Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 114,055
Positions
12,761 16,789 4,672 32,550 9,980 2,654 12,652 30,973 11,502 5,312 4,113 2,279 29,673 31,092
Changes from: October 11, 2016 Total Change is: -6,752
-2,630 -1,315 1,296 -7,101 536 858 -1,172 -3,579 919 -865 -1,162 301 1,643 -4,606
Percent of Open Interest Represented by Each Category of Trader
11.2 14.7 4.1 28.5 8.8 2.3 11.1 27.2 10.1 4.7 3.6 2.0 26.0 27.3
Number of Traders in Each Category Total Traders: 85
5 5 7 8 11 5 14 27 11 8 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 65,107
Positions
40,718 441 300 1,477 2,686 109 13,417 34,974 2,153 0 0 0 6,932 24,444
Changes from: October 11, 2016 Total Change is: 7,695
6,660 441 64 -6 -20 0 -275 5,307 879 0 0 0 372 1,024
Percent of Open Interest Represented by Each Category of Trader
62.5 0.7 0.5 2.3 4.1 0.2 20.6 53.7 3.3 0.0 0.0 0.0 10.6 37.5
Number of Traders in Each Category Total Traders: 47
8 . . . 4 . 9 23 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 305,055
Positions
156,561 7,124 14,542 14,580 66,950 4,814 34,141 114,634 38,051 4,401 12,286 4,122 33,842 42,533
Changes from: October 11, 2016 Total Change is: -1,325
1,671 67 -416 -1,166 1,576 1,660 2,489 -2,347 -4,680 -1,269 1,124 277 109 1,415
Percent of Open Interest Represented by Each Category of Trader
51.3 2.3 4.8 4.8 21.9 1.6 11.2 37.6 12.5 1.4 4.0 1.4 11.1 13.9
Number of Traders in Each Category Total Traders: 149
12 8 10 8 24 7 26 58 28 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 198,115
Positions
38,639 13,828 12,689 31,195 35,084 11,121 50,572 26,251 21,305 1,632 36,571 3,647 27,314 37,618
Changes from: October 11, 2016 Total Change is: 10,999
14,477 1,281 1,976 460 -2,448 2,747 -8,883 -15 1,541 -1,260 4,386 -101 43 1,632
Percent of Open Interest Represented by Each Category of Trader
19.5 7.0 6.4 15.7 17.7 5.6 25.5 13.3 10.8 0.8 18.5 1.8 13.8 19.0
Number of Traders in Each Category Total Traders: 124
9 7 11 11 23 12 28 30 22 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 478,817
Positions
126,691 10,912 31,021 151,710 105,983 15,711 31,532 171,081 44,880 18,207 24,144 9,110 49,955 65,974
Changes from: October 11, 2016 Total Change is: 40,063
22,933 -767 2,650 5,493 3,231 1,356 3,145 30,025 4,348 -339 -438 237 241 -579
Percent of Open Interest Represented by Each Category of Trader
26.5 2.3 6.5 31.7 22.1 3.3 6.6 35.7 9.4 3.8 5.0 1.9 10.4 13.8
Number of Traders in Each Category Total Traders: 251
22 8 18 45 35 35 27 61 29 29 22 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 30,454
Positions
784 25,027 0 16,882 430 1,027 1,817 448 0 0 0 0 9,944 3,522
Changes from: October 11, 2016 Total Change is: 267
0 674 0 -544 430 56 136 -716 0 0 0 0 619 -177
Percent of Open Interest Represented by Each Category of Trader
2.6 82.2 0.0 55.4 1.4 3.4 6.0 1.5 0.0 0.0 0.0 0.0 32.7 11.6
Number of Traders in Each Category Total Traders: 21
. 5 0 10 . 6 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 142,484
Positions
4,880 57,779 5,937 21,770 8,124 2,915 60,752 20,083 12,291 997 9,473 2,598 30,345 23,284
