Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 142,653
Positions
32,528 17,878 4,618 28,670 17,048 2,660 21,303 39,364 13,805 6,070 5,700 3,482 29,518 38,098
Changes from: October 25, 2016 Total Change is: 9,192
7,269 -314 367 -583 3,584 -66 229 4,830 907 1,224 -237 358 -514 -237
Percent of Open Interest Represented by Each Category of Trader
22.8 12.5 3.2 20.1 12.0 1.9 14.9 27.6 9.7 4.3 4.0 2.4 20.7 26.7
Number of Traders in Each Category Total Traders: 93
5 5 5 8 14 4 15 30 14 11 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 61,929
Positions
41,334 468 579 1,935 1,050 109 10,838 34,910 1,519 0 0 0 5,616 23,294
Changes from: October 25, 2016 Total Change is: -7,441
-5,224 3 280 458 -1,550 0 -2,774 -3,231 -103 0 0 0 -77 -2,840
Percent of Open Interest Represented by Each Category of Trader
66.7 0.8 0.9 3.1 1.7 0.2 17.5 56.4 2.5 0.0 0.0 0.0 9.1 37.6
Number of Traders in Each Category Total Traders: 45
8 . . . . . 13 18 10 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 320,487
Positions
162,363 6,064 16,618 12,047 64,533 5,281 38,024 122,783 41,860 7,596 13,903 4,687 32,011 44,758
Changes from: October 25, 2016 Total Change is: -875
-1,236 -1,185 828 -1,256 -764 181 1,167 679 -1,247 569 1,068 -132 250 -302
Percent of Open Interest Represented by Each Category of Trader
50.7 1.9 5.2 3.8 20.1 1.6 11.9 38.3 13.1 2.4 4.3 1.5 10.0 14.0
Number of Traders in Each Category Total Traders: 146
11 6 10 7 23 9 30 54 32 5 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 209,760
Positions
42,433 16,061 12,979 34,022 36,868 11,318 55,536 27,422 25,890 513 36,467 3,042 24,026 39,712
Changes from: October 25, 2016 Total Change is: 3,622
657 1,810 -311 2,499 1,735 -337 1,132 1,294 1,596 -875 72 -149 -590 -2,088
Percent of Open Interest Represented by Each Category of Trader
20.2 7.7 6.2 16.2 17.6 5.4 26.5 13.1 12.3 0.2 17.4 1.5 11.5 18.9
Number of Traders in Each Category Total Traders: 131
9 8 12 12 22 11 33 35 27 . 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 516,082
Positions
168,266 11,871 31,995 138,481 103,181 14,722 36,719 199,716 51,638 16,023 25,107 8,710 49,528 69,141
Changes from: October 25, 2016 Total Change is: -9,889
13,817 -1,355 -3,814 607 -3,318 -966 -12,358 -1,034 1,504 -1,269 445 -1,239 -6,171 -112
Percent of Open Interest Represented by Each Category of Trader
32.6 2.3 6.2 26.8 20.0 2.9 7.1 38.7 10.0 3.1 4.9 1.7 9.6 13.4
Number of Traders in Each Category Total Traders: 263
21 11 17 46 36 36 25 72 34 24 27 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 147,050
Positions
3,888 62,069 7,065 18,920 8,106 2,781 67,548 19,176 13,238 1,407 7,772 2,121 30,083 24,722
Changes from: October 25, 2016 Total Change is: 1,773
-966 2,344 893 -1,771 -24 -392 3,993 -1,506 365 464 -1,612 -354 -459 2,060
Percent of Open Interest Represented by Each Category of Trader
2.6 42.2 4.8 12.9 5.5 1.9 45.9 13.0 9.0 1.0 5.3 1.4 20.5 16.8
Number of Traders in Each Category Total Traders: 95
4 10 12 7 7 . 37 14 16 5 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 44,405
Positions
5,359 38,276 350 4,974 0 0 31,921 3,095 0 646 1,936 0 1,155 748
Changes from: October 25, 2016 Total Change is: -267
0 -285 0 496 0 0 -792 -125 0 6 50 0 23 93
Percent of Open Interest Represented by Each Category of Trader
12.1 86.2 0.8 11.2 0.0 0.0 71.9 7.0 0.0 1.5 4.4 0.0 2.6 1.7
Number of Traders in Each Category Total Traders: 28
. 7 . . 0 0 8 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 160,475
Positions
55,115 46,647 9 45,407 5,119 781 26,039 70,706 22,151 4,539 7,857 406 6,029 6,799
Changes from: October 25, 2016 Total Change is: 17,891
