Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 137,823 Positions 42,753 18,846 6,297 29,652 12,890 1,323 9,842 41,100 11,901 5,805 3,054 3,904 26,345 38,507 Changes from: November 15, 2016 Total Change is: -5,783 -2,192 927 391 1,019 881 86 -4,890 -6,157 -102 -387 -673 299 -7 -1,435 Percent of Open Interest Represented by Each Category of Trader 31.0 13.7 4.6 21.5 9.4 1.0 7.1 29.8 8.6 4.2 2.2 2.8 19.1 27.9 Number of Traders in Each Category Total Traders: 95 8 7 8 10 14 4 10 32 16 10 4 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 64,195 Positions 44,012 0 367 1,606 3,263 0 9,048 32,675 3,275 426 0 0 5,461 24,616 Changes from: November 15, 2016 Total Change is: 6,086 6,654 -1,398 -15 0 1,784 0 1,147 2,753 525 -31 0 0 -2,193 2,436 Percent of Open Interest Represented by Each Category of Trader 68.6 0.0 0.6 2.5 5.1 0.0 14.1 50.9 5.1 0.7 0.0 0.0 8.5 38.3 Number of Traders in Each Category Total Traders: 45 9 0 . . . 0 12 19 9 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 277,032 Positions 146,719 10,153 12,120 9,877 69,869 3,903 43,794 96,684 28,445 3,183 12,814 3,401 25,591 39,644 Changes from: November 15, 2016 Total Change is: -5,929 -4,738 3,590 241 -561 1,901 -7 1,177 -10,885 -1,286 -805 90 -242 293 670 Percent of Open Interest Represented by Each Category of Trader 53.0 3.7 4.4 3.6 25.2 1.4 15.8 34.9 10.3 1.1 4.6 1.2 9.2 14.3 Number of Traders in Each Category Total Traders: 138 8 10 11 6 25 9 31 47 27 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 249,214 Positions 88,215 12,220 15,804 29,630 40,894 15,195 31,748 40,363 40,324 1,036 37,347 4,062 23,200 43,006 Changes from: November 15, 2016 Total Change is: 26,996 25,516 -1,781 1,170 -4,725 2,074 3,561 -5,221 8,468 8,425 -19 278 358 -2,070 4,443 Percent of Open Interest Represented by Each Category of Trader 35.4 4.9 6.3 11.9 16.4 6.1 12.7 16.2 16.2 0.4 15.0 1.6 9.3 17.3 Number of Traders in Each Category Total Traders: 132 13 7 14 14 21 12 25 39 23 4 8 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 523,899 Positions 134,364 19,435 40,352 139,069 95,718 18,023 40,735 179,132 54,845 23,733 31,534 11,333 61,445 73,527 Changes from: November 15, 2016 Total Change is: 32,078 4,917 -7,027 4,624 -1,262 230 3,145 5,278 11,531 7,176 2,472 5,760 1,732 3,997 4,907 Percent of Open Interest Represented by Each Category of Trader 25.6 3.7 7.7 26.5 18.3 3.4 7.8 34.2 10.5 4.5 6.0 2.2 11.7 14.0 Number of Traders in Each Category Total Traders: 261 19 13 17 46 35 40 23 69 33 32 23 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 126,949 Positions 7,195 29,592 7,637 10,819 11,734 1,537 45,000 26,120 15,518 10,377 2,583 3,126 25,740 29,103 Changes from: November 15, 2016 Total Change is: -6,577 4,272 -26,153 1,657 -3,598 682 51 -18,018 7,238 2,615 5,541 -1,524 957 -53 7,899 Percent of Open Interest Represented by Each Category of Trader 5.7 23.3 6.0 8.5 9.2 1.2 35.4 20.6 12.2 8.2 2.0 2.5 20.3 22.9 Number of Traders in Each Category Total Traders: 92 5 9 9 8 10 4 28 19 14 8 5 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 33,154 Positions 2,971 29,497 0 5,153 0 0 23,245 1,167 47 400 1,650 0 1,338 793 Changes from: November 15, 2016 Total Change is: -7,055 -2,388 -6,186 -395 -308 0 0 -4,277 -637 2 -103 0 0 414 161 Percent of Open Interest Represented by Each Category of Trader 9.0 89.0 0.0 15.5 0.0 0.0 70.1 3.5 0.1 1.2 5.0 0.0 4.0 2.4 Number of Traders in Each Category Total Traders: 25 . 5 0 . 