Changes from: October 11, 2016 Total Change is: 11,423
804 7,067 1,322 -1,066 2,222 -239 8,433 -2,482 733 190 2,345 -928 2,172 1,383
Percent of Open Interest Represented by Each Category of Trader
3.4 40.6 4.2 15.3 5.7 2.0 42.6 14.1 8.6 0.7 6.6 1.8 21.3 16.3
Number of Traders in Each Category Total Traders: 97
. 11 11 7 9 4 40 14 13 . 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 44,687
Positions
5,659 38,200 350 3,921 0 0 32,907 3,766 0 633 1,786 0 1,217 585
Changes from: October 11, 2016 Total Change is: -331
-1,650 297 0 7 0 0 1,577 -530 0 -286 0 0 21 -98
Percent of Open Interest Represented by Each Category of Trader
12.7 85.5 0.8 8.8 0.0 0.0 73.6 8.4 0.0 1.4 4.0 0.0 2.7 1.3
Number of Traders in Each Category Total Traders: 31
. 7 . . 0 0 11 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 132,707
Positions
74,252 26,296 1 25,399 5,414 1,348 18,836 82,978 3,315 2,656 6,071 872 6,029 6,413
Changes from: October 11, 2016 Total Change is: -5,245
-24 429 0 -2,918 614 0 -3,901 -7,258 103 -377 262 625 1,247 -20
Percent of Open Interest Represented by Each Category of Trader
56.0 19.8 0.0 19.1 4.1 1.0 14.2 62.5 2.5 2.0 4.6 0.7 4.5 4.8
Number of Traders in Each Category Total Traders: 146
8 8 . 13 10 . 31 50 11 12 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 28,702
Positions
744 21,460 0 5,638 0 0 19,385 4,876 148 609 900 345 1,833 973
Changes from: October 11, 2016 Total Change is: -127
0 0 0 7 -63 -41 -579 -94 1 379 20 0 106 50
Percent of Open Interest Represented by Each Category of Trader
2.6 74.8 0.0 19.6 0.0 0.0 67.5 17.0 0.5 2.1 3.1 1.2 6.4 3.4
Number of Traders in Each Category Total Traders: 32
. . 0 4 0 0 11 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 47,413
Positions
10,313 11,464 4 2,650 21,884 99 28,135 7,883 923 352 1,296 0 4,937 3,860
Changes from: October 11, 2016 Total Change is: 289
3,876 10 1 649 -27 75 -2,864 -10 -197 -810 218 0 -441 219
Percent of Open Interest Represented by Each Category of Trader
21.8 24.2 0.0 5.6 46.2 0.2 59.3 16.6 1.9 0.7 2.7 0.0 10.4 8.1
Number of Traders in Each Category Total Traders: 85
7 4 . 9 4 . 38 15 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 59,810
Positions
9,119 36,536 1,033 7,086 1,347 169 31,803 8,198 771 1,341 3,000 571 7,918 8,186
Changes from: October 11, 2016 Total Change is: -1,930
-473 -405 11 120 -581 10 -379 -561 -851 679 97 107 -1,154 242
Percent of Open Interest Represented by Each Category of Trader
15.2 61.1 1.7 11.8 2.3 0.3 53.2 13.7 1.3 2.2 5.0 1.0 13.2 13.7
Number of Traders in Each Category Total Traders: 117
13 22 4 9 . 5 37 15 9 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 119,619
Positions
18,237 73,072 2,065 14,171 2,694 338 63,605 16,395 1,542 2,683 5,999 1,142 15,836 16,371
Changes from: October 11, 2016 Total Change is: -3,860
-945 -810 21 239 -1,161 20 -757 -1,122 -1,702 1,357 195 215 -2,309 484
Percent of Open Interest Represented by Each Category of Trader
15.2 61.1 1.7 11.8 2.3 0.3 53.2 13.7 1.3 2.2 5.0 1.0 13.2 13.7
Number of Traders in Each Category Total Traders: 117
