Traders in Financial Futures - Futures Only Positions as of December 27, 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 93,212
Positions
7,842 9,303 0 26,244 10,813 458 25,456 33,811 1,941 5,478 4,022 536 25,257 32,328
Changes from: December 20, 2016 Total Change is: -12,868
-11,628 -11,061 -4,094 -2,992 1,667 -5 11,018 2,260 -2,787 315 -1,036 -1,208 -1,487 3,396
Percent of Open Interest Represented by Each Category of Trader
8.4 10.0 0.0 28.2 11.6 0.5 27.3 36.3 2.1 5.9 4.3 0.6 27.1 34.7
Number of Traders in Each Category Total Traders: 86
5 5 0 7 10 . 22 26 9 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 54,605
Positions
35,936 1,105 0 1,735 4,477 0 10,996 23,911 294 0 0 0 5,644 24,818
Changes from: December 20, 2016 Total Change is: -580
23,710 0 0 0 -196 0 -24,538 -1,333 -48 0 0 0 296 997
Percent of Open Interest Represented by Each Category of Trader
65.8 2.0 0.0 3.2 8.2 0.0 20.1 43.8 0.5 0.0 0.0 0.0 10.3 45.5
Number of Traders in Each Category Total Traders: 44
7 . 0 . 4 0 12 17 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 212,492
Positions
141,761 3,248 305 9,041 79,627 3,603 31,292 71,448 4,002 2,880 12,268 2 19,606 37,989
Changes from: December 20, 2016 Total Change is: 7,006
10,816 425 0 65 1,703 -65 -3,957 4,680 -308 560 -564 0 -105 1,135
Percent of Open Interest Represented by Each Category of Trader
66.7 1.5 0.1 4.3 37.5 1.7 14.7 33.6 1.9 1.4 5.8 0.0 9.2 17.9
Number of Traders in Each Category Total Traders: 124
8 5 . 6 23 6 22 49 13 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 219,343
Positions
108,688 3,179 7 20,928 50,167 8,197 30,369 94,907 1,586 32,419 17,331 169 16,980 43,800
Changes from: December 20, 2016 Total Change is: -1,092
33,393 767 0 113 1,458 -1,735 -32,420 -2,568 -71 159 -1,458 32 -563 2,483
Percent of Open Interest Represented by Each Category of Trader
49.6 1.4 0.0 9.5 22.9 3.7 13.8 43.3 0.7 14.8 7.9 0.1 7.7 20.0
Number of Traders in Each Category Total Traders: 131
12 6 . 10 25 8 21 41 8 4 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 405,681
Positions
119,877 47,960 903 138,677 99,968 13,726 40,745 145,933 6,674 30,014 25,904 2,905 52,160 61,708
Changes from: December 20, 2016 Total Change is: 6,092
5,406 25 44 -1,632 3,626 -178 3,656 3,915 -756 -612 558 -66 230 -1,076
Percent of Open Interest Represented by Each Category of Trader
29.5 11.8 0.2 34.2 24.6 3.4 10.0 36.0 1.6 7.4 6.4 0.7 12.9 15.2
Number of Traders in Each Category Total Traders: 242
17 11 8 42 35 31 23 67 17 23 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 94,451
Positions
32,580 2,071 0 7,377 19,211 109 30,684 35,735 2,238 1,306 7,202 1 20,156 27,884
Changes from: December 20, 2016 Total Change is: 17,535
19,521 0 -41 -2,919 3,136 0 5,167 11,634 -36 -4,181 1,792 1 23 1,049
Percent of Open Interest Represented by Each Category of Trader
34.5 2.2 0.0 7.8 20.3 0.1 32.5 37.8 2.4 1.4 7.6 0.0 21.3 29.5
Number of Traders in Each Category Total Traders: 80
10 . 0 5 11 . 20 21 4 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 26,908
Positions
2,046 21,409 0 6,202 0 0 15,838 4,854 0 715 0 0 2,107 645
Changes from: December 20, 2016 Total Change is: -92
0 -25 0 10 0 0 -346 -93 0 -100 0 0 344 26
Percent of Open Interest Represented by Each Category of Trader