0 0 12 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 158,059 Positions 56,339 52,268 55 53,050 6,290 162 16,494 62,399 23,169 2,279 6,714 27 6,484 6,975 Changes from: November 15, 2016 Total Change is: 521 291 2,524 -116 3,973 -908 0 -2,392 -945 -475 -250 123 -22 -488 339 Percent of Open Interest Represented by Each Category of Trader 35.6 33.1 0.0 33.6 4.0 0.1 10.4 39.5 14.7 1.4 4.2 0.0 4.1 4.4 Number of Traders in Each Category Total Traders: 137 5 10 . 11 8 . 21 51 18 13 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 25,699 Positions 0 19,990 23 5,697 0 0 17,901 3,715 196 236 1,041 0 1,646 734 Changes from: November 15, 2016 Total Change is: -1,170 0 -1,178 5 255 0 0 73 8 161 -1,406 127 -255 -3 -38 Percent of Open Interest Represented by Each Category of Trader 0.0 77.8 0.1 22.2 0.0 0.0 69.7 14.5 0.8 0.9 4.1 0.0 6.4 2.9 Number of Traders in Each Category Total Traders: 32 0 . . . 0 0 13 7 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 50,007 Positions 13,177 11,548 147 392 24,829 59 29,898 6,427 1,720 288 2,007 0 4,326 3,270 Changes from: November 15, 2016 Total Change is: 1,444 6,394 11 -5 -83 -27 0 -5,181 333 382 288 463 0 -351 287 Percent of Open Interest Represented by Each Category of Trader 26.4 23.1 0.3 0.8 49.7 0.1 59.8 12.9 3.4 0.6 4.0 0.0 8.7 6.5 Number of Traders in Each Category Total Traders: 71 9 4 . . 4 . 28 16 9 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 68,402 Positions 9,221 35,528 1,190 7,361 1,377 237 37,269 9,518 2,032 925 5,133 697 9,471 12,691 Changes from: November 15, 2016 Total Change is: 5,294 205 4,504 61 937 288 28 3,170 73 -7 -129 634 -8 1,037 -280 Percent of Open Interest Represented by Each Category of Trader 13.5 51.9 1.7 10.8 2.0 0.3 54.5 13.9 3.0 1.4 7.5 1.0 13.8 18.6 Number of Traders in Each Category Total Traders: 121 12 26 6 10 4 4 37 14 8 4 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 136,804 Positions 18,441 71,056 2,380 14,722 2,753 473 74,538 19,035 4,065 1,850 10,266 1,394 18,942 25,382 Changes from: November 15, 2016 Total Change is: 10,588 410 9,009 122 1,873 575 56 6,341 147 -14 -258 1,268 -15 2,074 -559 Percent of Open Interest Represented by Each Category of Trader 13.5 51.9 1.7 10.8 2.0 0.3 54.5 13.9 3.0 1.4 7.5 1.0 13.8 18.6 Number of Traders in Each Category Total Traders: 121 12 26 6 10 4 4 37 14 8 4 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 946,094 Positions 82,803 67,229 57,347 272,905 222,927 77,786 85,563 128,018 181,342 22,547 34,263 47,510 118,293 129,672 Changes from: November 15, 2016 Total Change is: 33,760 11,571 -2,822 11,813 3,097 5,219 3,977 3,625 7,718 -5,091 -718 4,225 924 4,562 7,797 Percent of Open Interest Represented by Each Category of Trader 8.8 7.1 6.1 28.8 23.6 8.2 9.0 13.5 19.2 2.4 3.6 5.0 12.5 13.7 Number of Traders in Each Category Total Traders: 673 37 30 43 128 94 103 86 143 124 74 80 79 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 197,006 Positions 29,708 12,572 14,229 18,936 26,266 12,349 15,816 10,622 52,638 3,918 245 11,922 37,490 56,163 Changes from: November 15, 2016 Total Change is: 17,977 5,179 -2,327 3,955 -860 2,255 2,113 2,797 1,993 2,843 -170 -355 -223 2,343 7,722 Percent of Open Interest Represented by Each Category of Trader 15.1 6.4 7.2 9.6 13.3 6.3 8.0 5.4 26.7 2.0 0.1 6.1 19.0 28.5 Number of Traders in Each Category Total Traders: 77 11 5 8 9 6 4 17 11 26 10 7 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 3,745,441 Positions 329,347 337,158 151,723 1,284,825 998,286 312,205 434,668 672,914 557,584 101,531 178,480 169,547 404,012 367,547 Changes from: November 15, 2016 Total Change is: 78,914 34,835 396 36,419 23,778 18,814 5,328 22,405 46,891 -57,942 -283 25,356 3,279 11,095 372 Percent of Open Interest Represented