Traders in Financial Futures - Futures Only Positions as of January 24, 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 99,574 Positions 517 38,266 0 31,015 7,008 849 28,779 22,389 2,233 8,590 1,761 473 27,118 26,595 Changes from: January 17, 2017 Total Change is: -733 -796 12,865 -162 317 -420 368 1,133 -11,035 99 824 -9 21 -2,537 -2,460 Percent of Open Interest Represented by Each Category of Trader 0.5 38.4 0.0 31.1 7.0 0.9 28.9 22.5 2.2 8.6 1.8 0.5 27.2 26.7 Number of Traders in Each Category Total Traders: 83 . 12 0 10 7 4 22 18 7 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 45,493 Positions 27,594 2,470 17 2,088 2,028 0 8,942 21,850 505 0 0 0 6,347 18,623 Changes from: January 17, 2017 Total Change is: -220 -1,826 928 0 0 99 0 1,286 -1,313 37 0 0 0 283 29 Percent of Open Interest Represented by Each Category of Trader 60.7 5.4 0.0 4.6 4.5 0.0 19.7 48.0 1.1 0.0 0.0 0.0 14.0 40.9 Number of Traders in Each Category Total Traders: 44 4 . . . . 0 11 21 10 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 223,681 Positions 139,361 7,150 399 9,590 67,389 5,514 28,541 92,956 4,773 11,477 11,621 2 24,024 33,877 Changes from: January 17, 2017 Total Change is: -5,101 -11,077 1,553 -50 295 -2,582 1,242 -1,290 -2,970 1,484 5,927 -1,062 -90 -1,542 -2,626 Percent of Open Interest Represented by Each Category of Trader 62.3 3.2 0.2 4.3 30.1 2.5 12.8 41.6 2.1 5.1 5.2 0.0 10.7 15.1 Number of Traders in Each Category Total Traders: 123 8 8 . 7 26 9 16 48 16 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 196,765 Positions 80,561 12,304 1,154 24,939 46,383 6,031 24,178 71,692 4,805 32,898 3,184 7,497 14,702 43,715 Changes from: January 17, 2017 Total Change is: -14,987 -14,080 -5,900 179 1,278 -3,296 260 -1,602 -2,997 -1,210 1,156 -685 -424 -544 -914 Percent of Open Interest Represented by Each Category of Trader 40.9 6.3 0.6 12.7 23.6 3.1 12.3 36.4 2.4 16.7 1.6 3.8 7.5 22.2 Number of Traders in Each Category Total Traders: 116 9 8 . 12 22 6 19 40 13 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 414,447 Positions 107,357 85,277 1,610 148,902 86,868 13,753 39,640 138,292 5,275 45,675 23,218 955 51,280 59,199 Changes from: January 17, 2017 Total Change is: -643 -1,484 17,260 699 -1,155 -2,649 -1,520 -470 -12,842 -60 4,211 -509 -100 -764 -922 Percent of Open Interest Represented by Each Category of Trader 25.9 20.6 0.4 35.9 21.0 3.3 9.6 33.4 1.3 11.0 5.6 0.2 12.4 14.3 Number of Traders in Each Category Total Traders: 243 16 14 6 45 31 30 23 64 16 27 22 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 94,379 Positions 7,101 18,965 893 24,455 14,693 309 35,073 26,861 1,411 1,454 6,463 637 23,046 24,147 Changes from: January 17, 2017 Total Change is: 6,748 -14,622 14,758 409 3,776 -1,021 1 13,107 -4,125 -127 -119 -354 107 4,216 -2,900 Percent of Open Interest Represented by Each Category of Trader 7.5 20.1 0.9 25.9 15.6 0.3 37.2 28.5 1.5 1.5 6.8 0.7 24.4 25.6 Number of Traders in Each Category Total Traders: 86 5 8 . 