Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 134,842 Positions 39,754 18,067 6,944 27,283 12,991 1,396 10,635 38,913 12,574 4,593 3,332 3,977 27,685 36,647 Changes from: November 22, 2016 Total Change is: -2,981 -2,999 -779 647 -2,369 102 73 793 -2,187 672 -1,212 278 73 1,340 -1,860 Percent of Open Interest Represented by Each Category of Trader 29.5 13.4 5.1 20.2 9.6 1.0 7.9 28.9 9.3 3.4 2.5 2.9 20.5 27.2 Number of Traders in Each Category Total Traders: 93 8 6 7 9 14 4 11 33 16 7 5 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 71,006 Positions 48,476 0 348 1,606 3,664 0 10,433 37,161 3,606 415 0 0 6,123 26,227 Changes from: November 22, 2016 Total Change is: 6,811 4,464 0 -19 0 401 0 1,385 4,486 331 -11 0 0 662 1,612 Percent of Open Interest Represented by Each Category of Trader 68.3 0.0 0.5 2.3 5.2 0.0 14.7 52.3 5.1 0.6 0.0 0.0 8.6 36.9 Number of Traders in Each Category Total Traders: 49 9 0 . . . 0 14 21 9 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 277,425 Positions 148,243 10,650 13,059 8,986 71,106 4,808 41,834 94,564 27,939 3,300 13,037 3,350 25,908 38,914 Changes from: November 22, 2016 Total Change is: 393 1,524 497 939 -891 1,236 905 -1,960 -2,120 -506 117 223 -51 317 -730 Percent of Open Interest Represented by Each Category of Trader 53.4 3.8 4.7 3.2 25.6 1.7 15.1 34.1 10.1 1.2 4.7 1.2 9.3 14.0 Number of Traders in Each Category Total Traders: 138 8 10 12 7 25 10 30 46 29 6 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 271,008 Positions 108,479 10,385 16,716 23,221 45,375 16,726 32,491 43,888 44,587 555 41,166 4,377 23,858 47,789 Changes from: November 22, 2016 Total Change is: 21,794 20,264 -1,835 912 -6,409 4,481 1,531 743 3,525 4,263 -482 3,819 314 658 4,783 Percent of Open Interest Represented by Each Category of Trader 40.0 3.8 6.2 8.6 16.7 6.2 12.0 16.2 16.5 0.2 15.2 1.6 8.8 17.6 Number of Traders in Each Category Total Traders: 127 13 8 14 11 23 12 22 39 21 . 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 543,596 Positions 146,274 20,096 42,848 142,048 97,846 17,750 37,472 197,032 60,345 22,142 23,488 11,942 62,775 72,249 Changes from: November 22, 2016 Total Change is: 19,697 11,910 661 2,496 2,979 2,128 -273 -3,263 17,900 5,500 -1,591 -8,046 609 1,330 -1,278 Percent of Open Interest Represented by Each Category of Trader 26.9 3.7 7.9 26.1 18.0 3.3 6.9 36.2 11.1 4.1 4.3 2.2 11.5 13.3 Number of Traders in Each Category Total Traders: 258 20 10 16 46 37 39 22 73 34 28 21 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 117,013 Positions 15,915 20,168 8,471 9,429 12,900 1,264 36,462 24,911 15,553 3,225 3,211 3,087 23,607 27,449 Changes from: November 22, 2016 Total Change is: -9,936 8,720 -9,424 834 -1,390 1,166 -273 -8,538 -1,209 34 -7,152 628 -39 -2,133 -1,654 Percent of Open Interest Represented by Each Category of Trader 13.6 17.2 7.2 8.1 11.0 1.1 31.2 21.3 13.3 2.8 2.7 2.6 20.2 23.5 Number of Traders in Each Category Total Traders: 95 8 8 9 7 11 4 26 20 15 8 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 33,151 Positions 3,084 29,630 65 5,159 0 0 23,149 1,163 44 400 1,650 0 1,250 599 Changes from: November 22, 2016 Total Change is: -3 113 133 65 6 0 0 -96 -4 -3 0 0 0 -88 -194 Percent of Open Interest Represented by Each Category of Trader 9.3 89.4 0.2 15.6 0.0 0.0 69.8 3.5 0.1 1.2 5.0 0.0 3.8 1.8 Number of Traders in Each Category Total Traders: 28 4 6 . . 