-5,520 17,960 3 20,153 -165 -432 4,230 -1,585 663 -306 881 -218 -683 783
Percent of Open Interest Represented by Each Category of Trader
34.3 29.1 0.0 28.3 3.2 0.5 16.2 44.1 13.8 2.8 4.9 0.3 3.8 4.2
Number of Traders in Each Category Total Traders: 150
5 9 . 14 7 . 33 51 19 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 39,101
Positions
744 23,540 6,240 5,528 0 0 22,391 6,571 156 647 1,075 0 3,395 1,519
Changes from: October 25, 2016 Total Change is: 8,058
0 2,274 6,240 -392 0 -95 1,187 -1,358 7 -591 275 0 1,702 715
Percent of Open Interest Represented by Each Category of Trader
1.9 60.2 16.0 14.1 0.0 0.0 57.3 16.8 0.4 1.7 2.7 0.0 8.7 3.9
Number of Traders in Each Category Total Traders: 31
. . . . 0 0 11 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 46,788
Positions
9,895 11,354 125 1,477 21,366 59 28,946 8,003 1,222 219 1,212 0 4,845 3,447
Changes from: October 25, 2016 Total Change is: -469
-693 -102 59 -929 -518 35 692 -232 242 -11 1 0 136 46
Percent of Open Interest Represented by Each Category of Trader
21.1 24.3 0.3 3.2 45.7 0.1 61.9 17.1 2.6 0.5 2.6 0.0 10.4 7.4
Number of Traders in Each Category Total Traders: 79
8 . . 8 4 . 35 15 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 59,228
Positions
10,277 32,428 895 6,007 1,786 126 30,746 10,496 1,662 1,092 3,187 466 7,958 8,183
Changes from: October 25, 2016 Total Change is: 730
1,194 -1,202 -74 -1,048 519 3 734 1,076 773 -257 -140 -170 -425 -53
Percent of Open Interest Represented by Each Category of Trader
17.4 54.8 1.5 10.1 3.0 0.2 51.9 17.7 2.8 1.8 5.4 0.8 13.4 13.8
Number of Traders in Each Category Total Traders: 121
16 19 . 8 5 4 35 19 9 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 118,455
Positions
20,553 64,856 1,789 12,013 3,572 251 61,493 20,992 3,323 2,184 6,375 932 15,917 16,365
Changes from: October 25, 2016 Total Change is: 1,460
2,387 -2,404 -149 -2,095 1,037 6 1,469 2,151 1,545 -513 -281 -341 -849 -105
Percent of Open Interest Represented by Each Category of Trader
17.4 54.8 1.5 10.1 3.0 0.2 51.9 17.7 2.8 1.8 5.4 0.8 13.4 13.8
Number of Traders in Each Category Total Traders: 121
16 19 . 8 5 4 35 19 9 5 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 880,438
Positions
83,800 70,370 34,186 270,526 216,277 68,488 78,234 136,358 154,502 24,178 28,833 44,577 121,947 126,847
Changes from: October 25, 2016 Total Change is: 28,742
-6,458 2,297 4,300 -18,289 -128 1,822 3,830 -15,578 25,927 2,399 -873 5,756 9,455 5,219
Percent of Open Interest Represented by Each Category of Trader
9.5 8.0 3.9 30.7 24.6 7.8 8.9 15.5 17.5 2.7 3.3 5.1 13.9 14.4
Number of Traders in Each Category Total Traders: 659
40 29 39 118 95 107 93 139 119 84 60 78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 143,739
Positions
22,655 11,541 5,249 19,849 18,238 4,884 9,392 5,265 36,086 2,895 171 8,863 33,866 53,441
Changes from: October 25, 2016 Total Change is: 8,009
220 522 693 999 -1,306 -519 581 -832 4,684 138 -106 621 592 4,252
Percent of Open Interest Represented by Each Category of Trader
15.8 8.0 3.7 13.8 12.7 3.4 6.5 3.7 25.1 2.0 0.1 6.2 23.6 37.2
Number of Traders in Each Category Total Traders: 73
7 6 8 10 5 5 16 12 27 14 . 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 3,683,497
Positions
368,635 357,053 81,775 1,263,724 1,000,534 307,682 396,361 707,614 539,929 107,019 143,911 177,968 440,405 367,032
Changes from: October 25, 2016 Total Change is: 103,663
-29,892 12,376 14,532 -96,438 5,889 11,703 19,234 -70,741 103,225 11,109 -4,030 25,873 44,317 4,836
Percent of Open Interest Represented by Each Category of Trader