9 8 4 25 20 5 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 30,405 Positions 2,046 23,819 0 6,649 0 0 19,146 5,620 0 725 0 0 1,839 966 Changes from: January 17, 2017 Total Change is: 1,382 0 246 0 0 0 0 1,465 1,031 0 0 0 0 -83 105 Percent of Open Interest Represented by Each Category of Trader 6.7 78.3 0.0 21.9 0.0 0.0 63.0 18.5 0.0 2.4 0.0 0.0 6.0 3.2 Number of Traders in Each Category Total Traders: 28 . 7 0 . 0 0 11 4 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 191,470 Positions 63,571 46,954 8,230 62,267 7,383 261 27,364 92,529 19,747 3,856 8,992 15 6,159 7,359 Changes from: January 17, 2017 Total Change is: 14,037 -571 3,516 6,794 -106 -316 -8 7,177 4,765 -854 2,302 255 -154 -543 39 Percent of Open Interest Represented by Each Category of Trader 33.2 24.5 4.3 32.5 3.9 0.1 14.3 48.3 10.3 2.0 4.7 0.0 3.2 3.8 Number of Traders in Each Category Total Traders: 156 4 9 . 13 12 5 28 58 15 16 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 37,854 Positions 810 23,504 0 6,298 0 0 28,019 6,454 915 100 6,405 0 1,712 576 Changes from: January 17, 2017 Total Change is: 825 0 848 0 22 0 0 618 -134 52 100 100 0 33 -41 Percent of Open Interest Represented by Each Category of Trader 2.1 62.1 0.0 16.6 0.0 0.0 74.0 17.0 2.4 0.3 16.9 0.0 4.5 1.5 Number of Traders in Each Category Total Traders: 30 . . 0 4 0 0 7 10 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 44,940 Positions 8,924 2,294 17 2,012 25,164 38 27,146 10,536 2,035 323 1,497 0 4,445 3,359 Changes from: January 17, 2017 Total Change is: -1,054 -6,669 1,048 13 178 -1,998 0 4,802 436 129 -80 -435 0 573 -247 Percent of Open Interest Represented by Each Category of Trader 19.9 5.1 0.0 4.5 56.0 0.1 60.4 23.4 4.5 0.7 3.3 0.0 9.9 7.5 Number of Traders in Each Category Total Traders: 70 10 . . 7 5 . 26 13 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 16,517 Positions 3,833 81 3,000 764 2,023 0 7,473 10,525 159 100 210 0 1,188 519 Changes from: January 17, 2017 Total Change is: 2,975 -14 -382 2,000 6 -2 0 793 1,285 0 100 110 0 90 -36 Percent of Open Interest Represented by Each Category of Trader 23.2 0.5 18.2 4.6 12.2 0.0 45.2 63.7 1.0 0.6 1.3 0.0 7.2 3.1 Number of Traders in Each Category Total Traders: 28 . . . . . 0 12 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 67,349 Positions 8,394 42,149 1,201 10,173 267 389 35,101 10,381 896 893 2,985 3 10,301 9,080 Changes from: January 17, 2017 Total Change is: 2,141 392 -570 -242 784 -319 -32 2,807 5,065 -2,152 0 886 0 584 -497 Percent of Open Interest Represented by Each Category of Trader 12.5 62.6 1.8 15.1 0.4 0.6 52.1 15.4 1.3 1.3 4.4 0.0 15.3 13.5 Number of Traders in Each Category Total Traders: 122 15 24 . 13 . 5 42 15 7 . 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 134,698 Positions 16,788 84,297 2,402 20,345 534 777 70,201 20,761 1,792 1,786 5,970 5 20,602 18,160 Changes from: January 17, 2017 Total Change is: 4,281 783 -1,139 -483 1,567 -637 -63 5,614 10,129 -4,304 0 1,772 0 1,167 -994 Percent of Open Interest Represented by Each Category of Trader 12.5 62.6 1.8 15.1 0.4 0.6 52.1 15.4 1.3 1.3 4.4 0.0 15.3 13.5 Number of Traders in Each Category Total Traders: 122 15 24 . 13 . 5 42 15 7 . 