Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 154,839
Positions
9,234 41,321 15,347 40,641 10,650 2,465 40,893 36,421 10,744 6,916 7,056 1,291 27,308 29,546
Changes from: September 13, 2016 Total Change is: 15,032
2,653 -8,729 7,928 -8,339 -192 472 13,810 13,111 1,601 429 385 117 -3,640 339
Percent of Open Interest Represented by Each Category of Trader
6.0 26.7 9.9 26.2 6.9 1.6 26.4 23.5 6.9 4.5 4.6 0.8 17.6 19.1
Number of Traders in Each Category Total Traders: 86
5 6 9 9 10 5 17 25 14 9 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 42,435
Positions
10,525 774 304 1,511 1,739 71 23,194 19,647 1,053 0 0 0 5,776 18,846
Changes from: September 13, 2016 Total Change is: -3,891
-12,893 -833 -775 -13 500 0 13,633 -40 -2,189 0 0 0 -1,654 -554
Percent of Open Interest Represented by Each Category of Trader
24.8 1.8 0.7 3.6 4.1 0.2 54.7 46.3 2.5 0.0 0.0 0.0 13.6 44.4
Number of Traders in Each Category Total Traders: 36
4 . . . . . 12 14 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 268,439
Positions
132,924 8,084 8,433 12,821 76,971 3,487 58,763 91,522 26,029 3,035 11,282 2,881 20,065 39,749
Changes from: September 13, 2016 Total Change is: -9,862
-24,335 16 -3,336 534 3,997 -1,806 27,895 -293 -6,030 1,764 763 -2,853 -1,694 -319
Percent of Open Interest Represented by Each Category of Trader
49.5 3.0 3.1 4.8 28.7 1.3 21.9 34.1 9.7 1.1 4.2 1.1 7.5 14.8
Number of Traders in Each Category Total Traders: 128
10 6 7 5 26 8 25 45 26 5 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 170,106
Positions
4,654 13,668 6,749 30,239 37,776 7,284 75,557 25,085 15,022 472 27,772 4,117 26,012 32,634
Changes from: September 13, 2016 Total Change is: -26,641
-5,283 1,841 -5,852 3,896 1,564 -1,772 -3,870 -990 -10,218 49 -6,148 -1,936 -1,655 -3,129
Percent of Open Interest Represented by Each Category of Trader
2.7 8.0 4.0 17.8 22.2 4.3 44.4 14.7 8.8 0.3 16.3 2.4 15.3 19.2
Number of Traders in Each Category Total Traders: 111
6 7 10 13 20 11 29 28 18 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 375,526
Positions
93,496 7,551 14,790 125,827 101,635 16,671 21,781 110,100 31,666 18,368 24,658 5,572 47,355 62,883
Changes from: September 13, 2016 Total Change is: -53,068
-26,030 -15,653 -6,614 -713 6,190 -1,983 -2,084 -2,064 -14,768 2,662 -7,228 -2,592 -946 -8,357
Percent of Open Interest Represented by Each Category of Trader
24.9 2.0 3.9 33.5 27.1 4.4 5.8 29.3 8.4 4.9 6.6 1.5 12.6 16.7
Number of Traders in Each Category Total Traders: 224
19 8 16 38 38 36 21 52 26 25 21 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 28,687
Positions
1,093 18,504 163 16,344 0 1,137 531 5,729 0 0 0 0 9,419 3,154
Changes from: September 13, 2016 Total Change is: -3,050
283 -2,106 -42 -132 0 -113 14 1,697 -1,999 0 0 0 -1,061 -487
Percent of Open Interest Represented by Each Category of Trader
3.8 64.5 0.6 57.0 0.0 4.0 1.9 20.0 0.0 0.0 0.0 0.0 32.8 11.0
Number of Traders in Each Category Total Traders: 20
. 4 . 10 0 5 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 106,432
Positions
7,798 15,418 3,790 20,308 12,006 2,299 32,174 29,035 11,993 471 6,567 3,755 23,845 21,569
