Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 133,461
Positions
25,258 18,192 4,250 29,253 13,464 2,726 21,073 34,534 12,898 4,846 5,937 3,124 30,032 38,335
Changes from: October 18, 2016 Total Change is: 19,406
12,497 1,403 -422 -3,297 3,484 72 8,421 3,561 1,396 -466 1,824 845 359 7,242
Percent of Open Interest Represented by Each Category of Trader
18.9 13.6 3.2 21.9 10.1 2.0 15.8 25.9 9.7 3.6 4.4 2.3 22.5 28.7
Number of Traders in Each Category Total Traders: 89
5 5 6 9 11 5 13 31 12 8 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 69,370
Positions
46,558 465 299 1,477 2,600 109 13,612 38,141 1,622 0 0 0 5,692 26,133
Changes from: October 18, 2016 Total Change is: 4,263
5,840 24 -1 0 -86 0 195 3,167 -531 0 0 0 -1,240 1,690
Percent of Open Interest Represented by Each Category of Trader
67.1 0.7 0.4 2.1 3.7 0.2 19.6 55.0 2.3 0.0 0.0 0.0 8.2 37.7
Number of Traders in Each Category Total Traders: 50
10 . . . 4 . 10 23 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 321,362
Positions
163,598 7,248 15,790 13,303 65,297 5,100 36,856 122,104 43,108 7,027 12,836 4,819 31,761 45,060
Changes from: October 18, 2016 Total Change is: 16,307
7,037 125 1,248 -1,277 -1,653 286 2,715 7,470 5,057 2,626 550 696 -2,081 2,527
Percent of Open Interest Represented by Each Category of Trader
50.9 2.3 4.9 4.1 20.3 1.6 11.5 38.0 13.4 2.2 4.0 1.5 9.9 14.0
Number of Traders in Each Category Total Traders: 150
12 7 10 8 24 9 30 55 34 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 206,138
Positions
41,775 14,251 13,291 31,523 35,133 11,656 54,404 26,127 24,295 1,388 36,395 3,190 24,616 41,800
Changes from: October 18, 2016 Total Change is: 8,023
3,136 422 602 328 49 534 3,832 -123 2,989 -244 -176 -457 -2,697 4,182
Percent of Open Interest Represented by Each Category of Trader
20.3 6.9 6.4 15.3 17.0 5.7 26.4 12.7 11.8 0.7 17.7 1.5 11.9 20.3
Number of Traders in Each Category Total Traders: 125
11 6 12 12 21 11 27 33 22 . 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 525,971
Positions
154,449 13,227 35,809 137,875 106,498 15,688 49,077 200,751 50,134 17,292 24,662 9,949 55,699 69,253
Changes from: October 18, 2016 Total Change is: 47,154
27,758 2,314 4,788 -13,836 516 -23 17,546 29,669 5,254 -915 518 839 5,743 3,279
Percent of Open Interest Represented by Each Category of Trader
29.4 2.5 6.8 26.2 20.2 3.0 9.3 38.2 9.5 3.3 4.7 1.9 10.6 13.2
Number of Traders in Each Category Total Traders: 257
20 12 17 45 36 36 30 64 33 25 23 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 145,277
Positions
4,853 59,725 6,172 20,691 8,131 3,173 63,555 20,682 12,873 943 9,383 2,475 30,541 22,662
Changes from: October 18, 2016 Total Change is: 2,793
-27 1,945 235 -1,079 7 259 2,803 599 582 -53 -90 -123 197 -622
Percent of Open Interest Represented by Each Category of Trader
3.3 41.1 4.2 14.2 5.6 2.2 43.7 14.2 8.9 0.6 6.5 1.7 21.0 15.6
Number of Traders in Each Category Total Traders: 99
. 11 12 7 8 4 39 16 16 . 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 44,672
Positions
5,359 38,561 350 4,478 0 0 32,713 3,220 0 640 1,886 0 1,132 655
Changes from: October 18, 2016 Total Change is: -15
-300 361 0 557 0 0 -194 -546 0 7 100 0 -85 70
Percent of Open Interest Represented by Each Category of Trader
12.0 86.3 0.8 10.0 0.0 0.0 73.2 7.2 0.0 1.4 4.2 0.0 2.5 1.5
Number of Traders in Each Category Total Traders: 28
. 7 . . 0 0 8 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 142,584
Positions
60,635 28,687 5 25,254 5,284 1,213 21,808 72,291 21,488 4,845 6,976 623 6,712 6,016
Changes from: October 18, 2016 Total Change is: 9,877
