Traders in Financial Futures - Futures Only Positions as of January 17, 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 100,307 Positions 1,313 25,401 162 30,698 7,428 481 27,646 33,424 2,134 7,766 1,770 452 29,655 29,055 Changes from: January 10, 2017 Total Change is: 9,675 -5,828 13,624 0 973 -2,708 0 10,887 1,067 -127 1,544 -417 -112 2,338 -1,652 Percent of Open Interest Represented by Each Category of Trader 1.3 25.3 0.2 30.6 7.4 0.5 27.6 33.3 2.1 7.7 1.8 0.5 29.6 29.0 Number of Traders in Each Category Total Traders: 88 5 10 . 10 7 . 23 22 9 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 45,713 Positions 29,420 1,542 17 2,088 1,929 0 7,656 23,163 468 0 0 0 6,064 18,594 Changes from: January 10, 2017 Total Change is: -4,540 -4,787 996 17 0 -660 0 185 -2,606 -43 0 0 0 88 -2,244 Percent of Open Interest Represented by Each Category of Trader 64.4 3.4 0.0 4.6 4.2 0.0 16.7 50.7 1.0 0.0 0.0 0.0 13.3 40.7 Number of Traders in Each Category Total Traders: 44 5 . . . 4 0 10 19 8 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 228,782 Positions 150,438 5,597 449 9,295 69,971 4,272 29,831 95,926 3,289 5,550 12,683 92 25,566 36,503 Changes from: January 10, 2017 Total Change is: 732 -1,850 1,704 -16 -432 -6,977 949 2,511 4,750 49 -1,768 275 0 1,289 -2 Percent of Open Interest Represented by Each Category of Trader 65.8 2.4 0.2 4.1 30.6 1.9 13.0 41.9 1.4 2.4 5.5 0.0 11.2 16.0 Number of Traders in Each Category Total Traders: 124 9 6 5 6 25 8 17 49 13 5 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 211,752 Positions 94,641 18,204 975 23,661 49,679 5,771 25,780 74,689 6,015 31,742 3,869 7,921 15,246 44,629 Changes from: January 10, 2017 Total Change is: 2,264 33 8,013 212 2,318 -1,352 -509 338 -4,776 1,494 220 -610 76 -1,918 -284 Percent of Open Interest Represented by Each Category of Trader 44.7 8.6 0.5 11.2 23.5 2.7 12.2 35.3 2.8 15.0 1.8 3.7 7.2 21.1 Number of Traders in Each Category Total Traders: 123 10 9 . 10 21 6 22 43 16 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 415,090 Positions 108,841 68,017 911 150,057 89,517 15,273 40,110 151,134 5,335 41,464 23,727 1,055 52,044 60,121 Changes from: January 10, 2017 Total Change is: -122 -9,747 10,309 -562 3,941 -6,153 2,652 -548 -5,245 161 5,206 -1,129 105 -1,330 -260 Percent of Open Interest Represented by Each Category of Trader 26.2 16.4 0.2 36.2 21.6 3.7 9.7 36.4 1.3 10.0 5.7 0.3 12.5 14.5 Number of Traders in Each Category Total Traders: 248 16 13 7 46 32 32 26 64 16 26 24 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 87,631 Positions 21,723 4,207 484 20,679 15,714 308 21,966 30,986 1,538 1,573 6,817 530 18,830 27,047 Changes from: January 10, 2017 Total Change is: -9,254 -25,953 2,106 18 10,719 -1,332 74 4,336 -6,770 -51 194 -730 0 1,409 -2,569 Percent of Open Interest Represented by Each Category of Trader 24.8 4.8 0.6 23.6 17.9 0.4 25.1 35.4 1.8 1.8 7.8 0.6 21.5 30.9 Number of Traders in Each Category Total Traders: 80 7 5 . 7 10 . 