Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 143,606
Positions
44,944 17,919 5,906 28,633 12,009 1,237 14,732 47,257 12,003 6,192 3,727 3,605 26,352 39,942
Changes from: November 8, 2016 Total Change is: 6,366
5,273 -126 56 2,131 -1,468 15 -2,576 2,322 1,996 174 -783 505 -1,208 3,850
Percent of Open Interest Represented by Each Category of Trader
31.3 12.5 4.1 19.9 8.4 0.9 10.3 32.9 8.4 4.3 2.6 2.5 18.4 27.8
Number of Traders in Each Category Total Traders: 96
7 6 6 9 12 4 12 35 17 11 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 58,109
Positions
37,358 1,398 382 1,606 1,479 0 7,902 29,922 2,749 457 0 0 7,655 22,179
Changes from: November 8, 2016 Total Change is: 2,082
2,833 -1,904 -180 -421 594 0 -376 -1,011 918 457 0 0 -1,150 3,665
Percent of Open Interest Represented by Each Category of Trader
64.3 2.4 0.7 2.8 2.5 0.0 13.6 51.5 4.7 0.8 0.0 0.0 13.2 38.2
Number of Traders in Each Category Total Traders: 43
7 . . . . 0 10 20 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 282,961
Positions
151,457 6,563 11,879 10,439 67,968 3,909 42,617 107,570 29,730 3,988 12,724 3,643 25,298 38,974
Changes from: November 8, 2016 Total Change is: -3,982
-10,061 289 1,916 818 2,283 359 5,856 -11,015 2,161 -1,373 1,262 305 -3,965 -1,544
Percent of Open Interest Represented by Each Category of Trader
53.5 2.3 4.2 3.7 24.0 1.4 15.1 38.0 10.5 1.4 4.5 1.3 8.9 13.8
Number of Traders in Each Category Total Traders: 138
10 8 12 7 24 8 28 47 27 6 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 222,218
Positions
62,699 14,001 14,634 34,355 38,820 11,634 36,969 31,895 31,899 1,055 37,069 3,704 25,271 38,563
Changes from: November 8, 2016 Total Change is: 20,820
16,708 -2,415 3,084 -3,419 636 3,538 -12,969 2,776 10,147 518 573 564 2,649 1,917
Percent of Open Interest Represented by Each Category of Trader
28.2 6.3 6.6 15.5 17.5 5.2 16.6 14.4 14.4 0.5 16.7 1.7 11.4 17.4
Number of Traders in Each Category Total Traders: 131
11 7 11 15 22 12 28 34 22 4 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 491,821
Positions
129,447 26,462 35,728 140,331 95,488 14,878 35,457 167,601 47,669 21,261 25,774 9,602 57,448 68,621
Changes from: November 8, 2016 Total Change is: 14,115
-16,225 1,133 5,630 -82 -2,980 1,268 -1,988 -11,273 11,079 2,911 1,669 2,012 9,511 5,578
Percent of Open Interest Represented by Each Category of Trader
26.3 5.4 7.3 28.5 19.4 3.0 7.2 34.1 9.7 4.3 5.2 2.0 11.7 14.0
Number of Traders in Each Category Total Traders: 256
18 14 18 45 34 40 24 68 34 30 22 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 133,526
Positions
2,923 55,744 5,980 14,417 11,052 1,486 63,018 18,881 12,903 4,837 4,106 2,169 25,793 21,204
Changes from: November 8, 2016 Total Change is: -23,968
-1,151 -12,097 277 -7,664 -805 244 -13,227 -3,563 780 3,349 -5,735 416 -6,994 -3,484
Percent of Open Interest Represented by Each Category of Trader
2.2 41.7 4.5 10.8 8.3 1.1 47.2 14.1 9.7 3.6 3.1 1.6 19.3 15.9
Number of Traders in Each Category Total Traders: 100
. 12 11 9 9 6 33 17 14 9 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 40,209
Positions
5,359 35,683 395 5,461 0 0 27,522 1,804 45 503 1,650 0 924 632
Changes from: November 8, 2016 Total Change is: -3,136
0 -1,626 0 329 0 0 -3,133 -1,149 45 -107 -286 0 -270 -120
Percent of Open Interest Represented by Each Category of Trader
13.3 88.7 1.0 13.6 0.0 0.0 68.4 4.5 0.1 1.3 4.1 0.0 2.3 1.6
Number of Traders in Each Category Total Traders: 28
. 7 . . 0 0 11 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 157,538
Positions
56,048 49,744 171 49,077 7,198 162 18,887 63,344 23,644 2,529 6,591 49 6,972 6,636
