Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 90,632
Positions
7,141 11,777 162 29,725 10,136 481 16,759 32,357 2,261 6,222 2,187 564 27,317 30,707
Changes from: January 3, 2017 Total Change is: -8,119
-11,040 4,675 159 1,318 -3,805 8 -2,588 -3,651 228 1,049 -1,570 25 2,722 -4,188
Percent of Open Interest Represented by Each Category of Trader
7.9 13.0 0.2 32.8 11.2 0.5 18.5 35.7 2.5 6.9 2.4 0.6 30.1 33.9
Number of Traders in Each Category Total Traders: 82
4 9 . 9 9 . 18 21 8 9 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,253
Positions
34,207 546 0 2,088 2,589 0 7,471 25,769 511 0 0 0 5,976 20,838
Changes from: January 3, 2017 Total Change is: -3,202
-1,591 -512 0 310 -1,454 0 -1,369 550 153 0 0 0 -705 -1,939
Percent of Open Interest Represented by Each Category of Trader
68.1 1.1 0.0 4.2 5.2 0.0 14.9 51.3 1.0 0.0 0.0 0.0 11.9 41.5
Number of Traders in Each Category Total Traders: 44
6 . 0 . . 0 9 22 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 228,050
Positions
152,288 3,893 465 9,727 76,948 3,323 27,320 91,176 3,240 7,318 12,408 92 24,277 36,505
Changes from: January 3, 2017 Total Change is: 2,654
5,563 -939 160 304 -5,817 -414 -7,057 9,326 -320 3,044 226 0 1,374 432
Percent of Open Interest Represented by Each Category of Trader
66.8 1.7 0.2 4.3 33.7 1.5 12.0 40.0 1.4 3.2 5.4 0.0 10.6 16.0
Number of Traders in Each Category Total Traders: 128
9 5 5 7 25 10 19 49 13 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 209,488
Positions
94,608 10,191 763 21,343 51,031 6,280 25,442 79,465 4,521 31,522 4,479 7,845 17,164 44,913
Changes from: January 3, 2017 Total Change is: -10,632
-17,571 6,506 756 178 -2,327 -938 -1,511 -20,332 2,232 -1,106 -4,407 7,641 -313 237
Percent of Open Interest Represented by Each Category of Trader
45.2 4.9 0.4 10.2 24.4 3.0 12.1 37.9 2.2 15.0 2.1 3.7 8.2 21.4
Number of Traders in Each Category Total Traders: 127
10 9 . 10 23 7 24 40 10 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 415,212
Positions
118,588 57,708 1,473 146,116 95,670 12,621 40,658 156,379 5,174 36,258 24,856 950 53,374 60,381
Changes from: January 3, 2017 Total Change is: -1,027
-6,240 4,838 505 3,869 -5,099 -838 1,573 67 -1,175 4,894 932 -1,786 -1,829 1,529
Percent of Open Interest Represented by Each Category of Trader
28.6 13.9 0.4 35.2 23.0 3.0 9.8 37.7 1.2 8.7 6.0 0.2 12.9 14.5
Number of Traders in Each Category Total Traders: 241
16 11 10 44 33 30 23 64 15 27 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 96,885
Positions
47,676 2,101 466 9,960 17,046 234 17,630 37,756 1,589 1,379 7,547 530 17,421 29,616
Changes from: January 3, 2017 Total Change is: -7,124
-485 13 91 5,333 -1,883 91 -10,967 -2,646 -456 -240 -3,102 529 -1,020 239
Percent of Open Interest Represented by Each Category of Trader
49.2 2.2 0.5 10.3 17.6 0.2 18.2 39.0 1.6 1.4 7.8 0.5 18.0 30.6
Number of Traders in Each Category Total Traders: 84
10 . . 4 11 . 16 31 6 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,306
Positions
2,046 22,394 0 6,555 0 0 17,043 5,018 0 824 0 0 1,838 894
Changes from: January 3, 2017 Total Change is: 855
0 511 0 198 0 0 745 110 0 100 0 0 -188 234
Percent of Open Interest Represented by Each Category of Trader
7.2 79.1 0.0 23.2 0.0 0.0 60.2 17.7 0.0 2.9 0.0 0.0 6.5 3.2
Number of Traders in Each Category Total Traders: 29
. 6 0 . 0 0 12 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 174,390
Positions
64,868 44,099 1,110 58,414 7,643 59 20,967 86,487 20,060 2,136 7,660 9 6,767 7,263
Changes from: January 3, 2017 Total Change is: 22,827
1,301 3,249 1,110 308 498 0 1,754 666 17,883 -172 557 9 634 -1,145
Percent of Open Interest Represented by Each Category of Trader
