Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 137,240
Positions
39,671 18,046 5,851 26,502 13,477 1,222 17,308 44,935 10,007 6,018 4,510 3,101 27,560 36,092
Changes from: November 1, 2016 Total Change is: -5,413
7,143 168 1,233 -2,167 -3,571 -1,438 -3,994 5,571 -3,798 -53 -1,191 -381 -1,958 -2,005
Percent of Open Interest Represented by Each Category of Trader
28.9 13.1 4.3 19.3 9.8 0.9 12.6 32.7 7.3 4.4 3.3 2.3 20.1 26.3
Number of Traders in Each Category Total Traders: 94
7 6 6 8 14 5 15 29 16 11 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 56,027
Positions
34,525 3,302 562 2,027 885 0 8,277 30,933 1,831 0 0 0 8,805 18,514
Changes from: November 1, 2016 Total Change is: -5,902
-6,809 2,833 -17 92 -165 -109 -2,561 -3,977 312 0 0 0 3,189 -4,779
Percent of Open Interest Represented by Each Category of Trader
61.6 5.9 1.0 3.6 1.6 0.0 14.8 55.2 3.3 0.0 0.0 0.0 15.7 33.0
Number of Traders in Each Category Total Traders: 45
7 . . . . 0 10 20 11 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 286,943
Positions
161,518 6,274 9,962 9,621 65,685 3,550 36,761 118,585 27,569 5,361 11,462 3,338 29,262 40,518
Changes from: November 1, 2016 Total Change is: -33,544
-844 210 -6,656 -2,426 1,152 -1,731 -1,263 -4,198 -14,291 -2,235 -2,441 -1,349 -2,749 -4,240
Percent of Open Interest Represented by Each Category of Trader
56.3 2.2 3.5 3.4 22.9 1.2 12.8 41.3 9.6 1.9 4.0 1.2 10.2 14.1
Number of Traders in Each Category Total Traders: 136
12 8 11 6 24 9 27 48 26 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 201,398
Positions
45,991 16,416 11,549 37,773 38,184 8,096 49,938 29,119 21,751 537 36,496 3,140 22,622 36,646
Changes from: November 1, 2016 Total Change is: -8,362
3,558 355 -1,430 3,751 1,316 -3,222 -5,598 1,697 -4,139 24 29 98 -1,405 -3,067
Percent of Open Interest Represented by Each Category of Trader
22.8 8.2 5.7 18.8 19.0 4.0 24.8 14.5 10.8 0.3 18.1 1.6 11.2 18.2
Number of Traders in Each Category Total Traders: 128
11 7 11 14 20 10 28 35 21 . 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 477,706
Positions
145,672 25,328 30,098 140,414 98,469 13,609 37,446 178,874 36,590 18,350 24,105 7,590 47,937 63,043
Changes from: November 1, 2016 Total Change is: -38,376
-22,594 13,457 -1,897 1,932 -4,712 -1,113 726 -20,843 -15,048 2,328 -1,002 -1,120 -1,590 -6,098
Percent of Open Interest Represented by Each Category of Trader
30.5 5.3 6.3 29.4 20.6 2.8 7.8 37.4 7.7 3.8 5.0 1.6 10.0 13.2
Number of Traders in Each Category Total Traders: 255
21 12 18 44 36 39 26 64 34 24 27 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 157,494
Positions
4,074 67,842 5,703 22,080 11,858 1,242 76,245 22,445 12,123 1,487 9,841 1,753 32,787 24,688
Changes from: November 1, 2016 Total Change is: 10,444
186 5,773 -1,362 3,160 3,751 -1,539 8,697 3,268 -1,115 80 2,070 -369 2,705 -34
Percent of Open Interest Represented by Each Category of Trader
2.6 43.1 3.6 14.0 7.5 0.8 48.4 14.3 7.7 0.9 6.2 1.1 20.8 15.7
Number of Traders in Each Category Total Traders: 104
. 13 12 10 9 4 39 14 15 5 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 43,345