Changes from: November 8, 2016 Total Change is: 5,115
-1,633 2,534 171 4,544 -8 94 2,278 1,030 1,353 -2,110 -101 -473 892 516
Percent of Open Interest Represented by Each Category of Trader
35.6 31.6 0.1 31.2 4.6 0.1 12.0 40.2 15.0 1.6 4.2 0.0 4.4 4.2
Number of Traders in Each Category Total Traders: 143
5 9 . 11 9 . 25 55 23 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 26,869
Positions
0 21,168 18 5,442 0 0 17,828 3,707 35 1,642 914 255 1,649 772
Changes from: November 8, 2016 Total Change is: -3,175
0 -4,209 18 -132 0 0 -3,993 974 -121 938 -101 255 -140 9
Percent of Open Interest Represented by Each Category of Trader
0.0 78.8 0.1 20.3 0.0 0.0 66.4 13.8 0.1 6.1 3.4 0.9 6.1 2.9
Number of Traders in Each Category Total Traders: 32
0 . . . 0 0 12 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 48,563
Positions
6,783 11,537 152 475 24,856 59 35,079 6,094 1,338 0 1,544 0 4,677 2,983
Changes from: November 8, 2016 Total Change is: -3,550
739 -122 48 -210 -200 0 -2,856 -1,960 337 -286 -426 0 -1,322 -1,227
Percent of Open Interest Represented by Each Category of Trader
14.0 23.8 0.3 1.0 51.2 0.1 72.2 12.5 2.8 0.0 3.2 0.0 9.6 6.1
Number of Traders in Each Category Total Traders: 73
8 4 . . 4 . 34 14 9 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 63,108
Positions
9,016 31,024 1,129 6,425 1,089 209 34,099 9,444 2,039 1,054 4,499 704 8,434 12,971
Changes from: November 8, 2016 Total Change is: 3,821
-267 2,325 351 -270 34 -6 1,621 -4,727 1,381 -9 875 179 840 3,410
Percent of Open Interest Represented by Each Category of Trader
14.3 49.2 1.8 10.2 1.7 0.3 54.0 15.0 3.2 1.7 7.1 1.1 13.4 20.6
Number of Traders in Each Category Total Traders: 115
11 24 6 11 . 4 34 16 8 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 126,216
Positions
18,031 62,047 2,258 12,849 2,178 417 68,197 18,888 4,079 2,108 8,999 1,409 16,868 25,941
Changes from: November 8, 2016 Total Change is: 7,641
-534 4,650 702 -539 67 -12 3,242 -9,455 2,763 -17 1,749 357 1,680 6,820
Percent of Open Interest Represented by Each Category of Trader
14.3 49.2 1.8 10.2 1.7 0.3 54.0 15.0 3.2 1.7 7.1 1.1 13.4 20.6
Number of Traders in Each Category Total Traders: 115
11 24 6 11 . 4 34 16 8 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 912,334
Positions
71,232 70,051 45,534 269,808 217,708 73,809 81,938 120,300 186,433 23,264 30,038 46,585 113,731 121,875
Changes from: November 8, 2016 Total Change is: 17,641
-1,229 -2,767 9,857 4,277 -1,590 3,635 -4,475 2,712 7,325 493 -883 1,339 -3,581 -1,988
Percent of Open Interest Represented by Each Category of Trader
7.8 7.7 5.0 29.6 23.9 8.1 9.0 13.2 20.4 2.5 3.3 5.1 12.5 13.4
Number of Traders in Each Category Total Traders: 676
35 35 40 125 94 108 94 132 127 65 95 85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 179,029
Positions
24,529 14,899 10,273 19,796 24,011 10,236 13,019 8,629 49,795 4,088 600 12,145 35,147 48,440
Changes from: November 8, 2016 Total Change is: 20,892
4,086 1,488 3,782 48 4,449 4,301 36 3,113 6,224 773 240 2,354 -713 -5,059
Percent of Open Interest Represented by Each Category of Trader
13.7 8.3 5.7 11.1 13.4 5.7 7.3 4.8 27.8 2.3 0.3 6.8 19.6 27.1
Number of Traders in Each Category Total Traders: 82
10 5 8 10 6 5 19 12 28 11 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 3,666,527
Positions
294,512 336,761 115,304 1,261,047 979,472 306,877 412,262 626,023 615,525 101,814 153,123 166,267 392,918 367,174
Changes from: November 8, 2016 Total Change is: -16,253
-20,543 -15,246 24,344 21,302 -30,031 -3,485 -21,726 -1,176 4,677 3,631 -582 -10,109 -14,343 15,356
Percent of Open Interest Represented by Each Category of Trader
