Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 128,355 Positions 29,040 16,822 6,656 26,874 10,744 1,708 12,478 36,179 13,405 4,564 4,160 4,421 29,209 34,260 Changes from: November 29, 2016 Total Change is: -6,487 -10,714 -1,245 -289 -409 -2,247 312 1,843 -2,734 831 -29 829 444 1,524 -2,387 Percent of Open Interest Represented by Each Category of Trader 22.6 13.1 5.2 20.9 8.4 1.3 9.7 28.2 10.4 3.6 3.2 3.4 22.8 26.7 Number of Traders in Each Category Total Traders: 89 8 6 9 8 11 4 10 34 16 7 5 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 69,595 Positions 46,542 337 1,027 1,606 3,645 0 8,449 34,304 3,938 446 0 0 7,587 26,344 Changes from: November 29, 2016 Total Change is: -1,411 -1,934 337 679 0 -19 0 -1,984 -2,857 333 31 0 0 1,464 116 Percent of Open Interest Represented by Each Category of Trader 66.9 0.5 1.5 2.3 5.2 0.0 12.1 49.3 5.7 0.6 0.0 0.0 10.9 37.9 Number of Traders in Each Category Total Traders: 46 9 . 5 . . 0 9 21 11 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 280,293 Positions 150,744 15,376 14,159 8,464 74,187 6,218 33,667 79,973 34,833 3,268 13,677 3,979 24,960 37,891 Changes from: November 29, 2016 Total Change is: 2,868 2,501 4,726 1,100 -522 3,081 1,410 -8,167 -14,591 6,895 -32 640 629 -948 -1,023 Percent of Open Interest Represented by Each Category of Trader 53.8 5.5 5.1 3.0 26.5 2.2 12.0 28.5 12.4 1.2 4.9 1.4 8.9 13.5 Number of Traders in Each Category Total Traders: 137 11 7 13 6 24 8 23 50 31 7 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 309,755 Positions 133,764 9,031 18,521 22,637 48,873 18,967 37,904 69,169 49,277 558 44,747 4,771 23,356 46,400 Changes from: November 29, 2016 Total Change is: 38,747 25,285 -1,354 1,806 -583 3,498 2,241 5,413 25,281 4,690 3 3,581 394 -502 -1,389 Percent of Open Interest Represented by Each Category of Trader 43.2 2.9 6.0 7.3 15.8 6.1 12.2 22.3 15.9 0.2 14.4 1.5 7.5 15.0 Number of Traders in Each Category Total Traders: 137 13 7 12 11 24 12 25 43 22 . 12 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 533,439 Positions 132,498 24,666 48,985 138,272 101,610 17,792 37,378 169,036 63,667 24,731 25,737 11,018 59,098 70,929 Changes from: November 29, 2016 Total Change is: -10,157 -13,776 4,569 6,137 -3,776 3,764 42 -94 -27,995 3,322 2,589 2,249 -924 -3,677 -1,321 Percent of Open Interest Represented by Each Category of Trader 24.8 4.6 9.2 25.9 19.0 3.3 7.0 31.7 11.9 4.6 4.8 2.1 11.1 13.3 Number of Traders in Each Category Total Traders: 268 20 10 18 48 35 38 22 72 34 29 30 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 108,180 Positions 12,730 22,346 7,701 10,598 12,721 672 26,238 18,884 15,071 8,253 2,784 2,867 24,050 25,133 Changes from: November 29, 2016 Total Change is: -8,833 -3,185 2,178 -770 1,169 -179 -593 -10,224 -6,027 -481 5,027 -426 -219 443 -2,315 Percent of Open Interest Represented by Each Category of Trader 11.8 20.7 7.1 9.8 11.8 0.6 24.3 17.5 13.9 7.6 2.6 2.7 22.2 23.2 Number of Traders in Each Category Total Traders: 88 7 8 9 5 11 . 