7.6 79.6 0.0 23.0 0.0 0.0 58.9 18.0 0.0 2.7 0.0 0.0 7.8 2.4
Number of Traders in Each Category Total Traders: 25
. 6 0 . 0 0 9 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 143,192
Positions
63,567 37,844 0 53,054 6,926 96 16,936 83,509 1,601 2,269 6,281 0 5,669 6,935
Changes from: December 20, 2016 Total Change is: 4,026
0 13,992 0 1,444 507 -4 1,877 -10,854 336 49 217 0 324 -168
Percent of Open Interest Represented by Each Category of Trader
44.4 26.4 0.0 37.1 4.8 0.1 11.8 58.3 1.1 1.6 4.4 0.0 4.0 4.8
Number of Traders in Each Category Total Traders: 125
4 7 0 12 11 4 20 49 10 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 41,949
Positions
750 20,443 5,928 6,372 0 0 20,761 7,627 915 236 1,025 5,300 1,687 711
Changes from: December 20, 2016 Total Change is: 14,890
0 2,056 5,928 233 0 0 3,627 1,865 -97 100 20 4,990 109 128
Percent of Open Interest Represented by Each Category of Trader
1.8 48.7 14.1 15.2 0.0 0.0 49.5 18.2 2.2 0.6 2.4 12.6 4.0 1.7
Number of Traders in Each Category Total Traders: 32
. . . . 0 0 10 10 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 43,266
Positions
11,093 851 0 1,103 27,489 38 25,446 7,471 2,015 675 1,775 0 2,896 3,627
Changes from: December 20, 2016 Total Change is: 1,460
6,793 -365 0 -522 -70 0 -3,864 554 157 -440 699 0 -664 485
Percent of Open Interest Represented by Each Category of Trader
25.6 2.0 0.0 2.5 63.5 0.1 58.8 17.3 4.7 1.6 4.1 0.0 6.7 8.4
Number of Traders in Each Category Total Traders: 73
11 . 0 5 6 . 25 17 5 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 7,900
Positions
1,957 397 0 881 1,999 0 4,141 4,829 1 0 100 0 920 574
Changes from: December 20, 2016 Total Change is: 162
0 0 0 127 34 0 50 160 0 0 0 0 -15 -32
Percent of Open Interest Represented by Each Category of Trader
24.8 5.0 0.0 11.2 25.3 0.0 52.4 61.1 0.0 0.0 1.3 0.0 11.6 7.3
Number of Traders in Each Category Total Traders: 21
. . 0 . . 0 8 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 64,692
Positions
8,135 40,754 1,362 10,222 546 246 31,460 5,477 2,313 1,045 4,660 3 9,907 9,333
Changes from: December 20, 2016 Total Change is: 976
4 1,040 -104 68 13 67 118 -1,401 145 -15 968 3 690 246
Percent of Open Interest Represented by Each Category of Trader
12.6 63.0 2.1 15.8 0.8 0.4 48.6 8.5 3.6 1.6 7.2 0.0 15.3 14.4
Number of Traders in Each Category Total Traders: 109
13 23 . 14 . 6 32 13 6 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 129,383
Positions
16,269 81,508 2,724 20,444 1,091 492 62,920 10,953 4,625 2,090 9,319 5 19,814 18,666
Changes from: December 20, 2016 Total Change is: 1,951
8 2,079 -207 135 26 134 236 -2,802 289 -29 1,936 5 1,380 491
Percent of Open Interest Represented by Each Category of Trader
12.6 63.0 2.1 15.8 0.8 0.4 48.6 8.5 3.6 1.6 7.2 0.0 15.3 14.4
Number of Traders in Each Category Total Traders: 109
13 23 . 14 . 6 32 13 6 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 609,421
Positions
64,092 89,366 4,603 284,283 209,201 60,058 73,144 112,803 15,476 25,096 35,640 4,286 78,384 77,987
Changes from: December 20, 2016 Total Change is: 1,460
477 -763 -840 -5,975 3,665 -239 5,156 -3,072 -788 910 864 84 2,675 2,547
Percent of Open Interest Represented by Each Category of Trader
10.5 14.7 0.8 46.6 34.3 9.9 12.0 18.5 2.5 4.1 5.8 0.7 12.9 12.8
Number of Traders in Each Category Total Traders: 576