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 639,223 Positions 59,861 95,659 16,070 292,964 189,087 60,204 77,494 133,301 19,297 23,843 42,357 3,670 85,819 79,578 Changes from: January 17, 2017 Total Change is: 14,746 7,167 13,006 -3,677 -2,343 -8,120 1,221 5,671 4,533 963 -418 5,576 -787 6,950 2,032 Percent of Open Interest Represented by Each Category of Trader 9.4 15.0 2.5 45.8 29.6 9.4 12.1 20.9 3.0 3.7 6.6 0.6 13.4 12.4 Number of Traders in Each Category Total Traders: 591 36 32 20 130 78 89 79 130 76 40 66 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 65,336 Positions 11,782 8,681 820 12,899 18,976 1,456 6,024 9,953 971 2,380 1,700 4 29,000 22,775 Changes from: January 17, 2017 Total Change is: 3,009 2,039 -1,943 -1,175 62 -3 26 958 1,222 876 -18 1,078 0 241 2,928 Percent of Open Interest Represented by Each Category of Trader 18.0 13.3 1.3 19.7 29.0 2.2 9.2 15.2 1.5 3.6 2.6 0.0 44.4 34.9 Number of Traders in Each Category Total Traders: 51 6 6 . 7 4 . 9 14 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 2,869,436 Positions 274,383 468,874 42,264 1,400,327 850,553 293,741 386,501 645,891 62,479 107,330 203,302 18,317 284,094 284,015 Changes from: January 17, 2017 Total Change is: 58,687 7,288 56,394 5,841 -12,025 -40,585 5,975 26,279 19,270 -2,281 -4,107 20,382 -1,829 33,546 -4,480 Percent of Open Interest Represented by Each Category of Trader 9.6 16.3 1.5 48.8 29.6 10.2 13.5 22.5 2.2 3.7 7.1 0.6 9.9 9.9 Number of Traders in Each Category Total Traders: 585 34 34 16 130 76 88 80 127 66 39 65 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 97,566 Positions 1,216 49,246 153 52,114 37,937 3,333 27,624 2,149 111 940 551 0 12,075 4,086 Changes from: January 17, 2017 Total Change is: -22 -60 1,072 -17 -505 -668 -17 0 -540 -293 73 0 0 797 441 Percent of Open Interest Represented by Each Category of Trader 1.2 50.5 0.2 53.4 38.9 3.4 28.3 2.2 0.1 1.0 0.6 0.0 12.4 4.2 Number of Traders in Each Category Total Traders: 87 . 10 . 35 13 16 18 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 44,694 Positions 5,319 16,723 225 11,757 5,625 1,041 18,550 12,550 572 1,367 1,880 87 5,776 5,992 Changes from: January 17, 2017 Total Change is: -380 877 -713 24 -1,030 246 270 -119 -726 -88 -300 -165 25 -39 747 Percent of Open Interest Represented by Each Category of Trader 11.9 37.4 0.5 26.3 12.6 2.3 41.5 28.1 1.3 3.1 4.2 0.2 12.9 13.4 Number of Traders in Each Category Total Traders: 226 17 18 6 41 21 12 54 42 13 13 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 223,472 Positions 26,594 83,614 1,125 58,785 28,124 5,206 92,748 62,749 2,862 6,837 9,399 434 28,881 29,959 Changes from: January 17, 2017 Total Change is: -1,902 4,386 -3,564 118 -5,151 1,228 1,352 -597 -3,630 -440 -1,501 -827 125 -194 3,736 Percent of Open Interest Represented by Each Category of Trader 11.9 37.4 0.5 26.3 12.6 2.3 41.5 28.1 1.3 3.1 4.2 0.2 12.9 13.4 Number of Traders in Each Category Total Traders: 226 17 18 6 41 21 12 54 42 13 13 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 647,446 Positions 45,471 213,105 4,171 323,126 149,586 27,917 186,655 198,356 9,780 21,108 22,601 924 28,294 21,006 Changes from: January 