Traders in Financial Futures - Futures Only Positions as of December 13, 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 114,265
Positions
21,289 18,701 1,547 29,985 8,300 458 16,693 42,810 5,773 4,284 4,188 1,867 32,369 30,621
Changes from: December 6, 2016 Total Change is: 6,976
-7,513 -293 1,146 2,391 -2,377 -116 3,564 6,105 2,912 -265 1,225 -81 4,938 -1,545
Percent of Open Interest Represented by Each Category of Trader
18.6 16.4 1.4 26.2 7.3 0.4 14.6 37.5 5.1 3.7 3.7 1.6 28.3 26.8
Number of Traders in Each Category Total Traders: 82
6 8 5 9 7 . 15 26 11 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 64,633
Positions
43,639 787 565 1,499 3,938 0 6,903 29,895 5,406 471 0 0 6,150 24,042
Changes from: December 6, 2016 Total Change is: -822
-1,005 450 19 -107 293 0 -3,145 -4,276 4,269 25 0 0 -878 -1,577
Percent of Open Interest Represented by Each Category of Trader
67.5 1.2 0.9 2.3 6.1 0.0 10.7 46.3 8.4 0.7 0.0 0.0 9.5 37.2
Number of Traders in Each Category Total Traders: 46
7 . 4 . 4 0 8 21 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 237,797
Positions
147,674 18,182 4,465 8,625 74,065 4,115 31,181 71,808 16,614 2,359 14,287 263 22,501 33,998
Changes from: December 6, 2016 Total Change is: -5,874
-4,196 1,268 570 47 1,447 -1,562 -1,404 -9,308 2,464 -1,434 510 -194 -165 -1,069
Percent of Open Interest Represented by Each Category of Trader
62.1 7.6 1.9 3.6 31.1 1.7 13.1 30.2 7.0 1.0 6.0 0.1 9.5 14.3
Number of Traders in Each Category Total Traders: 124
10 6 6 6 22 8 21 46 26 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 285,274
Positions
152,321 7,796 24,257 21,117 45,675 11,104 36,590 87,104 12,301 1,332 46,785 7,547 18,705 42,705
Changes from: December 6, 2016 Total Change is: 49,359
21,870 -116 21,661 -1,147 -14,105 5,175 -13,673 16,165 8,794 -624 3,638 7,481 -178 666
Percent of Open Interest Represented by Each Category of Trader
53.4 2.7 8.5 7.4 16.0 3.9 12.8 30.5 4.3 0.5 16.4 2.6 6.6 15.0
Number of Traders in Each Category Total Traders: 133
13 8 4 9 24 9 22 43 15 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 447,679
Positions
105,422 26,405 53,145 139,102 93,977 13,904 37,839 155,164 7,502 30,320 25,349 6,696 53,749 65,537
Changes from: December 6, 2016 Total Change is: 14,442
-23,748 -342 35,607 1,505 -8,613 -1,411 -7,067 -16,206 -1,516 3,918 41 5,276 1,878 1,606
Percent of Open Interest Represented by Each Category of Trader
23.5 5.9 11.9 31.1 21.0 3.1 8.5 34.7 1.7 6.8 5.7 1.5 12.0 14.6
Number of Traders in Each Category Total Traders: 241
18 11 15 44 34 31 20 63 20 27 23 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 87,770
Positions
13,078 23,288 5,349 12,208 11,723 0 25,803 15,987 4,153 3,213 5,656 0 23,966 21,614
Changes from: December 6, 2016 Total Change is: 2,870
398 982 4,267 1,610 -1,088 0 -1,228 -3,594 1,455 -5,200 2,700 0 1,568 -1,852
Percent of Open Interest Represented by Each Category of Trader
14.9 26.5 6.1 13.9 13.4 0.0 29.4 18.2 4.7 3.7 6.4 0.0 27.3 24.6
Number of Traders in Each Category Total Traders: 78
8 7 . 4 8 0 25 16 14 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 40,952
