Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 123,125
Positions
18,384 19,960 8,909 29,236 9,128 1,446 14,344 30,975 14,021 5,222 4,852 3,649 27,913 30,185
Changes from: December 13, 2016 Total Change is: -7,390
-4,005 1,899 3,519 -473 329 456 -1,478 -10,077 -1,560 938 -1,130 801 -5,589 -1,628
Percent of Open Interest Represented by Each Category of Trader
14.9 16.2 7.2 23.7 7.4 1.2 11.6 25.2 11.4 4.2 3.9 3.0 22.7 24.5
Number of Traders in Each Category Total Traders: 93
6 9 8 10 9 5 15 32 16 7 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 58,961
Positions
13,091 1,105 637 1,735 4,673 0 34,485 25,020 3,564 0 0 0 5,448 23,962
Changes from: December 13, 2016 Total Change is: -8,607
-31,047 318 -517 236 735 0 28,047 -4,832 -3,761 -471 0 0 -1,094 -551
Percent of Open Interest Represented by Each Category of Trader
22.2 1.9 1.1 2.9 7.9 0.0 58.5 42.4 6.0 0.0 0.0 0.0 9.2 40.6
Number of Traders in Each Category Total Traders: 48
5 . . . 5 0 16 18 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 230,544
Positions
127,177 3,579 7,057 8,976 75,965 6,212 34,289 63,644 21,537 2,362 12,599 1,394 21,539 38,557
Changes from: December 13, 2016 Total Change is: -30,832
-19,404 -13,769 -3,853 351 1,843 1,245 2,490 -7,349 -8,005 -73 -1,418 -359 -3,224 834
Percent of Open Interest Represented by Each Category of Trader
55.2 1.6 3.1 3.9 33.0 2.7 14.9 27.6 9.3 1.0 5.5 0.6 9.3 16.7
Number of Traders in Each Category Total Traders: 120
8 4 5 6 23 7 24 44 23 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 276,480
Positions
81,631 4,942 12,244 21,041 48,522 13,454 60,528 97,367 31,944 30,426 18,598 5,306 19,906 44,103
Changes from: December 13, 2016 Total Change is: -54,354
-72,494 -2,484 -25,023 -224 1,823 1,084 23,670 10,605 -4,168 29,834 -29,171 -5,671 -1,363 -1,350
Percent of Open Interest Represented by Each Category of Trader
29.5 1.8 4.4 7.6 17.5 4.9 21.9 35.2 11.6 11.0 6.7 1.9 7.2 16.0
Number of Traders in Each Category Total Traders: 140
12 5 10 10 24 10 23 48 17 . 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 483,844
Positions
118,022 55,217 22,692 140,405 95,214 16,019 38,936 140,340 49,912 30,110 25,749 10,635 57,113 68,067
Changes from: December 13, 2016 Total Change is: -32,984
10,540 27,924 -52,199 1,158 1,390 1,469 -609 -14,831 9,467 1,687 61 -3,599 -898 -2,666
Percent of Open Interest Represented by Each Category of Trader
24.4 11.4 4.7 29.0 19.7 3.3 8.0 29.0 10.3 6.2 5.3 2.2 11.8 14.1
Number of Traders in Each Category Total Traders: 244
17 10 15 43 36 35 24 64 30 27 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 98,351
Positions
13,486 3,273 4,661 10,296 14,787 1,882 25,024 24,856 12,656 5,288 4,886 2,824 22,233 28,527
Changes from: December 13, 2016 Total Change is: -5,020
1,038 -19,364 -5,483 -1,912 2,740 1,486 -395 9,120 403 2,258 4 312 -2,727 5,763
Percent of Open Interest Represented by Each Category of Trader
13.7 3.3 4.7 10.5 15.0 1.9 25.4 25.3 12.9 5.4 5.0 2.9 22.6 29.0
Number of Traders in Each Category Total Traders: 78
5 5 6 5 10 4 22 20 12 6 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 27,000
Positions
2,046 21,434 0 6,192 0 0 16,184 4,947 0 815 0 0 1,763 619
Changes from: December 13, 2016 Total Change is: -13,952
