16 41 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 6, 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 431,627
Positions
104,909 19,603 16,525 103,511 41,994 25,547 49,848 195,423 80,928 8,206 7,226 14,289 27,864 30,092
Changes from: November 29, 2016 Total Change is: 22,741
10,071 3,087 910 -7,321 4,675 1,513 5,505 -71 11,650 76 1,752 3,186 -2,849 -3,961
Percent of Open Interest Represented by Each Category of Trader
24.3 4.5 3.8 24.0 9.7 5.9 11.5 45.3 18.7 1.9 1.7 3.3 6.5 7.0
Number of Traders in Each Category Total Traders: 210
17 7 20 13 20 9 41 68 56 15 18 13
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Traders in Financial Futures - Futures Only Positions as of December 6, 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 22,797
Positions
51 2,522 0 14,014 969 4 5,274 18,886 369 2,948 0 0 137 47
Changes from: November 29, 2016 Total Change is: 1,103
21 -1,145 0 2,489 -1 0 -1,807 2,217 0 348 0 0 52 32
Percent of Open Interest Represented by Each Category of Trader
0.2 11.1 0.0 61.5 4.3 0.0 23.1 82.8 1.6 12.9 0.0 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 10 . . 10 8 . . 0 0
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Updated December 9, 2016