Changes from: September 13, 2016 Total Change is: -25,515
5,404 -15,397 -8,858 4,471 209 -514 -18,278 5,592 -5,142 -209 1,418 152 -2,542 -2,975
Percent of Open Interest Represented by Each Category of Trader
7.3 14.5 3.6 19.1 11.3 2.2 30.2 27.3 11.3 0.4 6.2 3.5 22.4 20.3
Number of Traders in Each Category Total Traders: 90
5 6 8 7 8 7 27 26 14 . 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 35,091
Positions
6,462 26,698 350 3,900 0 0 22,627 5,632 0 749 1,759 0 1,003 652
Changes from: September 13, 2016 Total Change is: -10,175
-4,066 -9,047 -1,558 -150 0 0 514 3,385 -3,179 1 1,529 -1,420 -317 115
Percent of Open Interest Represented by Each Category of Trader
18.4 76.1 1.0 11.1 0.0 0.0 64.5 16.0 0.0 2.1 5.0 0.0 2.9 1.9
Number of Traders in Each Category Total Traders: 23
. 5 . . 0 0 7 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 154,720
Positions
53,026 22,436 1 71,133 5,552 775 19,862 110,729 1,839 3,552 5,438 2 4,531 7,949
Changes from: September 13, 2016 Total Change is: -14,738
19,867 -17,646 -20,369 841 1,153 0 120 36,972 -16,600 562 915 -115 956 953
Percent of Open Interest Represented by Each Category of Trader
34.3 14.5 0.0 46.0 3.6 0.5 12.8 71.6 1.2 2.3 3.5 0.0 2.9 5.1
Number of Traders in Each Category Total Traders: 153
7 5 . 9 11 . 25 70 8 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 25,424
Positions
744 16,782 25 5,626 0 0 15,440 5,407 1,094 760 1,185 0 1,735 931
Changes from: September 13, 2016 Total Change is: -1,154
0 -581 3 96 0 0 -1,026 -652 -30 0 20 0 -197 86
Percent of Open Interest Represented by Each Category of Trader
2.9 66.0 0.1 22.1 0.0 0.0 60.7 21.3 4.3 3.0 4.7 0.0 6.8 3.7
Number of Traders in Each Category Total Traders: 33
. . . . 0 0 9 9 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 49,526
Positions
2,456 12,049 3 2,702 16,760 34 36,550 14,839 909 1,276 1,329 0 5,596 3,603
Changes from: September 13, 2016 Total Change is: -12,415
985 -5,963 -6,078 112 -342 -250 278 7,903 -6,877 -248 -815 0 -337 7
Percent of Open Interest Represented by Each Category of Trader
5.0 24.3 0.0 5.5 33.8 0.1 73.8 30.0 1.8 2.6 2.7 0.0 11.3 7.3
Number of Traders in Each Category Total Traders: 85
. . . 8 5 . 42 16 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 58,958
Positions
9,052 38,180 959 5,634 1,601 233 32,747 6,174 655 1,405 3,005 401 7,873 7,750
Changes from: September 13, 2016 Total Change is: -20,807
-1,554 -2,395 -13,576 -556 -203 80 -3,069 -1,972 -867 236 468 -664 -838 -1,679
Percent of Open Interest Represented by Each Category of Trader
15.4 64.8 1.6 9.6 2.7 0.4 55.5 10.5 1.1 2.4 5.1 0.7 13.4 13.1
Number of Traders in Each Category Total Traders: 118
13 22 4 6 4 . 39 12 7 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 117,915
Positions
18,103 76,360 1,917 11,268 3,202 465 65,493 12,348 1,311 2,810 6,010 802 15,745 15,500
Changes from: September 13, 2016 Total Change is: -41,614
-3,107 -4,790 -27,151 -1,112 -405 160 -6,138 -3,943 -1,735 473 937 -1,327 -1,677 -3,359
Percent of Open Interest Represented by Each Category of Trader