Positions
5,359 37,309 395 5,132 0 0 30,655 2,953 0 610 1,936 0 1,194 752
Changes from: November 1, 2016 Total Change is: -1,060
0 -967 45 158 0 0 -1,266 -142 0 -36 0 0 39 4
Percent of Open Interest Represented by Each Category of Trader
12.4 86.1 0.9 11.8 0.0 0.0 70.7 6.8 0.0 1.4 4.5 0.0 2.8 1.7
Number of Traders in Each Category Total Traders: 29
. 7 . . 0 0 9 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 152,423
Positions
57,681 47,210 0 44,533 7,206 68 16,609 62,313 22,291 4,638 6,693 522 6,080 6,120
Changes from: November 1, 2016 Total Change is: -8,052
2,566 563 -8 -874 2,087 -713 -9,430 -8,392 140 100 -1,165 116 51 -679
Percent of Open Interest Represented by Each Category of Trader
37.8 31.0 0.0 29.2 4.7 0.0 10.9 40.9 14.6 3.0 4.4 0.3 4.0 4.0
Number of Traders in Each Category Total Traders: 142
7 8 . 13 9 . 31 46 20 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 30,044
Positions
0 25,377 0 5,574 0 0 21,821 2,733 156 704 1,015 0 1,789 763
Changes from: November 1, 2016 Total Change is: -9,057
-744 1,837 -6,240 46 0 0 -570 -3,838 0 57 -60 0 -1,606 -756
Percent of Open Interest Represented by Each Category of Trader
0.0 84.5 0.0 18.6 0.0 0.0 72.6 9.1 0.5 2.3 3.4 0.0 6.0 2.5
Number of Traders in Each Category Total Traders: 29
0 . 0 . 0 0 12 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 52,113
Positions
6,044 11,659 104 685 25,056 59 37,935 8,054 1,001 286 1,970 0 5,999 4,210
Changes from: November 1, 2016 Total Change is: 5,325
-3,851 305 -21 -792 3,690 0 8,989 51 -221 67 758 0 1,154 763
Percent of Open Interest Represented by Each Category of Trader
11.6 22.4 0.2 1.3 48.1 0.1 72.8 15.5 1.9 0.5 3.8 0.0 11.5 8.1
Number of Traders in Each Category Total Traders: 79
8 4 . 4 5 . 36 13 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 59,288
Positions
9,283 28,699 778 6,694 1,056 215 32,478 14,171 658 1,063 3,625 526 7,594 9,561
Changes from: November 1, 2016 Total Change is: 60
-994 -3,729 -117 688 -731 89 1,731 3,675 -1,003 -29 437 60 -364 1,378
Percent of Open Interest Represented by Each Category of Trader
15.7 48.4 1.3 11.3 1.8 0.4 54.8 23.9 1.1 1.8 6.1 0.9 12.8 16.1
Number of Traders in Each Category Total Traders: 120
12 21 4 9 . 4 37 17 7 5 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 118,575
Positions
18,565 57,398 1,556 13,388 2,111 429 64,955 28,343 1,316 2,126 7,249 1,052 15,188 19,122
Changes from: November 1, 2016 Total Change is: 120
-1,988 -7,458 -234 1,375 -1,461 178 3,463 7,351 -2,007 -58 875 120 -728 2,756
Percent of Open Interest Represented by Each Category of Trader
15.7 48.4 1.3 11.3 1.8 0.4 54.8 23.9 1.1 1.8 6.1 0.9 12.8 16.1
Number of Traders in Each Category Total Traders: 120
12 21 4 9 . 4 37 17 7 5 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 894,693
Positions
72,460 72,819 35,676 265,532 219,298 70,174 86,413 117,588 179,108 22,772 30,921 45,246 117,312 123,863
Changes from: November 1, 2016 Total Change is: 14,255
-11,340 2,449 1,490 -4,995 3,020 1,686 8,180 -18,770 24,606 -1,407 2,089 669 -4,634 -2,984