36 29 17 128 79 86 81 119 68 45 59 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 58,585
Positions
4,269 12,236 1,320 12,830 15,402 2,261 2,913 8,209 212 3,579 20 104 31,097 18,821
Changes from: December 20, 2016 Total Change is: 2,135
1,597 487 200 -377 599 -117 -1,216 963 0 -41 12 4 2,085 -13
Percent of Open Interest Represented by Each Category of Trader
7.3 20.9 2.3 21.9 26.3 3.9 5.0 14.0 0.4 6.1 0.0 0.2 53.1 32.1
Number of Traders in Each Category Total Traders: 49
6 5 . 7 . . 6 15 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,754,179
Positions
300,113 386,652 15,414 1,357,263 968,995 288,986 361,717 533,532 65,759 107,600 178,116 20,894 236,433 295,831
Changes from: December 20, 2016 Total Change is: -3,376
-7,617 -8,265 -3,185 -27,992 15,332 -609 25,112 -26,923 2,809 4,756 4,262 401 2,949 12,802
Percent of Open Interest Represented by Each Category of Trader
10.9 14.0 0.6 49.3 35.2 10.5 13.1 19.4 2.4 3.9 6.5 0.8 8.6 10.7
Number of Traders in Each Category Total Traders: 569
36 29 16 128 77 85 79 119 62 44 57 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 96,015
Positions
1,024 47,243 170 51,308 37,561 3,584 28,074 2,720 116 0 1,104 0 11,739 3,517
Changes from: December 20, 2016 Total Change is: -1,313
43 -836 -1 -912 -270 506 205 -245 0 0 -30 0 -1,154 -437
Percent of Open Interest Represented by Each Category of Trader
1.1 49.2 0.2 53.4 39.1 3.7 29.2 2.8 0.1 0.0 1.1 0.0 12.2 3.7
Number of Traders in Each Category Total Traders: 83
. 7 . 35 11 15 20 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 44,880
Positions
2,944 19,859 139 12,292 4,872 1,070 20,640 12,515 618 1,279 1,822 27 5,871 3,957
Changes from: December 20, 2016 Total Change is: 489
337 1,712 -52 -769 -149 174 894 -1,348 -24 -28 495 -17 -25 -301
Percent of Open Interest Represented by Each Category of Trader
6.6 44.2 0.3 27.4 10.9 2.4 46.0 27.9 1.4 2.8 4.1 0.1 13.1 8.8
Number of Traders in Each Category Total Traders: 222
14 21 4 34 16 12 56 51 14 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 224,401
Positions
14,720 99,297 696 61,460 24,362 5,348 103,202 62,576 3,090 6,394 9,111 136 29,355 19,785
Changes from: December 20, 2016 Total Change is: 2,445
1,683 8,559 -261 -3,846 -747 871 4,470 -6,738 -121 -138 2,474 -87 -126 -1,505
Percent of Open Interest Represented by Each Category of Trader
6.6 44.2 0.3 27.4 10.9 2.4 46.0 27.9 1.4 2.8 4.1 0.1 13.1 8.8
Number of Traders in Each Category Total Traders: 222
14 21 4 34 16 12 56 51 14 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 676,871
Positions
48,997 209,274 3,818 330,638 153,062 29,924 198,206 230,552 13,246 20,841 17,949 1,182 30,019 17,864
Changes from: December 20, 2016 Total Change is: 3,919
5,383 -5,977 -26 -5,233 4,056 -89 2,324 7,132 1,522 -1,193 -863 55 1,176 -1,891
Percent of Open Interest Represented by Each Category of Trader
7.2 30.9 0.6 48.8 22.6 4.4 29.3 34.1 2.0 3.1 2.7 0.2 4.4 2.6
Number of Traders in Each Category Total Traders: 343
17 24 4 83 45 36 66 65 22 19 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 1000 VALUE INDEX MINI - ICE FUTURES U.S. (RUSSELL 1000 INDEX X $50)
CFTC Code #23977C Open Interest is 15,751
Positions
1,574 11,406 0 6,235 1,509 0 6,908 2,515 0 0 0 0 1,034 321
Changes from: December 20, 2016 Total Change is: -331