13 22 4 9 . 5 37 15 9 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 852,492
Positions
79,821 72,833 26,566 284,437 213,966 66,553 70,031 142,030 144,082 25,519 29,415 41,535 113,948 115,511
Changes from: October 11, 2016 Total Change is: -1,994
-6,324 7,548 949 6,322 9,405 -3,120 710 -15,523 4,669 886 -2,067 -564 -5,523 -3,292
Percent of Open Interest Represented by Each Category of Trader
9.4 8.5 3.1 33.4 25.1 7.8 8.2 16.7 16.9 3.0 3.5 4.9 13.4 13.5
Number of Traders in Each Category Total Traders: 659
40 30 38 113 94 103 81 148 127 80 71 78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 130,166
Positions
14,986 10,389 4,844 18,807 18,892 4,728 9,313 3,847 33,765 2,615 408 8,403 32,705 44,889
Changes from: October 11, 2016 Total Change is: -120
-2,667 609 45 1,976 375 -352 -378 -2,908 3,610 1,450 108 -42 -3,761 -1,564
Percent of Open Interest Represented by Each Category of Trader
11.5 8.0 3.7 14.4 14.5 3.6 7.2 3.0 25.9 2.0 0.3 6.5 25.1 34.5
Number of Traders in Each Category Total Traders: 76
7 6 8 10 5 5 15 14 29 12 5 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 3,611,632
Positions
363,306 351,348 69,479 1,338,487 985,707 298,789 345,929 733,252 509,248 115,034 145,552 165,145 406,215 353,112
Changes from: October 11, 2016 Total Change is: -9,372
-15,055 37,926 1,293 21,892 45,309 -13,998 2,051 -66,462 8,684 -2,587 -10,640 -2,843 -8,810 -8,641
Percent of Open Interest Represented by Each Category of Trader
10.1 9.7 1.9 37.1 27.3 8.3 9.6 20.3 14.1 3.2 4.0 4.6 11.2 9.8
Number of Traders in Each Category Total Traders: 634
38 31 34 112 90 98 77 145 120 73 67 71
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 84,328
Positions
1,875 31,187 442 42,399 43,027 3,509 23,556 2,091 153 0 769 0 12,394 3,150
Changes from: October 11, 2016 Total Change is: 1,470
-946 1,798 0 1,278 -731 872 -993 219 -478 0 310 0 1,737 -520
Percent of Open Interest Represented by Each Category of Trader
2.2 37.0 0.5 50.3 51.0 4.2 27.9 2.5 0.2 0.0 0.9 0.0 14.7 3.7
Number of Traders in Each Category Total Traders: 81
4 8 . 30 13 16 19 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 63,246
Positions
4,271 31,457 285 17,139 5,715 750 30,304 15,342 1,755 2,047 1,921 537 6,158 5,484
Changes from: October 11, 2016 Total Change is: 1,565
114 1,398 -9 3,184 -269 -410 649 1,271 -171 458 130 44 -2,295 -420
Percent of Open Interest Represented by Each Category of Trader
6.8 49.7 0.5 27.1 9.0 1.2 47.9 24.3 2.8 3.2 3.0 0.8 9.7 8.7
Number of Traders in Each Category Total Traders: 255
14 23 7 46 13 10 72 47 23 15 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 316,229
Positions
21,354 157,285 1,426 85,697 28,576 3,749 151,520 76,710 8,774 10,233 9,605 2,687 30,789 27,418
Changes from: October 11, 2016 Total Change is: 7,824
569 6,991 -44 15,920 -1,344 -2,048 3,244 6,354 -856 2,292 651 222 -11,474 -2,102
Percent of Open Interest Represented by Each Category of Trader
6.8 49.7 0.5 27.1 9.0 1.2 47.9 24.3 2.8 3.2 3.0 0.8 9.7 8.7
Number of Traders in Each Category Total Traders: 255