8.0 9.2 3.1 34.4 26.7 8.4 11.2 17.1 16.8 2.8 4.2 4.5 10.7 10.0
Number of Traders in Each Category Total Traders: 652
32 38 38 123 90 103 91 131 121 58 89 77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 75,148
Positions
3,420 22,525 442 35,563 42,760 2,725 21,170 2,078 334 202 519 0 11,292 3,765
Changes from: November 8, 2016 Total Change is: -1,950
-2,165 -1,473 0 112 -2,503 -15 -409 933 191 202 0 0 134 917
Percent of Open Interest Represented by Each Category of Trader
4.6 30.0 0.6 47.3 56.9 3.6 28.2 2.8 0.4 0.3 0.7 0.0 15.0 5.0
Number of Traders in Each Category Total Traders: 77
5 6 . 30 14 17 16 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 53,729
Positions
6,427 18,798 304 12,233 6,448 1,288 22,535 16,999 2,929 1,886 1,530 514 5,612 4,917
Changes from: November 8, 2016 Total Change is: -9,164
3,653 -12,735 -105 -856 -9 126 -11,850 4,283 -538 266 -156 112 28 -141
Percent of Open Interest Represented by Each Category of Trader
12.0 35.0 0.6 22.8 12.0 2.4 41.9 31.6 5.5 3.5 2.8 1.0 10.4 9.2
Number of Traders in Each Category Total Traders: 236
17 22 8 38 21 13 55 56 28 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 268,643
Positions
32,135 93,991 1,522 61,164 32,242 6,438 112,676 84,997 14,643 9,431 7,652 2,572 28,061 24,586
Changes from: November 8, 2016 Total Change is: -45,822
18,267 -63,677 -527 -4,278 -44 631 -59,252 21,415 -2,690 1,328 -782 558 140 -707
Percent of Open Interest Represented by Each Category of Trader
12.0 35.0 0.6 22.8 12.0 2.4 41.9 31.6 5.5 3.5 2.8 1.0 10.4 9.2
Number of Traders in Each Category Total Traders: 236
17 22 8 38 21 13 55 56 28 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 345,863
Positions
60,780 77,403 1,302 136,636 116,593 15,614 90,637 102,570 6,681 9,147 5,924 407 24,659 19,369
Changes from: November 8, 2016 Total Change is: 29,299
-22,387 35,103 855 25,820 -26,686 -5,257 19,887 20,155 1,062 3,566 179 127 5,625 3,761
Percent of Open Interest Represented by Each Category of Trader
17.6 22.4 0.4 39.5 33.7 4.5 26.2 29.7 1.9 2.6 1.7 0.1 7.1 5.6
Number of Traders in Each Category Total Traders: 271
17 19 . 60 41 27 56 55 23 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 35,489
Positions
1,369 27,284 118 15,664 550 57 5,196 1,723 0 4,410 1,685 0 8,675 4,072
Changes from: November 8, 2016 Total Change is: 541
477 -54 1 283 0 -17 595 639 0 -330 12 0 -468 -40
Percent of Open Interest Represented by Each Category of Trader
3.9 76.9 0.3 44.1 1.5 0.2 14.6 4.9 0.0 12.4 4.7 0.0 24.4 11.5
Number of Traders in Each Category Total Traders: 51
5 6 . 15 . . 11 5 0 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 66,538
Positions
20,494 13,172 1,744 15,794 24,262 1,851 14,126 10,451 988 2,101 2,660 0 9,440 11,410
Changes from: November 8, 2016 Total Change is: 5,820
3,150 621 -539 2,070 2,464 -481 598 -273 -196 1,000 -348 0 218 4,572
Percent of Open Interest Represented by Each Category of Trader
30.8 19.8 2.6 23.7 36.5 2.8 21.2 15.7 1.5 3.2 4.0 0.0 14.2 17.1
Number of Traders in Each Category Total Traders: 104
16 15 4 10 11 6 26 16 9 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 221,115
Positions
9,672 124,985 880 147,093 64,405 13,357 36,429 8,364 3,207 3,019 1,784 0 7,458 4,133
Changes from: November 8, 2016 Total Change is: -978
-1,903 -1,752 53 4,866 1,288 -2,841 -235 2,098 152 16 -275 0 -1,086 299
Percent of Open Interest Represented by Each Category of Trader
4.4 56.5 0.4 66.5 29.1 6.0 16.5 3.8 1.5 1.4 0.8 0.0 3.4 1.9
Number of Traders in Each Category Total Traders: 118
9 11 . 42 24 21 14 10 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 845,326
Positions