17 24 7 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 29,023 Positions 2,046 23,573 0 6,649 0 0 17,681 4,589 0 725 0 0 1,922 861 Changes from: January 10, 2017 Total Change is: 717 0 1,179 0 94 0 0 638 -429 0 -99 0 0 84 -33 Percent of Open Interest Represented by Each Category of Trader 7.0 81.2 0.0 22.9 0.0 0.0 60.9 15.8 0.0 2.5 0.0 0.0 6.6 3.0 Number of Traders in Each Category Total Traders: 27 . 7 0 . 0 0 10 4 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 177,433 Positions 64,142 43,438 1,436 62,373 7,699 269 20,187 87,764 20,601 1,554 8,737 169 6,702 7,320 Changes from: January 10, 2017 Total Change is: 3,043 -726 -661 326 3,959 56 210 -780 1,277 541 -582 1,077 160 -65 57 Percent of Open Interest Represented by Each Category of Trader 36.1 24.5 0.8 35.2 4.3 0.2 11.4 49.5 11.6 0.9 4.9 0.1 3.8 4.1 Number of Traders in Each Category Total Traders: 144 5 7 . 12 12 5 23 58 16 9 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 37,029 Positions 810 22,656 0 6,276 0 0 27,401 6,588 863 0 6,305 0 1,679 617 Changes from: January 10, 2017 Total Change is: 3,809 66 259 0 -2 0 0 3,622 3,582 8 0 -100 0 115 60 Percent of Open Interest Represented by Each Category of Trader 2.2 61.2 0.0 16.9 0.0 0.0 74.0 17.8 2.3 0.0 17.0 0.0 4.5 1.7 Number of Traders in Each Category Total Traders: 29 . . 0 4 0 0 9 9 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 45,994 Positions 15,593 1,246 4 1,834 27,162 38 22,344 10,100 1,906 403 1,932 0 3,872 3,606 Changes from: January 10, 2017 Total Change is: 2,058 -1,157 517 0 768 -644 0 1,905 1,824 -128 168 44 0 502 445 Percent of Open Interest Represented by Each Category of Trader 33.9 2.7 0.0 4.0 59.1 0.1 48.6 22.0 4.1 0.9 4.2 0.0 8.4 7.8 Number of Traders in Each Category Total Traders: 69 10 . . 5 7 . 24 14 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 13,542 Positions 3,847 463 1,000 758 2,025 0 6,680 9,240 159 0 100 0 1,098 555 Changes from: January 10, 2017 Total Change is: 3,019 1,314 79 1,000 134 6 0 647 1,950 -13 0 0 0 -63 -3 Percent of Open Interest Represented by Each Category of Trader 28.4 3.4 7.4 5.6 15.0 0.0 49.3 68.2 1.2 0.0 0.7 0.0 8.1 4.1 Number of Traders in Each Category Total Traders: 25 . . . . . 0 11 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 65,209 Positions 8,003 42,718 1,443 9,389 586 420 32,294 5,316 3,048 893 2,099 3 9,718 9,577 Changes from: January 10, 2017 Total Change is: -32 -9 69 -22 -442 29 210 -218 97 415 9 -1,334 0 25 506 Percent of Open Interest Represented by Each Category of Trader 12.3 65.5 2.2 14.4 0.9 0.6 49.5 8.2 4.7 1.4 3.2 0.0 14.9 14.7 Number of Traders in Each Category Total Traders: 112 13 24 . 13 . 7 37 14 4 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 130,417 Positions 16,005 85,436 2,885 18,778 1,171 840 64,587 10,632 6,096 1,786 4,198 5 19,435 19,154 Changes from: January 10, 2017 Total Change is: -63 -18 138 -43 -883 58 419 -435 193 829 18 -2,668 0 50 1,011 Percent of Open Interest Represented by Each Category of Trader 12.3 65.5 2.2 14.4 0.9 0.6 49.5 8.2 4.7 1.4 3.2 0.0 14.9 14.7 Number of Traders in Each Category Total Traders: 112 13 24 . 13 . 