14 23 7 46 13 10 72 47 23 15 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 333,970
Positions
68,907 55,606 538 121,224 143,085 22,973 85,240 82,185 7,652 6,093 6,263 201 21,142 15,466
Changes from: October 11, 2016 Total Change is: -2,330
-970 938 -426 2,483 -798 682 -4,931 -1,412 -863 136 361 18 1,541 -830
Percent of Open Interest Represented by Each Category of Trader
20.6 16.6 0.2 36.3 42.8 6.9 25.5 24.6 2.3 1.8 1.9 0.1 6.3 4.6
Number of Traders in Each Category Total Traders: 251
14 17 . 58 42 30 52 43 24 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 33,116
Positions
939 24,049 117 15,849 556 77 3,571 1,378 0 5,250 2,251 0 7,313 4,688
Changes from: October 11, 2016 Total Change is: 254
131 -347 0 -10 0 -233 152 563 0 1,639 298 0 -1,425 -27
Percent of Open Interest Represented by Each Category of Trader
2.8 72.6 0.4 47.9 1.7 0.2 10.8 4.2 0.0 15.9 6.8 0.0 22.1 14.2
Number of Traders in Each Category Total Traders: 41
. 5 . 15 . . 8 4 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 54,100
Positions
13,924 8,753 3,030 10,206 13,563 2,201 14,849 8,430 126 752 2,092 0 9,012 15,905
Changes from: October 11, 2016 Total Change is: 3,384
572 -203 9 948 590 -179 891 886 -247 222 434 0 1,168 2,094
Percent of Open Interest Represented by Each Category of Trader
25.7 16.2 5.6 18.9 25.1 4.1 27.4 15.6 0.2 1.4 3.9 0.0 16.7 29.4
Number of Traders in Each Category Total Traders: 79
13 13 4 6 8 5 18 14 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 220,426
Positions
12,312 124,772 54 137,741 62,967 17,228 38,725 7,341 2,595 2,930 1,281 0 8,841 4,188
Changes from: October 11, 2016 Total Change is: -2,169
-530 -3,456 -17 -2,223 64 1,140 -596 -1,017 -48 27 522 0 78 643
Percent of Open Interest Represented by Each Category of Trader
5.6 56.6 0.0 62.5 28.6 7.8 17.6 3.3 1.2 1.3 0.6 0.0 4.0 1.9
Number of Traders in Each Category Total Traders: 119
9 10 . 44 24 23 18 8 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 902,709
Positions
30,083 687,155 5,053 514,561 81,234 66,308 196,302 28,628 8,740 56,641 16,650 1,227 23,794 7,714
Changes from: October 11, 2016 Total Change is: 4,820
526 19,322 -518 5,834 1,260 5,352 -7,551 -18,730 -28 -1,200 -370 0 2,405 -1,468
Percent of Open Interest Represented by Each Category of Trader
3.3 76.1 0.6 57.0 9.0 7.3 21.7 3.2 1.0 6.3 1.8 0.1 2.6 0.9
Number of Traders in Each Category Total Traders: 312
22 20 8 110 32 47 55 16 15 41 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 678,242
Positions
22,428 20,194 27,117 191,922 128,001 127,580 48,546 110,557 80,267 7,182 12,183 11,780 161,421 160,563
Changes from: October 11, 2016 Total Change is: -22,287
2,040 -5,047 1,310 5,955 -11,940 -339 -17,500 3,268 -3,486 -2,854 -15,629 3,360 -10,773 6,216
Percent of Open Interest Represented by Each Category of Trader
3.3 3.0 4.0 28.3 18.9 18.8 7.2 16.3 11.8 1.1 1.8 1.7 23.8 23.7
Number of Traders in Each Category Total Traders: 168
14 11 18 41 26 37 30 29 39 12 5 9
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 617,188
Positions