Positions
3,702 28,803 3,526 6,044 0 0 20,388 1,427 4,843 706 1,650 0 1,743 703
Changes from: December 6, 2016 Total Change is: 6,453
537 -611 3,526 881 0 0 -1,934 680 2,826 112 0 0 505 32
Percent of Open Interest Represented by Each Category of Trader
9.0 70.3 8.6 14.8 0.0 0.0 49.8 3.5 11.8 1.7 4.0 0.0 4.3 1.7
Number of Traders in Each Category Total Traders: 29
4 6 4 . 0 0 10 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 155,718
Positions
59,513 43,225 4,408 49,833 5,544 811 16,634 73,354 15,977 2,279 5,360 15 6,248 7,024
Changes from: December 6, 2016 Total Change is: 4,078
208 -1,937 210 3,916 -389 -149 -141 6,787 358 -40 -548 0 -284 -254
Percent of Open Interest Represented by Each Category of Trader
38.2 27.8 2.8 32.0 3.6 0.5 10.7 47.1 10.3 1.5 3.4 0.0 4.0 4.5
Number of Traders in Each Category Total Traders: 129
6 8 . 13 8 4 24 48 14 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 20,065
Positions
750 12,536 0 5,761 0 0 10,912 4,651 1,048 136 1,255 0 1,458 575
Changes from: December 6, 2016 Total Change is: 140
-4 -72 0 45 0 0 567 345 -25 -563 -5 0 120 -103
Percent of Open Interest Represented by Each Category of Trader
3.7 62.5 0.0 28.7 0.0 0.0 54.4 23.2 5.2 0.7 6.3 0.0 7.3 2.9
Number of Traders in Each Category Total Traders: 31
. . 0 . 0 0 8 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 54,226
Positions
17,177 11,389 1,356 1,213 25,033 59 25,354 7,923 4,341 0 979 0 4,726 3,146
Changes from: December 6, 2016 Total Change is: 5,486
-1,096 -130 1,050 814 0 0 1,701 1,760 2,530 0 -265 0 487 541
Percent of Open Interest Represented by Each Category of Trader
31.7 21.0 2.5 2.2 46.2 0.1 46.8 14.6 8.0 0.0 1.8 0.0 8.7 5.8
Number of Traders in Each Category Total Traders: 79
9 . 4 6 5 . 31 19 12 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 8,270
Positions
1,390 115 924 734 1,942 0 1,862 2,069 2,445 0 0 0 915 775
Changes from: December 6, 2016 Total Change is: 2,531
-48 115 924 228 6 0 -96 0 1,325 0 0 0 198 161
Percent of Open Interest Represented by Each Category of Trader
16.8 1.4 11.2 8.9 23.5 0.0 22.5 25.0 29.6 0.0 0.0 0.0 11.1 9.4
Number of Traders in Each Category Total Traders: 22
. . . . . 0 8 . 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 84,811
Positions
9,277 36,627 19,665 9,349 1,334 430 32,652 7,291 2,491 1,179 4,809 284 9,485 11,881
Changes from: December 6, 2016 Total Change is: 13,678
84 -2,875 17,524 209 225 209 -6,739 -2,961 1,890 279 -625 129 94 162
Percent of Open Interest Represented by Each Category of Trader
10.9 43.2 23.2 11.0 1.6 0.5 38.5 8.6 2.9 1.4 5.7 0.3 11.2 14.0
Number of Traders in Each Category Total Traders: 124
15 26 15 13 . 5 33 17 9 5 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 169,621
Positions
18,553 73,254 39,329 18,698 2,667 860 65,303 14,582 4,982 2,358 9,617 568 18,970 23,762
Changes from: December 6, 2016 Total Change is: 27,355
167 -5,749 35,048 417 450 418 -13,477 -5,922 3,780 557 -1,250 257 188 323
Percent of Open Interest Represented by Each Category of Trader
10.9 43.2 23.2 11.0 1.6 0.5 38.5 8.6 2.9 1.4 5.7 0.3 11.2 14.0