37.2 25.3 0.6 33.5 4.4 0.0 12.0 49.6 11.5 1.2 4.4 0.0 3.9 4.2
Number of Traders in Each Category Total Traders: 148
5 7 . 12 12 4 26 61 13 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,220
Positions
744 22,397 0 6,278 0 0 23,779 3,006 855 0 6,405 0 1,564 557
Changes from: January 3, 2017 Total Change is: 1,869
0 1,278 0 -110 0 0 2,255 581 -27 -100 100 0 -149 -63
Percent of Open Interest Represented by Each Category of Trader
2.2 67.4 0.0 18.9 0.0 0.0 71.6 9.0 2.6 0.0 19.3 0.0 4.7 1.7
Number of Traders in Each Category Total Traders: 29
. . 0 4 0 0 9 8 . 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 43,936
Positions
16,750 729 4 1,066 27,806 38 20,439 8,276 2,034 235 1,888 0 3,370 3,161
Changes from: January 3, 2017 Total Change is: -291
2,758 -30 4 -54 522 0 -2,984 -527 112 -384 307 0 257 -679
Percent of Open Interest Represented by Each Category of Trader
38.1 1.7 0.0 2.4 63.3 0.1 46.5 18.8 4.6 0.5 4.3 0.0 7.7 7.2
Number of Traders in Each Category Total Traders: 68
11 . . 4 7 . 24 15 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 10,523
Positions
2,533 384 0 624 2,019 0 6,033 7,290 172 0 100 0 1,161 558
Changes from: January 3, 2017 Total Change is: 1,766
345 -13 0 -264 19 0 1,484 1,633 66 0 0 0 135 61
Percent of Open Interest Represented by Each Category of Trader
24.1 3.6 0.0 5.9 19.2 0.0 57.3 69.3 1.6 0.0 1.0 0.0 11.0 5.3
Number of Traders in Each Category Total Traders: 23
. . 0 . . 0 9 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 65,240
Positions
8,012 42,649 1,464 9,831 557 211 32,511 5,220 2,634 884 3,433 3 9,693 9,072
Changes from: January 3, 2017 Total Change is: -4,101
-78 -4,205 48 -900 109 5 -3,410 850 641 -162 -1,767 0 -245 220
Percent of Open Interest Represented by Each Category of Trader
12.3 65.4 2.2 15.1 0.9 0.3 49.8 8.0 4.0 1.4 5.3 0.0 14.9 13.9
Number of Traders in Each Category Total Traders: 119
14 25 . 13 . 6 39 15 6 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 130,480
Positions
16,023 85,298 2,928 19,661 1,113 421 65,022 10,439 5,267 1,768 6,866 5 19,385 18,143
Changes from: January 3, 2017 Total Change is: -8,201
-156 -8,410 95 -1,799 218 9 -6,819 1,699 1,281 -323 -3,533 0 -489 440
Percent of Open Interest Represented by Each Category of Trader
12.3 65.4 2.2 15.1 0.9 0.3 49.8 8.0 4.0 1.4 5.3 0.0 14.9 13.9
Number of Traders in Each Category Total Traders: 119
14 25 . 13 . 6 39 15 6 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 628,415
Positions
51,167 90,977 19,546 295,794 206,208 58,932 78,471 120,400 18,242 23,731 38,241 4,373 78,159 71,496
Changes from: January 3, 2017 Total Change is: -235
1,525 -5,504 3,357 7,882 -3,683 -524 -5,287 14,198 -1,161 19 2,864 -499 -5,547 -9,282
Percent of Open Interest Represented by Each Category of Trader
8.1 14.5 3.1 47.1 32.8 9.4 12.5 19.2 2.9 3.8 6.1 0.7 12.4 11.4
Number of Traders in Each Category Total Traders: 585
38 31 20 125 78 85 79 124 76 44 66 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 62,059
Positions
7,954 14,330 1,720 13,759 18,477 1,453 5,099 8,615 107 2,369 572 3 29,595 16,782
Changes from: January 3, 2017 Total Change is: -4,174
962 -3,585 200 116 1,426 -29 -198 985 -55 -66 161 -1 -5,103 -3,276
Percent of Open Interest Represented by Each Category of Trader
12.8 23.1 2.8 22.2 29.8 2.3 8.2 13.9 0.2 3.8 0.9 0.0 47.7 27.0
Number of Traders in Each Category Total Traders: 53
7 4 . 8 4 4 10 13 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,831,782
Positions
264,268 431,439 40,923 1,410,174 938,655 287,396 392,660 584,724 64,878 108,903 190,437 19,759 242,821 273,571
Changes from: January 3, 2017 Total Change is: 19,696