0 6 0 -399 -5 0 13 -132 0 0 0 0 55 -200
Percent of Open Interest Represented by Each Category of Trader
10.0 72.4 0.0 39.6 9.6 0.0 43.9 16.0 0.0 0.0 0.0 0.0 6.6 2.0
Number of Traders in Each Category Total Traders: 20
. 6 0 5 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 28,503
Positions
935 10,322 0 13,707 543 225 3,969 2,261 0 2,241 8,855 0 7,426 6,297
Changes from: December 20, 2016 Total Change is: -496
-37 -50 0 -160 0 6 -229 201 0 0 -88 0 -76 -565
Percent of Open Interest Represented by Each Category of Trader
3.3 36.2 0.0 48.1 1.9 0.8 13.9 7.9 0.0 7.9 31.1 0.0 26.1 22.1
Number of Traders in Each Category Total Traders: 38
. . 0 12 . . 7 5 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 55,684
Positions
12,600 5,902 1,377 15,761 7,561 2,572 11,656 18,362 246 2,794 3,654 0 8,678 16,010
Changes from: December 20, 2016 Total Change is: 719
133 -367 6 -322 806 -765 2,661 -177 -297 124 115 0 -821 1,398
Percent of Open Interest Represented by Each Category of Trader
22.6 10.6 2.5 28.3 13.6 4.6 20.9 33.0 0.4 5.0 6.6 0.0 15.6 28.8
Number of Traders in Each Category Total Traders: 86
15 8 . 11 9 7 19 12 5 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 216,150
Positions
3,258 117,376 1,024 146,773 67,503 13,197 37,377 9,349 2,244 4,842 1,152 0 7,435 4,305
Changes from: December 20, 2016 Total Change is: 4,367
86 2,762 -1 2,364 515 464 1,773 711 392 -113 -29 0 -598 -447
Percent of Open Interest Represented by Each Category of Trader
1.5 54.3 0.5 67.9 31.2 6.1 17.3 4.3 1.0 2.2 0.5 0.0 3.4 2.0
Number of Traders in Each Category Total Traders: 119
5 11 . 43 24 21 16 10 7 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 801,621
Positions
23,981 585,312 6,737 483,262 91,436 67,104 143,628 20,001 10,101 45,898 10,428 876 20,034 9,626
Changes from: December 20, 2016 Total Change is: -10,585
5,411 -18,339 724 -6,940 4,901 281 -8,819 104 1,174 -4,196 423 -1 1,781 148
Percent of Open Interest Represented by Each Category of Trader
3.0 73.0 0.8 60.3 11.4 8.4 17.9 2.5 1.3 5.7 1.3 0.1 2.5 1.2
Number of Traders in Each Category Total Traders: 289
20 20 10 93 37 47 50 19 15 36 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 594,263
Positions
6,981 36,764 4,598 286,807 135,092 96,861 49,344 132,217 7,656 13,391 13,371 2,401 126,224 165,303
Changes from: December 20, 2016 Total Change is: 1,321
-3,089 -10,662 1,392 11,415 -11,368 8,758 -13,882 12,622 1,330 828 -6,556 309 -5,740 5,496
Percent of Open Interest Represented by Each Category of Trader
1.2 6.2 0.8 48.3 22.7 16.3 8.3 22.2 1.3 2.3 2.3 0.4 21.2 27.8
Number of Traders in Each Category Total Traders: 147
5 12 4 38 26 34 16 37 14 7 6 .
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Traders in Financial Futures - Futures Only Positions as of December 27, 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 687,331
Positions
4,279 143,627 121 411,743 75,632 84,216 47,174 258,295 9,931 23,863 13,034 443 105,561 102,032
Changes from: December 20, 2016 Total Change is: 6,978
-934 -3,333 -102 7,363 1,654 518 3,706 6,072 65 542 1,834 0 -4,180 270
Percent of Open Interest Represented by Each Category of Trader
0.6 20.9 0.0 59.9 11.0 12.3 6.9 37.6 1.4 3.5 1.9 0.1 15.4 14.8
Number of Traders in Each Category Total Traders: 105
. 9 . 49 10 29 9 21 8 4 . .