Number of Traders in Each Category Total Traders: 124
15 26 15 13 . 5 33 17 9 5 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 779,925
Positions
73,172 80,673 48,920 279,709 209,210 89,632 88,884 137,589 45,156 26,267 38,455 6,845 121,341 123,446
Changes from: December 6, 2016 Total Change is: 77,402
-5,630 11,092 6,186 10,139 -8,862 26,507 5,895 8,368 14,809 3,045 427 1,987 14,464 16,888
Percent of Open Interest Represented by Each Category of Trader
9.4 10.3 6.3 35.9 26.8 11.5 11.4 17.6 5.8 3.4 4.9 0.9 15.6 15.8
Number of Traders in Each Category Total Traders: 588
35 36 50 127 79 94 82 122 92 51 54 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 102,029
Positions
12,392 22,876 6,116 20,993 17,256 1,620 21,909 7,481 1,281 2,842 56 147 34,729 45,196
Changes from: December 6, 2016 Total Change is: 9,891
-7,753 7,820 3,461 761 -2,262 -174 8,765 -1,787 900 445 -351 147 3,339 2,137
Percent of Open Interest Represented by Each Category of Trader
12.1 22.4 6.0 20.6 16.9 1.6 21.5 7.3 1.3 2.8 0.1 0.1 34.0 44.3
Number of Traders in Each Category Total Traders: 63
9 10 7 7 4 . 16 9 12 5 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 3,389,480
Positions
389,537 374,619 128,383 1,301,283 967,475 432,357 437,870 753,534 116,380 118,775 193,644 31,837 433,058 391,251
Changes from: December 6, 2016 Total Change is: 337,554
20,215 25,961 4,025 49,983 -29,907 130,308 24,388 89,515 30,805 14,653 5,543 7,550 55,627 73,754
Percent of Open Interest Represented by Each Category of Trader
11.5 11.1 3.8 38.4 28.5 12.8 12.9 22.2 3.4 3.5 5.7 0.9 12.8 11.5
Number of Traders in Each Category Total Traders: 579
35 37 44 126 76 92 81 122 86 47 54 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 108,843
Positions
1,478 45,589 10,388 51,335 38,199 5,153 25,653 3,762 125 204 1,508 19 14,488 4,100
Changes from: December 6, 2016 Total Change is: 20,741
-330 10,771 9,863 9,042 -2,318 1,525 -1,775 345 11 204 428 19 2,182 97
Percent of Open Interest Represented by Each Category of Trader
1.4 41.9 9.5 47.2 35.1 4.7 23.6 3.5 0.1 0.2 1.4 0.0 13.3 3.8
Number of Traders in Each Category Total Traders: 88
4 9 7 33 13 18 18 6 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 59,800
Positions
9,117 18,852 7,952 8,521 6,198 5,568 18,878 13,333 1,349 1,763 2,342 62 6,590 4,145
Changes from: December 6, 2016 Total Change is: 8,963
-2,883 1,668 7,325 -2,125 -846 4,707 2,430 -1,648 -375 -403 556 -40 326 -2,385
Percent of Open Interest Represented by Each Category of Trader
15.2 31.5 13.3 14.2 10.4 9.3 31.6 22.3 2.3 2.9 3.9 0.1 11.0 6.9
Number of Traders in Each Category Total Traders: 234
18 20 17 36 19 12 56 52 21 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 299,000
Positions
45,584 94,260 39,758 42,607 30,989 27,842 94,389 66,663 6,743 8,816 11,708 310 32,951 20,727
Changes from: December 6, 2016 Total Change is: 44,815
-14,414 8,338 36,626 -10,626 -4,230 23,536 12,152 -8,239 -1,874 -2,014 2,781 -199 1,628 -11,924
Percent of Open Interest Represented by Each Category of Trader
15.2 31.5 13.3 14.2 10.4 9.3 31.6 22.3 2.3 2.9 3.9 0.1 11.0 6.9