15.4 64.8 1.6 9.6 2.7 0.4 55.5 10.5 1.1 2.4 5.1 0.7 13.4 13.1
Number of Traders in Each Category Total Traders: 118
13 22 4 6 4 . 39 12 7 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 823,679
Positions
79,518 80,025 18,084 291,071 204,404 72,308 65,562 142,509 135,911 26,401 30,875 38,984 95,839 100,580
Changes from: September 13, 2016 Total Change is: -243,406
7,613 2,388 -99,555 6,168 -328 -18,486 -9,204 2,854 -84,472 -2,596 -5,678 -17,614 -25,259 -22,514
Percent of Open Interest Represented by Each Category of Trader
9.7 9.7 2.2 35.3 24.8 8.8 8.0 17.3 16.5 3.2 3.7 4.7 11.6 12.2
Number of Traders in Each Category Total Traders: 649
40 31 31 121 93 107 80 144 110 74 66 77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 113,030
Positions
9,349 8,321 6,011 16,106 17,150 6,782 3,663 6,699 27,372 2,863 2,379 8,067 32,816 30,249
Changes from: September 13, 2016 Total Change is: -83,935
-25,187 -27,490 -6,143 -4,831 -309 -1,262 -15,688 -22,920 -15,088 -4,141 928 -2,897 -8,697 -8,754
Percent of Open Interest Represented by Each Category of Trader
8.3 7.4 5.3 14.2 15.2 6.0 3.2 5.9 24.2 2.5 2.1 7.1 29.0 26.8
Number of Traders in Each Category Total Traders: 75
5 6 7 12 . 6 16 16 28 9 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 3,553,247
Positions
357,502 365,173 53,708 1,386,748 948,196 315,705 336,444 706,000 515,746 121,198 145,982 151,080 315,115 351,657
Changes from: September 13, 2016 Total Change is: -797,356
63,098 48,484 -366,155 62,843 7,752 -93,964 -102,821 -6,370 -211,682 -15,664 -56,424 -50,196 -82,813 -68,800
Percent of Open Interest Represented by Each Category of Trader
10.1 10.3 1.5 39.0 26.7 8.9 9.5 19.9 14.5 3.4 4.1 4.3 8.9 9.9
Number of Traders in Each Category Total Traders: 630
39 32 29 119 91 102 77 141 105 69 62 69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 81,076
Positions
1,718 29,438 442 39,464 42,836 3,305 23,654 1,906 134 0 459 0 12,359 2,556
Changes from: September 13, 2016 Total Change is: -4,671
260 516 -3,364 -1,141 616 -120 1,344 261 -1,849 0 209 0 199 -940
Percent of Open Interest Represented by Each Category of Trader
2.1 36.3 0.5 48.7 52.8 4.1 29.2 2.4 0.2 0.0 0.6 0.0 15.2 3.2
Number of Traders in Each Category Total Traders: 83
4 8 . 33 14 15 17 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 57,212
Positions
4,794 26,683 234 16,197 5,383 892 24,956 14,815 1,616 2,318 1,737 491 5,714 5,361
Changes from: September 13, 2016 Total Change is: -12,291
-1,654 3,470 -6,508 3,009 20 -3,803 1,338 -34 -3,667 38 -1,240 -677 -367 148
Percent of Open Interest Represented by Each Category of Trader
8.4 46.6 0.4 28.3 9.4 1.6 43.6 25.9 2.8 4.1 3.0 0.9 10.0 9.4
Number of Traders in Each Category Total Traders: 249
13 23 5 42 18 13 61 49 23 20 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 286,062
Positions
23,972 133,415 1,168 80,986 26,913 4,460 124,778 74,076 8,082 11,589 8,687 2,456 28,570 26,804
Changes from: September 13, 2016 Total Change is: -61,456
-8,272 17,351 -32,541 15,044 100 -19,017 6,692 -170 -18,333 192 -6,200 -3,387 -1,834 740
Percent of Open Interest Represented by Each Category of Trader