by Each Category of Trader 8.8 9.0 4.1 34.3 26.7 8.3 11.6 18.0 14.9 2.7 4.8 4.5 10.8 9.8 Number of Traders in Each Category Total Traders: 651 35 32 39 127 89 99 86 140 119 67 75 73 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 83,102 Positions 1,659 29,108 444 42,113 41,652 2,498 25,234 4,346 126 0 1,189 0 11,028 3,739 Changes from: November 15, 2016 Total Change is: 7,954 -1,761 6,583 2 6,550 -1,108 -227 4,064 2,268 -208 -202 670 0 -264 -26 Percent of Open Interest Represented by Each Category of Trader 2.0 35.0 0.5 50.7 50.1 3.0 30.4 5.2 0.2 0.0 1.4 0.0 13.3 4.5 Number of Traders in Each Category Total Traders: 87 . 8 . 33 14 17 19 6 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 52,733 Positions 5,762 19,777 301 12,828 6,177 930 21,271 14,996 2,755 2,405 1,899 565 5,915 5,333 Changes from: November 15, 2016 Total Change is: -996 -665 978 -4 596 -271 -357 -1,264 -2,003 -174 519 369 50 303 416 Percent of Open Interest Represented by Each Category of Trader 10.9 37.5 0.6 24.3 11.7 1.8 40.3 28.4 5.2 4.6 3.6 1.1 11.2 10.1 Number of Traders in Each Category Total Traders: 247 17 23 9 42 20 11 58 53 29 15 19 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 263,664 Positions 28,811 98,883 1,505 64,142 30,885 4,652 106,357 74,982 13,774 12,025 9,495 2,824 29,574 26,665 Changes from: November 15, 2016 Total Change is: -4,979 -3,324 4,892 -18 2,978 -1,357 -1,786 -6,320 -10,015 -869 2,593 1,843 252 1,513 2,078 Percent of Open Interest Represented by Each Category of Trader 10.9 37.5 0.6 24.3 11.7 1.8 40.3 28.4 5.2 4.6 3.6 1.1 11.2 10.1 Number of Traders in Each Category Total Traders: 247 17 23 9 42 20 11 58 53 29 15 19 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 353,646 Positions 48,552 104,100 1,177 146,565 82,621 16,175 97,307 110,745 8,257 9,090 9,552 696 25,826 20,323 Changes from: November 15, 2016 Total Change is: 7,783 -12,228 26,697 -125 9,929 -33,972 561 6,670 8,175 1,577 -57 3,628 289 1,167 953 Percent of Open Interest Represented by Each Category of Trader 13.7 29.4 0.3 41.4 23.4 4.6 27.5 31.3 2.3 2.6 2.7 0.2 7.3 5.7 Number of Traders in Each Category Total Traders: 280 17 20 4 67 38 29 57 55 21 14 12 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 35,836 Positions 1,448 27,321 117 15,275 550 245 5,348 1,657 0 4,804 1,567 0 8,599 4,379 Changes from: November 15, 2016 Total Change is: 347 79 37 -1 -389 0 188 152 -66 0 394 -118 0 -76 307 Percent of Open Interest Represented by Each Category of Trader 4.0 76.2 0.3 42.6 1.5 0.7 14.9 4.6 0.0 13.4 4.4 0.0 24.0 12.2 Number of Traders in Each Category Total Traders: 50 5 6 . 16 . . 10 5 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 69,201 Positions 20,964 17,201 1,416 16,618 20,693 1,963 12,416 16,636 1,975 2,361 2,694 0 11,488 6,623 Changes from: November 15, 2016 Total Change is: 2,663 470 4,029 -328 824 -3,569 112 -1,710 6,185 987 260 34 0 2,048 -4,787 Percent of Open Interest Represented by Each Category of Trader 30.3 24.9 2.0 24.0 29.9 2.8 17.9 24.0 2.9 3.4 3.9 0.0 16.6 9.6 Number of Traders in Each Category Total Traders: 95 14 17 4 11 10 7 18 15 8 5 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 226,822 Positions 7,305 126,683 2,304 156,661 60,529 13,559 33,932 14,548 2,630 3,331 1,804 0 7,100 4,765 Changes from: November 15, 2016 Total Change is: 5,707 -2,367 1,698 1,424 9,568 -3,876 202 -2,497 6,184 -577 312 20 0 -358 632 Percent of Open Interest Represented by Each Category of Trader 3.2 55.9 1.0 69.1 26.7 6.0 15.0 6.4 1.2 1.5 0.8 0.0 3.1 2.1 Number of Traders in Each Category Total Traders: 117 8 11 4 43 23 21 12 11 7 