8,201 -4,210 10,399 38,829 -25,545 -2,474 -21,346 70,160 -9,625 745 13,834 -2,812 -2,221 -30,031
Percent of Open Interest Represented by Each Category of Trader
9.3 15.2 1.4 49.8 33.1 10.1 13.9 20.6 2.3 3.8 6.7 0.7 8.6 9.7
Number of Traders in Each Category Total Traders: 577
38 31 17 125 75 84 77 124 69 41 66 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 95,811
Positions
1,448 46,835 170 51,396 38,025 3,329 27,237 2,889 110 867 551 0 11,254 3,902
Changes from: January 3, 2017 Total Change is: -66
-690 -236 0 1,677 -87 -92 -504 50 -60 326 -4 0 -723 363
Percent of Open Interest Represented by Each Category of Trader
1.5 48.9 0.2 53.6 39.7 3.5 28.4 3.0 0.1 0.9 0.6 0.0 11.7 4.1
Number of Traders in Each Category Total Traders: 82
4 7 . 34 11 15 17 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,423
Positions
4,531 16,730 162 12,637 5,355 841 17,900 13,341 717 1,817 1,879 33 5,786 5,365
Changes from: January 3, 2017 Total Change is: -1,501
208 -1,907 43 406 -78 -15 -1,722 321 -346 -115 -775 18 22 1,239
Percent of Open Interest Represented by Each Category of Trader
10.2 37.7 0.4 28.4 12.1 1.9 40.3 30.0 1.6 4.1 4.2 0.1 13.0 12.1
Number of Traders in Each Category Total Traders: 227
15 21 5 38 18 10 56 45 12 14 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 222,116
Positions
22,653 83,651 811 63,184 26,774 4,204 89,501 66,707 3,586 9,086 9,393 163 28,928 26,827
Changes from: January 3, 2017 Total Change is: -7,507
1,038 -9,537 213 2,031 -392 -73 -8,611 1,603 -1,731 -576 -3,875 92 110 6,193
Percent of Open Interest Represented by Each Category of Trader
10.2 37.7 0.4 28.4 12.1 1.9 40.3 30.0 1.6 4.1 4.2 0.1 13.0 12.1
Number of Traders in Each Category Total Traders: 227
15 21 5 38 18 10 56 45 12 14 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 656,279
Positions
42,538 214,475 3,825 334,947 153,406 28,324 182,546 202,080 12,282 20,945 19,154 1,247 29,625 21,486
Changes from: January 3, 2017 Total Change is: -4,162
3,018 6,923 -5 8,160 -1,709 -630 -12,815 -8,727 -1,948 -513 1,427 50 521 457
Percent of Open Interest Represented by Each Category of Trader
6.5 32.7 0.6 51.0 23.4 4.3 27.8 30.8 1.9 3.2 2.9 0.2 4.5 3.3
Number of Traders in Each Category Total Traders: 336
16 23 4 82 44 37 64 65 26 16 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,963
Positions
681 10,387 0 14,112 534 35 2,901 2,632 0 2,514 8,701 90 7,630 5,584
Changes from: January 3, 2017 Total Change is: -293
-257 65 0 -4 0 -7 5 753 0 -292 301 -6 268 -1,399
Percent of Open Interest Represented by Each Category of Trader
2.4 37.1 0.0 50.5 1.9 0.1 10.4 9.4 0.0 9.0 31.1 0.3 27.3 20.0
Number of Traders in Each Category Total Traders: 37
. . 0 13 . . 5 5 0 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 58,698
Positions
12,937 7,853 1,785 16,484 5,524 1,970 13,397 17,066 878 1,642 3,696 110 9,495 19,816
Changes from: January 3, 2017 Total Change is: -509
-335 1,409 -221 531 -2,069 -689 -1,167 -3,684 283 -538 -88 110 1,517 4,440
Percent of Open Interest Represented by Each Category of Trader
22.0 13.4 3.0 28.1 9.4 3.4 22.8 29.1 1.5 2.8 6.3 0.2 16.2 33.8
Number of Traders in Each Category Total Traders: 94
16 9 . 12 8 6 21 18 7 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 229,485
Positions
2,647 125,167 1,212 155,254 70,626 12,973 41,884 11,751 2,270 5,134 727 0 8,111 4,759
Changes from: January 3, 2017 Total Change is: 6,211
-1,135 1,563 197 4,049 -149 294 3,111 4,417 -76 4 0 0 -233 -35
Percent of Open Interest Represented by Each Category of Trader
1.2 54.5 0.5 67.7 30.8 5.7 18.3 5.1 1.0 2.2 0.3 0.0 3.5 2.1
Number of Traders in Each Category Total Traders: 123