25 18 14 7 7 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 34,499 Positions 3,165 29,414 0 5,163 0 0 22,322 747 2,017 594 1,650 0 1,238 671 Changes from: November 29, 2016 Total Change is: 1,348 81 -216 -65 4 0 0 -827 -416 1,973 194 0 0 -12 72 Percent of Open Interest Represented by Each Category of Trader 9.2 85.3 0.0 15.0 0.0 0.0 64.7 2.2 5.8 1.7 4.8 0.0 3.6 1.9 Number of Traders in Each Category Total Traders: 28 4 6 0 . 0 0 12 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 154,189 Positions 59,612 45,162 4,251 45,917 5,933 960 16,596 66,656 17,757 2,322 5,908 15 6,759 7,547 Changes from: November 29, 2016 Total Change is: -3,890 2,522 688 -2,195 -4,120 -552 801 -78 -967 -1,042 52 -572 -1 171 -50 Percent of Open Interest Represented by Each Category of Trader 38.7 29.3 2.8 29.8 3.8 0.6 10.8 43.2 11.5 1.5 3.8 0.0 4.4 4.9 Number of Traders in Each Category Total Traders: 137 6 8 . 11 9 4 23 52 18 12 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 19,925 Positions 754 12,608 0 5,716 0 0 10,345 4,306 1,073 699 1,260 0 1,338 678 Changes from: November 29, 2016 Total Change is: -12,389 754 -7,382 -4,528 55 0 0 -7,029 1,194 -1,498 63 -43 0 -206 -132 Percent of Open Interest Represented by Each Category of Trader 3.8 63.3 0.0 28.7 0.0 0.0 51.9 21.6 5.4 3.5 6.3 0.0 6.7 3.4 Number of Traders in Each Category Total Traders: 31 . . 0 . 0 0 9 10 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 48,740 Positions 18,273 11,519 306 399 25,033 59 23,653 6,163 1,811 0 1,244 0 4,239 2,605 Changes from: November 29, 2016 Total Change is: -1,145 1,408 -31 190 -95 204 0 -3,303 -273 171 0 -553 0 484 -853 Percent of Open Interest Represented by Each Category of Trader 37.5 23.6 0.6 0.8 51.4 0.1 48.5 12.6 3.7 0.0 2.6 0.0 8.7 5.3 Number of Traders in Each Category Total Traders: 68 9 4 . . 5 . 29 13 6 0 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 5,739 Positions 1,438 0 0 506 1,936 0 1,958 2,069 1,120 0 0 0 717 614 Changes from: November 29, 2016 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 25.1 0.0 0.0 8.8 33.7 0.0 34.1 36.1 19.5 0.0 0.0 0.0 12.5 10.7 Number of Traders in Each Category Total Traders: 21 . 0 0 . . 0 10 . 4 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 72,444 Positions 9,306 39,500 2,311 9,141 1,109 221 39,136 10,343 1,131 909 5,017 779 9,509 12,033 Changes from: November 29, 2016 Total Change is: -1,612 6 -1,133 1,006 -254 -392 9 -1,897 -154 -746 -123 81 60 327 -343 Percent of Open Interest Represented by Each Category of Trader 12.8 54.5 3.2 12.6 1.5 0.3 54.0 14.3 1.6 1.3 6.9 1.1 13.1 16.6 Number of Traders in Each Category Total Traders: 128 14 28 11 12 . 6 35 17 8 4 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 144,887 Positions 18,613 78,999 4,622 18,281 2,217 442 78,272 20,685 2,263 1,819 10,034 1,558 19,018 24,067 Changes from: November 29, 2016 Total Change is: -3,223 13 -2,266 2,012 -507 -783 18 -3,794 -307 -1,493 -245 162 119 654 -685 Percent of Open Interest Represented by Each Category of Trader 12.8 54.5 3.2 12.6 1.5 0.3 54.0 14.3 1.6 1.3 6.9 1.1 13.1 16.6 Number of Traders in Each Category Total Traders: 128 14 28 11 12 . 