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 833,382 Positions 36,685 601,341 7,475 482,583 107,138 60,291 161,296 24,352 10,836 50,786 12,286 1,039 22,391 8,624 Changes from: November 15, 2016 Total Change is: -11,944 -684 -2,436 33 6,529 -169 -513 -17,811 5,043 516 -291 -7,007 -138 415 -7,273 Percent of Open Interest Represented by Each Category of Trader 4.4 72.2 0.9 57.9 12.9 7.2 19.4 2.9 1.3 6.1 1.5 0.1 2.7 1.0 Number of Traders in Each Category Total Traders: 306 24 21 8 99 40 47 56 16 17 37 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 848,191 Positions 7,442 38,057 58,062 261,945 129,459 113,930 45,822 108,208 159,824 11,324 13,571 18,127 171,715 208,952 Changes from: November 15, 2016 Total Change is: 33,881 1,374 -3,522 8,685 3 -1,131 1,067 -5,806 -12,416 31,362 -3,028 -3,552 2,245 -2,021 11,143 Percent of Open Interest Represented by Each Category of Trader 0.9 4.5 6.8 30.9 15.3 13.4 5.4 12.8 18.8 1.3 1.6 2.1 20.2 24.6 Number of Traders in Each Category Total Traders: 170 6 14 16 44 22 36 30 39 47 8 7 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 687,220 Positions 7,340 112,108 9,688 346,380 113,325 82,072 32,001 198,365 55,317 14,253 7,565 464 139,705 108,316 Changes from: November 15, 2016 Total Change is: 33,225 3,027 12,346 6,724 -3,482 99 -7,782 3,638 -9,950 20,616 2 -10 -2 10,484 11,185 Percent of Open Interest Represented by Each Category of Trader 1.1 16.3 1.4 50.4 16.5 11.9 4.7 28.9 8.0 2.1 1.1 0.1 20.3 15.8 Number of Traders in Each Category Total Traders: 97 . 10 6 42 12 30 10 15 16 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,239,714 Positions 42,087 75,365 22,749 343,255 259,816 149,152 275,281 178,667 150,612 124,687 225,583 13,436 118,454 164,334 Changes from: November 15, 2016 Total Change is: 23,348 5,607 -17,249 4,491 9,557 9,883 6,105 -72,600 -34,666 57,360 -563 -8,957 3,537 9,854 2,844 Percent of Open Interest Represented by Each Category of Trader 3.4 6.1 1.8 27.7 21.0 12.0 22.2 14.4 12.1 10.1 18.2 1.1 9.6 13.3 Number of Traders in Each Category Total Traders: 244 15 21 17 60 33 45 46 30 42 15 23 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 4,245,060 Positions 111,678 262,436 308,794 977,985 920,236 563,736 473,726 444,519 860,072 391,986 142,444 168,280 388,803 574,543 Changes from: November 15, 2016 Total Change is: 153,419 -10,615 58,842 45,502 38,389 1,607 -21,282 -28,372 -42,437 139,016 -7,129 -39,188 -1,652 -438 13,011 Percent of Open Interest Represented by Each Category of Trader 2.6 6.2 7.3 23.0 21.7 13.3 11.2 10.5 20.3 9.2 3.4 4.0 9.2 13.5 Number of Traders in Each Category Total Traders: 382 27 32 44 59 75 91 66 64 96 24 35 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 305,342 Positions 13,188 8,535 6,704 54,353 150,310 3,932 128,977 16,196 11,868 6,810 6,629 0 79,510 101,167 Changes from: November 15, 2016 Total Change is: 24,961 7,260 -10,935 4,870 1,510 20,122 -3,259 5,685 3,874 5,486 -535 0 0 3,944 4,803 Percent of Open Interest Represented by Each Category of Trader 4.3 2.8 2.2 17.8 49.2 1.3 42.2 5.3 3.9 2.2 2.2 0.0 26.0 33.1 Number of Traders in Each Category Total Traders: 44 . 4 4 6 14 10 11 . 