7,573 74,517 799 318,282 110,841 99,268 39,958 223,278 18,978 15,200 3,875 521 116,609 85,112
Changes from: October 11, 2016 Total Change is: 6,261
5,074 732 155 4,428 19,591 -2,767 200 -9,875 1,760 -84 0 13 -2,519 -3,349
Percent of Open Interest Represented by Each Category of Trader
1.2 12.1 0.1 51.6 18.0 16.1 6.5 36.2 3.1 2.5 0.6 0.1 18.9 13.8
Number of Traders in Each Category Total Traders: 102
. 8 . 43 14 33 13 16 12 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 1,327,427
Positions
53,499 68,505 11,673 325,092 309,724 150,679 503,567 171,306 104,910 58,820 345,531 9,019 110,169 156,080
Changes from: October 11, 2016 Total Change is: 27,832
-30,290 6,079 399 15,310 20,503 -4,613 53,355 -6,408 10,155 -2,262 4,637 -6,297 -7,925 3,378
Percent of Open Interest Represented by Each Category of Trader
4.0 5.2 0.9 24.5 23.3 11.4 37.9 12.9 7.9 4.4 26.0 0.7 8.3 11.8
Number of Traders in Each Category Total Traders: 258
18 27 14 49 41 44 46 31 35 18 28 10
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 3,316,190
Positions
143,110 223,604 142,845 897,717 860,894 483,543 515,044 630,701 274,519 446,700 132,884 65,194 347,518 502,006
Changes from: October 11, 2016 Total Change is: 4,267
-15,365 42,907 11,676 15,317 -51,441 7,627 20,024 -2,089 -11,699 1,046 -4,583 -4,373 -19,987 16,241
Percent of Open Interest Represented by Each Category of Trader
4.3 6.7 4.3 27.1 26.0 14.6 15.5 19.0 8.3 13.5 4.0 2.0 10.5 15.1
Number of Traders in Each Category Total Traders: 387
23 37 45 58 80 85 66 68 86 23 32 27
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 233,773
Positions
6,230 26,891 287 41,845 96,786 7,634 102,908 11,476 3,365 5,603 4,129 0 65,901 83,205
Changes from: October 11, 2016 Total Change is: 8,746
523 3,738 269 2,354 9,441 3,141 -3,701 -2,243 1,705 1,300 0 0 3,155 -7,305
Percent of Open Interest Represented by Each Category of Trader
2.7 11.5 0.1 17.9 41.4 3.3 44.0 4.9 1.4 2.4 1.8 0.0 28.2 35.6
Number of Traders in Each Category Total Traders: 41
. 6 . 6 13 10 10 . 4 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 2,899,085
Positions
45,093 295,241 87,902 1,606,120 450,474 313,962 265,051 1,040,547 139,951 176,630 199,806 15,594 248,782 355,609
Changes from: October 11, 2016 Total Change is: -28,338
-1,445 27,724 -4,317 -12,485 -43,960 -2,154 33,551 13,028 -3,035 -32,448 -2,224 -4,219 -1,787 -9,181
Percent of Open Interest Represented by Each Category of Trader
1.6 10.2 3.0 55.4 15.5 10.8 9.1 35.9 4.8 6.1 6.9 0.5 8.6 12.3
Number of Traders in Each Category Total Traders: 300
10 40 25 59 41 57 42 59 61 17 32 14
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 1,135,860
Positions
328,424 184,454 309,731 0 26,469 24,591 127,441 224,465 218,288 47,408 37,047 61,782 18,195 49,033
Changes from: October 11, 2016 Total Change is: 12,169
-3,117 12,757 16,315 0 -4,815 1,062 3,619 -4,863 -4,062 -452 -3,070 455 -1,652 -1,611
Percent of Open Interest Represented by Each Category of Trader
28.9 16.2 27.3 0.0 2.3 2.2 11.2 19.8 19.2 4.2 3.3 5.4 1.6 4.3
Number of Traders in Each Category Total Traders: 163