7 37 14 4 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 624,477 Positions 52,694 82,652 19,747 295,307 197,207 58,983 71,823 128,768 18,334 24,261 36,781 4,458 78,869 77,546 Changes from: January 10, 2017 Total Change is: -3,939 1,528 -8,324 202 -486 -9,001 51 -6,648 8,368 92 530 -1,460 85 709 6,050 Percent of Open Interest Represented by Each Category of Trader 8.4 13.2 3.2 47.3 31.6 9.4 11.5 20.6 2.9 3.9 5.9 0.7 12.6 12.4 Number of Traders in Each Category Total Traders: 591 37 30 19 126 80 87 83 120 69 50 65 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 62,327 Positions 9,743 10,624 1,995 12,837 18,979 1,430 5,066 8,731 95 2,398 622 4 28,759 19,847 Changes from: January 10, 2017 Total Change is: 268 1,789 -3,706 275 -922 502 -23 -33 116 -12 29 50 1 -836 3,065 Percent of Open Interest Represented by Each Category of Trader 15.6 17.0 3.2 20.6 30.5 2.3 8.1 14.0 0.2 3.8 1.0 0.0 46.1 31.8 Number of Traders in Each Category Total Traders: 54 8 4 4 7 4 . 9 14 . 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 2,810,749 Positions 267,095 412,480 36,423 1,412,352 891,138 287,766 360,222 626,621 64,760 111,437 182,920 20,146 250,548 288,495 Changes from: January 10, 2017 Total Change is: -21,033 2,827 -18,959 -4,500 2,178 -47,517 370 -32,438 41,897 -118 2,534 -7,517 387 7,727 14,924 Percent of Open Interest Represented by Each Category of Trader 9.5 14.7 1.3 50.2 31.7 10.2 12.8 22.3 2.3 4.0 6.5 0.7 8.9 10.3 Number of Traders in Each Category Total Traders: 582 36 31 15 126 77 86 82 119 61 46 65 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 97,588 Positions 1,276 48,174 170 52,619 38,605 3,350 27,624 2,689 404 867 551 0 11,278 3,645 Changes from: January 10, 2017 Total Change is: 1,777 -172 1,339 0 1,223 580 21 387 -200 294 0 0 0 24 -257 Percent of Open Interest Represented by Each Category of Trader 1.3 49.4 0.2 53.9 39.6 3.4 28.3 2.8 0.4 0.9 0.6 0.0 11.6 3.7 Number of Traders in Each Category Total Traders: 89 . 11 . 34 13 15 19 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 45,075 Positions 4,442 17,436 201 12,787 5,379 771 18,669 13,276 660 1,668 2,045 62 5,815 5,245 Changes from: January 10, 2017 Total Change is: 652 -89 705 39 150 24 -70 769 -66 -57 -150 167 29 29 -121 Percent of Open Interest Represented by Each Category of Trader 9.9 38.7 0.4 28.4 11.9 1.7 41.4 29.5 1.5 3.7 4.5 0.1 12.9 11.6 Number of Traders in Each Category Total Traders: 228 14 21 5 41 18 11 55 44 11 12 23 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 225,374 Positions 22,208 87,178 1,007 63,936 26,896 3,854 93,345 66,379 3,302 8,338 10,226 309 29,075 26,223 Changes from: January 10, 2017 Total Change is: 3,258 -445 3,527 196 752 122 -350 3,844 -328 -284 -748 833 146 147 -604 Percent of Open Interest Represented by Each Category of Trader 9.9 38.7 0.4 28.4 11.9 1.7 41.4 29.5 1.5 3.7 4.5 0.1 12.9 11.6 Number of Traders in Each Category Total Traders: 228 14 21 5 41 18 11 55 44 11 12 23 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 652,125 Positions 45,183 213,452 3,931 332,704 153,544 28,026 183,688 198,790 10,858 21,080 18,503 1,154 25,501 23,867 Changes from: January 10, 2017 Total Change is: -4,154 2,645 -1,023 106 -2,243 138 -298 1,142 -3,290 -1,424 135 -651 -93 -4,124 2,381 Percent of Open Interest Represented by Each Category of Trader 6.9 32.7 0.6 51.0 23.5 4.3 28.2 30.5 1.7 3.2 2.8 0.2 3.9 3.7 Number of Traders in Each Category Total Traders: 338 17 20 . 