Traders in Financial Futures - Futures Only Positions as of February 7, 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 118,424
Positions
2,536 61,230 231 34,763 6,207 1,672 35,057 21,180 2,539 7,967 2,094 161 33,498 23,110
Changes from: January 31, 2017 Total Change is: 4,150
796 10,065 197 298 -1,055 510 702 -3,986 500 -542 141 -137 1,826 -2,085
Percent of Open Interest Represented by Each Category of Trader
2.1 51.7 0.2 29.4 5.2 1.4 29.6 17.9 2.1 6.7 1.8 0.1 28.3 19.5
Number of Traders in Each Category Total Traders: 85
. 10 4 12 5 5 24 18 11 9 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 48,883
Positions
27,406 13,373 21 2,117 1,956 0 9,675 18,707 562 480 0 240 8,382 14,024
Changes from: January 31, 2017 Total Change is: -675
-56 3,409 -6 22 -63 0 481 -2,216 -136 -240 0 240 -980 -1,903
Percent of Open Interest Represented by Each Category of Trader
56.1 27.4 0.0 4.3 4.0 0.0 19.8 38.3 1.1 1.0 0.0 0.5 17.1 28.7
Number of Traders in Each Category Total Traders: 46
4 4 . . . 0 10 21 8 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 211,013
Positions
126,774 6,585 996 9,568 68,835 4,120 24,945 78,660 4,642 15,811 12,478 53 24,104 34,644
Changes from: January 31, 2017 Total Change is: -897
3,496 526 219 214 331 -2,179 -2,666 -1,938 -618 592 180 51 -6 2,531
Percent of Open Interest Represented by Each Category of Trader
60.1 3.1 0.5 4.5 32.6 2.0 11.8 37.3 2.2 7.5 5.9 0.0 11.4 16.4
Number of Traders in Each Category Total Traders: 121
11 7 5 6 26 11 17 42 19 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 201,632
Positions
82,074 32,001 2,257 23,899 49,385 4,246 25,067 59,707 5,179 36,004 1,989 6,226 16,680 40,642
Changes from: January 31, 2017 Total Change is: -2,862
3,046 -69 290 -1,633 3,575 -710 -4,051 -5,151 487 1,313 -541 -943 -661 200
Percent of Open Interest Represented by Each Category of Trader
40.7 15.9 1.1 11.9 24.5 2.1 12.4 29.6 2.6 17.9 1.0 3.1 8.3 20.2
Number of Traders in Each Category Total Traders: 116
11 6 4 14 18 6 22 38 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 409,178
Positions
109,215 91,881 1,872 139,023 88,234 13,168 42,430 129,012 5,417 43,346 20,983 1,055 53,652 57,556
Changes from: January 31, 2017 Total Change is: 3,637
2,870 3,222 300 -72 3,922 -684 -2,857 -235 221 3,375 68 -673 1,157 -2,504
Percent of Open Interest Represented by Each Category of Trader
26.7 22.5 0.5 34.0 21.6 3.2 10.4 31.5 1.3 10.6 5.1 0.3 13.1 14.1
Number of Traders in Each Category Total Traders: 234
18 12 9 44 34 29 24 59 20 25 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 27,258
Positions
764 20,543 0 16,564 0 473 463 1,085 156 0 758 0 8,838 4,243
Changes from: January 31, 2017 Total Change is: 520
0 89 0 -77 0 -22 463 123 -41 0 0 0 197 371
Percent of Open Interest Represented by Each Category of Trader
2.8 75.4 0.0 60.8 0.0 1.7 1.7 4.0 0.6 0.0 2.8 0.0 32.4 15.6
Number of Traders in Each Category Total Traders: 21
. 4 0 12 0 6 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 114,105
Positions
6,500 46,706 1,309 22,868 18,639 318 51,245 18,373 1,978 950 6,532 459 28,478 19,791
Changes from: January 31, 2017 Total Change is: 12,685
-352 14,410 408 -233 1,495 1 10,286 -297 -111 3 -691 -163 2,846 -2,367
Percent of Open Interest Represented by Each Category of Trader
5.7 40.9 1.1 20.0 16.3 0.3 44.9 16.1 1.7 0.8 5.7 0.4 25.0 17.3
Number of Traders in Each Category Total Traders: 89