22 40 46 0 8 . 24 45 45 13 9 11
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 is18,558,547
Positions
4,144,089 1,045,638 3,563,044 301,466 1,768,357 664,478 345,827 1,450,180 7,022,567 770,756 844,014 1,004,344 741,976 1,195,924
Changes from: October 11, 2016 Total Change is: -728,093
60,033 33,351 -25,540 -41,197 -42,399 -11,775 -65,851 156,313 -633,589 58,385 -99,651 -108,683 40,125 3,880
Percent of Open Interest Represented by Each Category of Trader
22.3 5.6 19.2 1.6 9.5 3.6 1.9 7.8 37.8 4.2 4.5 5.4 4.0 6.4
Number of Traders in Each Category Total Traders: 314
34 47 78 13 29 35 39 94 119 13 32 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 28,043
Positions
2,145 3,575 0 131 12,368 109 15,168 8,843 0 10,147 2,820 165 178 163
Changes from: October 11, 2016 Total Change is: 1,459
-57 467 0 59 930 0 1,294 154 0 194 -40 -71 40 19
Percent of Open Interest Represented by Each Category of Trader
7.6 12.7 0.0 0.5 44.1 0.4 54.1 31.5 0.0 36.2 10.1 0.6 0.6 0.6
Number of Traders in Each Category Total Traders: 45
4 6 0 . 11 . 7 7 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 27,640
Positions
3,171 6,350 0 289 6,922 472 22,204 9,080 0 1,339 4,613 136 29 67
Changes from: October 11, 2016 Total Change is: -648
-1,269 -437 0 -53 -314 49 643 44 0 15 68 0 -33 -58
Percent of Open Interest Represented by Each Category of Trader
11.5 23.0 0.0 1.0 25.0 1.7 80.3 32.9 0.0 4.8 16.7 0.5 0.1 0.2
Number of Traders in Each Category Total Traders: 35
. 6 0 . . . 11 6 0 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 80,405
Positions
470 44,239 3 22,110 0 1,023 26,234 28,396 3,534 18,444 971 144 8,443 2,095
Changes from: October 11, 2016 Total Change is: 10,251
61 10,915 1 3,115 -355 536 3,809 -1,049 2 2,349 507 4 374 -310
Percent of Open Interest Represented by Each Category of Trader
0.6 55.0 0.0 27.5 0.0 1.3 32.6 35.3 4.4 22.9 1.2 0.2 10.5 2.6
Number of Traders in Each Category Total Traders: 143
. 4 . 15 0 4 52 20 17 39 7 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 473,819
Positions
109,814 24,264 36,551 86,463 43,222 41,347 61,358 185,747 89,577 8,951 7,502 20,131 19,627 25,478
Changes from: October 11, 2016 Total Change is: -18,213
-4,291 1,917 -3,890 -30,172 -1,593 7,599 15,589 -19,507 5,417 25 534 -459 -8,031 -8,231
Percent of Open Interest Represented by Each Category of Trader
23.2 5.1 7.7 18.2 9.1 8.7 12.9 39.2 18.9 1.9 1.6 4.2 4.1 5.4
Number of Traders in Each Category Total Traders: 221
15 13 24 14 19 12 37 72 57 18 19 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 18, 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 18,522
Positions
0 3,335 0 12,447 96 190 2,663 14,495 369 2,694 0 0 159 37
Changes from: October 11, 2016 Total Change is: -3,330
-53 -516 0 -3,164 0 -219 90 -2,622 0 6 0 0 10 27
Percent of Open Interest Represented by Each Category of Trader
0.0 18.0 0.0 67.2 0.5 1.0 14.4 78.3 2.0 14.5 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 35
0 . 0 9 . . 10 7 . 6 0 0
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Updated October 21, 2016