-1,656 -7,369 -3,526 148 0 0 -4,204 3,520 -4,843 109 -1,650 0 20 -84
Percent of Open Interest Represented by Each Category of Trader
7.6 79.4 0.0 22.9 0.0 0.0 59.9 18.3 0.0 3.0 0.0 0.0 6.5 2.3
Number of Traders in Each Category Total Traders: 25
. 6 0 . 0 0 9 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 140,361
Positions
63,567 23,893 25 51,610 6,419 100 14,819 94,264 2,384 2,220 6,064 0 5,635 7,211
Changes from: December 13, 2016 Total Change is: -16,478
4,076 -19,332 -4,430 1,777 875 -711 -1,485 21,055 -14,736 -64 704 -15 -890 112
Percent of Open Interest Represented by Each Category of Trader
45.3 17.0 0.0 36.8 4.6 0.1 10.6 67.2 1.7 1.6 4.3 0.0 4.0 5.1
Number of Traders in Each Category Total Traders: 120
4 5 . 13 9 4 19 47 13 11 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 27,059
Positions
750 18,387 0 6,139 0 0 17,134 5,762 1,012 136 1,005 310 1,578 583
Changes from: December 13, 2016 Total Change is: 6,994
0 5,851 0 378 0 0 6,222 1,111 -36 0 -250 310 120 8
Percent of Open Interest Represented by Each Category of Trader
2.8 68.0 0.0 22.7 0.0 0.0 63.3 21.3 3.7 0.5 3.7 1.1 5.8 2.2
Number of Traders in Each Category Total Traders: 29
. . 0 . 0 0 9 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 41,806
Positions
4,300 1,216 0 1,625 27,559 38 29,310 6,917 1,858 1,115 1,076 0 3,560 3,142
Changes from: December 13, 2016 Total Change is: -12,420
-12,877 -10,173 -1,356 412 2,526 -21 3,956 -1,006 -2,483 1,115 97 0 -1,166 -4
Percent of Open Interest Represented by Each Category of Trader
10.3 2.9 0.0 3.9 65.9 0.1 70.1 16.5 4.4 2.7 2.6 0.0 8.5 7.5
Number of Traders in Each Category Total Traders: 70
5 . 0 5 6 . 29 15 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 7,738
Positions
1,957 397 0 754 1,965 0 4,091 4,669 1 0 100 0 935 606
Changes from: December 13, 2016 Total Change is: -532
567 282 -924 20 23 0 2,229 2,600 -2,444 0 100 0 20 -169
Percent of Open Interest Represented by Each Category of Trader
25.3 5.1 0.0 9.7 25.4 0.0 52.9 60.3 0.0 0.0 1.3 0.0 12.1 7.8
Number of Traders in Each Category Total Traders: 20
. . 0 . . 0 7 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 64,692
Positions
8,212 39,715 1,586 10,155 533 179 31,224 6,886 2,551 1,149 3,692 275 9,362 9,276
Changes from: December 13, 2016 Total Change is: -21,653
-1,175 3,113 -18,293 806 -801 -251 -1,114 -420 -591 -37 -676 -750 -247 -2,983
Percent of Open Interest Represented by Each Category of Trader
12.7 61.4 2.5 15.7 0.8 0.3 48.3 10.6 3.9 1.8 5.7 0.4 14.5 14.3
Number of Traders in Each Category Total Traders: 114
15 22 . 14 . 6 30 17 11 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 129,384
Positions
16,425 79,431 3,171 20,309 1,065 358 62,447 13,771 5,102 2,298 7,383 550 18,724 18,552
Changes from: December 13, 2016 Total Change is: -43,306
-2,351 6,225 -36,587 1,611 -1,602 -502 -2,228 -840 -1,181 -73 -1,352 -1,501 -494 -5,966
Percent of Open Interest Represented by Each Category of Trader
12.7 61.4 2.5 15.7 0.8 0.3 48.3 10.6 3.9 1.8 5.7 0.4 14.5 14.3
Number of Traders in Each Category Total Traders: 114
15 22 . 14 . 6 30 17 11 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 890,552
Positions
76,441 88,269 33,499 289,829 214,951 90,441 68,835 119,010 178,280 25,247 34,531 37,885 90,095 93,686