Percent of Open Interest Represented by Each Category of Trader
8.1 8.1 4.0 29.7 24.5 7.8 9.7 13.1 20.0 2.5 3.5 5.1 13.1 13.8
Number of Traders in Each Category Total Traders: 684
36 36 43 119 103 106 99 135 123 76 79 87
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 158,137
Positions
20,443 13,411 6,491 19,748 19,563 5,936 12,983 5,516 43,571 3,315 360 9,791 35,860 53,499
Changes from: November 1, 2016 Total Change is: 14,398
-2,212 1,870 1,242 -101 1,325 1,052 3,591 250 7,485 420 189 927 1,994 58
Percent of Open Interest Represented by Each Category of Trader
12.9 8.5 4.1 12.5 12.4 3.8 8.2 3.5 27.6 2.1 0.2 6.2 22.7 33.8
Number of Traders in Each Category Total Traders: 76
8 7 8 10 5 5 19 12 29 8 6 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 3,682,780
Positions
315,055 352,007 90,960 1,239,745 1,009,503 310,363 433,988 627,199 610,848 98,183 153,705 176,377 407,261 351,819
Changes from: November 1, 2016 Total Change is: -717
-53,579 -5,046 9,185 -23,978 8,970 2,681 37,627 -80,415 70,920 -8,836 9,795 -1,592 -33,144 -15,213
Percent of Open Interest Represented by Each Category of Trader
8.6 9.6 2.5 33.7 27.4 8.4 11.8 17.0 16.6 2.7 4.2 4.8 11.1 9.6
Number of Traders in Each Category Total Traders: 666
35 37 40 117 100 101 97 132 117 74 74 82
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 77,098
Positions
5,585 23,998 442 35,451 45,263 2,740 21,579 1,145 143 0 519 0 11,158 2,848
Changes from: November 1, 2016 Total Change is: -4,650
2,736 -3,523 0 -5,304 46 -139 -994 0 -302 0 -280 0 -647 -452
Percent of Open Interest Represented by Each Category of Trader
7.2 31.1 0.6 46.0 58.7 3.6 28.0 1.5 0.2 0.0 0.7 0.0 14.5 3.7
Number of Traders in Each Category Total Traders: 79
6 7 . 31 15 19 16 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 62,893
Positions
2,774 31,534 410 13,088 6,457 1,161 34,386 12,716 3,467 1,621 1,687 403 5,584 5,059
Changes from: November 1, 2016 Total Change is: -2,723
-251 -3,618 25 -1,251 510 258 -2,309 -346 1,265 -205 -82 -12 -242 -723
Percent of Open Interest Represented by Each Category of Trader
4.4 50.1 0.7 20.8 10.3 1.8 54.7 20.2 5.5 2.6 2.7 0.6 8.9 8.0
Number of Traders in Each Category Total Traders: 234
12 25 9 45 17 11 59 44 24 12 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 314,465
Positions
13,868 157,668 2,049 65,442 32,285 5,807 171,928 63,581 17,333 8,103 8,434 2,014 27,921 25,293
Changes from: November 1, 2016 Total Change is: -13,617
-1,253 -18,090 126 -6,257 2,550 1,288 -11,546 -1,730 6,323 -1,024 -408 -62 -1,212 -3,614
Percent of Open Interest Represented by Each Category of Trader
4.4 50.1 0.7 20.8 10.3 1.8 54.7 20.2 5.5 2.6 2.7 0.6 8.9 8.0
Number of Traders in Each Category Total Traders: 234
12 25 9 45 17 11 59 44 24 12 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 316,564
Positions
83,167 42,300 447 110,816 143,279 20,871 70,750 82,415 5,618 5,581 5,745 280 19,034 15,609
Changes from: November 1, 2016 Total Change is: -12,426
5,868 -4,470 -187 -5,531 186 1,459 -9,797 -3,202 -2,398 88 146 -96 -1,832 -3,864