-13,617 2,392 4 -145 -130 -135 2,973 -10,687 18,173 2,189 906 -248 683 -397
Percent of Open Interest Represented by Each Category of Trader
42.5 20.1 0.0 17.7 3.7 0.9 15.3 50.7 15.1 3.4 4.9 0.4 4.7 4.2
Number of Traders in Each Category Total Traders: 146
5 9 . 15 9 . 32 45 14 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 31,043
Positions
744 21,266 0 5,920 0 95 21,204 7,929 149 1,238 800 0 1,693 804
Changes from: October 18, 2016 Total Change is: 2,341
0 -194 0 282 0 95 1,819 3,053 1 629 -100 -345 -140 -169
Percent of Open Interest Represented by Each Category of Trader
2.4 68.5 0.0 19.1 0.0 0.3 68.3 25.5 0.5 4.0 2.6 0.0 5.5 2.6
Number of Traders in Each Category Total Traders: 37
. . 0 6 0 . 12 10 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 47,257
Positions
10,588 11,456 66 2,406 21,884 24 28,254 8,235 980 230 1,211 0 4,709 3,401
Changes from: October 18, 2016 Total Change is: -156
275 -8 62 -244 0 -75 119 352 57 -122 -85 0 -228 -459
Percent of Open Interest Represented by Each Category of Trader
22.4 24.2 0.1 5.1 46.3 0.1 59.8 17.4 2.1 0.5 2.6 0.0 10.0 7.2
Number of Traders in Each Category Total Traders: 82
7 4 . 7 4 . 36 18 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 58,498
Positions
9,083 33,630 969 7,054 1,268 123 30,012 9,420 889 1,349 3,328 636 8,383 8,235
Changes from: October 18, 2016 Total Change is: -1,312
-36 -2,906 -64 -32 -80 -47 -1,791 1,223 118 7 328 65 465 50
Percent of Open Interest Represented by Each Category of Trader
15.5 57.5 1.7 12.1 2.2 0.2 51.3 16.1 1.5 2.3 5.7 1.1 14.3 14.1
Number of Traders in Each Category Total Traders: 118
13 22 . 7 . . 35 17 7 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 116,995
Positions
18,166 67,259 1,938 14,108 2,535 245 60,024 18,841 1,778 2,697 6,656 1,273 16,766 16,470
Changes from: October 18, 2016 Total Change is: -2,624
-71 -5,812 -127 -63 -159 -93 -3,581 2,445 236 14 656 131 930 99
Percent of Open Interest Represented by Each Category of Trader
15.5 57.5 1.7 12.1 2.2 0.2 51.3 16.1 1.5 2.3 5.7 1.1 14.3 14.1
Number of Traders in Each Category Total Traders: 118
13 22 . 7 . . 35 17 7 6 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 851,697
Positions
90,258 68,073 29,886 288,815 216,406 66,666 74,404 151,936 128,575 21,779 29,706 38,821 112,491 121,628
Changes from: October 18, 2016 Total Change is: -796
10,437 -4,761 3,320 4,378 2,439 113 4,372 9,905 -15,507 -3,739 290 -2,714 -1,456 6,117
Percent of Open Interest Represented by Each Category of Trader
10.6 8.0 3.5 33.9 25.4 7.8 8.7 17.8 15.1 2.6 3.5 4.6 13.2 14.3
Number of Traders in Each Category Total Traders: 662
40 31 40 120 93 104 80 146 115 77 74 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 135,730
Positions
22,435 11,019 4,556 18,850 19,544 5,403 8,811 6,097 31,402 2,757 277 8,243 33,274 49,189
Changes from: October 18, 2016 Total Change is: 5,564
7,449 630 -288 43 652 675 -502 2,250 -2,363 142 -131 -160 569 4,301
Percent of Open Interest Represented by Each Category of Trader
16.5 8.1 3.4 13.9 14.4 4.0 6.5 4.5 23.1 2.0 0.2 6.1 24.5 36.2
Number of Traders in Each Category Total Traders: 78
8 6 8 10 5 5 17 13 28 13 5 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 3,579,834
Positions
398,527 344,677 67,243 1,360,162 994,645 295,979 377,127 778,355 436,704 95,910 147,941 152,095 396,088 362,196
Changes from: October 18, 2016 Total Change is: -31,798
35,222 -6,671 -2,236 21,675 8,937 -2,810 31,198 45,103 -72,544 -19,124 2,389 -13,050 -10,127 9,084
Percent of Open Interest Represented by Each Category of Trader