84 45 35 59 74 24 16 23 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 28,908 Positions 691 11,162 0 12,868 534 38 3,143 2,590 109 3,748 7,827 0 8,311 6,648 Changes from: January 10, 2017 Total Change is: 945 10 775 0 -1,244 0 3 242 -42 109 1,234 -874 -90 681 1,064 Percent of Open Interest Represented by Each Category of Trader 2.4 38.6 0.0 44.5 1.8 0.1 10.9 9.0 0.4 13.0 27.1 0.0 28.7 23.0 Number of Traders in Each Category Total Traders: 37 . . 0 12 . . 5 5 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 57,184 Positions 14,887 7,699 1,797 15,446 5,941 1,958 11,623 14,498 454 1,206 3,117 0 9,813 21,720 Changes from: January 10, 2017 Total Change is: -1,514 1,950 -154 12 -1,038 417 -12 -1,774 -2,568 -424 -436 -579 -110 318 1,904 Percent of Open Interest Represented by Each Category of Trader 26.0 13.5 3.1 27.0 10.4 3.4 20.3 25.4 0.8 2.1 5.5 0.0 17.2 38.0 Number of Traders in Each Category Total Traders: 88 18 8 4 13 8 6 20 13 5 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 237,680 Positions 2,590 139,636 1,704 159,880 66,890 12,690 45,324 9,302 2,024 4,833 727 0 8,635 4,707 Changes from: January 10, 2017 Total Change is: 8,195 -57 14,469 492 4,626 -3,736 -283 3,440 -2,449 -246 -301 0 0 524 -52 Percent of Open Interest Represented by Each Category of Trader 1.1 58.7 0.7 67.3 28.1 5.3 19.1 3.9 0.9 2.0 0.3 0.0 3.6 2.0 Number of Traders in Each Category Total Traders: 127 5 14 4 44 24 21 21 10 7 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 855,434 Positions 29,035 633,750 5,151 516,303 82,454 70,027 158,912 31,468 11,404 42,860 11,995 875 20,867 8,310 Changes from: January 10, 2017 Total Change is: 10,081 -224 10,227 347 -3,849 3,485 5,557 8,987 -7,224 499 -2,088 -75 -4 856 -2,731 Percent of Open Interest Represented by Each Category of Trader 3.4 74.1 0.6 60.4 9.6 8.2 18.6 3.7 1.3 5.0 1.4 0.1 2.4 1.0 Number of Traders in Each Category Total Traders: 298 19 20 9 99 36 46 52 19 15 38 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 615,818 Positions 9,762 35,264 1,106 310,810 140,395 101,882 42,634 124,339 8,948 11,426 31,261 2,011 127,239 170,612 Changes from: January 10, 2017 Total Change is: -5,892 2,525 9,520 -7,306 -6,502 -6,376 3,234 17 -16,159 -2,316 -451 11,123 29 4,878 2,359 Percent of Open Interest Represented by Each Category of Trader 1.6 5.7 0.2 50.5 22.8 16.5 6.9 20.2 1.5 1.9 5.1 0.3 20.7 27.7 Number of Traders in Each Category Total Traders: 145 8 9 4 44 24 34 20 28 17 7 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 691,941 Positions 0 146,330 569 418,495 66,598 84,386 35,860 262,737 10,362 24,794 10,763 443 117,032 109,753 Changes from: January 10, 2017 Total Change is: 942 -2,253 9,794 104 5,508 -6,024 -1,221 -4,946 -3,697 -345 0 0 0 4,095 2,331 Percent of Open Interest Represented by Each Category of Trader 0.0 21.1 0.1 60.5 9.6 12.2 5.2 38.0 1.5 3.6 1.6 0.1 16.9 15.9 Number of Traders in Each Category Total Traders: 97 0 11 . 