6 35 17 8 4 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 941,120 Positions 84,518 70,513 64,185 269,096 224,763 77,581 84,090 127,572 172,263 23,462 34,286 46,372 119,554 123,585 Changes from: November 29, 2016 Total Change is: -19,577 2,636 2,928 2,642 -14,340 -636 -107 -1,188 -9,630 -12,548 -28 -1,625 -2,653 6,010 2,052 Percent of Open Interest Represented by Each Category of Trader 9.0 7.5 6.8 28.6 23.9 8.2 8.9 13.6 18.3 2.5 3.6 4.9 12.7 13.1 Number of Traders in Each Category Total Traders: 661 38 30 47 125 91 109 81 141 122 75 78 79 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 198,561 Positions 26,583 14,927 16,985 20,232 25,509 13,156 16,040 12,783 52,683 3,692 243 11,352 37,838 50,923 Changes from: November 29, 2016 Total Change is: -4,090 -3,854 1,233 2,110 1,284 -1,732 703 -1,320 -13 -3,787 -171 9 -1,019 1,964 -1,594 Percent of Open Interest Represented by Each Category of Trader 13.4 7.5 8.6 10.2 12.8 6.6 8.1 6.4 26.5 1.9 0.1 5.7 19.1 25.6 Number of Traders in Each Category Total Traders: 77 11 6 8 8 6 5 16 14 27 8 7 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 3,712,794 Positions 365,505 353,759 160,171 1,248,928 1,000,882 317,518 421,879 655,576 516,269 105,871 177,237 168,075 408,579 363,308 Changes from: November 29, 2016 Total Change is: -77,434 29,911 5,934 5,199 -86,580 -2,976 4,413 -10,295 -59,040 -32,851 -287 -9,175 -7,169 20,227 18,233 Percent of Open Interest Represented by Each Category of Trader 9.8 9.5 4.3 33.6 27.0 8.6 11.4 17.7 13.9 2.9 4.8 4.5 11.0 9.8 Number of Traders in Each Category Total Traders: 638 37 31 43 124 86 104 82 135 116 71 72 73 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 88,102 Positions 1,808 34,818 525 42,293 40,517 3,628 27,428 3,417 114 0 1,080 0 12,306 4,003 Changes from: November 29, 2016 Total Change is: -378 441 316 40 -2,785 -1,383 1,137 769 -24 3 0 -149 0 17 -318 Percent of Open Interest Represented by Each Category of Trader 2.1 39.5 0.6 48.0 46.0 4.1 31.1 3.9 0.1 0.0 1.2 0.0 14.0 4.5 Number of Traders in Each Category Total Traders: 87 5 8 . 32 13 17 19 6 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 52,750 Positions 12,000 17,211 676 10,647 7,045 861 16,323 14,846 3,073 2,181 1,780 486 6,504 6,773 Changes from: November 29, 2016 Total Change is: -738 4,690 -3,276 338 -2,390 988 -16 -4,189 -241 655 25 -537 -45 194 1,396 Percent of Open Interest Represented by Each Category of Trader 22.7 32.6 1.3 20.2 13.4 1.6 30.9 28.1 5.8 4.1 3.4 0.9 12.3 12.8 Number of Traders in Each Category Total Traders: 224 16 21 13 35 18 14 50 53 27 16 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 263,751 Positions 59,998 86,057 3,379 53,233 35,223 4,306 81,615 74,229 15,365 10,906 8,899 2,430 32,520 33,863 Changes from: November 29, 2016 Total Change is: -3,688 23,450 -16,380 1,692 -11,950 4,939 -79 -20,945 -1,207 3,277 125 -2,685 -227 968 6,981 Percent of Open Interest Represented by Each Category of Trader 22.7 32.6 1.3 20.2 13.4 1.6 30.9 28.1 5.8 4.1 3.4 0.9 12.3 12.8 Number of Traders in Each Category Total Traders: 224 16 21 13 35 18 14 50 53 27 16 