Changes from: December 13, 2016 Total Change is: -292,764
-11,889 7,838 -53,472 11,330 -8,664 -30,918 -22,550 -22,682 -107,422 -870 2,295 -29,539 -47,435 -50,200
Percent of Open Interest Represented by Each Category of Trader
8.6 9.9 3.8 32.5 24.1 10.2 7.7 13.4 20.0 2.8 3.9 4.3 10.1 10.5
Number of Traders in Each Category Total Traders: 642
38 31 29 132 80 101 82 129 113 75 74 77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 211,980
Positions
16,244 10,927 24,472 13,207 23,956 30,239 9,660 19,487 65,165 5,508 252 10,899 36,587 26,583
Changes from: December 13, 2016 Total Change is: -95,247
-10,385 -10,523 -10,508 -7,786 -6,333 1,354 -19,707 -3,277 -30,882 -3,723 -576 -6,976 -6,635 -27,527
Percent of Open Interest Represented by Each Category of Trader
7.7 5.2 11.5 6.2 11.3 14.3 4.6 9.2 30.7 2.6 0.1 5.1 17.3 12.5
Number of Traders in Each Category Total Traders: 64
7 5 8 7 4 4 12 15 24 8 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 3,392,861
Positions
307,331 393,057 38,790 1,383,110 954,976 301,012 334,589 536,326 526,859 102,512 175,210 131,116 267,543 335,516
Changes from: December 13, 2016 Total Change is: -987,587
-81,716 17,607 -140,621 87,873 -19,361 -153,658 -125,848 -208,659 -271,069 -16,296 -16,205 -82,254 -203,998 -113,366
Percent of Open Interest Represented by Each Category of Trader
9.1 11.6 1.1 40.8 28.1 8.9 9.9 15.8 15.5 3.0 5.2 3.9 7.9 9.9
Number of Traders in Each Category Total Traders: 624
37 32 26 132 77 99 80 125 108 69 71 72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 97,328
Positions
981 48,079 171 52,220 37,831 3,078 27,869 2,965 116 0 1,134 0 12,893 3,954
Changes from: December 13, 2016 Total Change is: -11,515
-497 2,490 -10,217 885 -368 -2,075 2,216 -797 -9 -204 -374 -19 -1,595 -146
Percent of Open Interest Represented by Each Category of Trader
1.0 49.4 0.2 53.7 38.9 3.2 28.6 3.0 0.1 0.0 1.2 0.0 13.2 4.1
Number of Traders in Each Category Total Traders: 86
. 8 . 36 12 14 20 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 46,511
Positions
2,607 18,149 259 13,061 5,022 895 19,799 13,847 2,144 1,301 1,332 385 6,058 4,477
Changes from: December 13, 2016 Total Change is: -16,875
-6,509 -768 -7,780 4,540 -1,176 -4,673 920 815 -1,862 -497 -1,106 -277 -736 -47
Percent of Open Interest Represented by Each Category of Trader
5.6 39.0 0.6 28.1 10.8 1.9 42.6 29.8 4.6 2.8 2.9 0.8 13.0 9.6
Number of Traders in Each Category Total Traders: 218
12 19 5 35 17 10 56 49 24 14 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 232,556
Positions
13,037 90,746 1,297 65,306 25,110 4,477 98,997 69,234 10,721 6,505 6,659 1,925 30,291 22,387
Changes from: December 13, 2016 Total Change is: -84,374
-32,547 -3,838 -38,900 22,699 -5,880 -23,365 4,602 4,073 -9,312 -2,483 -5,530 -1,387 -3,681 -235
Percent of Open Interest Represented by Each Category of Trader
5.6 39.0 0.6 28.1 10.8 1.9 42.6 29.8 4.6 2.8 2.9 0.8 13.0 9.6
Number of Traders in Each Category Total Traders: 218
12 19 5 35 17 10 56 49 24 14 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 675,832
Positions
43,614 215,251 3,844 335,871 149,030 30,013 195,882 224,178 12,854 22,034 17,904 2,757 28,963 20,001
Changes from: December 13, 2016 Total Change is: -87,986
-11,870 -8,073 -22,018 -23,877 -2,530 -3,198 12,212 -4,249 -17,210 -1,574 -3,614 -774 -19,676 -26,320