Percent of Open Interest Represented by Each Category of Trader
26.3 13.4 0.1 35.0 45.3 6.6 22.3 26.0 1.8 1.8 1.8 0.1 6.0 4.9
Number of Traders in Each Category Total Traders: 257
17 16 . 56 45 30 44 56 24 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 34,948
Positions
892 27,338 117 15,381 550 74 4,601 1,084 0 4,740 1,673 0 9,143 4,112
Changes from: November 1, 2016 Total Change is: -1,319
-131 -416 0 -398 0 -160 -807 -253 0 -250 -196 0 427 -294
Percent of Open Interest Represented by Each Category of Trader
2.6 78.2 0.3 44.0 1.6 0.2 13.2 3.1 0.0 13.6 4.8 0.0 26.2 11.8
Number of Traders in Each Category Total Traders: 43
. 6 . 14 . . 9 . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 60,718
Positions
17,344 12,551 2,283 13,724 21,798 2,332 13,528 10,724 1,184 1,101 3,008 0 9,222 6,838
Changes from: November 1, 2016 Total Change is: 134
77 -803 63 252 4,633 43 -2,130 -2,650 818 571 1,026 0 440 -2,996
Percent of Open Interest Represented by Each Category of Trader
28.6 20.7 3.8 22.6 35.9 3.8 22.3 17.7 1.9 1.8 5.0 0.0 15.2 11.3
Number of Traders in Each Category Total Traders: 93
14 14 4 7 11 5 23 16 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 222,093
Positions
11,575 126,737 827 142,227 63,117 16,198 36,664 6,266 3,055 3,003 2,059 0 8,544 3,834
Changes from: November 1, 2016 Total Change is: 894
-145 -1,736 244 482 886 -108 142 994 324 50 275 0 -95 15
Percent of Open Interest Represented by Each Category of Trader
5.2 57.1 0.4 64.0 28.4 7.3 16.5 2.8 1.4 1.4 0.9 0.0 3.8 1.7
Number of Traders in Each Category Total Traders: 113
9 11 . 41 23 21 14 6 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 859,292
Positions
26,910 650,236 5,935 490,039 80,379 62,633 188,101 20,481 10,424 54,134 14,708 1,060 20,056 13,436
Changes from: November 1, 2016 Total Change is: -22,238
603 -28,500 -390 -13,370 -2,066 5,822 -10,142 407 447 -2,227 -2,341 -108 -2,873 4,491
Percent of Open Interest Represented by Each Category of Trader
3.1 75.7 0.7 57.0 9.4 7.3 21.9 2.4 1.2 6.3 1.7 0.1 2.3 1.6
Number of Traders in Each Category Total Traders: 304
20 21 9 107 32 46 53 15 17 39 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 671,846
Positions
19,416 32,709 25,272 217,021 126,091 108,328 33,762 90,509 84,877 9,326 12,557 9,390 164,455 182,114
Changes from: November 1, 2016 Total Change is: 15,587
820 223 3,065 15,648 10,061 -18,551 -10,035 2,322 15,667 4,186 1,658 753 4,035 388
Percent of Open Interest Represented by Each Category of Trader
2.9 4.9 3.8 32.3 18.8 16.1 5.0 13.5 12.6 1.4 1.9 1.4 24.5 27.1
Number of Traders in Each Category Total Traders: 157
11 14 20 40 22 34 25 28 36 10 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 634,046
Positions
10 88,087 2,169 334,396 110,026 94,263 33,066 211,137 30,554 15,372 1,743 466 123,749 95,601
Changes from: November 1, 2016 Total Change is: 15,717
-1,504 15,441 -343 9,989 2,559 -2,071 1,997 45 -648 0 1,743 0 8,296 -1,009
Percent of Open Interest Represented by Each Category of Trader
0.0 13.9 0.3 52.7 17.4 14.9 5.2 33.3 4.8 2.4 0.3 0.1 19.5 15.1