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 $50) CFTC Code #23977A Open Interest is 694,546 Positions 83,535 218,644 4,663 318,479 160,901 33,623 185,048 212,481 15,945 19,611 22,545 1,678 31,964 24,066 Changes from: November 29, 2016 Total Change is: 337,740 41,719 103,335 3,419 157,480 79,784 17,924 90,057 106,075 8,232 10,955 13,636 844 7,111 4,492 Percent of Open Interest Represented by Each Category of Trader 12.0 31.5 0.7 45.9 23.2 4.8 26.6 30.6 2.3 2.8 3.2 0.2 4.6 3.5 Number of Traders in Each Category Total Traders: 360 19 23 8 82 50 36 72 68 25 21 25 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 50,456 Positions 1,128 27,332 5,108 14,812 543 48 5,560 1,796 1,329 4,297 1,327 5,768 12,406 7,205 Changes from: November 29, 2016 Total Change is: 14,442 -314 -92 4,855 -453 -7 -21 -140 373 1,329 -464 -298 5,768 3,882 2,535 Percent of Open Interest Represented by Each Category of Trader 2.2 54.2 10.1 29.4 1.1 0.1 11.0 3.6 2.6 8.5 2.6 11.4 24.6 14.3 Number of Traders in Each Category Total Traders: 47 4 6 . 14 . . 10 5 5 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 88,361 Positions 21,721 16,835 4,031 13,409 11,124 3,040 13,619 23,829 5,334 2,915 1,975 1,238 23,054 20,955 Changes from: November 29, 2016 Total Change is: 15,007 282 -482 2,844 -3,889 -2,371 298 436 4,036 3,353 401 239 220 11,062 6,870 Percent of Open Interest Represented by Each Category of Trader 24.6 19.1 4.6 15.2 12.6 3.4 15.4 27.0 6.0 3.3 2.2 1.4 26.1 23.7 Number of Traders in Each Category Total Traders: 93 11 14 10 11 9 8 19 19 14 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 221,754 Positions 9,664 128,302 3,339 148,660 60,490 13,000 33,776 7,090 2,245 3,027 1,666 500 7,543 5,122 Changes from: November 29, 2016 Total Change is: -2,970 2,338 21 666 -6,740 -1,740 -408 179 -2,413 -330 8 -324 500 817 1,058 Percent of Open Interest Represented by Each Category of Trader 4.4 57.9 1.5 67.0 27.3 5.9 15.2 3.2 1.0 1.4 0.8 0.2 3.4 2.3 Number of Traders in Each Category Total Traders: 115 10 10 4 43 23 20 11 11 7 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 834,985 Positions 28,393 600,828 23,711 476,327 91,549 64,008 159,826 19,115 13,489 48,658 10,707 1,007 19,566 10,571 Changes from: November 29, 2016 Total Change is: 7,719 -5,158 5,616 12,852 -5,069 -12,940 732 3,163 -2,233 2,232 623 -749 -68 -1,588 2,277 Percent of Open Interest Represented by Each Category of Trader 3.4 72.0 2.8 57.0 11.0 7.7 19.1 2.3 1.6 5.8 1.3 0.1 2.3 1.3 Number of Traders in Each Category Total Traders: 303 23 22 13 97 38 47 55 19 19 35 14 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 711,707 Positions 6,349 34,020 33,012 295,740 158,127 80,408 37,508 107,809 87,129 5,606 17,127 14,749 151,206 179,327 Changes from: November 29, 2016 Total Change is: 28,065 -781 -10,042 10,102 30,774 23,229 -11,555 -1,023 -77 13,400 -12,502 4,386 4,515 -4,863 -5,892 Percent of Open Interest Represented by Each Category of Trader 0.9 4.8 4.6 41.6 22.2 11.3 5.3 15.1 12.2 0.8 2.4 2.1 21.2 25.2 Number of Traders in Each Category Total Traders: 157 6 10 14 41 29 