8.4 46.6 0.4 28.3 9.4 1.6 43.6 25.9 2.8 4.1 3.0 0.9 10.0 9.4
Number of Traders in Each Category Total Traders: 249
13 23 5 42 18 13 61 49 23 20 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 323,049
Positions
69,966 38,343 929 111,401 148,291 23,986 81,217 82,757 8,810 6,330 6,317 215 20,195 13,401
Changes from: September 13, 2016 Total Change is: -39,697
-7,750 3,534 -20,039 -3,012 -3,159 -2,883 -1,560 -4,484 -2,773 -727 -2,854 -24 -929 -7,015
Percent of Open Interest Represented by Each Category of Trader
21.7 11.9 0.3 34.5 45.9 7.4 25.1 25.6 2.7 2.0 2.0 0.1 6.3 4.1
Number of Traders in Each Category Total Traders: 255
14 18 . 57 44 28 50 48 22 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 33,242
Positions
728 23,945 117 17,072 588 72 2,571 1,328 0 6,020 2,256 0 6,662 4,936
Changes from: September 13, 2016 Total Change is: 441
0 621 0 691 0 11 59 -422 0 107 726 0 -427 -495
Percent of Open Interest Represented by Each Category of Trader
2.2 72.0 0.4 51.4 1.8 0.2 7.7 4.0 0.0 18.1 6.8 0.0 20.0 14.8
Number of Traders in Each Category Total Traders: 39
. 5 . 14 . . 5 4 0 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 45,054
Positions
13,897 3,972 1,680 11,449 10,075 579 7,068 6,705 678 866 1,116 0 8,837 20,249
Changes from: September 13, 2016 Total Change is: -5,662
1,535 -317 -9 1,484 956 -29 -8,801 706 65 6 -306 0 87 -6,728
Percent of Open Interest Represented by Each Category of Trader
30.8 8.8 3.7 25.4 22.4 1.3 15.7 14.9 1.5 1.9 2.5 0.0 19.6 44.9
Number of Traders in Each Category Total Traders: 66
17 7 4 10 6 4 11 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 209,171
Positions
10,313 114,327 246 134,213 60,802 16,814 33,195 8,898 2,513 3,509 1,488 0 8,368 4,083
Changes from: September 13, 2016 Total Change is: -49,536
-5,575 -20,691 -31,019 -3,212 9,673 -7,969 -19 644 -268 -513 32 -307 -654 369
Percent of Open Interest Represented by Each Category of Trader
4.9 54.7 0.1 64.2 29.1 8.0 15.9 4.3 1.2 1.7 0.7 0.0 4.0 2.0
Number of Traders in Each Category Total Traders: 116
7 9 . 42 22 20 17 10 7 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 814,269
Positions
39,177 583,058 2,448 432,761 91,729 74,588 191,030 26,865 8,277 44,552 15,991 1,258 20,178 10,055
Changes from: September 13, 2016 Total Change is: -132,245
-14,488 -40,126 -86,303 -13,221 12,657 -1,524 -4,225 -1,603 -5,946 37 -5,979 -180 -6,395 -3,241
Percent of Open Interest Represented by Each Category of Trader
4.8 71.6 0.3 53.1 11.3 9.2 23.5 3.3 1.0 5.5 2.0 0.2 2.5 1.2
Number of Traders in Each Category Total Traders: 309
22 22 6 104 36 46 51 22 14 37 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 693,140
Positions
22,966 31,762 26,656 173,211 154,298 132,088 61,173 76,206 81,624 9,312 27,082 13,166 172,946 150,259
Changes from: September 13, 2016 Total Change is: -6,087
4,733 -3,333 174 -1,139 5,281 -1,515 -5,831 5,594 -10,189 2,230 3,344 -1,284 6,735 -4,159
Percent of Open Interest Represented by Each Category of Trader
3.3 4.6 3.8 25.0 22.3 19.1 8.8 11.0 11.8 1.3 3.9 1.9 25.0 21.7
Number of Traders in Each Category Total Traders: 160