10.0 9.7 2.2 34.3 27.2 8.4 10.8 19.2 14.7 2.9 3.9 4.8 12.0 10.0
Number of Traders in Each Category Total Traders: 638
39 30 36 117 91 102 92 135 114 75 59 72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 81,748
Positions
2,849 27,521 442 40,755 45,217 2,879 22,573 1,145 445 0 799 0 11,805 3,300
Changes from: October 25, 2016 Total Change is: -2,262
667 -4,181 0 -2,146 2,400 -650 35 -206 323 0 81 0 -491 -29
Percent of Open Interest Represented by Each Category of Trader
3.5 33.7 0.5 49.9 55.3 3.5 27.6 1.4 0.5 0.0 1.0 0.0 14.4 4.0
Number of Traders in Each Category Total Traders: 83
5 7 . 32 15 20 19 . 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 65,616
Positions
3,024 35,152 385 14,340 5,947 904 36,695 13,062 2,202 1,826 1,768 415 5,826 5,782
Changes from: October 25, 2016 Total Change is: 165
-337 482 50 -2,790 194 187 3,263 -583 434 11 -240 -64 -588 -295
Percent of Open Interest Represented by Each Category of Trader
4.6 53.6 0.6 21.9 9.1 1.4 55.9 19.9 3.4 2.8 2.7 0.6 8.9 8.8
Number of Traders in Each Category Total Traders: 251
11 26 9 46 15 11 61 54 26 17 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 328,082
Positions
15,121 175,759 1,923 71,699 29,735 4,519 183,475 65,311 11,010 9,128 8,842 2,076 29,132 28,908
Changes from: October 25, 2016 Total Change is: 827
-1,686 2,412 252 -13,948 970 935 16,314 -2,916 2,168 53 -1,200 -321 -2,940 -1,473
Percent of Open Interest Represented by Each Category of Trader
4.6 53.6 0.6 21.9 9.1 1.4 55.9 19.9 3.4 2.8 2.7 0.6 8.9 8.8
Number of Traders in Each Category Total Traders: 251
11 26 9 46 15 11 61 54 26 17 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 328,990
Positions
77,299 46,770 634 116,347 143,093 19,412 80,547 85,617 8,016 5,493 5,599 376 20,866 19,473
Changes from: October 25, 2016 Total Change is: -5,989
7,882 -8,385 131 -6,464 964 -1,346 -6,704 1,360 -516 -18 -1,224 163 882 2,863
Percent of Open Interest Represented by Each Category of Trader
23.5 14.2 0.2 35.4 43.5 5.9 24.5 26.0 2.4 1.7 1.7 0.1 6.3 5.9
Number of Traders in Each Category Total Traders: 267
16 17 . 58 45 29 51 57 25 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 36,267
Positions
1,023 27,754 117 15,779 550 234 5,408 1,337 0 4,990 1,869 0 8,716 4,406
Changes from: October 25, 2016 Total Change is: 1,566
92 2,524 0 33 -6 154 1,994 -162 -52 -500 -283 0 -155 -609
Percent of Open Interest Represented by Each Category of Trader
2.8 76.5 0.3 43.5 1.5 0.6 14.9 3.7 0.0 13.8 5.2 0.0 24.0 12.1
Number of Traders in Each Category Total Traders: 46
. 6 . 15 . . 10 4 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 60,584
Positions
17,267 13,354 2,220 13,472 17,165 2,289 15,658 13,374 366 530 1,982 0 8,782 9,834
Changes from: October 25, 2016 Total Change is: 3,701
3,202 -538 -770 1,635 2,971 -57 1,026 2,353 -2 -839 255 0 -494 -511
Percent of Open Interest Represented by Each Category of Trader
28.5 22.0 3.7 22.2 28.3 3.8 25.8 22.1 0.6 0.9 3.3 0.0 14.5 16.2
Number of Traders in Each Category Total Traders: 86
13 13 4 6 11 5 17 20 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 221,199
Positions
11,720 128,473 583 141,745 62,231 16,306 36,522 5,272 2,731 2,953 1,784 0 8,639 3,819
Changes from: October 25, 2016 Total Change is: -2,139
-694 3,192 543 1,005 360 -743 -3,029 -6,060 228 22 248 0 529 93
Percent of Open Interest Represented by Each Category of Trader
5.3 58.1 0.3 64.1 28.1 7.4 16.5 2.4 1.2 1.3 0.8 0.0 3.9 1.7
Number of Traders in Each Category Total Traders: 117
9 12 . 42 23 21 16 7 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 881,530
Positions