4 9 . 8 8 4 33 18 10 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 31,003
Positions
2,046 23,829 0 6,758 0 0 19,177 6,161 2 872 0 0 2,148 1,011
Changes from: January 31, 2017 Total Change is: 523
0 121 0 9 0 0 305 290 2 0 0 0 207 110
Percent of Open Interest Represented by Each Category of Trader
6.6 76.9 0.0 21.8 0.0 0.0 61.9 19.9 0.0 2.8 0.0 0.0 6.9 3.3
Number of Traders in Each Category Total Traders: 28
. 7 0 . 0 0 9 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 189,464
Positions
63,959 63,774 6,086 65,953 5,004 114 25,171 79,888 18,860 3,415 9,037 21 5,885 6,680
Changes from: January 31, 2017 Total Change is: 5,137
219 15,036 -1,922 1,628 104 26 3,976 -8,110 177 1,228 -71 6 -201 -109
Percent of Open Interest Represented by Each Category of Trader
33.8 33.7 3.2 34.8 2.6 0.1 13.3 42.2 10.0 1.8 4.8 0.0 3.1 3.5
Number of Traders in Each Category Total Traders: 142
4 10 . 14 10 . 27 48 15 16 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 36,650
Positions
744 31,207 0 6,004 0 0 27,768 3,609 2 0 1,015 0 2,132 817
Changes from: January 31, 2017 Total Change is: -9,082
-66 7,703 -8,325 64 0 0 -846 -2,993 2 0 -5,550 0 89 81
Percent of Open Interest Represented by Each Category of Trader
2.0 85.1 0.0 16.4 0.0 0.0 75.8 9.8 0.0 0.0 2.8 0.0 5.8 2.2
Number of Traders in Each Category Total Traders: 26
. . 0 4 0 0 9 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 54,073
Positions
7,470 19,112 0 1,989 18,063 0 36,207 10,206 2,443 852 953 0 5,112 3,296
Changes from: January 31, 2017 Total Change is: 2,486
222 6,072 -1 -84 -419 0 1,900 -2,628 223 464 -360 0 -238 -401
Percent of Open Interest Represented by Each Category of Trader
13.8 35.3 0.0 3.7 33.4 0.0 67.0 18.9 4.5 1.6 1.8 0.0 9.5 6.1
Number of Traders in Each Category Total Traders: 77
4 7 0 7 . 0 34 14 5 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 31,690
Positions
4,066 0 16,752 796 366 0 8,509 13,629 160 0 204 0 1,407 579
Changes from: January 31, 2017 Total Change is: 11,734
250 -81 11,752 3 -6 0 -279 0 0 -100 104 0 108 -35
Percent of Open Interest Represented by Each Category of Trader
12.8 0.0 52.9 2.5 1.2 0.0 26.9 43.0 0.5 0.0 0.6 0.0 4.4 1.8
Number of Traders in Each Category Total Traders: 26
4 0 . . . 0 12 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 64,132
Positions
9,505 38,525 618 8,265 258 418 32,903 9,748 1,543 1,518 3,462 13 9,352 9,549
Changes from: January 31, 2017 Total Change is: 121
642 310 -732 -99 -3 55 1,132 -303 -838 625 605 0 -666 1,025
Percent of Open Interest Represented by Each Category of Trader
14.8 60.1 1.0 12.9 0.4 0.7 51.3 15.2 2.4 2.4 5.4 0.0 14.6 14.9
Number of Traders in Each Category Total Traders: 117
13 24 . 13 . 5 39 15 5 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 128,263
Positions
19,009 77,049 1,235 16,529 516 835 65,806 19,496 3,085 3,035 6,924 26 18,703 19,097
Changes from: January 31, 2017 Total Change is: 241
1,284 620 -1,463 -197 -6 110 2,264 -605 -1,675 1,249 1,210 0 -1,331 2,050
Percent of Open Interest Represented by Each Category of Trader
14.8 60.1 1.0 12.9 0.4 0.7 51.3 15.2 2.4 2.4 5.4 0.0 14.6 14.9
Number of Traders in Each Category Total Traders: 117
13 24 . 13 . 5 39 15 5 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 647,479
Positions
70,686 103,222 13,988 298,098 189,463 59,705 72,947 131,054 24,367 23,218 44,205 3,892 80,577 77,583
Changes from: January 31, 2017 Total Change is: 11,275