37,369 603,777 7,442 476,054 107,307 60,804 179,107 19,309 10,320 51,077 19,293 1,177 21,976 15,897
Changes from: November 8, 2016 Total Change is: -13,966
10,459 -46,459 1,507 -13,985 26,928 -1,829 -8,994 -1,172 -104 -3,057 4,585 117 1,920 2,461
Percent of Open Interest Represented by Each Category of Trader
4.4 71.4 0.9 56.3 12.7 7.2 21.2 2.3 1.2 6.0 2.3 0.1 2.6 1.9
Number of Traders in Each Category Total Traders: 310
25 19 8 100 41 46 54 18 15 36 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 814,310
Positions
6,068 41,579 49,376 261,942 130,590 112,863 51,628 120,624 128,462 14,352 17,124 15,883 173,736 197,810
Changes from: November 8, 2016 Total Change is: 142,464
-13,348 8,870 24,104 44,921 4,499 4,535 17,866 30,115 43,585 5,026 4,566 6,493 9,281 15,696
Percent of Open Interest Represented by Each Category of Trader
0.7 5.1 6.1 32.2 16.0 13.9 6.3 14.8 15.8 1.8 2.1 2.0 21.3 24.3
Number of Traders in Each Category Total Traders: 170
8 13 16 44 23 36 27 37 37 9 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 653,995
Positions
4,313 99,762 2,964 349,862 113,226 89,854 28,363 208,316 34,701 14,251 7,575 466 129,221 97,131
Changes from: November 8, 2016 Total Change is: 19,949
4,303 11,676 794 15,466 3,200 -4,409 -4,703 -2,821 4,147 -1,121 5,832 0 5,472 1,530
Percent of Open Interest Represented by Each Category of Trader
0.7 15.3 0.5 53.5 17.3 13.7 4.3 31.9 5.3 2.2 1.2 0.1 19.8 14.9
Number of Traders in Each Category Total Traders: 100
. 9 6 44 13 30 11 16 17 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 1,216,366
Positions
36,479 92,614 18,258 333,699 249,933 143,047 347,882 213,333 93,252 125,250 234,540 9,899 108,601 161,490
Changes from: November 8, 2016 Total Change is: -24,193
-2,392 14,280 2,208 14,749 10,234 -15,715 -87,519 -1,898 21,959 49,366 -62,747 2,035 -8,884 5,450
Percent of Open Interest Represented by Each Category of Trader
3.0 7.6 1.5 27.4 20.5 11.8 28.6 17.5 7.7 10.3 19.3 0.8 8.9 13.3
Number of Traders in Each Category Total Traders: 251
13 26 15 56 37 43 44 32 41 19 24 12
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 4,091,641
Positions
122,293 203,594 263,292 939,596 918,630 585,019 502,098 486,956 721,056 399,115 181,632 169,931 389,241 561,531
Changes from: November 8, 2016 Total Change is: 626,131
-29,163 1,882 118,095 49,129 26,467 84,540 -31,213 -95,681 376,892 -33,369 96 67,008 24,211 46,832
Percent of Open Interest Represented by Each Category of Trader
3.0 5.0 6.4 23.0 22.5 14.3 12.3 11.9 17.6 9.8 4.4 4.2 9.5 13.7
Number of Traders in Each Category Total Traders: 392
29 34 44 57 77 90 58 78 94 22 37 30
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 280,381
Positions
5,928 19,470 1,834 52,843 130,188 7,191 123,292 12,322 6,382 7,345 6,629 0 75,566 96,365
Changes from: November 8, 2016 Total Change is: 23,119
3,678 1,880 1,659 6,742 9,243 -1,144 5,748 815 742 -150 -2,000 0 5,844 11,924
Percent of Open Interest Represented by Each Category of Trader
2.1 6.9 0.7 18.8 46.4 2.6 44.0 4.4 2.3 2.6 2.4 0.0 27.0 34.4
Number of Traders in Each Category Total Traders: 46
. 6 . 5 15 11 13 . 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 3,251,789
Positions
109,614 286,013 168,232 1,584,276 381,077 349,335 282,539 1,122,460 286,369 171,547 238,299 25,618 274,258 394,386
Changes from: November 8, 2016 Total Change is: 168,406
36,780 -59,921 67,459 -90,113 -6,912 29,563 -10,247 -3,181 99,985 5,463 8,817 12,174 17,341 20,421
Percent of Open Interest Represented by Each Category of Trader
3.4 8.8 5.2 48.7 11.7 10.7 8.7 34.5 8.8 5.3 7.3 0.8 8.4 12.1
Number of Traders in Each Category Total Traders: 289
14 27 25 59 46 58 41 57 63 16 29 14