17, 2017 Total Change is: -4,679 288 -347 240 -9,578 -3,958 -109 2,967 -434 -1,078 28 4,098 -230 2,793 -2,861 Percent of Open Interest Represented by Each Category of Trader 7.0 32.9 0.6 49.9 23.1 4.3 28.8 30.6 1.5 3.3 3.5 0.1 4.4 3.2 Number of Traders in Each Category Total Traders: 345 15 21 5 83 44 35 69 69 25 16 27 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 28,092 Positions 691 11,344 0 11,840 534 36 3,402 2,233 0 3,597 7,987 0 8,526 5,958 Changes from: January 17, 2017 Total Change is: -816 0 182 0 -1,028 0 -2 259 -357 -109 -151 160 0 215 -690 Percent of Open Interest Represented by Each Category of Trader 2.5 40.4 0.0 42.1 1.9 0.1 12.1 7.9 0.0 12.8 28.4 0.0 30.4 21.2 Number of Traders in Each Category Total Traders: 39 . . 0 11 . . 7 4 0 7 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 59,384 Positions 14,611 10,206 1,742 16,006 5,383 2,024 14,874 14,671 950 1,100 2,508 0 8,077 21,900 Changes from: January 17, 2017 Total Change is: 2,200 -276 2,507 -55 560 -558 66 3,251 173 496 -106 -609 0 -1,736 180 Percent of Open Interest Represented by Each Category of Trader 24.6 17.2 2.9 27.0 9.1 3.4 25.0 24.7 1.6 1.9 4.2 0.0 13.6 36.9 Number of Traders in Each Category Total Traders: 98 18 9 4 13 9 6 26 17 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 245,982 Positions 6,030 151,062 1,106 163,902 62,469 12,257 46,719 9,381 2,127 5,054 3,203 0 8,787 4,377 Changes from: January 17, 2017 Total Change is: 8,302 3,440 11,426 -598 4,022 -4,421 -433 1,395 79 103 221 2,476 0 152 -330 Percent of Open Interest Represented by Each Category of Trader 2.5 61.4 0.4 66.6 25.4 5.0 19.0 3.8 0.9 2.1 1.3 0.0 3.6 1.8 Number of Traders in Each Category Total Traders: 124 4 14 . 44 23 20 19 9 7 8 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 850,977 Positions 29,683 630,141 5,327 507,805 83,129 70,397 162,889 24,093 12,414 39,192 15,054 1,505 21,765 8,917 Changes from: January 17, 2017 Total Change is: -4,457 648 -3,609 176 -8,498 675 370 3,977 -7,375 1,010 -3,668 3,059 630 898 607 Percent of Open Interest Represented by Each Category of Trader 3.5 74.0 0.6 59.7 9.8 8.3 19.1 2.8 1.5 4.6 1.8 0.2 2.6 1.0 Number of Traders in Each Category Total Traders: 302 19 20 11 101 36 48 52 19 15 38 17 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 614,355 Positions 9,370 35,786 1,174 299,132 137,514 108,188 50,968 117,182 8,324 10,197 41,541 1,696 125,306 162,950 Changes from: January 17, 2017 Total Change is: -1,463 -392 522 68 -11,678 -2,881 6,306 8,334 -7,157 -624 -1,229 10,280 -315 -1,933 -7,662 Percent of Open Interest Represented by Each Category of Trader 1.5 5.8 0.2 48.7 22.4 17.6 8.3 19.1 1.4 1.7 6.8 0.3 20.4 26.5 Number of Traders in Each Category Total Traders: 155 9 10 5 44 25 34 20 33 16 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 696,286 Positions 1,556 150,702 1,907 422,290 70,985 82,191 37,451 262,299 11,548 25,184 10,774 392 113,767 105,488 Changes from: January 17, 2017 Total Change is: 4,345 1,556 4,372 1,338 3,795 4,387 -2,195 1,591 -438 1,186 390 11 -51 -3,265 -4,265 Percent of Open Interest Represented by Each Category of Trader 0.2 21.6 0.3 60.6 10.2 11.8 5.4 37.7 1.7 3.6 1.5 0.1 16.3 15.2 Number of Traders in Each Category Total Traders: 100 . 