8,264 -2,356 -1,948 2,264 3,829 -445 -3,772 2,479 4,574 -467 2,876 -181 2,985 2,447
Percent of Open Interest Represented by Each Category of Trader
10.9 15.9 2.2 46.0 29.3 9.2 11.3 20.2 3.8 3.6 6.8 0.6 12.4 12.0
Number of Traders in Each Category Total Traders: 592
36 34 22 128 77 88 85 124 76 38 70 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 69,438
Positions
17,708 9,687 1,502 14,083 19,349 617 5,451 15,583 350 2,811 2,021 0 26,916 20,329
Changes from: January 31, 2017 Total Change is: 1,131
2,791 -4,217 385 -451 617 -487 1,066 2,595 -100 -9 104 0 -2,064 2,234
Percent of Open Interest Represented by Each Category of Trader
25.5 14.0 2.2 20.3 27.9 0.9 7.9 22.4 0.5 4.0 2.9 0.0 38.8 29.3
Number of Traders in Each Category Total Traders: 56
6 7 4 8 . . 11 13 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 2,890,204
Positions
275,607 478,389 51,714 1,420,077 850,569 295,442 387,751 627,626 69,813 103,955 212,841 17,542 268,303 286,268
Changes from: January 31, 2017 Total Change is: 50,718
18,072 15 -2,374 10,731 13,214 3,057 -4,827 18,783 4,007 -2,407 13,741 -788 25,247 1,063
Percent of Open Interest Represented by Each Category of Trader
9.5 16.6 1.8 49.1 29.4 10.2 13.4 21.7 2.4 3.6 7.4 0.6 9.3 9.9
Number of Traders in Each Category Total Traders: 584
34 35 20 128 75 87 84 123 65 36 69 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 94,462
Positions
1,227 44,556 188 51,520 37,936 3,181 23,818 2,662 1,650 804 547 0 12,074 3,742
Changes from: January 31, 2017 Total Change is: 419
-16 -114 0 618 107 -196 -963 467 233 5 0 0 738 -78
Percent of Open Interest Represented by Each Category of Trader
1.3 47.2 0.2 54.5 40.2 3.4 25.2 2.8 1.7 0.9 0.6 0.0 12.8 4.0
Number of Traders in Each Category Total Traders: 88
. 10 . 34 14 13 18 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 46,339
Positions
6,090 16,565 217 12,100 5,161 778 18,690 14,714 795 1,816 2,173 95 5,757 5,841
Changes from: January 31, 2017 Total Change is: -1,178
836 -2,939 -10 -823 -368 -69 -1,639 1,419 177 436 -4 1 -86 615
Percent of Open Interest Represented by Each Category of Trader
13.1 35.7 0.5 26.1 11.1 1.7 40.3 31.8 1.7 3.9 4.7 0.2 12.4 12.6
Number of Traders in Each Category Total Traders: 248
19 19 6 42 20 13 66 44 17 12 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 231,695
Positions
30,452 82,826 1,087 60,498 25,805 3,892 93,449 73,569 3,973 9,080 10,863 477 28,787 29,203
Changes from: January 31, 2017 Total Change is: -5,889
4,178 -14,693 -48 -4,117 -1,839 -343 -8,196 7,094 885 2,181 -21 3 -432 3,073
Percent of Open Interest Represented by Each Category of Trader
13.1 35.7 0.5 26.1 11.1 1.7 40.3 31.8 1.7 3.9 4.7 0.2 12.4 12.6
Number of Traders in Each Category Total Traders: 248
19 19 6 42 20 13 66 44 17 12 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 625,415
Positions
53,866 195,067 3,750 305,521 154,191 30,549 172,483 187,763 12,518 17,664 20,436 975 28,089 20,166
Changes from: January 31, 2017 Total Change is: -5,183
3,347 -7,316 49 -1,426 2,731 2,930 -5,164 -793 -759 -3,028 -1,083 32 -1,164 -974
Percent of Open Interest Represented by Each Category of Trader
8.6 31.2 0.6 48.9 24.7 4.9 27.6 30.0 2.0 2.8 3.3 0.2 4.5 3.2
Number of Traders in Each Category Total Traders: 340
21 21 4 80 42 36 61 73 24 16 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 1000 VALUE INDEX MINI - ICE FUTURES U.S. (RUSSELL 1000 INDEX X $50)