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Traders in Financial Futures - Futures Only Positions as of December 27, 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 1,136,039
Positions
54,887 64,877 5,140 391,882 236,015 131,498 296,212 221,322 68,757 88,333 247,165 2,174 97,156 159,091
Changes from: December 20, 2016 Total Change is: 14,805
-659 14,558 -1,018 -7,630 1,914 -640 25,801 6,169 -1,467 514 -1,881 445 -541 -3,275
Percent of Open Interest Represented by Each Category of Trader
4.8 5.7 0.5 34.5 20.8 11.6 26.1 19.5 6.1 7.8 21.8 0.2 8.6 14.0
Number of Traders in Each Category Total Traders: 243
10 20 7 55 34 46 38 37 27 21 28 8
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Traders in Financial Futures - Futures Only Positions as of December 27, 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 3,043,508
Positions
93,436 195,811 27,543 1,237,564 947,223 429,173 422,678 613,501 101,354 400,692 192,881 22,059 309,009 513,963
Changes from: December 20, 2016 Total Change is: -15,306
-859 -23,752 -1,045 65,881 -32,446 13,734 -50,108 50,720 -25,552 -13,921 -12,557 436 -3,872 15,156
Percent of Open Interest Represented by Each Category of Trader
3.1 6.4 0.9 40.7 31.1 14.1 13.9 20.2 3.3 13.2 6.3 0.7 10.2 16.9
Number of Traders in Each Category Total Traders: 353
16 36 9 43 80 71 46 75 44 20 37 15
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Traders in Financial Futures - Futures Only Positions as of December 27, 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 288,896
Positions
7,138 24,707 1,110 92,819 123,783 12,986 81,209 5,901 10,021 13,217 8,979 0 70,396 101,409
Changes from: December 20, 2016 Total Change is: 2,392
-4,612 2,583 -1,200 2,547 -1,315 2,031 880 9 336 514 0 0 1,896 -52
Percent of Open Interest Represented by Each Category of Trader
2.5 8.6 0.4 32.1 42.8 4.5 28.1 2.0 3.5 4.6 3.1 0.0 24.4 35.1
Number of Traders in Each Category Total Traders: 50
. 6 . 10 16 17 8 . 4 . . 0
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Traders in Financial Futures - Futures Only Positions as of December 27, 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 2,966,451
Positions
72,291 283,475 26,386 1,882,380 534,594 256,388 195,139 1,202,280 87,797 210,772 198,206 12,170 223,128 365,155
Changes from: December 20, 2016 Total Change is: 28,872
3,736 4,438 -6,505 11,408 19,296 18,814 4,774 -9,909 870 -3,875 1,967 -775 425 676
Percent of Open Interest Represented by Each Category of Trader
2.4 9.6 0.9 63.5 18.0 8.6 6.6 40.5 3.0 7.1 6.7 0.4 7.5 12.3
Number of Traders in Each Category Total Traders: 305
8 38 11 61 53 60 31 72 30 15 27 7
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Traders in Financial Futures - Futures Only Positions as of December 27, 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 979,571
Positions
352,679 118,067 328,183 350 40,533 5,646 50,547 252,733 141,268 51,301 16,068 26,167 23,430 50,906
Changes from: December 20, 2016 Total Change is: -20,260
-11,043 -658 6,668 0 -1,255 0 -3,251 -13,437 -4,930 -1,805 -367 -3,910 -1,989 -2,371
Percent of Open Interest Represented by Each Category of Trader
36.0 12.1 33.5 0.0 4.1 0.6 5.2 25.8 14.4 5.2 1.6 2.7 2.4 5.2
Number of Traders in Each Category Total Traders: 119
25 26 40 . 5 . 13 35 29 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,132,747
Positions
4,349,151 809,872 2,235,527 25,958 1,658,873 349,843 498,212 2,120,712 1,796,897 794,396 466,566 546,729 536,034 1,147,728