15 9 19 37 31 35 26 25 36 12 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 599,221
Positions
3,253 66,533 886 300,686 95,696 93,601 38,317 229,971 21,481 15,207 3,875 508 125,282 86,670
Changes from: September 13, 2016 Total Change is: -8,432
3,253 1,421 -173 -1,240 3,050 -1,366 -5,100 -3,717 -3,799 152 0 0 -159 -3,848
Percent of Open Interest Represented by Each Category of Trader
0.5 11.1 0.1 50.2 16.0 15.6 6.4 38.4 3.6 2.5 0.6 0.1 20.9 14.5
Number of Traders in Each Category Total Traders: 96
. 9 . 41 12 29 11 16 12 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 999,159
Positions
33,405 90,320 11,498 298,569 166,629 141,841 272,122 141,131 58,918 56,039 238,066 9,232 117,534 141,523
Changes from: September 13, 2016 Total Change is: 134
-21,560 5,557 873 -25,730 -10,642 18,875 15,095 -33,690 9,120 2,087 22,071 894 481 -12,923
Percent of Open Interest Represented by Each Category of Trader
3.3 9.0 1.2 29.9 16.7 14.2 27.2 14.1 5.9 5.6 23.8 0.9 11.8 14.2
Number of Traders in Each Category Total Traders: 249
12 33 15 52 34 46 45 30 39 16 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 3,237,619
Positions
122,416 186,629 173,340 836,159 908,614 504,000 528,588 542,877 248,209 383,084 143,357 77,837 363,987 452,757
Changes from: September 13, 2016 Total Change is: -81,682
545 23,529 5,975 -19,247 -20,873 6,106 -11,774 -28,419 -32,987 -28,007 -3,851 10,395 -12,688 -41,555
Percent of Open Interest Represented by Each Category of Trader
3.8 5.8 5.4 25.8 28.1 15.6 16.3 16.8 7.7 11.8 4.4 2.4 11.2 14.0
Number of Traders in Each Category Total Traders: 371
21 36 44 52 78 77 58 68 81 25 33 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 211,974
Positions
5,226 18,110 147 53,234 84,940 6,131 85,250 7,751 1,382 3,703 4,129 0 56,902 89,384
Changes from: September 13, 2016 Total Change is: 2,133
-605 6,769 -3,440 -6,382 2,250 153 16,034 -4,426 74 0 4,129 0 -3,701 -3,376
Percent of Open Interest Represented by Each Category of Trader
2.5 8.5 0.1 25.1 40.1 2.9 40.2 3.7 0.7 1.7 1.9 0.0 26.8 42.2
Number of Traders in Each Category Total Traders: 36
. . . 4 13 9 9 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 2,948,665
Positions
44,347 273,182 77,570 1,536,469 499,510 336,028 301,615 1,005,696 195,604 198,230 202,568 22,173 236,629 336,334
Changes from: September 13, 2016 Total Change is: -14,670
-19,158 -7,742 -12,143 -16,160 -46,210 43,450 7,751 48,024 -19,060 24,309 8,517 -1,612 -22,047 -27,894
Percent of Open Interest Represented by Each Category of Trader
1.5 9.3 2.6 52.1 16.9 11.4 10.2 34.1 6.6 6.7 6.9 0.8 8.0 11.4
Number of Traders in Each Category Total Traders: 306
6 36 21 59 46 50 47 60 64 17 35 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,140,203
Positions
410,192 218,832 281,094 13,832 24,978 16,221 85,983 242,020 214,199 39,916 25,176 57,504 21,262 60,179
Changes from: September 13, 2016 Total Change is: 91,789
30,129 30,467 16,367 155 8,203 -3,147 42,964 17,015 -3,053 -11,706 6,431 19,746 333 -241
Percent of Open Interest Represented by Each Category of Trader
36.0 19.2 24.7 1.2 2.2 1.4 7.5 21.2 18.8 3.5 2.2 5.0 1.9 5.3