Number of Traders in Each Category Total Traders: 234
18 20 17 36 19 12 56 52 21 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 759,944
Positions
55,484 223,324 25,862 359,748 151,522 33,211 184,634 229,070 27,303 23,601 22,051 1,711 48,390 45,890
Changes from: December 6, 2016 Total Change is: 68,040
-28,051 4,680 21,199 41,269 -9,322 -412 -182 16,071 12,763 3,990 30 777 16,687 22,254
Percent of Open Interest Represented by Each Category of Trader
7.3 29.4 3.4 47.3 19.9 4.4 24.3 30.1 3.6 3.1 2.9 0.2 6.4 6.0
Number of Traders in Each Category Total Traders: 361
17 25 22 85 46 37 75 65 30 23 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 30,333
Positions
1,300 11,780 0 14,245 543 228 4,082 2,329 0 3,087 9,082 0 7,391 6,371
Changes from: December 6, 2016 Total Change is: -20,123
172 -15,552 -5,108 -567 0 180 -1,478 533 -1,329 -1,210 7,755 -5,768 -5,015 -834
Percent of Open Interest Represented by Each Category of Trader
4.3 38.8 0.0 47.0 1.8 0.8 13.5 7.7 0.0 10.2 29.9 0.0 24.4 21.0
Number of Traders in Each Category Total Traders: 39
4 . 0 12 . . 8 4 0 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 53,493
Positions
13,294 2,893 330 15,715 6,930 3,640 9,996 17,728 393 2,250 2,598 0 7,875 18,981
Changes from: December 6, 2016 Total Change is: -34,868
-8,427 -13,942 -3,701 2,306 -4,194 600 -3,623 -6,101 -4,941 -665 623 -1,238 -15,179 -1,974
Percent of Open Interest Represented by Each Category of Trader
24.9 5.4 0.6 29.4 13.0 6.8 18.7 33.1 0.7 4.2 4.9 0.0 14.7 35.5
Number of Traders in Each Category Total Traders: 89
16 6 4 12 10 9 20 14 4 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 241,021
Positions
8,375 132,921 11,878 151,572 56,003 16,346 36,280 11,913 3,722 3,541 1,613 600 8,707 6,025
Changes from: December 6, 2016 Total Change is: 19,267
-1,289 4,619 8,539 2,912 -4,487 3,346 2,504 4,823 1,477 514 -53 100 1,164 903
Percent of Open Interest Represented by Each Category of Trader
3.5 55.1 4.9 62.9 23.2 6.8 15.1 4.9 1.5 1.5 0.7 0.2 3.6 2.5
Number of Traders in Each Category Total Traders: 118
9 11 7 42 22 21 15 10 9 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 906,923
Positions
20,213 597,252 73,193 499,536 77,461 68,240 154,325 39,543 14,971 50,510 9,412 731 25,204 26,120
Changes from: December 6, 2016 Total Change is: 71,938
-8,180 -3,576 49,482 23,209 -14,088 4,232 -5,501 20,428 1,482 1,852 -1,295 -276 5,638 15,549
Percent of Open Interest Represented by Each Category of Trader
2.2 65.9 8.1 55.1 8.5 7.5 17.0 4.4 1.7 5.6 1.0 0.1 2.8 2.9
Number of Traders in Each Category Total Traders: 301
20 23 20 103 30 52 48 26 21 36 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 591,367
Positions
10,559 42,813 4,001 291,795 153,579 75,640 56,872 117,290 10,005 9,372 18,788 1,748 131,375 167,503
Changes from: December 6, 2016 Total Change is: 15,419
763 7,853 -4,461 7,308 10,967 2,368 15,584 942 -2,799 2,404 -716 17 -5,765 1,248
Percent of Open Interest Represented by Each Category of Trader
1.8 7.2 0.7 49.3 26.0 12.8 9.6 19.8 1.7 1.6 3.2 0.3 22.2 28.3
Number of Traders in Each Category Total Traders: 157
6 13 5 37 29 32 21 38 17 6 7 .