0 0 13 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 158,079 Positions 57,090 44,474 6,445 50,037 6,485 159 16,674 67,623 18,799 2,270 6,480 16 6,588 7,597 Changes from: November 22, 2016 Total Change is: 20 752 -7,794 6,390 -3,013 195 -3 180 5,224 -4,370 -9 -234 -11 104 622 Percent of Open Interest Represented by Each Category of Trader 36.1 28.1 4.1 31.7 4.1 0.1 10.5 42.8 11.9 1.4 4.1 0.0 4.2 4.8 Number of Traders in Each Category Total Traders: 140 6 8 4 11 9 4 20 54 19 13 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 32,314 Positions 0 19,990 4,528 5,661 0 0 17,374 3,112 2,571 636 1,303 0 1,544 810 Changes from: November 22, 2016 Total Change is: 6,615 0 0 4,505 -36 0 0 -527 -603 2,375 400 262 0 -102 76 Percent of Open Interest Represented by Each Category of Trader 0.0 61.9 14.0 17.5 0.0 0.0 53.8 9.6 8.0 2.0 4.0 0.0 4.8 2.5 Number of Traders in Each Category Total Traders: 32 0 . . . 0 0 12 7 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 49,885 Positions 16,865 11,550 116 494 24,829 59 26,956 6,436 1,640 0 1,797 0 3,755 3,458 Changes from: November 22, 2016 Total Change is: -122 3,688 2 -31 102 0 0 -2,942 9 -80 -288 -210 0 -571 188 Percent of Open Interest Represented by Each Category of Trader 33.8 23.2 0.2 1.0 49.8 0.1 54.0 12.9 3.3 0.0 3.6 0.0 7.5 6.9 Number of Traders in Each Category Total Traders: 71 9 4 . . 4 . 30 14 7 0 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 74,055 Positions 9,300 40,632 1,305 9,394 1,500 212 41,033 10,496 1,878 1,032 4,936 720 9,182 12,376 Changes from: November 22, 2016 Total Change is: 5,653 79 5,104 115 2,033 124 -25 3,764 979 -154 107 -197 23 -289 -315 Percent of Open Interest Represented by Each Category of Trader 12.6 54.9 1.8 12.7 2.0 0.3 55.4 14.2 2.5 1.4 6.7 1.0 12.4 16.7 Number of Traders in Each Category Total Traders: 129 13 27 6 12 . 4 41 15 8 5 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 148,110 Positions 18,600 81,265 2,610 18,788 3,000 424 82,066 20,993 3,756 2,064 9,872 1,439 18,364 24,752 Changes from: November 22, 2016 Total Change is: 11,306 159 10,209 230 4,066 247 -49 7,528 1,957 -309 214 -394 45 -579 -630 Percent of Open Interest Represented by Each Category of Trader 12.6 54.9 1.8 12.7 2.0 0.3 55.4 14.2 2.5 1.4 6.7 1.0 12.4 16.7 Number of Traders in Each Category Total Traders: 129 13 27 6 12 . 4 41 15 8 5 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 960,697 Positions 81,881 67,585 61,543 283,436 225,399 77,688 85,278 137,202 184,811 23,490 35,911 49,025 113,544 121,532 Changes from: November 22, 2016 Total Change is: 14,602 -921 356 4,196 10,530 2,471 -98 -285 9,184 3,469 943 1,648 1,516 -4,748 -8,140 Percent of Open Interest Represented by Each Category of Trader 8.5 7.0 6.4 29.5 23.5 8.1 8.9 14.3 19.2 2.4 3.7 5.1 11.8 12.7 Number of Traders in Each Category Total Traders: 681 38 30 43 128 95 107 80 148 123 81 79 81 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 202,651 Positions 30,437 13,694 14,875 18,948 27,241 12,453 17,360 12,796 56,470 3,864 234 12,371 35,874 52,517 Changes from: November 22, 2016 Total Change is: 5,645 729 1,123 646 12 975 104 1,544 2,174 3,831 -55 -12 449 -1,616 -3,645 Percent of Open Interest Represented by Each Category of Trader 15.0 6.8 7.3 9.4 13.4 6.1 8.6 6.3 27.9 1.9 0.1 6.1 17.7 25.9 Number of Traders in Each Category Total Traders: 80 11 5 8 9 6 4 15 16 28 11 6 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 3,790,228 Positions 335,595 347,825 154,972 1,335,508 1,003,858 313,105 432,174 714,616 549,120 106,158 186,413 175,244 388,352 345,075 Changes from: November 22, 2016 Total Change is: 44,787 6,248 10,667 3,250 50,682 5,572 900 -2,493 41,702 -8,463 4,626 7,933 5,698 -15,661 -22,472 Percent of Open Interest Represented by Each Category of Trader 8.9 9.2 4.1 35.2 26.5 