26,307 678,736 6,325 503,409 82,445 56,811 198,243 20,074 9,977 56,361 17,049 1,168 22,929 8,945
Changes from: October 25, 2016 Total Change is: -10,126
-3,130 -6,145 1,028 -4,192 3,539 -7,621 3,419 -2,727 1,210 -1,182 -193 -80 422 863
Percent of Open Interest Represented by Each Category of Trader
3.0 77.0 0.7 57.1 9.4 6.4 22.5 2.3 1.1 6.4 1.9 0.1 2.6 1.0
Number of Traders in Each Category Total Traders: 309
19 22 10 108 32 41 58 14 16 41 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 656,259
Positions
18,596 32,485 22,207 201,373 116,029 126,879 43,797 88,187 69,210 5,140 10,899 8,637 160,420 181,726
Changes from: October 25, 2016 Total Change is: 22,903
-677 2,764 5,105 4,367 -9,174 2,832 -9,585 -16,021 19,723 -1,699 -4,529 2,076 762 20,127
Percent of Open Interest Represented by Each Category of Trader
2.8 5.0 3.4 30.7 17.7 19.3 6.7 13.4 10.5 0.8 1.7 1.3 24.4 27.7
Number of Traders in Each Category Total Traders: 149
10 13 17 40 24 35 24 25 33 8 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 618,329
Positions
1,514 72,646 2,512 324,407 107,467 96,334 31,069 211,092 31,202 15,372 0 466 115,453 96,610
Changes from: October 25, 2016 Total Change is: -6,718
-3,108 -3,572 1,272 10,617 -8,101 -5,203 -11,203 -1,404 4,419 33 0 0 -3,545 5,870
Percent of Open Interest Represented by Each Category of Trader
0.2 11.7 0.4 52.5 17.4 15.6 5.0 34.1 5.0 2.5 0.0 0.1 18.7 15.6
Number of Traders in Each Category Total Traders: 96
. 9 4 43 11 30 13 15 18 4 0 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 1,283,493
Positions
51,115 67,318 12,003 339,955 288,821 145,114 445,840 167,497 106,987 58,651 330,194 7,392 116,435 158,168
Changes from: October 25, 2016 Total Change is: 14,054
8,512 -25,387 2,590 -3,111 -6,637 2,802 -35,056 13,980 28,317 1,766 2,393 -1,843 10,077 -2,162
Percent of Open Interest Represented by Each Category of Trader
4.0 5.2 0.9 26.5 22.5 11.3 34.7 13.1 8.3 4.6 25.7 0.6 9.1 12.3
Number of Traders in Each Category Total Traders: 249
16 23 12 54 35 45 51 26 36 19 25 9
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Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 3,373,059
Positions
166,375 227,831 138,130 928,840 943,644 473,647 529,635 582,991 280,592 431,017 141,587 60,622 364,202 524,016
Changes from: October 25, 2016 Total Change is: 118,347
-9,645 -6,665 32,035 31,650 52,898 411 2,832 -34,611 43,105 2,164 -659 7,649 8,147 24,184
Percent of Open Interest Represented by Each Category of Trader
4.9 6.8 4.1 27.5 28.0 14.0 15.7 17.3 8.3 12.8 4.2 1.8 10.8 15.5
Number of Traders in Each Category Total Traders: 368
22 41 48 55 76 80 52 67 84 22 33 27
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Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 259,583
Positions
6,857 24,836 225 38,073 102,860 8,609 125,948 11,453 4,783 7,216 8,629 0 67,872 98,188
Changes from: October 25, 2016 Total Change is: 21,883
2,256 -1,482 -50 -303 6,904 2,446 16,942 -4 778 1,613 2,500 0 -1,798 10,791
Percent of Open Interest Represented by Each Category of Trader
2.6 9.6 0.1 14.7 39.6 3.3 48.5 4.4 1.8 2.8 3.3 0.0 26.1 37.8
Number of Traders in Each Category Total Traders: 48
. 6 . 5 15 12 13 . 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 2,919,758
Positions
62,702 289,935 78,954 1,599,409 416,432 316,648 256,353 1,091,673 151,259 173,742 203,452 13,852 266,839 357,554
Changes from: October 25, 2016 Total Change is: 34,363
14,705 11,349 12,725 24,539 -20,766 -3,417 -42,313 23,739 19,797 -5,314 1,088 111 13,530 -10,263
Percent of Open Interest Represented by Each Category of Trader
2.1 9.9 2.7 54.8 14.3 10.8 8.8 37.4 5.2 6.0 7.0 0.5 9.1 12.2