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,528,728 Positions 65,403 301,979 233,965 1,628,250 359,389 363,180 257,439 1,115,696 472,980 172,209 221,512 35,677 299,625 424,350 Changes from: November 15, 2016 Total Change is: 276,939 -44,212 15,966 65,733 43,974 -21,687 13,845 -25,100 -6,764 186,610 662 -16,787 10,059 25,368 29,964 Percent of Open Interest Represented by Each Category of Trader 1.9 8.6 6.6 46.1 10.2 10.3 7.3 31.6 13.4 4.9 6.3 1.0 8.5 12.0 Number of Traders in Each Category Total Traders: 305 11 37 28 58 42 59 47 60 68 15 35 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 958,770 Positions 321,331 164,200 298,364 528 19,293 4,053 71,051 214,454 156,610 36,942 7,777 41,204 28,687 52,815 Changes from: November 15, 2016 Total Change is: 54,793 -826 9,418 36,618 528 2,460 -614 15,839 -5,058 1,621 -6,256 -787 6,577 1,306 4,558 Percent of Open Interest Represented by Each Category of Trader 33.5 17.1 31.1 0.1 2.0 0.4 7.4 22.4 16.3 3.9 0.8 4.3 3.0 5.5 Number of Traders in Each Category Total Traders: 135 26 34 47 . 7 . 21 29 35 8 8 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is23,098,438 Positions 4,633,331 901,789 4,239,723 55,684 1,767,377 682,763 551,581 1,978,016 9,676,797 715,406 679,537 1,879,085 664,068 1,293,351 Changes from: November 15, 2016 Total Change is: 1,008,067 267,903 -42,183 91,994 -60,121 101,224 -2,591 111,984 83,978 612,593 -44,345 -10,329 111,586 -80,934 61,795 Percent of Open Interest Represented by Each Category of Trader 20.1 3.9 18.4 0.2 7.7 3.0 2.4 8.6 41.9 3.1 2.9 8.1 2.9 5.6 Number of Traders in Each Category Total Traders: 300 38 41 74 9 33 30 31 97 101 16 31 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 30,685 Positions 5,556 7,014 0 133 13,543 113 14,499 6,077 0 10,103 3,440 242 39 256 Changes from: November 15, 2016 Total Change is: -1,816 26 946 0 0 -423 0 -1,115 -2,545 0 -935 25 197 11 -16 Percent of Open Interest Represented by Each Category of Trader 18.1 22.9 0.0 0.4 44.1 0.4 47.3 19.8 0.0 32.9 11.2 0.8 0.1 0.8 Number of Traders in Each Category Total Traders: 44 . 8 0 . 12 . 5 8 0 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 39,284 Positions 3,404 18,350 0 343 6,811 423 33,776 8,067 0 1,199 5,422 136 3 75 Changes from: November 15, 2016 Total Change is: -346 -180 1,573 0 10 126 -9 -590 -1,824 0 445 -159 0 -22 -53 Percent of Open Interest Represented by Each Category of Trader 8.7 46.7 0.0 0.9 17.3 1.1 86.0 20.5 0.0 3.1 13.8 0.3 0.0 0.2 Number of Traders in Each Category Total Traders: 35 4 6 0 . 4 . 8 6 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 94,942 Positions 831 51,894 75 20,855 300 1,760 33,147 32,375 3,659 24,878 1,139 192 9,545 3,548 Changes from: November 15, 2016 Total Change is: 12,922 44 556 30 -14 200 485 5,726 11,241 339 5,276 189 69 968 -186 Percent of Open Interest Represented by Each Category of Trader 0.9 54.7 0.1 22.0 0.3 1.9 34.9 34.1 3.9 26.2 1.2 0.2 10.1 3.7 Number of Traders in Each Category Total Traders: 159 5 . . 15 . . 56 19 17 45 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 389,937 Positions 92,542 14,857 16,012 102,949 34,377 30,032 39,645 182,370 64,181 5,095 5,575 12,955 26,526 29,578 Changes from: November 15, 2016 Total Change is: -61,294 6,739 -14,194 -8,261 40,973 3,736 -18,273 -33,497 28,766 -30,236 -2,209 -3,011 -10,581 -5,949 -9,240 Percent of Open Interest Represented by Each Category of Trader 23.7 3.8 4.1 26.4 8.8 7.7 10.2 46.8 16.5 1.3 1.4 3.3 6.8 7.6 Number of Traders in Each Category Total Traders: 211 16 7 18 17 19 13 37 75 54 10 17 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 17,719 Positions 30 3,279 0 10,374 970 4 3,576 13,079 369 3,231 0 0 135 18 Changes from: November 15, 2016 Total Change is: 1,039 -303 369 0 -316 2 0 860 756 -20 787 -48 0 31 -20 Percent of Open Interest Represented by Each Category of Trader 0.2 18.5 0.0 58.5 5.5 0.0 20.2 73.8 2.1 18.2 0.0 0.0 0.8 0.1 Number of Traders in Each Category Total Traders: 37 . . 0 8 . . 10 9 . 5 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 25, 2016