5 12 5 44 25 22 17 10 7 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 845,353
Positions
29,259 623,523 4,804 520,152 78,969 64,470 149,925 38,692 10,905 44,948 12,070 879 20,011 11,041
Changes from: January 3, 2017 Total Change is: 33,471
923 30,620 -505 31,466 -1,296 144 10,481 3,436 -378 -1,262 -1,268 3 -7,401 2,715
Percent of Open Interest Represented by Each Category of Trader
3.5 73.8 0.6 61.5 9.3 7.6 17.7 4.6 1.3 5.3 1.4 0.1 2.4 1.3
Number of Traders in Each Category Total Traders: 297
20 19 9 98 36 45 48 22 15 38 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 621,710
Positions
7,237 25,744 8,412 317,312 146,771 98,648 42,617 140,498 11,264 11,877 20,138 1,982 122,361 168,253
Changes from: January 3, 2017 Total Change is: 17,121
1,533 -6,985 -443 12,900 4,419 2,217 -574 -3,396 4,717 -1,120 10,444 -35 -2,074 6,183
Percent of Open Interest Represented by Each Category of Trader
1.2 4.1 1.4 51.0 23.6 15.9 6.9 22.6 1.8 1.9 3.2 0.3 19.7 27.1
Number of Traders in Each Category Total Traders: 152
7 10 4 44 26 36 17 36 14 7 5 .
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Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 690,999
Positions
2,253 136,536 465 412,987 72,622 85,607 40,806 266,434 10,707 24,794 10,763 443 112,937 107,422
Changes from: January 3, 2017 Total Change is: 3,261
-1,060 4,021 -158 -4,317 -2,903 2,724 2,996 -1,541 493 590 -2,271 0 1,993 2,896
Percent of Open Interest Represented by Each Category of Trader
0.3 19.8 0.1 59.8 10.5 12.4 5.9 38.6 1.5 3.6 1.6 0.1 16.3 15.5
Number of Traders in Each Category Total Traders: 100
. 10 . 44 9 26 9 21 9 4 . .
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Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,185,935
Positions
54,868 100,094 5,894 410,231 233,666 159,812 310,903 231,453 69,663 76,016 220,519 1,736 96,812 163,098
Changes from: January 3, 2017 Total Change is: 45,219
-7,581 47,664 2,354 17,385 -3,367 11,367 30,054 5,930 -681 3,902 -28,465 7 -11,588 10,410
Percent of Open Interest Represented by Each Category of Trader
4.6 8.4 0.5 34.6 19.7 13.5 26.2 19.5 5.9 6.4 18.6 0.1 8.2 13.8
Number of Traders in Each Category Total Traders: 254
9 28 9 59 34 44 43 35 25 19 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,104,486
Positions
102,891 213,096 23,352 1,345,457 1,001,273 412,045 442,460 599,106 96,614 384,144 211,607 20,691 276,832 526,702
Changes from: January 3, 2017 Total Change is: 7,934
11,465 -31,441 -12,201 51,028 36,891 -16,717 5,493 8,067 7,120 -8,224 141 -2,168 -27,862 18,242
Percent of Open Interest Represented by Each Category of Trader
3.3 6.9 0.8 43.3 32.3 13.3 14.3 19.3 3.1 12.4 6.8 0.7 8.9 17.0
Number of Traders in Each Category Total Traders: 371
21 40 13 52 78 76 45 81 49 18 36 14
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Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 288,737
Positions
9,529 19,716 1,453 100,153 125,160 15,468 71,030 11,578 11,548 11,944 8,979 0 67,612 94,835
Changes from: January 3, 2017 Total Change is: -3,674
4,091 -9,242 179 5,601 8,639 949 -14,780 -324 1,371 -1,976 0 0 891 -5,246
Percent of Open Interest Represented by Each Category of Trader
3.3 6.8 0.5 34.7 43.3 5.4 24.6 4.0 4.0 4.1 3.1 0.0 23.4 32.8
Number of Traders in Each Category Total Traders: 53
. 6 . 9 18 19 7 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,992,408
Positions
56,219 313,387 29,705 2,020,570 470,006 265,190 150,972 1,257,754 73,988 163,741 201,430 11,794 220,229 369,154
Changes from: January 3, 2017 Total Change is: 23,263
-9,279 62,894 -484 53,335 -44,454 13,278 -2,839 31,089 -18,419 -6,387 -10,077 518 -6,460 -11,082
Percent of Open Interest Represented by Each Category of Trader