44 7 26 9 20 12 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,173,061 Positions 53,595 100,568 5,794 420,615 243,188 168,598 304,192 231,505 62,775 52,865 200,112 1,878 102,749 158,643 Changes from: January 10, 2017 Total Change is: -12,874 -1,273 474 -100 10,384 9,522 8,786 -6,711 52 -6,888 -23,151 -20,407 142 5,937 -4,455 Percent of Open Interest Represented by Each Category of Trader 4.6 8.6 0.5 35.9 20.7 14.4 25.9 19.7 5.4 4.5 17.1 0.2 8.8 13.5 Number of Traders in Each Category Total Traders: 251 10 28 9 59 35 43 38 37 21 17 27 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,095,567 Positions 106,939 177,084 32,451 1,300,173 1,033,420 417,190 428,254 582,557 94,394 393,235 217,463 24,537 298,394 516,471 Changes from: January 10, 2017 Total Change is: -8,919 4,048 -36,012 9,099 -45,284 32,147 5,145 -14,206 -16,549 -2,220 9,091 5,856 3,846 21,562 -10,231 Percent of Open Interest Represented by Each Category of Trader 3.5 5.7 1.0 42.0 33.4 13.5 13.8 18.8 3.0 12.7 7.0 0.8 9.6 16.7 Number of Traders in Each Category Total Traders: 365 21 35 13 51 78 76 48 77 49 18 36 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 298,223 Positions 14,107 10,023 1,451 102,672 131,564 16,461 76,081 15,211 9,725 12,026 8,979 0 65,700 104,809 Changes from: January 10, 2017 Total Change is: 9,486 4,578 -9,693 -2 2,519 6,404 993 5,051 3,633 -1,823 82 0 0 -1,912 9,974 Percent of Open Interest Represented by Each Category of Trader 4.7 3.4 0.5 34.4 44.1 5.5 25.5 5.1 3.3 4.0 3.0 0.0 22.0 35.1 Number of Traders in Each Category Total Traders: 54 4 4 . 10 20 20 7 4 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,980,581 Positions 57,455 365,024 27,945 1,961,271 461,447 263,467 167,689 1,192,624 87,515 160,338 207,353 12,163 242,738 363,043 Changes from: January 10, 2017 Total Change is: -11,827 1,236 51,637 -1,760 -59,299 -8,559 -1,723 16,717 -65,130 13,527 -3,403 5,923 369 22,509 -6,111 Percent of Open Interest Represented by Each Category of Trader 1.9 12.2 0.9 65.8 15.5 8.8 5.6 40.0 2.9 5.4 7.0 0.4 8.1 12.2 Number of Traders in Each Category Total Traders: 296 6 36 8 61 51 56 30 69 34 15 28 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 969,455 Positions 291,976 100,308 305,640 350 10,717 11,046 111,172 304,603 153,788 50,822 18,496 17,200 27,461 47,657 Changes from: January 10, 2017 Total Change is: -31,642 -18,853 10,173 -16,219 0 -29,918 46 12,581 18,858 -9,502 -764 -1,167 598 471 -4,511 Percent of Open Interest Represented by Each Category of Trader 30.1 10.3 31.5 0.0 1.1 1.1 11.5 31.4 15.9 5.2 1.9 1.8 2.8 4.9 Number of Traders in Each Category Total Traders: 123 26 23 42 . . . 