Percent of Open Interest Represented by Each Category of Trader
6.5 31.8 0.6 49.7 22.1 4.4 29.0 33.2 1.9 3.3 2.6 0.4 4.3 3.0
Number of Traders in Each Category Total Traders: 348
17 23 5 85 46 37 68 62 21 22 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 1000 VALUE INDEX MINI - ICE FUTURES U.S. (RUSSELL 1000 INDEX X $50)
CFTC Code #23977C Open Interest is 16,082
Positions
1,574 11,400 0 6,634 1,514 0 6,895 2,647 0 0 0 0 979 521
Changes from: December 13, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.8 70.9 0.0 41.3 9.4 0.0 42.9 16.5 0.0 0.0 0.0 0.0 6.1 3.2
Number of Traders in Each Category Total Traders: 20
. 6 0 5 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 28,999
Positions
972 10,372 0 13,867 543 219 4,198 2,060 0 2,241 8,943 0 7,502 6,862
Changes from: December 13, 2016 Total Change is: -1,334
-328 -1,408 0 -378 0 -9 116 -269 0 -846 -139 0 111 491
Percent of Open Interest Represented by Each Category of Trader
3.4 35.8 0.0 47.8 1.9 0.8 14.5 7.1 0.0 7.7 30.8 0.0 25.9 23.7
Number of Traders in Each Category Total Traders: 39
. . 0 13 . . 9 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 54,965
Positions
12,467 6,269 1,371 16,083 6,755 3,337 8,995 18,539 543 2,670 3,539 0 9,499 14,612
Changes from: December 13, 2016 Total Change is: 1,472
-827 3,376 1,041 368 -175 -303 -1,001 811 150 420 941 0 1,624 -4,369
Percent of Open Interest Represented by Each Category of Trader
22.7 11.4 2.5 29.3 12.3 6.1 16.4 33.7 1.0 4.9 6.4 0.0 17.3 26.6
Number of Traders in Each Category Total Traders: 85
15 7 . 12 9 7 15 16 4 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 211,783
Positions
3,172 114,614 1,025 144,409 66,988 12,733 35,604 8,638 1,852 4,955 1,181 0 8,033 4,752
Changes from: December 13, 2016 Total Change is: -29,238
-5,203 -18,307 -10,853 -7,163 10,985 -3,613 -676 -3,275 -1,870 1,414 -432 -600 -674 -1,273
Percent of Open Interest Represented by Each Category of Trader
1.5 54.1 0.5 68.2 31.6 6.0 16.8 4.1 0.9 2.3 0.6 0.0 3.8 2.2
Number of Traders in Each Category Total Traders: 116
5 9 . 42 24 21 16 10 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 812,206
Positions
18,570 603,651 6,013 490,202 86,535 66,823 152,447 19,897 8,927 50,094 10,005 877 18,253 9,478
Changes from: December 13, 2016 Total Change is: -94,717
-1,643 6,399 -67,180 -9,334 9,074 -1,417 -1,878 -19,646 -6,044 -416 593 146 -6,951 -16,642
Percent of Open Interest Represented by Each Category of Trader
2.3 74.3 0.7 60.4 10.7 8.2 18.8 2.4 1.1 6.2 1.2 0.1 2.2 1.2
Number of Traders in Each Category Total Traders: 296
20 21 10 95 36 46 54 19 16 38 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 770,171
Positions
4,404 44,833 36,983 283,614 141,347 119,757 53,796 118,794 96,354 12,448 21,226 17,268 145,545 173,608
Changes from: December 13, 2016 Total Change is: 14,744
-774 4,046 1,537 -14,702 -19,537 23,281 -1,586 4,310 2,580 4,435 3,242 1,204 -1,230 -5,919
Percent of Open Interest Represented by Each Category of Trader
0.6 5.8 4.8 36.8 18.4 15.5 7.0 15.4 12.5 1.6 2.8 2.2 18.9 22.5
Number of Traders in Each Category Total Traders: 164
6 14 14 39 28 39 26 36 41 6 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 680,897
Positions