1.9 10.5 1.0 67.5 15.7 8.9 5.0 42.0 2.5 5.5 6.7 0.4 7.4 12.3
Number of Traders in Each Category Total Traders: 304
6 39 8 60 53 59 26 77 25 16 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,001,097
Positions
310,829 90,135 321,859 350 40,635 11,000 98,591 285,745 163,290 51,586 19,663 16,602 26,990 52,168
Changes from: January 3, 2017 Total Change is: 118,790
1,583 -102 20,081 0 2,548 5,954 51,990 55,476 29,255 7,216 -1,457 1,833 878 5,202
Percent of Open Interest Represented by Each Category of Trader
31.0 9.0 32.2 0.0 4.1 1.1 9.8 28.5 16.3 5.2 2.0 1.7 2.7 5.2
Number of Traders in Each Category Total Traders: 117
21 24 38 . 5 . 12 41 32 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,808,097
Positions
4,701,153 706,567 2,311,978 20,108 1,592,237 353,677 427,167 2,593,871 2,061,186 855,283 502,319 533,091 544,454 1,153,171
Changes from: January 3, 2017 Total Change is: 492,120
285,789 33,364 -5,842 -4,850 -79,237 1,145 -46,251 336,480 205,745 -4,344 -26,655 32,077 28,651 -4,957
Percent of Open Interest Represented by Each Category of Trader
39.8 6.0 19.6 0.2 13.5 3.0 3.6 22.0 17.5 7.2 4.3 4.5 4.6 9.8
Number of Traders in Each Category Total Traders: 269
25 43 66 6 28 25 25 91 89 12 21 28
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Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 32,003
Positions
3,516 4,880 0 148 14,145 119 21,416 8,172 0 6,605 4,305 169 30 213
Changes from: January 3, 2017 Total Change is: 900
-173 1,521 0 0 627 0 916 -370 0 257 -726 -120 20 -32
Percent of Open Interest Represented by Each Category of Trader
11.0 15.2 0.0 0.5 44.2 0.4 66.9 25.5 0.0 20.6 13.5 0.5 0.1 0.7
Number of Traders in Each Category Total Traders: 50
. 7 0 . 13 . 5 11 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 38,366
Positions
5,822 13,544 0 290 7,109 432 30,932 10,412 0 682 6,585 175 33 109
Changes from: January 3, 2017 Total Change is: 3,796
-52 3,952 0 0 -226 0 3,931 -14 0 -109 105 0 26 -21
Percent of Open Interest Represented by Each Category of Trader
15.2 35.3 0.0 0.8 18.5 1.1 80.6 27.1 0.0 1.8 17.2 0.5 0.1 0.3
Number of Traders in Each Category Total Traders: 35
. 7 0 . 5 . 6 9 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 80,618
Positions
789 59,175 0 19,471 774 1,502 29,953 13,053 1,945 16,712 678 0 10,246 3,491
Changes from: January 3, 2017 Total Change is: -4,323
-390 -53 0 -863 349 4 -2,730 -1,556 392 -63 -2,112 0 -673 -1,347
Percent of Open Interest Represented by Each Category of Trader
1.0 73.4 0.0 24.2 1.0 1.9 37.2 16.2 2.4 20.7 0.8 0.0 12.7 4.3
Number of Traders in Each Category Total Traders: 157
. . 0 14 . . 56 10 6 65 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 479,856
Positions
119,739 22,636 15,305 85,059 46,789 28,390 73,107 207,874 105,258 7,638 7,320 12,540 32,820 33,744
Changes from: January 3, 2017 Total Change is: 68,420
14,383 4,255 2,415 337 2,190 541 9,916 19,865 32,330 117 2,543 1,226 7,155 3,055
Percent of Open Interest Represented by Each Category of Trader
25.0 4.7 3.2 17.7 9.8 5.9 15.2 43.3 21.9 1.6 1.5 2.6 6.8 7.0
Number of Traders in Each Category Total Traders: 221
20 5 20 13 19 10 43 69 51 20 21 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 31,320
Positions
150 2,165 0 23,305 193 0 4,295 28,483 369 3,113 105 0 88 5
Changes from: January 3, 2017 Total Change is: 7,664
117 1,811 0 6,409 -116 0 756 5,934 0 386 34 0 -4 1
Percent of Open Interest Represented by Each Category of Trader
0.5 6.9 0.0 74.4 0.6 0.0 13.7 90.9 1.2 9.9 0.3 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 39
. . 0 13 . 0 10 6 . . . 0
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Updated January 13, 2017