36 28 29 39 8 6 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 661,422 Positions 8,312 122,812 2,052 377,433 82,460 84,448 41,679 232,725 20,867 15,498 8,676 456 110,677 106,926 Changes from: November 29, 2016 Total Change is: 6,921 2,145 8,660 -3,255 17,788 -23,745 1,371 4,654 25,367 -2,938 972 1,125 0 -13,816 336 Percent of Open Interest Represented by Each Category of Trader 1.3 18.6 0.3 57.1 12.5 12.8 6.3 35.2 3.2 2.3 1.3 0.1 16.7 16.2 Number of Traders in Each Category Total Traders: 103 . 10 5 48 10 31 9 18 13 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 1,192,203 Positions 44,512 63,828 13,393 359,367 257,100 154,160 303,310 175,200 126,320 80,305 244,324 7,946 102,890 149,932 Changes from: November 29, 2016 Total Change is: 8,526 6,053 4,821 -16,557 33,297 -5,275 18,025 4,542 16,613 -12,904 -22,392 12,538 -823 -715 -7,913 Percent of Open Interest Represented by Each Category of Trader 3.7 5.4 1.1 30.1 21.6 12.9 25.4 14.7 10.6 6.7 20.5 0.7 8.6 12.6 Number of Traders in Each Category Total Traders: 236 10 22 17 54 37 44 42 29 35 18 24 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 3,639,440 Positions 113,535 250,279 155,352 1,102,686 925,594 496,067 472,887 516,827 459,097 387,112 173,996 120,940 331,763 541,287 Changes from: November 29, 2016 Total Change is: 105,011 4,589 -120 3,021 27,611 32,248 -1,749 8,536 -44,592 57,474 -16,845 26,332 30,481 -8,106 1,917 Percent of Open Interest Represented by Each Category of Trader 3.1 6.9 4.3 30.3 25.4 13.6 13.0 14.2 12.6 10.6 4.8 3.3 9.1 14.9 Number of Traders in Each Category Total Traders: 388 22 35 40 54 85 90 47 84 93 20 41 32 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 312,049 Positions 11,466 14,398 2,376 64,038 151,623 6,769 134,066 20,873 8,292 9,627 6,629 0 75,416 101,089 Changes from: November 29, 2016 Total Change is: -3,550 -2,607 2,698 -2,643 4,269 1,496 -586 10,084 2,565 -6,224 833 0 0 -6,676 -856 Percent of Open Interest Represented by Each Category of Trader 3.7 4.6 0.8 20.5 48.6 2.2 43.0 6.7 2.7 3.1 2.1 0.0 24.2 32.4 Number of Traders in Each Category Total Traders: 52 . 5 . 7 18 15 12 4 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 3,044,136 Positions 64,199 225,624 103,522 1,715,069 420,598 275,257 169,066 1,173,208 239,609 203,287 198,212 27,697 246,431 380,409 Changes from: November 29, 2016 Total Change is: -168,104 -17,575 -24,532 -6,867 73,078 33,732 -29,762 -41,585 11,269 -128,336 8,868 -4,770 -333 -25,592 -18,506 Percent of Open Interest Represented by Each Category of Trader 2.1 7.4 3.4 56.3 13.8 9.0 5.6 38.5 7.9 6.7 6.5 0.9 8.1 12.5 Number of Traders in Each Category Total Traders: 286 7 33 21 61 44 60 36 58 56 17 30 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 887,629 Positions 311,114 136,646 251,850 663 13,890 9,081 91,252 263,133 121,799 47,016 19,252 24,671 30,183 47,307 Changes from: November 29, 2016 Total Change is: -128,667 -19,263 -14,182 -72,325 203 -8,619 5,029 2,038 11,330 -48,371 14,282 13,141 -16,383 6,123 1,714 Percent of Open Interest Represented by Each Category of Trader 35.0 15.4 28.4 0.1 1.6 1.0 10.3 29.6 13.7 5.3 2.2 2.8 3.4 5.3 Number of Traders in Each Category Total Traders: 118 28 28 41 . 