8.3 11.4 18.9 14.5 2.8 4.9 4.6 10.2 9.1 Number of Traders in Each Category Total Traders: 658 36 33 39 127 90 103 82 141 117 73 76 75 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 88,480 Positions 1,367 34,502 485 45,078 41,900 2,491 26,659 3,441 111 0 1,229 0 12,289 4,321 Changes from: November 22, 2016 Total Change is: 5,378 -292 5,394 41 2,965 248 -7 1,425 -905 -15 0 40 0 1,261 582 Percent of Open Interest Represented by Each Category of Trader 1.5 39.0 0.5 50.9 47.4 2.8 30.1 3.9 0.1 0.0 1.4 0.0 13.9 4.9 Number of Traders in Each Category Total Traders: 82 . 8 . 32 14 17 16 5 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 53,488 Positions 7,310 20,487 337 13,037 6,057 877 20,512 15,087 2,417 2,156 2,317 531 6,310 5,376 Changes from: November 22, 2016 Total Change is: 755 1,547 711 36 208 -120 -53 -759 91 -337 -249 418 -33 395 44 Percent of Open Interest Represented by Each Category of Trader 13.7 38.3 0.6 24.4 11.3 1.6 38.3 28.2 4.5 4.0 4.3 1.0 11.8 10.1 Number of Traders in Each Category Total Traders: 252 17 23 10 42 20 10 61 56 30 14 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 267,439 Positions 36,548 102,437 1,686 65,183 30,285 4,385 102,560 75,436 12,087 10,781 11,583 2,657 31,552 26,882 Changes from: November 22, 2016 Total Change is: 3,775 7,737 3,554 182 1,041 -600 -267 -3,797 454 -1,687 -1,244 2,088 -167 1,977 218 Percent of Open Interest Represented by Each Category of Trader 13.7 38.3 0.6 24.4 11.3 1.6 38.3 28.2 4.5 4.0 4.3 1.0 11.8 10.1 Number of Traders in Each Category Total Traders: 252 17 23 10 42 20 10 61 56 30 14 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 356,806 Positions 41,816 115,309 1,244 160,999 81,117 15,699 94,991 106,406 7,713 8,656 8,909 834 24,853 19,575 Changes from: November 22, 2016 Total Change is: 3,160 -6,736 11,209 67 14,434 -1,504 -476 -2,316 -4,339 -544 -434 -643 138 -973 -748 Percent of Open Interest Represented by Each Category of Trader 11.7 32.3 0.3 45.1 22.7 4.4 26.6 29.8 2.2 2.4 2.5 0.2 7.0 5.5 Number of Traders in Each Category Total Traders: 277 16 20 5 69 39 30 59 49 21 13 12 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 36,014 Positions 1,442 27,424 253 15,265 550 69 5,700 1,423 0 4,761 1,625 0 8,524 4,670 Changes from: November 22, 2016 Total Change is: 178 -6 103 136 -10 0 -176 352 -234 0 -43 58 0 -75 291 Percent of Open Interest Represented by Each Category of Trader 4.0 76.1 0.7 42.4 1.5 0.2 15.8 4.0 0.0 13.2 4.5 0.0 23.7 13.0 Number of Traders in Each Category Total Traders: 49 5 6 . 16 . . 9 4 0 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 73,354 Positions 21,439 17,317 1,187 17,298 13,495 2,742 13,183 19,793 1,981 2,514 1,736 1,018 11,992 14,085 Changes from: November 22, 2016 Total Change is: 4,153 475 116 -229 680 -7,198 779 767 3,157 6 153 -958 1,018 504 7,462 Percent of Open Interest Represented by Each Category of Trader 29.2 23.6 1.6 23.6 18.4 3.7 18.0 27.0 2.7 3.4 2.4 1.4 16.3 19.2 Number of Traders in Each Category Total Traders: 88 13 15 . 11 10 8 14 16 6 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 224,724 Positions 7,326 128,281 2,673 155,400 62,230 13,408 33,597 9,503 2,575 3,019 1,990 0 6,726 4,064 Changes from: November 22, 2016 Total Change is: -2,098 21 1,598 369 -1,261 1,701 -151 -335 -5,045 -55 -312 186 0 -374 -701 Percent of Open Interest Represented by Each Category of Trader 3.3 57.1 1.2 69.2 27.7 6.0 15.0 4.2 1.1 1.3 0.9 0.0 3.0 1.8 Number of Traders in Each Category Total Traders: 121 8 11 5 45 23 21 14 11 8 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 827,266 Positions 33,551 