Changes from: December 20, 2016 Total Change is: 39,238
-90,826 36,093 41,723 0 -36,962 15,865 156,904 72,542 -100,471 11,641 3,056 1,347 3,055 6,045
Percent of Open Interest Represented by Each Category of Trader
39.1 7.3 20.1 0.2 14.9 3.1 4.5 19.0 16.1 7.1 4.2 4.9 4.8 10.3
Number of Traders in Each Category Total Traders: 254
32 39 67 6 27 23 27 77 80 14 19 26
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Traders in Financial Futures - Futures Only Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,414
Positions
4,280 3,435 0 153 13,459 113 20,031 9,084 0 6,394 4,662 433 10 228
Changes from: December 20, 2016 Total Change is: 1,962
1,018 415 0 0 145 0 907 1,431 0 44 -23 0 -7 -6
Percent of Open Interest Represented by Each Category of Trader
13.6 10.9 0.0 0.5 42.8 0.4 63.8 28.9 0.0 20.4 14.8 1.4 0.0 0.7
Number of Traders in Each Category Total Traders: 43
. 6 0 . 11 . 4 10 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 28,439
Positions
5,899 3,267 0 295 7,377 427 20,931 10,443 0 679 6,642 175 33 108
Changes from: December 20, 2016 Total Change is: 791
17 1,077 0 0 144 0 753 -266 0 0 -168 0 21 4
Percent of Open Interest Represented by Each Category of Trader
20.7 11.5 0.0 1.0 25.9 1.5 73.6 36.7 0.0 2.4 23.4 0.6 0.1 0.4
Number of Traders in Each Category Total Traders: 34
. 5 0 . 5 . 5 10 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 87,191
Positions
784 59,233 0 22,263 350 1,497 30,479 20,923 1,254 20,139 551 0 10,775 3,383
Changes from: December 20, 2016 Total Change is: 2,958
-76 69 0 1,087 0 -53 1,098 3,085 -69 263 -58 -31 739 15
Percent of Open Interest Represented by Each Category of Trader
0.9 67.9 0.0 25.5 0.4 1.7 35.0 24.0 1.4 23.1 0.6 0.0 12.4 3.9
Number of Traders in Each Category Total Traders: 161
. . 0 15 . . 58 16 5 60 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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 411,321
Positions
102,475 19,954 13,883 92,319 44,376 26,658 60,768 187,847 72,072 5,848 5,346 12,349 24,949 28,836
Changes from: December 20, 2016 Total Change is: -51,453
-4,260 -1,481 -12,224 23,678 3,091 -16,859 -17,180 -4,396 -13,476 -7,643 -2,285 -1,112 -2,377 -2,711
Percent of Open Interest Represented by Each Category of Trader
24.9 4.9 3.4 22.4 10.8 6.5 14.8 45.7 17.5 1.4 1.3 3.0 6.1 7.0
Number of Traders in Each Category Total Traders: 200
20 5 19 16 20 12 39 63 45 11 16 16
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Traders in Financial Futures - Futures Only Positions as of December 27, 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 23,156
Positions
33 222 0 17,093 534 0 2,885 21,931 369 2,692 87 0 84 13
Changes from: December 20, 2016 Total Change is: -4,391
-1 74 0 -436 0 0 37 -498 -3,066 0 0 0 -925 -901
Percent of Open Interest Represented by Each Category of Trader
0.1 1.0 0.0 73.8 2.3 0.0 12.5 94.7 1.6 11.6 0.4 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 34
. . 0 11 . 0 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 27, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 14,315
Positions
2,375 9,408 0 10,650 0 28 295 4,731 0 261 0 0 706 148
Changes from: December 20, 2016 Total Change is: -168
0 0 0 -101 0 0 -96 -122 0 0 0 0 29 -46
Percent of Open Interest Represented by Each Category of Trader
16.6 65.7 0.0 74.4 0.0 0.2 2.1 33.0 0.0 1.8 0.0 0.0 4.9 1.0
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 . . 5 0 . 0 0
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Updated December 30, 2016