5 . 23 21 28 9 . 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 is24,584,789 Positions 4,829,498 1,063,272 4,312,565 54,220 1,888,294 660,823 556,958 1,956,928 10,799,507 774,909 702,938 2,007,203 589,104 1,193,258 Changes from: November 29, 2016 Total Change is: 1,319,137 185,971 147,796 10,686 -3,531 113,963 -13,649 20,880 -12,840 973,529 1,081 -1,412 165,029 -20,859 -63,965 Percent of Open Interest Represented by Each Category of Trader 19.6 4.3 17.5 0.2 7.7 2.7 2.3 8.0 43.9 3.2 2.9 8.2 2.4 4.9 Number of Traders in Each Category Total Traders: 316 37 46 79 11 32 30 33 102 110 20 30 36 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 32,248 Positions 5,804 7,558 0 151 13,721 113 15,370 5,876 0 10,456 4,423 292 62 265 Changes from: November 29, 2016 Total Change is: 757 -51 496 0 14 144 0 374 -307 0 373 402 22 25 0 Percent of Open Interest Represented by Each Category of Trader 18.0 23.4 0.0 0.5 42.5 0.4 47.7 18.2 0.0 32.4 13.7 0.9 0.2 0.8 Number of Traders in Each Category Total Traders: 46 . 9 0 . 12 . 5 9 0 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 52,738 Positions 4,923 29,203 0 371 6,985 360 45,904 10,242 0 1,028 5,702 136 16 110 Changes from: November 29, 2016 Total Change is: 9,148 492 7,509 0 31 -43 -66 8,715 1,722 0 3 0 0 -27 26 Percent of Open Interest Represented by Each Category of Trader 9.3 55.4 0.0 0.7 13.2 0.7 87.0 19.4 0.0 1.9 10.8 0.3 0.0 0.2 Number of Traders in Each Category Total Traders: 34 . 5 0 . 5 . 6 8 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 94,624 Positions 841 51,083 629 20,759 200 1,599 37,599 28,917 5,907 14,768 720 387 12,136 5,184 Changes from: November 29, 2016 Total Change is: 1,422 88 71 2 -835 -100 -172 3,283 -332 328 -3,905 -458 223 2,410 1,860 Percent of Open Interest Represented by Each Category of Trader 0.9 54.0 0.7 21.9 0.2 1.7 39.7 30.6 6.2 15.6 0.8 0.4 12.8 5.5 Number of Traders in Each Category Total Traders: 155 4 4 . 16 . . 59 21 20 41 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 431,627 Positions 104,909 19,603 16,525 103,511 41,994 25,547 49,848 195,423 80,928 8,206 7,226 14,289 27,864 30,092 Changes from: November 29, 2016 Total Change is: 22,741 10,071 3,087 910 -7,321 4,675 1,513 5,505 -71 11,650 76 1,752 3,186 -2,849 -3,961 Percent of Open Interest Represented by Each Category of Trader 24.3 4.5 3.8 24.0 9.7 5.9 11.5 45.3 18.7 1.9 1.7 3.3 6.5 7.0 Number of Traders in Each Category Total Traders: 210 17 7 20 13 20 9 41 68 56 15 18 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 22,797 Positions 51 2,522 0 14,014 969 4 5,274 18,886 369 2,948 0 0 137 47 Changes from: November 29, 2016 Total Change is: 1,103 21 -1,145 0 2,489 -1 0 -1,807 2,217 0 348 0 0 52 32 Percent of Open Interest Represented by Each Category of Trader 0.2 11.1 0.0 61.5 4.3 0.0 23.1 82.8 1.6 12.9 0.0 0.0 0.6 0.2 Number of Traders in Each Category Total Traders: 36 . . 0 10 . . 10 8 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 9, 2016