595,212 10,859 481,396 104,489 63,276 156,663 21,348 11,257 48,035 11,456 1,075 21,154 8,294 Changes from: November 22, 2016 Total Change is: -6,116 -3,134 -6,129 3,384 -1,187 -2,649 2,985 -4,633 -3,004 421 -2,751 -830 36 -1,237 -330 Percent of Open Interest Represented by Each Category of Trader 4.1 71.9 1.3 58.2 12.6 7.6 18.9 2.6 1.4 5.8 1.4 0.1 2.6 1.0 Number of Traders in Each Category Total Traders: 303 25 21 9 99 37 46 51 20 19 35 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 683,642 Positions 7,130 44,062 22,910 264,966 134,898 91,963 38,532 107,887 73,729 18,109 12,740 10,234 156,069 185,219 Changes from: November 22, 2016 Total Change is: -164,549 -312 6,004 -35,152 3,021 5,439 -21,966 -7,290 -321 -86,095 6,785 -831 -7,893 -15,646 -23,733 Percent of Open Interest Represented by Each Category of Trader 1.0 6.4 3.4 38.8 19.7 13.5 5.6 15.8 10.8 2.6 1.9 1.5 22.8 27.1 Number of Traders in Each Category Total Traders: 154 5 12 12 43 25 35 27 29 35 6 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 654,501 Positions 6,167 114,152 5,307 359,645 106,205 83,077 37,025 207,358 23,805 14,526 7,551 456 124,493 106,590 Changes from: November 22, 2016 Total Change is: -32,719 -1,173 2,044 -4,381 13,265 -7,120 1,005 5,024 8,992 -31,512 273 -14 -8 -15,213 -1,725 Percent of Open Interest Represented by Each Category of Trader 0.9 17.4 0.8 54.9 16.2 12.7 5.7 31.7 3.6 2.2 1.2 0.1 19.0 16.3 Number of Traders in Each Category Total Traders: 100 . 10 7 47 10 31 10 15 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 1,183,677 Positions 38,459 59,007 29,949 326,069 262,375 136,136 298,768 158,587 139,224 102,697 231,785 8,769 103,605 157,845 Changes from: November 22, 2016 Total Change is: -56,037 -3,628 -16,358 7,200 -17,186 2,559 -13,016 23,486 -20,080 -11,388 -21,990 6,203 -4,667 -14,849 -6,490 Percent of Open Interest Represented by Each Category of Trader 3.2 5.0 2.5 27.5 22.2 11.5 25.2 13.4 11.8 8.7 19.6 0.7 8.8 13.3 Number of Traders in Each Category Total Traders: 233 11 21 16 57 35 44 42 28 33 16 23 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 3,534,429 Positions 108,945 250,399 152,332 1,075,076 893,345 497,816 464,351 561,419 401,623 403,957 147,664 90,460 339,869 539,371 Changes from: November 22, 2016 Total Change is: -710,631 -2,733 -12,037 -156,462 97,091 -26,891 -65,920 -9,375 116,900 -458,449 11,971 5,220 -77,820 -48,934 -35,172 Percent of Open Interest Represented by Each Category of Trader 3.1 7.1 4.3 30.4 25.3 14.1 13.1 15.9 11.4 11.4 4.2 2.6 9.6 15.3 Number of Traders in Each Category Total Traders: 378 28 30 40 57 81 89 59 63 84 26 34 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 315,599 Positions 14,073 11,700 5,019 59,769 150,127 7,355 123,982 18,308 14,516 8,794 6,629 0 82,092 101,945 Changes from: November 22, 2016 Total Change is: 10,257 885 3,165 -1,685 5,416 -183 3,423 -4,995 2,112 2,647 1,984 0 0 2,582 778 Percent of Open Interest Represented by Each Category of Trader 4.5 3.7 1.6 18.9 47.6 2.3 39.3 5.8 4.6 2.8 2.1 0.0 26.0 32.3 Number of Traders in Each Category Total Traders: 48 4 4 5 7 16 14 10 . 