14 41 32 7 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is12,141,201 Positions 4,894,927 839,108 2,328,527 47,914 1,620,315 384,246 370,142 2,711,891 2,116,766 885,970 437,399 554,035 558,674 1,148,914 Changes from: January 10, 2017 Total Change is: 333,104 193,774 132,541 16,549 27,806 28,078 30,569 -57,025 118,020 55,580 30,687 -64,920 20,944 14,220 -4,257 Percent of Open Interest Represented by Each Category of Trader 40.3 6.9 19.2 0.4 13.3 3.2 3.0 22.3 17.4 7.3 3.6 4.6 4.6 9.5 Number of Traders in Each Category Total Traders: 273 30 40 66 7 27 29 22 98 89 10 22 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 31,975 Positions 3,288 5,276 0 152 14,769 119 21,463 7,393 0 6,710 4,030 169 74 219 Changes from: January 10, 2017 Total Change is: -28 -228 396 0 4 624 0 47 -779 0 105 -275 0 44 6 Percent of Open Interest Represented by Each Category of Trader 10.3 16.5 0.0 0.5 46.2 0.4 67.1 23.1 0.0 21.0 12.6 0.5 0.2 0.7 Number of Traders in Each Category Total Traders: 46 . 7 0 . 12 . 5 10 0 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 37,557 Positions 5,881 14,060 0 315 6,444 411 30,186 9,971 0 562 6,330 175 27 166 Changes from: January 10, 2017 Total Change is: -809 59 516 0 25 -665 -21 -746 -441 0 -120 -255 0 -6 57 Percent of Open Interest Represented by Each Category of Trader 15.7 37.4 0.0 0.8 17.2 1.1 80.4 26.5 0.0 1.5 16.9 0.5 0.1 0.4 Number of Traders in Each Category Total Traders: 34 . 5 0 . 5 . 8 8 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 77,719 Positions 648 58,854 0 17,785 1,047 1,405 28,904 10,990 1,965 15,886 368 3 11,123 3,087 Changes from: January 10, 2017 Total Change is: -2,899 -141 -321 0 -1,686 273 -97 -1,049 -2,063 20 -826 -310 3 877 -404 Percent of Open Interest Represented by Each Category of Trader 0.8 75.7 0.0 22.9 1.3 1.8 37.2 14.1 2.5 20.4 0.5 0.0 14.3 4.0 Number of Traders in Each Category Total Traders: 155 4 . 0 14 5 4 49 13 10 62 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 537,656 Positions 129,618 25,827 24,952 58,686 47,144 40,221 111,610 226,944 106,878 10,766 7,346 12,187 42,738 46,157 Changes from: January 10, 2017 Total Change is: 57,800 9,879 3,191 9,647 -26,373 355 11,831 38,503 19,070 1,620 3,128 26 -353 9,918 12,413 Percent of Open Interest Represented by Each Category of Trader 24.1 4.8 4.6 10.9 8.8 7.5 20.8 42.2 19.9 2.0 1.4 2.3 7.9 8.6 Number of Traders in Each Category Total Traders: 234 23 5 21 15 21 12 50 73 57 16 19 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 33,543 Positions 105 1,369 0 23,857 77 0 5,959 31,647 369 3,124 77 0 129 4 Changes from: January 10, 2017 Total Change is: 2,223 -45 -796 0 552 -116 0 1,664 3,164 0 11 -28 0 41 -1 Percent of Open Interest Represented by Each Category of Trader 0.3 4.1 0.0 71.1 0.2 0.0 17.8 94.3 1.1 9.3 0.2 0.0 0.4 0.0 Number of Traders in Each Category Total Traders: 37 . . 0 14 . 0 11 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 17, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 16,366 Positions 2,375 9,408 0 10,523 0 116 1,367 5,563 1,094 256 0 0 635 185 Changes from: January 10, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 14.5 57.5 0.0 64.3 0.0 0.7 8.4 34.0 6.7 1.6 0.0 0.0 3.9 1.1 Number of Traders in Each Category Total Traders: 21 . . 0 10 0 . . 5 4 . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 20, 2017