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Traders in Financial Futures - Futures Only Positions as of December 13, 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 679,621
Positions
6,929 148,032 446 400,557 73,960 82,002 45,914 241,932 15,420 19,319 8,361 456 108,578 109,012
Changes from: December 6, 2016 Total Change is: 18,453
-1,383 25,220 -1,606 23,124 -8,500 -2,446 4,235 9,217 -5,447 3,821 -315 0 -1,845 2,330
Percent of Open Interest Represented by Each Category of Trader
1.0 21.8 0.1 58.9 10.9 12.1 6.8 35.6 2.3 2.8 1.2 0.1 16.0 16.0
Number of Traders in Each Category Total Traders: 103
. 10 . 48 9 31 10 18 10 4 . .
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Traders in Financial Futures - Futures Only Positions as of December 13, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,139,451
Positions
49,553 79,592 4,142 365,090 252,780 146,203 302,334 167,794 86,518 83,429 250,298 4,429 97,753 147,695
Changes from: December 6, 2016 Total Change is: -22,880
3,955 16,095 -5,958 5,723 -2,476 -7,957 -3,453 -12,198 -13,808 2,129 5,074 -101 -3,410 -1,551
Percent of Open Interest Represented by Each Category of Trader
4.3 7.0 0.4 32.0 22.2 12.8 26.5 14.7 7.6 7.3 22.0 0.4 8.6 13.0
Number of Traders in Each Category Total Traders: 232
12 19 10 51 36 43 43 27 27 18 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,012,331
Positions
120,140 227,456 29,211 1,077,290 939,360 440,689 478,329 573,146 130,332 402,746 165,534 19,248 314,346 487,355
Changes from: December 6, 2016 Total Change is: 38,455
10,772 -6,912 -9,701 6,760 15,282 9,852 -13,961 34,212 11,023 11,389 5,343 -141 12,462 -20,503
Percent of Open Interest Represented by Each Category of Trader
4.0 7.6 1.0 35.8 31.2 14.6 15.9 19.0 4.3 13.4 5.5 0.6 10.4 16.2
Number of Traders in Each Category Total Traders: 380
21 36 14 48 89 76 54 75 55 24 33 15
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Traders in Financial Futures - Futures Only Positions as of December 13, 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 297,466
Positions
10,461 21,799 3,703 92,503 130,363 8,351 100,832 18,018 5,497 11,892 6,629 0 64,227 103,106
Changes from: December 6, 2016 Total Change is: -14,283
-1,005 7,401 1,327 28,465 -21,260 1,582 -33,371 -2,855 -2,576 2,265 0 0 -10,970 2,098
Percent of Open Interest Represented by Each Category of Trader
3.5 7.3 1.2 31.1 43.8 2.8 33.9 6.1 1.8 4.0 2.2 0.0 21.6 34.7
Number of Traders in Each Category Total Traders: 54
. 7 . 9 17 17 10 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,894,866
Positions
80,620 235,268 44,133 1,785,965 490,605 255,651 179,740 1,207,256 98,788 209,183 194,081 12,168 228,618 356,916
Changes from: December 6, 2016 Total Change is: 50,293
11,564 1,139 6,654 69,707 69,994 -3,542 9,418 29,657 -38,834 4,665 -351 -631 -8,708 -13,793
Percent of Open Interest Represented by Each Category of Trader
2.8 8.1 1.5 61.7 16.9 8.8 6.2 41.7 3.4 7.2 6.7 0.4 7.9 12.3
Number of Traders in Each Category Total Traders: 295
11 28 12 62 46 58 37 65 34 17 29 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 950,331
Positions
319,299 125,280 277,601 350 11,925 9,046 95,165 304,650 128,060 68,136 22,735 23,982 28,692 47,052
Changes from: December 6, 2016 Total Change is: 64,663
8,150 -11,620 26,475 0 -1,965 -35 3,610 41,619 7,327 21,120 3,483 -689 -1,295 68