5,213 146,960 223 404,380 73,978 83,698 43,468 252,233 9,869 23,321 11,200 443 110,282 102,294
Changes from: December 13, 2016 Total Change is: 800
-1,716 -1,072 -223 3,823 18 1,696 -2,446 10,291 -5,554 4,002 2,839 -13 1,231 -7,182
Percent of Open Interest Represented by Each Category of Trader
0.8 21.6 0.0 59.4 10.9 12.3 6.4 37.0 1.4 3.4 1.6 0.1 16.2 15.0
Number of Traders in Each Category Total Traders: 102
. 10 . 48 9 29 9 19 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 1,158,774
Positions
54,085 50,800 10,722 399,511 236,645 132,148 269,820 210,452 100,333 87,769 249,805 4,403 99,983 163,466
Changes from: December 13, 2016 Total Change is: -13,548
5,662 -28,817 2,289 34,422 -18,339 -14,056 -30,712 47,118 -13,149 5,305 -72 -3,396 87 14,874
Percent of Open Interest Represented by Each Category of Trader
4.7 4.4 0.9 34.5 20.4 11.4 23.3 18.2 8.7 7.6 21.6 0.4 8.6 14.1
Number of Traders in Each Category Total Traders: 241
11 18 10 56 34 46 36 37 32 20 29 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 3,972,720
Positions
95,121 226,764 214,009 1,237,987 953,932 499,368 387,727 550,566 619,751 409,663 205,750 170,100 338,995 532,481
Changes from: December 13, 2016 Total Change is: 168,990
-28,975 -20,515 40,364 117,335 27,581 -24,460 -72,246 -7,582 96,028 15,108 17,319 31,378 -5,542 8,876
Percent of Open Interest Represented by Each Category of Trader
2.4 5.7 5.4 31.2 24.0 12.6 9.8 13.9 15.6 10.3 5.2 4.3 8.5 13.4
Number of Traders in Each Category Total Traders: 400
22 40 46 55 78 81 49 82 96 25 49 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 287,073
Positions
11,750 22,124 2,310 90,272 125,098 10,955 80,197 5,892 9,985 12,703 8,979 0 68,901 101,730
Changes from: December 13, 2016 Total Change is: -10,824
1,289 325 -1,393 -2,231 -5,265 2,604 -20,465 -12,126 4,229 811 2,350 0 4,333 -1,548
Percent of Open Interest Represented by Each Category of Trader
4.1 7.7 0.8 31.4 43.6 3.8 27.9 2.1 3.5 4.4 3.1 0.0 24.0 35.4
Number of Traders in Each Category Total Traders: 52
. 6 . 10 16 17 9 . 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 3,200,285
Positions
73,938 268,906 110,062 1,868,220 514,692 251,856 174,912 1,189,571 237,601 199,756 199,397 50,179 233,761 378,021
Changes from: December 13, 2016 Total Change is: 94,267
-9,350 39,847 2,297 82,537 27,092 -18,464 3,938 -9,340 22,236 -5,767 797 19,350 -2,509 10,450
Percent of Open Interest Represented by Each Category of Trader
2.3 8.4 3.4 58.4 16.1 7.9 5.5 37.2 7.4 6.2 6.2 1.6 7.3 11.8
Number of Traders in Each Category Total Traders: 305
9 34 22 61 51 61 37 67 56 15 31 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,000,878
Positions
363,844 118,596 321,791 509 41,788 5,646 53,584 266,355 146,820 53,106 16,435 30,077 25,501 53,370
Changes from: December 13, 2016 Total Change is: 48,575
44,400 -6,430 43,637 -153 29,863 -3,400 -41,188 -38,566 17,602 -15,030 -6,300 6,095 -3,388 6,074
Percent of Open Interest Represented by Each Category of Trader
36.4 11.8 32.2 0.1 4.2 0.6 5.4 26.6 14.7 5.3 1.6 3.0 2.5 5.3
Number of Traders in Each Category Total Traders: 125
26 27 43 . 5 . 15 33 30 8 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 is21,224,055
Positions
4,560,200 1,006,561 3,385,437 57,262 1,752,321 726,194 381,222 1,847,456 9,018,496 713,281 474,269 1,801,495 580,468 1,211,825