Number of Traders in Each Category Total Traders: 99
. 9 6 43 12 31 14 15 18 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 1,240,559
Positions
38,872 78,334 16,050 318,950 239,699 158,761 435,400 215,231 71,293 75,884 297,286 7,865 117,485 156,040
Changes from: November 1, 2016 Total Change is: -42,934
-12,243 11,016 4,046 -21,005 -49,122 13,647 -10,440 47,734 -35,694 17,232 -32,907 473 1,050 -2,128
Percent of Open Interest Represented by Each Category of Trader
3.1 6.3 1.3 25.7 19.3 12.8 35.1 17.3 5.7 6.1 24.0 0.6 9.5 12.6
Number of Traders in Each Category Total Traders: 261
17 25 15 56 35 48 46 37 43 19 26 9
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 3,465,510
Positions
151,456 201,712 145,197 890,467 892,162 500,479 533,311 582,638 344,164 432,484 181,536 102,923 365,030 514,699
Changes from: November 1, 2016 Total Change is: 92,451
-14,920 -26,119 7,067 -38,373 -51,482 26,832 3,676 -354 63,573 1,466 39,949 42,301 828 -9,316
Percent of Open Interest Represented by Each Category of Trader
4.4 5.8 4.2 25.7 25.7 14.4 15.4 16.8 9.9 12.5 5.2 3.0 10.5 14.9
Number of Traders in Each Category Total Traders: 369
23 37 47 50 80 81 56 68 82 22 33 27
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 257,262
Positions
2,250 17,590 175 46,101 120,945 8,335 117,544 11,507 5,640 7,495 8,629 0 69,722 84,441
Changes from: November 1, 2016 Total Change is: -2,321
-4,607 -7,246 -50 8,028 18,085 -274 -8,405 54 858 279 0 0 1,850 -13,748
Percent of Open Interest Represented by Each Category of Trader
0.9 6.8 0.1 17.9 47.0 3.2 45.7 4.5 2.2 2.9 3.4 0.0 27.1 32.8
Number of Traders in Each Category Total Traders: 50
. 6 . 7 15 12 14 . 6 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 3,083,383
Positions
72,835 345,934 100,773 1,674,389 387,989 319,772 292,786 1,125,641 186,384 166,084 229,482 13,444 256,917 373,965
Changes from: November 1, 2016 Total Change is: 163,625
10,133 55,999 21,819 74,980 -28,443 3,124 36,433 33,968 35,125 -7,658 26,030 -408 -9,923 16,411
Percent of Open Interest Represented by Each Category of Trader
2.4 11.2 3.3 54.3 12.6 10.4 9.5 36.5 6.0 5.4 7.4 0.4 8.3 12.1
Number of Traders in Each Category Total Traders: 291
11 33 26 61 44 63 42 55 60 14 31 13
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 904,241
Positions
304,783 146,886 255,524 0 53,185 3,673 70,269 192,674 155,615 47,723 9,842 37,218 29,436 49,623
Changes from: November 1, 2016 Total Change is: -1,041
17,873 1,624 15,738 0 26,449 -18,923 17,126 -38,302 -3,551 -43,587 4,517 11,203 3,080 203
Percent of Open Interest Represented by Each Category of Trader
33.7 16.2 28.3 0.0 5.9 0.4 7.8 21.3 17.2 5.3 1.1 4.1 3.3 5.5
Number of Traders in Each Category Total Traders: 150
22 38 43 0 7 . 21 36 38 13 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 is19,951,814
Positions
4,082,940 962,282 4,059,175 161,260 1,592,335 733,788 341,675 1,666,739 7,816,025 759,716 730,119 1,221,805 775,430 1,169,547
Changes from: November 1, 2016 Total Change is: 653,725
-119,903 -77,672 207,235 -56,892 -92,151 51,031 22,183 191,685 362,194 40,856 -67,760 117,732 29,289 -38,568