Percent of Open Interest Represented by Each Category of Trader
33.6 13.2 29.2 0.0 1.3 1.0 10.0 32.1 13.5 7.2 2.4 2.5 3.0 5.0
Number of Traders in Each Category Total Traders: 122
31 24 41 . 4 . 22 28 32 9 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 is12,914,111
Positions
4,748,566 961,703 2,673,687 29,058 1,682,420 318,560 552,356 2,218,624 2,558,509 838,750 683,688 656,705 537,920 1,160,215
Changes from: December 6, 2016 Total Change is: 165,556
-28,268 49,117 6,962 -979 -71,895 -28,047 -25,755 -37,943 161,278 13,515 -14,548 50,965 15,885 49,667
Percent of Open Interest Represented by Each Category of Trader
36.8 7.4 20.7 0.2 13.0 2.5 4.3 17.2 19.8 6.5 5.3 5.1 4.2 9.0
Number of Traders in Each Category Total Traders: 278
38 41 73 7 26 24 24 91 93 12 26 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 35,603
Positions
6,621 7,762 2,914 153 13,462 113 17,016 6,466 0 8,493 4,349 272 21 265
Changes from: December 6, 2016 Total Change is: 3,355
817 204 2,914 2 -259 0 1,646 590 0 -1,963 -74 -20 -41 0
Percent of Open Interest Represented by Each Category of Trader
18.6 21.8 8.2 0.4 37.8 0.3 47.8 18.2 0.0 23.9 12.2 0.8 0.1 0.7
Number of Traders in Each Category Total Traders: 45
. 9 . . 12 . 4 10 0 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 56,836
Positions
3,708 30,618 2,923 310 7,063 412 48,351 9,895 0 935 5,656 175 22 94
Changes from: December 6, 2016 Total Change is: 4,098
-1,215 1,415 2,923 -61 78 52 2,447 -347 0 -93 -46 39 6 -16
Percent of Open Interest Represented by Each Category of Trader
6.5 53.9 5.1 0.5 12.4 0.7 85.1 17.4 0.0 1.6 10.0 0.3 0.0 0.2
Number of Traders in Each Category Total Traders: 35
4 5 . . 5 . 6 8 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 96,087
Positions
1,136 51,373 31 22,272 200 1,594 33,373 31,993 5,435 21,086 828 0 11,160 4,633
Changes from: December 6, 2016 Total Change is: 2,776
294 495 -483 1,513 0 -5 -4,256 2,914 304 6,308 43 -215 -684 -277
Percent of Open Interest Represented by Each Category of Trader
1.2 53.5 0.0 23.2 0.2 1.7 34.7 33.3 5.7 21.9 0.9 0.0 11.6 4.8
Number of Traders in Each Category Total Traders: 156
4 . . 16 . . 54 18 18 52 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 445,922
Positions
104,063 19,203 22,381 107,677 43,200 27,996 39,249 184,816 91,085 4,650 6,269 18,726 30,095 32,246
Changes from: December 6, 2016 Total Change is: 14,295
-846 -400 5,856 4,166 1,206 2,449 -10,599 -10,607 10,157 -3,556 -957 4,437 2,231 2,154
Percent of Open Interest Represented by Each Category of Trader
23.3 4.3 5.0 24.1 9.7 6.3 8.8 41.4 20.4 1.0 1.4 4.2 6.7 7.2
Number of Traders in Each Category Total Traders: 213
19 7 21 17 20 10 40 65 53 15 18 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 13, 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 25,364
Positions
0 206 0 17,270 668 805 2,876 22,106 661 2,798 40 0 954 878
Changes from: December 6, 2016 Total Change is: 2,567
-51 -2,316 0 3,256 -301 801 -2,398 3,220 292 -150 40 0 817 831
Percent of Open Interest Represented by Each Category of Trader
0.0 0.8 0.0 68.1 2.6 3.2 11.3 87.2 2.6 11.0 0.2 0.0 3.8 3.5
Number of Traders in Each Category Total Traders: 33
0 . 0 10 . . 8 8 . . . 0
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Updated December 16, 2016