11.1 9.6 1.9 38.0 27.8 8.3 10.5 21.7 12.2 2.7 4.1 4.2 11.1 10.1
Number of Traders in Each Category Total Traders: 637
38 33 37 119 89 99 77 142 108 69 70 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 84,010
Positions
2,182 31,702 442 42,901 42,817 3,529 22,538 1,351 122 0 718 0 12,296 3,329
Changes from: October 18, 2016 Total Change is: -318
307 515 0 502 -210 20 -1,018 -740 -31 0 -51 0 -98 179
Percent of Open Interest Represented by Each Category of Trader
2.6 37.7 0.5 51.1 51.0 4.2 26.8 1.6 0.1 0.0 0.9 0.0 14.6 4.0
Number of Traders in Each Category Total Traders: 81
4 9 . 31 13 17 18 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 65,451
Positions
3,361 34,669 334 17,129 5,753 717 33,432 13,645 1,768 1,815 2,008 479 6,414 6,076
Changes from: October 18, 2016 Total Change is: 2,205
-909 3,212 49 -10 38 -33 3,128 -1,697 14 -232 87 -58 257 593
Percent of Open Interest Represented by Each Category of Trader
5.1 53.0 0.5 26.2 8.8 1.1 51.1 20.8 2.7 2.8 3.1 0.7 9.8 9.3
Number of Traders in Each Category Total Traders: 248
12 23 9 48 14 11 68 45 24 15 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 327,255
Positions
16,807 173,347 1,671 85,647 28,765 3,584 167,161 68,227 8,842 9,074 10,042 2,396 32,072 30,380
Changes from: October 18, 2016 Total Change is: 11,026
-4,547 16,062 245 -50 189 -165 15,641 -8,483 68 -1,159 437 -290 1,283 2,963
Percent of Open Interest Represented by Each Category of Trader
5.1 53.0 0.5 26.2 8.8 1.1 51.1 20.8 2.7 2.8 3.1 0.7 9.8 9.3
Number of Traders in Each Category Total Traders: 248
12 23 9 48 14 11 68 45 24 15 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 334,979
Positions
69,417 55,155 503 122,811 142,129 20,758 87,251 84,257 8,532 5,511 6,823 212 19,984 16,609
Changes from: October 18, 2016 Total Change is: 1,009
510 -451 -35 1,587 -956 -2,215 2,011 2,072 881 -582 560 11 -1,158 1,143
Percent of Open Interest Represented by Each Category of Trader
20.7 16.5 0.2 36.7 42.4 6.2 26.0 25.2 2.5 1.6 2.0 0.1 6.0 5.0
Number of Traders in Each Category Total Traders: 257
14 17 . 58 42 29 53 48 24 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 34,701
Positions
931 25,230 117 15,746 556 80 3,414 1,499 52 5,490 2,152 0 8,871 5,015
Changes from: October 18, 2016 Total Change is: 1,585
-8 1,181 0 -103 0 3 -157 121 52 240 -99 0 1,558 327
Percent of Open Interest Represented by Each Category of Trader
2.7 72.7 0.3 45.4 1.6 0.2 9.8 4.3 0.1 15.8 6.2 0.0 25.6 14.5
Number of Traders in Each Category Total Traders: 42
. 5 . 15 . . 7 4 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 56,883
Positions
14,065 13,892 2,990 11,837 14,194 2,346 14,632 11,021 368 1,369 1,727 0 9,276 10,345
Changes from: October 18, 2016 Total Change is: 2,783
141 5,139 -40 1,631 631 145 -217 2,591 242 617 -365 0 264 -5,560
Percent of Open Interest Represented by Each Category of Trader
24.7 24.4 5.3 20.8 25.0 4.1 25.7 19.4 0.6 2.4 3.0 0.0 16.3 18.2
Number of Traders in Each Category Total Traders: 92
12 18 4 7 11 5 16 20 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 223,338
Positions
12,414 125,281 40 140,740 61,871 17,049 39,551 11,332 2,503 2,931 1,536 0 8,110 3,726
Changes from: October 18, 2016 Total Change is: 2,912
102 509 -14 2,999 -1,096 -179 826 3,991 -92 1 255 0 -731 -462
Percent of Open Interest Represented by Each Category of Trader
5.6 56.1 0.0 63.0 27.7 7.6 17.7 5.1 1.1 1.3 0.7 0.0 3.6 1.7
Number of Traders in Each Category Total Traders: 119
10 11 . 43 23 22 16 9 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 891,656
Positions
29,437 684,881 5,297 507,601 78,906 64,432 194,824 22,801 8,767 57,543 17,242 1,248 22,507 8,082