11 . 45 8 28 10 19 11 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 1,252,240 Positions 63,463 83,546 15,418 420,335 311,890 174,551 332,657 245,942 64,055 73,304 198,938 2,109 106,348 155,791 Changes from: January 17, 2017 Total Change is: 79,179 9,868 -17,022 9,624 -280 68,702 5,953 28,465 14,437 1,280 20,439 -1,174 231 3,599 -2,852 Percent of Open Interest Represented by Each Category of Trader 5.1 6.7 1.2 33.6 24.9 13.9 26.6 19.6 5.1 5.9 15.9 0.2 8.5 12.4 Number of Traders in Each Category Total Traders: 256 13 24 8 59 36 43 41 37 25 18 28 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 3,162,734 Positions 92,273 205,299 47,294 1,246,125 1,098,891 400,865 498,188 599,854 90,523 438,251 189,610 29,049 320,166 501,349 Changes from: January 17, 2017 Total Change is: 67,167 -14,666 28,215 14,843 -54,048 65,471 -16,325 69,934 17,297 -3,871 45,016 -27,853 4,512 21,772 -15,122 Percent of Open Interest Represented by Each Category of Trader 2.9 6.5 1.5 39.4 34.7 12.7 15.8 19.0 2.9 13.9 6.0 0.9 10.1 15.9 Number of Traders in Each Category Total Traders: 379 23 40 16 52 75 67 50 83 54 19 35 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 309,268 Positions 10,753 17,276 2,214 100,781 136,577 14,617 89,534 31,585 8,150 11,953 6,629 0 71,266 92,220 Changes from: January 17, 2017 Total Change is: 11,045 -3,354 7,253 763 -1,891 5,013 -1,844 13,453 16,374 -1,575 -73 -2,350 0 5,566 -12,589 Percent of Open Interest Represented by Each Category of Trader 3.5 5.6 0.7 32.6 44.2 4.7 29.0 10.2 2.6 3.9 2.1 0.0 23.0 29.8 Number of Traders in Each Category Total Traders: 56 4 5 . 11 20 19 8 4 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 3,037,553 Positions 55,649 372,268 39,633 1,940,886 520,177 249,525 181,782 1,170,611 108,706 221,953 200,340 8,667 230,752 367,626 Changes from: January 17, 2017 Total Change is: 56,972 -1,806 7,244 11,688 -20,385 58,730 -13,942 14,093 -22,013 21,191 61,615 -7,013 -3,496 -11,986 4,583 Percent of Open Interest Represented by Each Category of Trader 1.8 12.3 1.3 63.9 17.1 8.2 6.0 38.5 3.6 7.3 6.6 0.3 7.6 12.1 Number of Traders in Each Category Total Traders: 308 7 39 12 61 52 56 35 71 39 16 27 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 1,118,949 Positions 291,886 135,319 321,933 350 14,217 7,682 157,536 304,779 180,318 50,120 29,161 79,142 29,982 46,398 Changes from: January 17, 2017 Total Change is: 149,494 -90 35,011 16,293 0 3,500 -3,364 46,364 176 26,530 -702 10,665 61,942 2,521 -1,259 Percent of Open Interest Represented by Each Category of Trader 26.1 12.1 28.8 0.0 1.3 0.7 14.1 27.2 16.1 4.5 2.6 7.1 2.7 4.1 Number of Traders in Each Category Total Traders: 136 25 30 43 . . . 