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 3,212,240 Positions 81,774 250,156 110,389 1,641,991 386,866 305,019 210,651 1,161,939 367,945 194,419 202,983 28,030 272,022 398,915 Changes from: November 22, 2016 Total Change is: -316,488 16,371 -51,824 -123,577 13,742 27,477 -58,161 -46,787 46,243 -105,035 22,210 -18,529 -7,647 -27,603 -25,435 Percent of Open Interest Represented by Each Category of Trader 2.5 7.8 3.4 51.1 12.0 9.5 6.6 36.2 11.5 6.1 6.3 0.9 8.5 12.4 Number of Traders in Each Category Total Traders: 296 13 32 24 57 47 56 44 58 64 16 29 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 1,016,296 Positions 330,376 150,828 324,175 460 22,509 4,052 89,214 251,803 170,170 32,734 6,111 41,054 24,061 45,593 Changes from: November 22, 2016 Total Change is: 57,526 9,045 -13,372 25,811 -69 3,216 -1 18,163 37,349 13,560 -4,208 -1,666 -150 -4,626 -7,222 Percent of Open Interest Represented by Each Category of Trader 32.5 14.8 31.9 0.0 2.2 0.4 8.8 24.8 16.7 3.2 0.6 4.0 2.4 4.5 Number of Traders in Each Category Total Traders: 139 26 35 48 . 6 . 27 28 39 9 6 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 is23,265,652 Positions 4,643,527 915,476 4,301,879 57,752 1,774,331 674,472 536,078 1,969,769 9,825,978 773,828 704,350 1,842,175 609,963 1,257,223 Changes from: November 22, 2016 Total Change is: 167,214 10,196 13,688 62,156 2,068 6,954 -8,290 -15,502 -8,248 149,181 58,422 24,813 -36,910 -54,105 -36,128 Percent of Open Interest Represented by Each Category of Trader 20.0 3.9 18.5 0.2 7.6 2.9 2.3 8.5 42.2 3.3 3.0 7.9 2.6 5.4 Number of Traders in Each Category Total Traders: 309 36 45 76 12 29 30 41 95 106 19 29 33 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 31,491 Positions 5,855 7,062 0 137 13,577 113 14,996 6,183 0 10,083 4,021 270 37 265 Changes from: November 22, 2016 Total Change is: 806 299 48 0 4 34 0 497 106 0 -20 581 28 -2 9 Percent of Open Interest Represented by Each Category of Trader 18.6 22.4 0.0 0.4 43.1 0.4 47.6 19.6 0.0 32.0 12.8 0.9 0.1 0.8 Number of Traders in Each Category Total Traders: 45 . 8 0 . 12 . 5 8 0 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 43,590 Positions 4,431 21,694 0 340 7,028 426 37,189 8,520 0 1,025 5,702 136 43 84 Changes from: November 22, 2016 Total Change is: 4,306 1,027 3,344 0 -3 217 3 3,413 453 0 -174 280 0 40 9 Percent of Open Interest Represented by Each Category of Trader 10.2 49.8 0.0 0.8 16.1 1.0 85.3 19.5 0.0 2.4 13.1 0.3 0.1 0.2 Number of Traders in Each Category Total Traders: 35 . 5 0 . 5 . 8 6 0 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 93,202 Positions 753 51,011 627 21,594 300 1,771 34,316 29,249 5,579 18,673 1,177 164 9,725 3,323 Changes from: November 22, 2016 Total Change is: -1,740 -78 -883 553 739 0 11 1,169 -3,126 1,919 -6,205 39 -28 180 -225 Percent of Open Interest Represented by Each Category of Trader 0.8 54.7 0.7 23.2 0.3 1.9 36.8 31.4 6.0 20.0 1.3 0.2 10.4 3.6 Number of Traders in Each Category Total Traders: 158 4 4 . 15 . . 56 19 18 43 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 408,886 Positions 94,838 16,516 15,615 110,832 37,319 24,034 44,343 195,494 69,278 8,130 5,474 11,103 30,713 34,053 Changes from: November 22, 2016 Total Change is: 18,949 2,296 1,659 -397 7,883 2,942 -5,998 4,698 13,124 5,097 3,035 -101 -1,852 4,187 4,475 Percent of Open Interest Represented by Each Category of Trader 23.2 4.0 3.8 27.1 9.1 5.9 10.8 47.8 16.9 2.0 1.3 2.7 7.5 8.3 Number of Traders in Each Category Total Traders: 213 16 7 17 16 20 11 39 69 57 17 15 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of November 29, 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 21,694 Positions 30 3,667 0 11,525 970 4 7,081 16,669 369 2,600 0 0 85 15 Changes from: November 22, 2016 Total Change is: 3,975 0 388 0 1,151 0 0 3,505 3,590 0 -631 0 0 -50 -3 Percent of Open Interest Represented by Each Category of Trader 0.1 16.9 0.0 53.1 4.5 0.0 32.6 76.8 1.7 12.0 0.0 0.0 0.4 0.1 Number of Traders in Each Category Total Traders: 36 . . 0 10 . . 9 9 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 2, 2016