Changes from: October 18, 2016 Total Change is: -11,053
-646 -2,274 244 -6,960 -2,328 -1,876 -1,478 -5,827 27 902 592 21 -1,287 368
Percent of Open Interest Represented by Each Category of Trader
3.3 76.8 0.6 56.9 8.8 7.2 21.8 2.6 1.0 6.5 1.9 0.1 2.5 0.9
Number of Traders in Each Category Total Traders: 311
22 21 7 108 31 42 57 15 14 41 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 633,356
Positions
19,273 29,721 17,103 197,007 125,203 124,048 53,382 104,208 49,487 6,839 15,428 6,560 159,657 161,599
Changes from: October 18, 2016 Total Change is: -44,886
-3,155 9,527 -10,014 5,085 -2,798 -3,532 4,836 -6,349 -30,780 -343 3,245 -5,219 -1,763 1,036
Percent of Open Interest Represented by Each Category of Trader
3.0 4.7 2.7 31.1 19.8 19.6 8.4 16.5 7.8 1.1 2.4 1.0 25.2 25.5
Number of Traders in Each Category Total Traders: 153
9 13 14 42 24 35 27 25 31 7 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 625,047
Positions
4,622 76,217 1,240 313,790 115,568 101,537 42,272 212,496 26,783 15,339 0 466 118,999 90,740
Changes from: October 18, 2016 Total Change is: 7,859
-2,951 1,701 441 -4,492 4,727 2,269 2,314 -10,782 7,805 139 -3,875 -55 2,389 5,628
Percent of Open Interest Represented by Each Category of Trader
0.7 12.2 0.2 50.2 18.5 16.2 6.8 34.0 4.3 2.5 0.0 0.1 19.0 14.5
Number of Traders in Each Category Total Traders: 100
. 8 . 43 14 33 13 16 17 4 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,269,439
Positions
42,603 92,704 9,413 343,067 295,457 142,313 480,896 153,517 78,670 56,886 327,800 9,234 106,358 160,330
Changes from: October 18, 2016 Total Change is: -57,988
-10,896 24,199 -2,261 17,975 -14,266 -8,366 -22,671 -17,789 -26,240 -1,934 -17,730 216 -3,810 4,250
Percent of Open Interest Represented by Each Category of Trader
3.4 7.3 0.7 27.0 23.3 11.2 37.9 12.1 6.2 4.5 25.8 0.7 8.4 12.6
Number of Traders in Each Category Total Traders: 253
14 28 12 52 39 47 47 29 37 17 27 10
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,254,712
Positions
176,020 234,496 106,095 897,190 890,747 473,236 526,803 617,602 237,487 428,854 142,246 52,972 356,055 499,832
Changes from: October 18, 2016 Total Change is: -61,478
32,910 10,892 -36,750 -526 29,853 -10,307 11,759 -13,099 -37,032 -17,846 9,361 -12,222 8,537 -2,175
Percent of Open Interest Represented by Each Category of Trader
5.4 7.2 3.3 27.6 27.4 14.5 16.2 19.0 7.3 13.2 4.4 1.6 10.9 15.4
Number of Traders in Each Category Total Traders: 366
20 41 45 57 78 82 61 57 77 18 34 25
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 237,700
Positions
4,601 26,318 275 38,376 95,956 6,163 109,006 11,457 4,005 5,603 6,129 0 69,671 87,397
Changes from: October 18, 2016 Total Change is: 3,927
-1,629 -573 -12 -3,469 -830 -1,471 6,099 -19 639 0 2,000 0 3,770 4,193
Percent of Open Interest Represented by Each Category of Trader
1.9 11.1 0.1 16.1 40.4 2.6 45.9 4.8 1.7 2.4 2.6 0.0 29.3 36.8
Number of Traders in Each Category Total Traders: 42
. 5 . 5 14 10 11 . 4 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 2,885,395
Positions
47,997 278,586 66,230 1,574,870 437,198 320,065 298,666 1,067,934 131,462 179,056 202,364 13,740 253,309 367,817
Changes from: October 18, 2016 Total Change is: -13,690
2,904 -16,655 -21,672 -31,251 -13,276 6,103 33,615 27,388 -8,489 2,426 2,558 -1,854 4,527 12,208
Percent of Open Interest Represented by Each Category of Trader
1.7 9.7 2.3 54.6 15.2 11.1 10.4 37.0 4.6 6.2 7.0 0.5 8.8 12.7
Number of Traders in Each Category Total Traders: 291
7 35 23 59 41 57 41 60 55 16 32 15
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 1,189,483