Number of Traders in Each Category Total Traders: 286
10 31 23 62 41 58 42 54 57 16 30 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 905,282
Positions
286,910 145,262 239,785 0 26,736 22,596 53,144 230,976 159,166 91,310 5,325 26,015 26,356 49,421
Changes from: October 25, 2016 Total Change is: -284,201
-49,998 -30,339 -96,356 0 -9,618 -2,017 -82,662 -10,608 -65,422 44,516 -31,837 -39,274 7,011 1,270
Percent of Open Interest Represented by Each Category of Trader
31.7 16.0 26.5 0.0 3.0 2.5 5.9 25.5 17.6 10.1 0.6 2.9 2.9 5.5
Number of Traders in Each Category Total Traders: 144
24 36 46 0 7 . 19 37 37 12 7 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 is19,298,089
Positions
4,202,843 1,039,955 3,851,940 218,151 1,684,486 682,757 319,493 1,475,054 7,453,831 718,860 797,879 1,104,073 746,141 1,208,115
Changes from: October 25, 2016 Total Change is: 107,712
42,067 -66,435 148,889 -71,702 -51,163 40,874 -99,377 53,129 28,695 18,000 -72,034 8,998 -8,733 16,758
Percent of Open Interest Represented by Each Category of Trader
21.8 5.4 20.0 1.1 8.7 3.5 1.7 7.6 38.6 3.7 4.1 5.7 3.9 6.3
Number of Traders in Each Category Total Traders: 314
33 49 79 11 30 35 39 95 115 14 32 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,658
Positions
3,866 4,091 0 131 14,120 109 16,542 9,992 0 10,824 2,975 113 73 258
Changes from: October 25, 2016 Total Change is: 2,564
1,394 1,379 0 0 176 0 829 960 0 516 119 -61 -114 -9
Percent of Open Interest Represented by Each Category of Trader
12.2 12.9 0.0 0.4 44.6 0.3 52.3 31.6 0.0 34.2 9.4 0.4 0.2 0.8
Number of Traders in Each Category Total Traders: 45
4 7 0 . 12 . 5 8 0 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 38,825
Positions
4,538 17,836 0 285 6,489 476 32,043 9,208 0 1,295 4,613 136 52 67
Changes from: October 25, 2016 Total Change is: 9,407
678 9,484 0 -4 -47 4 8,568 -16 0 132 0 0 29 -18
Percent of Open Interest Represented by Each Category of Trader
11.7 45.9 0.0 0.7 16.7 1.2 82.5 23.7 0.0 3.3 11.9 0.4 0.1 0.2
Number of Traders in Each Category Total Traders: 35
4 5 0 . . . 11 5 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 86,405
Positions
541 51,660 3 25,209 0 1,243 29,395 26,493 3,626 18,036 893 154 8,198 2,334
Changes from: October 25, 2016 Total Change is: -936
128 1,783 0 1,115 0 53 331 -1,526 -185 -2,563 -734 -62 246 -266
Percent of Open Interest Represented by Each Category of Trader
0.6 59.8 0.0 29.2 0.0 1.4 34.0 30.7 4.2 20.9 1.0 0.2 9.5 2.7
Number of Traders in Each Category Total Traders: 141
4 . . 16 0 4 51 19 19 36 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 428,792
Positions
117,430 15,659 21,265 102,950 43,484 34,477 35,048 188,272 68,946 5,360 9,504 18,303 25,013 28,882
Changes from: October 25, 2016 Total Change is: -7,978
-7,840 -8,363 3,521 -15,481 -3,080 3,780 -857 -10,458 545 -265 -1,399 3,853 4,766 3,623
Percent of Open Interest Represented by Each Category of Trader
27.4 3.7 5.0 24.0 10.1 8.0 8.2 43.9 16.1 1.3 2.2 4.3 5.8 6.7
Number of Traders in Each Category Total Traders: 210
16 12 20 18 18 13 32 67 47 18 16 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 1, 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 17,683
Positions
613 2,910 0 11,566 208 0 2,887 14,100 404 2,099 0 0 114 61
Changes from: October 25, 2016 Total Change is: 762
463 0 0 518 0 0 -104 699 35 -174 0 0 24 28
Percent of Open Interest Represented by Each Category of Trader
3.5 16.5 0.0 65.4 1.2 0.0 16.3 79.7 2.3 11.9 0.0 0.0 0.6 0.3
Number of Traders in Each Category Total Traders: 37
. . 0 8 . 0 11 8 . 5 0 0
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Updated November 4, 2016