Changes from: December 13, 2016 Total Change is:-4,149,834
-238,277 -122,222 -953,966 2,007 -39,086 58,425 -169,277 -92,422 -2,479,205 -77,028 -217,786 -268,106 -24,408 -35,466
Percent of Open Interest Represented by Each Category of Trader
21.5 4.7 16.0 0.3 8.3 3.4 1.8 8.7 42.5 3.4 2.2 8.5 2.7 5.7
Number of Traders in Each Category Total Traders: 281
31 45 70 10 28 25 34 87 96 14 26 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,452
Positions
3,262 3,020 0 153 13,314 113 19,124 7,653 0 6,350 4,685 433 17 234
Changes from: December 13, 2016 Total Change is: -6,151
-3,359 -4,742 -2,914 0 -148 0 2,108 1,187 0 -2,143 336 161 -4 -31
Percent of Open Interest Represented by Each Category of Trader
11.1 10.3 0.0 0.5 45.2 0.4 64.9 26.0 0.0 21.6 15.9 1.5 0.1 0.8
Number of Traders in Each Category Total Traders: 43
. 6 0 . 11 . 4 10 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 27,648
Positions
5,882 2,190 0 295 7,233 427 20,178 10,709 0 679 6,810 175 12 104
Changes from: December 13, 2016 Total Change is: -29,188
2,174 -28,428 -2,923 -15 170 15 -28,173 814 0 -256 1,154 0 -10 10
Percent of Open Interest Represented by Each Category of Trader
21.3 7.9 0.0 1.1 26.2 1.5 73.0 38.7 0.0 2.5 24.6 0.6 0.0 0.4
Number of Traders in Each Category Total Traders: 34
. 5 0 . 5 . 5 10 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 84,928
Positions
860 59,184 111 21,182 350 1,550 29,328 17,809 1,658 19,863 614 121 10,256 3,532
Changes from: December 13, 2016 Total Change is: -11,715
-276 7,773 3 -1,090 150 -44 -4,052 -14,189 -3,984 -1,176 -223 44 -1,140 -1,245
Percent of Open Interest Represented by Each Category of Trader
1.0 69.7 0.1 24.9 0.4 1.8 34.5 21.0 2.0 23.4 0.7 0.1 12.1 4.2
Number of Traders in Each Category Total Traders: 163
. . . 16 . . 60 16 10 57 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 462,774
Positions
106,735 21,435 26,107 68,641 41,285 43,517 77,948 192,243 85,548 13,491 7,631 13,461 27,326 31,547
Changes from: December 13, 2016 Total Change is: 16,852
2,672 2,232 3,726 -39,036 -1,915 15,521 38,699 7,427 -5,537 8,841 1,362 -5,265 -2,769 -699
Percent of Open Interest Represented by Each Category of Trader
23.1 4.6 5.6 14.8 8.9 9.4 16.8 41.5 18.5 2.9 1.6 2.9 5.9 6.8
Number of Traders in Each Category Total Traders: 219
22 6 23 14 20 11 43 67 55 20 17 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 27,547
Positions
34 148 0 17,529 534 0 2,848 22,429 3,435 2,692 87 0 1,009 914
Changes from: December 13, 2016 Total Change is: 2,183
34 -58 0 259 -134 -805 -28 323 2,774 -106 47 0 55 36
Percent of Open Interest Represented by Each Category of Trader
0.1 0.5 0.0 63.6 1.9 0.0 10.3 81.4 12.5 9.8 0.3 0.0 3.7 3.3
Number of Traders in Each Category Total Traders: 35
. . 0 10 . 0 8 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 20, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 14,483
Positions
2,375 9,408 0 10,751 0 28 391 4,853 0 261 0 0 677 194
Changes from: December 13, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.4 65.0 0.0 74.2 0.0 0.2 2.7 33.5 0.0 1.8 0.0 0.0 4.7 1.3
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 . . 5 0 . 0 0
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Updated December 23, 2016