Percent of Open Interest Represented by Each Category of Trader
20.5 4.8 20.3 0.8 8.0 3.7 1.7 8.4 39.2 3.8 3.7 6.1 3.9 5.9
Number of Traders in Each Category Total Traders: 316
33 48 78 10 33 37 40 94 113 17 29 32
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 31,318
Positions
4,109 5,461 0 133 13,872 113 15,684 8,834 0 11,123 2,680 110 46 248
Changes from: November 1, 2016 Total Change is: -340
243 1,370 0 2 -248 4 -858 -1,158 0 299 -295 -3 -27 -10
Percent of Open Interest Represented by Each Category of Trader
13.1 17.4 0.0 0.4 44.3 0.4 50.1 28.2 0.0 35.5 8.6 0.4 0.1 0.8
Number of Traders in Each Category Total Traders: 43
. 7 0 . 12 . 6 7 0 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 43,238
Positions
4,793 22,167 0 234 6,558 521 36,247 8,552 0 1,288 5,195 136 19 109
Changes from: November 1, 2016 Total Change is: 4,413
255 4,331 0 -51 69 45 4,204 -656 0 -7 582 0 -33 42
Percent of Open Interest Represented by Each Category of Trader
11.1 51.3 0.0 0.5 15.2 1.2 83.8 19.8 0.0 3.0 12.0 0.3 0.0 0.3
Number of Traders in Each Category Total Traders: 35
4 4 0 . 4 . 11 5 0 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 86,423
Positions
470 51,638 3 23,038 0 970 30,100 27,697 3,246 19,694 505 99 8,804 2,265
Changes from: November 1, 2016 Total Change is: 18
-71 -22 0 -2,171 0 -273 704 1,204 -380 1,658 -388 -56 606 -68
Percent of Open Interest Represented by Each Category of Trader
0.5 59.8 0.0 26.7 0.0 1.1 34.8 32.0 3.8 22.8 0.6 0.1 10.2 2.6
Number of Traders in Each Category Total Traders: 140
4 . . 14 0 . 51 19 14 42 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 411,483
Positions
95,220 24,235 20,389 73,998 34,831 40,121 56,653 166,205 66,548 6,827 9,447 22,984 28,743 26,723
Changes from: November 1, 2016 Total Change is: -17,309
-22,210 8,576 -876 -28,952 -8,653 5,644 21,605 -22,067 -2,398 1,467 -57 4,681 3,730 -2,159
Percent of Open Interest Represented by Each Category of Trader
23.1 5.9 5.0 18.0 8.5 9.8 13.8 40.4 16.2 1.7 2.3 5.6 7.0 6.5
Number of Traders in Each Category Total Traders: 214
12 14 21 15 18 15 39 66 55 21 19 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 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 16,863
Positions
35 3,098 0 11,216 633 0 3,057 12,650 405 2,058 51 0 92 26
Changes from: November 1, 2016 Total Change is: -820
-578 188 0 -350 425 0 170 -1,450 1 -41 51 0 -22 -35
Percent of Open Interest Represented by Each Category of Trader
0.2 18.4 0.0 66.5 3.8 0.0 18.1 75.0 2.4 12.2 0.3 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 37
. . 0 8 . 0 10 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 8, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,629
Positions
2,400 8,943 0 10,432 0 0 122 6,460 0 131 0 0 2,544 226
Changes from: November 1, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
15.4 57.2 0.0 66.7 0.0 0.0 0.8 41.3 0.0 0.8 0.0 0.0 16.3 1.4
Number of Traders in Each Category Total Traders: 20
. . 0 8 0 0 . 7 0 . 0 0
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Updated November 11, 2016