19 41 35 8 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 is11,640,840 Positions 4,901,078 912,223 2,113,202 45,982 1,618,765 430,978 268,969 2,400,069 2,063,671 830,698 484,170 540,254 446,008 1,077,508 Changes from: January 17, 2017 Total Change is: -500,361 6,151 73,115 -215,325 -1,932 -1,550 46,732 -101,173 -311,822 -53,095 -55,272 46,771 -13,781 -112,666 -71,406 Percent of Open Interest Represented by Each Category of Trader 42.1 7.8 18.2 0.4 13.9 3.7 2.3 20.6 17.7 7.1 4.2 4.6 3.8 9.3 Number of Traders in Each Category Total Traders: 283 29 43 68 6 28 28 23 100 97 9 25 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 32,285 Positions 3,916 4,838 0 146 14,756 119 20,958 8,045 0 6,780 3,995 329 37 203 Changes from: January 17, 2017 Total Change is: 310 628 -438 0 -6 -13 0 -505 652 0 70 -35 160 -37 -16 Percent of Open Interest Represented by Each Category of Trader 12.1 15.0 0.0 0.5 45.7 0.4 64.9 24.9 0.0 21.0 12.4 1.0 0.1 0.6 Number of Traders in Each Category Total Traders: 47 . 8 0 . 12 . 4 11 0 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 37,708 Positions 5,918 11,674 0 337 9,203 414 29,962 9,379 0 887 6,719 175 15 144 Changes from: January 17, 2017 Total Change is: 151 37 -2,386 0 22 2,759 3 -224 -592 0 325 389 0 -12 -22 Percent of Open Interest Represented by Each Category of Trader 15.7 31.0 0.0 0.9 24.4 1.1 79.5 24.9 0.0 2.4 17.8 0.5 0.0 0.4 Number of Traders in Each Category Total Traders: 36 . 5 0 . 5 . 7 8 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 74,838 Positions 474 58,784 0 16,639 1,118 1,032 27,007 9,146 1,898 16,955 118 1 10,832 2,741 Changes from: January 17, 2017 Total Change is: -2,881 -174 -70 0 -1,146 71 -373 -1,897 -1,844 -67 1,069 -250 -2 -291 -346 Percent of Open Interest Represented by Each Category of Trader 0.6 78.5 0.0 22.2 1.5 1.4 36.1 12.2 2.5 22.7 0.2 0.0 14.5 3.7 Number of Traders in Each Category Total Traders: 148 . . 0 12 5 . 44 12 8 68 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 478,012 Positions 129,749 22,189 10,876 79,162 57,501 29,795 83,090 212,678 94,082 10,262 5,158 13,548 27,448 32,185 Changes from: January 17, 2017 Total Change is: -59,644 131 -3,638 -14,076 20,476 10,357 -10,426 -28,520 -14,266 -12,796 -504 -2,188 1,361 -15,290 -13,972 Percent of Open Interest Represented by Each Category of Trader 27.1 4.6 2.3 16.6 12.0 6.2 17.4 44.5 19.7 2.1 1.1 2.8 5.7 6.7 Number of Traders in Each Category Total Traders: 228 21 4 20 14 25 13 45 78 49 19 11 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 34,711 Positions 130 1,339 0 23,887 78 0 6,916 32,843 369 3,287 78 0 122 4 Changes from: January 17, 2017 Total Change is: 1,168 25 -30 0 30 1 0 957 1,196 0 163 1 0 -7 0 Percent of Open Interest Represented by Each Category of Trader 0.4 3.9 0.0 68.8 0.2 0.0 19.9 94.6 1.1 9.5 0.2 0.0 0.4 0.0 Number of Traders in Each Category Total Traders: 39 . . 0 14 . 0 12 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of January 24, 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 15,234 Positions 2,375 8,776 0 10,490 0 116 1,248 6,053 114 256 0 0 635 175 Changes from: January 17, 2017 Total Change is: -1,132 0 -632 0 -33 0 0 -119 490 -980 0 0 0 0 -10 Percent of Open Interest Represented by Each Category of Trader 15.6 57.6 0.0 68.9 0.0 0.8 8.2 39.7 0.7 1.7 0.0 0.0 4.2 1.1 Number of Traders in Each Category Total Traders: 20 . . 0 10 0 . . 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 27, 2017