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 903,977
Positions
322,157 154,782 261,746 0 16,833 4,667 55,211 219,512 154,990 43,198 8,563 34,627 27,381 48,257
Changes from: November 8, 2016 Total Change is: -264
17,374 7,895 6,222 0 -36,352 994 -15,058 26,839 -626 -4,525 -1,279 -2,591 -2,054 -1,366
Percent of Open Interest Represented by Each Category of Trader
35.6 17.1 29.0 0.0 1.9 0.5 6.1 24.3 17.1 4.8 0.9 3.8 3.0 5.3
Number of Traders in Each Category Total Traders: 139
25 36 43 0 7 . 17 33 33 9 11 10
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 is22,090,371
Positions
4,365,428 943,971 4,147,730 115,805 1,666,153 685,354 439,597 1,894,038 9,064,204 759,751 689,866 1,767,499 745,002 1,231,556
Changes from: November 8, 2016 Total Change is: 2,138,557
282,488 -18,311 88,555 -45,454 73,818 -48,434 97,921 227,299 1,248,179 35 -40,253 545,694 -30,428 62,009
Percent of Open Interest Represented by Each Category of Trader
19.8 4.3 18.8 0.5 7.5 3.1 2.0 8.6 41.0 3.4 3.1 8.0 3.4 5.6
Number of Traders in Each Category Total Traders: 300
39 43 77 10 34 35 34 89 100 14 31 30
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 32,501
Positions
5,530 6,068 0 133 13,966 113 15,614 8,622 0 11,038 3,415 45 28 272
Changes from: November 8, 2016 Total Change is: 1,183
1,421 607 0 0 94 0 -70 -212 0 -85 735 -65 -18 24
Percent of Open Interest Represented by Each Category of Trader
17.0 18.7 0.0 0.4 43.0 0.3 48.0 26.5 0.0 34.0 10.5 0.1 0.1 0.8
Number of Traders in Each Category Total Traders: 46
. 7 0 . 12 . 5 8 0 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 39,630
Positions
3,584 16,777 0 333 6,685 432 34,366 9,891 0 754 5,581 136 25 128
Changes from: November 8, 2016 Total Change is: -3,608
-1,209 -5,390 0 99 127 -89 -1,881 1,339 0 -534 386 0 6 19
Percent of Open Interest Represented by Each Category of Trader
9.0 42.3 0.0 0.8 16.9 1.1 86.7 25.0 0.0 1.9 14.1 0.3 0.1 0.3
Number of Traders in Each Category Total Traders: 32
. 5 0 . 4 . 7 7 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 82,020
Positions
787 51,338 45 20,869 100 1,275 27,421 21,135 3,320 19,601 950 123 8,578 3,734
Changes from: November 8, 2016 Total Change is: -4,403
317 -300 43 -2,169 100 305 -2,678 -6,562 74 -93 445 25 -226 1,469
Percent of Open Interest Represented by Each Category of Trader
1.0 62.6 0.1 25.4 0.1 1.6 33.4 25.8 4.0 23.9 1.2 0.2 10.5 4.6
Number of Traders in Each Category Total Traders: 146
5 . . 12 . . 51 20 18 43 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 451,231
Positions
85,803 29,051 24,273 61,976 30,641 48,305 73,142 153,604 94,417 7,304 8,586 23,536 32,475 38,818
Changes from: November 8, 2016 Total Change is: 39,748
-9,417 4,816 3,884 -12,022 -4,190 8,184 16,489 -12,601 27,869 477 -861 552 3,732 12,095
Percent of Open Interest Represented by Each Category of Trader
19.0 6.4 5.4 13.7 6.8 10.7 16.2 34.0 20.9 1.6 1.9 5.2 7.2 8.6
Number of Traders in Each Category Total Traders: 210
10 15 22 13 19 13 39 71 65 15 18 18
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Traders in Financial Futures - Options and Futures Combined Positions as of November 15, 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 16,680
Positions
333 2,910 0 10,690 968 4 2,716 12,323 389 2,444 48 0 104 38
Changes from: November 8, 2016 Total Change is: -183
298 -188 0 -526 335 4 -341 -327 -16 386 -3 0 12 12
Percent of Open Interest Represented by Each Category of Trader
2.0 17.4 0.0 64.1 5.8 0.0 16.3 73.9 2.3 14.7 0.3 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 34
. . 0 8 . . 7 11 . . . 0
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Updated November 18, 2016