Number of Traders in Each Category Total Traders: 167
19 38 43 . 6 . 21 53 40 8 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is18,222,529
Positions
3,756,328 1,141,540 3,404,792 330,421 1,764,332 601,360 512,582 1,096,057 7,165,599 631,800 858,165 1,027,721 791,927 1,162,963
Changes from: September 13, 2016 Total Change is:-1,619,877
52,830 -354,612 -270,796 -38,880 -55,521 -47,455 -40,969 98,750 -904,763 -93,964 247,001 -265,948 -9,930 -66,534
Percent of Open Interest Represented by Each Category of Trader
20.6 6.3 18.7 1.8 9.7 3.3 2.8 6.0 39.3 3.5 4.7 5.6 4.3 6.4
Number of Traders in Each Category Total Traders: 306
31 48 76 11 28 30 33 96 115 14 33 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 25,182
Positions
2,009 3,840 0 50 10,614 108 13,313 7,914 0 9,152 2,243 329 221 134
Changes from: September 13, 2016 Total Change is: -1,804
-2,943 596 -1 0 -50 0 1,237 -1,943 -27 314 -57 -236 -148 -86
Percent of Open Interest Represented by Each Category of Trader
8.0 15.2 0.0 0.2 42.1 0.4 52.9 31.4 0.0 36.3 8.9 1.3 0.9 0.5
Number of Traders in Each Category Total Traders: 46
4 7 0 . 11 . 7 7 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 22,059
Positions
3,084 2,682 0 327 6,842 357 16,512 7,414 0 1,582 4,545 136 61 83
Changes from: September 13, 2016 Total Change is: -16,939
-4,125 -16,985 0 0 -32 0 -12,870 -64 0 -26 71 84 -2 -13
Percent of Open Interest Represented by Each Category of Trader
14.0 12.2 0.0 1.5 31.0 1.6 74.9 33.6 0.0 7.2 20.6 0.6 0.3 0.4
Number of Traders in Each Category Total Traders: 28
. . 0 . . . 10 4 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 48,376
Positions
257 18,131 4 13,207 761 1,751 7,293 21,207 3,829 14,853 301 89 7,093 2,303
Changes from: September 13, 2016 Total Change is: -7,509
63 -2,023 -94 292 -883 7 -4,540 -1,796 -2,760 239 52 -3 -713 -8
Percent of Open Interest Represented by Each Category of Trader
0.5 37.5 0.0 27.3 1.6 3.6 15.1 43.8 7.9 30.7 0.6 0.2 14.7 4.8
Number of Traders in Each Category Total Traders: 117
. 5 . 7 . 5 30 24 16 38 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 471,105
Positions
120,294 15,039 42,214 65,402 33,516 49,113 53,886 181,839 87,856 6,479 7,446 19,021 26,840 35,061
Changes from: September 13, 2016 Total Change is: -7,012
-18,351 632 9,687 -14,719 -4,906 5,674 12,658 -14,576 3,908 -386 -4,904 -4,158 -1,325 1,631
Percent of Open Interest Represented by Each Category of Trader
25.5 3.2 9.0 13.9 7.1 10.4 11.4 38.6 18.6 1.4 1.6 4.0 5.7 7.4
Number of Traders in Each Category Total Traders: 203
18 12 25 10 18 13 34 72 58 18 12 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 21,937
Positions
962 2,910 0 10,390 141 0 3,138 13,753 4,217 3,067 863 0 163 53
Changes from: September 13, 2016 Total Change is: 990
52 36 0 -2,766 -55 -190 121 -1,273 3,827 1,250 -19 0 -1,304 -1,336
Percent of Open Interest Represented by Each Category of Trader
4.4 13.3 0.0 47.4 0.6 0.0 14.3 62.7 19.2 14.0 3.9 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 31
. . 0 6 . 0 8 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 23, 2016