Positions
336,908 175,601 336,141 0 36,354 24,613 135,806 241,584 224,588 46,794 37,162 65,289 19,344 48,151
Changes from: October 18, 2016 Total Change is: 53,623
8,484 -8,853 26,411 0 9,885 22 8,365 17,119 6,300 -614 115 3,507 1,150 -882
Percent of Open Interest Represented by Each Category of Trader
28.3 14.8 28.3 0.0 3.1 2.1 11.4 20.3 18.9 3.9 3.1 5.5 1.6 4.0
Number of Traders in Each Category Total Traders: 167
23 39 45 0 8 . 26 44 44 13 11 14
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 is19,190,377
Positions
4,160,776 1,106,389 3,703,051 289,853 1,735,648 641,883 418,870 1,421,925 7,425,136 700,860 869,913 1,095,075 754,874 1,191,357
Changes from: October 18, 2016 Total Change is: 631,830
16,687 60,752 140,007 -11,613 -32,709 -22,595 73,042 -28,255 402,569 -69,896 25,898 90,730 12,898 -4,567
Percent of Open Interest Represented by Each Category of Trader
21.7 5.8 19.3 1.5 9.0 3.3 2.2 7.4 38.7 3.7 4.5 5.7 3.9 6.2
Number of Traders in Each Category Total Traders: 314
34 48 78 13 29 35 45 88 116 15 29 34
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,094
Positions
2,472 2,712 0 131 13,944 109 15,713 9,032 0 10,308 2,856 174 187 267
Changes from: October 18, 2016 Total Change is: 1,051
327 -863 0 0 1,576 0 545 189 0 161 36 9 9 104
Percent of Open Interest Represented by Each Category of Trader
8.5 9.3 0.0 0.5 47.9 0.4 54.0 31.0 0.0 35.4 9.8 0.6 0.6 0.9
Number of Traders in Each Category Total Traders: 44
4 6 0 . 12 . 4 8 0 4 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 29,418
Positions
3,860 8,352 0 289 6,536 472 23,475 9,224 0 1,163 4,613 136 23 85
Changes from: October 18, 2016 Total Change is: 1,778
689 2,002 0 0 -386 0 1,271 144 0 -176 0 0 -6 18
Percent of Open Interest Represented by Each Category of Trader
13.1 28.4 0.0 1.0 22.2 1.6 79.8 31.4 0.0 4.0 15.7 0.5 0.1 0.3
Number of Traders in Each Category Total Traders: 36
4 5 0 . . . 11 6 0 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 87,341
Positions
413 49,877 2 24,094 0 1,190 29,064 28,019 3,811 20,599 1,626 216 7,951 2,600
Changes from: October 18, 2016 Total Change is: 6,936
-57 5,638 -1 1,984 0 167 2,830 -377 277 2,155 655 72 -492 504
Percent of Open Interest Represented by Each Category of Trader
0.5 57.1 0.0 27.6 0.0 1.4 33.3 32.1 4.4 23.6 1.9 0.2 9.1 3.0
Number of Traders in Each Category Total Traders: 151
. . . 16 0 4 53 19 19 43 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 436,770
Positions
125,270 24,022 17,744 118,431 46,564 30,697 35,905 198,730 68,401 5,625 10,903 14,450 20,247 25,259
Changes from: October 18, 2016 Total Change is: -37,049
15,456 -242 -18,807 31,968 3,342 -10,650 -25,453 12,983 -21,176 -3,326 3,401 -5,681 620 -219
Percent of Open Interest Represented by Each Category of Trader
28.7 5.5 4.1 27.1 10.7 7.0 8.2 45.5 15.7 1.3 2.5 3.3 4.6 5.8
Number of Traders in Each Category Total Traders: 225
15 12 19 20 20 15 32 73 50 16 22 20
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Traders in Financial Futures - Options and Futures Combined Positions as of October 25, 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 16,921
Positions
150 2,910 0 11,048 208 0 2,991 13,401 369 2,273 0 0 90 33
Changes from: October 18, 2016 Total Change is: -1,601
150 -425 0 -1,399 112 -190 328 -1,094 0 -421 0 0 -69 -4
Percent of Open Interest Represented by Each Category of Trader
0.9 17.2 0.0 65.3 1.2 0.0 17.7 79.2 2.2 13.4 0.0 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 8 . 0 11 6 . 6 0 0
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Updated October 28, 2016