CFTC Code #23977C Open Interest is 19,215
Positions
3,848 14,841 0 8,158 1,880 0 5,750 2,450 0 0 0 0 1,459 44
Changes from: January 31, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
20.0 77.2 0.0 42.5 9.8 0.0 29.9 12.8 0.0 0.0 0.0 0.0 7.6 0.2
Number of Traders in Each Category Total Traders: 20
. 5 0 4 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 29,499
Positions
921 12,839 3 13,134 524 52 4,109 2,128 0 3,290 7,756 0 7,990 6,197
Changes from: January 31, 2017 Total Change is: 834
31 556 3 616 0 12 498 -368 0 225 -46 -500 -51 1,177
Percent of Open Interest Represented by Each Category of Trader
3.1 43.5 0.0 44.5 1.8 0.2 13.9 7.2 0.0 11.2 26.3 0.0 27.1 21.0
Number of Traders in Each Category Total Traders: 42
. . . 14 . . 7 5 0 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 58,206
Positions
16,782 10,428 2,161 12,414 3,288 2,035 12,682 17,092 1,037 828 2,206 0 10,267 19,959
Changes from: January 31, 2017 Total Change is: -4,997
-298 223 180 -3,749 -375 82 -2,343 -1,914 127 -56 -296 0 1,060 -3,024
Percent of Open Interest Represented by Each Category of Trader
28.8 17.9 3.7 21.3 5.6 3.5 21.8 29.4 1.8 1.4 3.8 0.0 17.6 34.3
Number of Traders in Each Category Total Traders: 83
14 10 4 12 6 6 21 14 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 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 262,788
Positions
15,443 172,121 2,152 167,879 63,018 12,215 48,802 5,592 2,390 4,869 711 289 8,749 4,300
Changes from: January 31, 2017 Total Change is: 10,080
3,264 10,310 447 6,876 -559 -317 262 182 -374 77 25 289 -444 77
Percent of Open Interest Represented by Each Category of Trader
5.9 65.5 0.8 63.9 24.0 4.6 18.6 2.1 0.9 1.9 0.3 0.1 3.3 1.6
Number of Traders in Each Category Total Traders: 123
4 13 5 46 24 20 22 5 6 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 856,461
Positions
31,549 644,025 5,103 510,166 90,356 60,111 173,646 22,981 11,900 40,140 12,967 920 22,926 8,098
Changes from: January 31, 2017 Total Change is: -5,148
1,370 2,098 168 862 2,527 -4,692 4,640 -2,854 289 -2,876 -394 -4 -4,905 -2,286
Percent of Open Interest Represented by Each Category of Trader
3.7 75.2 0.6 59.6 10.5 7.0 20.3 2.7 1.4 4.7 1.5 0.1 2.7 0.9
Number of Traders in Each Category Total Traders: 309
19 21 11 101 34 43 55 21 16 42 16 5
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Traders in Financial Futures - Futures Only Positions as of February 7, 2017
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 621,110
Positions
9,046 23,138 6,439 293,874 135,811 117,196 48,144 112,579 10,750 2,258 41,827 1,815 131,588 171,555
Changes from: January 31, 2017 Total Change is: 6,524
-632 -4,116 4,474 -5,069 -4,837 1,102 -85 6,309 -97 -327 1,087 96 7,062 2,506
Percent of Open Interest Represented by Each Category of Trader
1.5 3.7 1.0 47.3 21.9 18.9 7.8 18.1 1.7 0.4 6.7 0.3 21.2 27.6
Number of Traders in Each Category Total Traders: 148
7 10 7 41 28 32 22 27 18 . 10 5
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Traders in Financial Futures - Futures Only Positions as of February 7, 2017
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 742,124
Positions
5,546 159,475 11,021 422,271 53,965 85,295 44,913 271,931 38,431 23,129 10,983 528 110,990 110,495
Changes from: January 31, 2017 Total Change is: 34,492
3,487 -1,639 6,834 -3,961 -7,357 3,013 5,715 17,730 20,192 0 356 136 -924 -4,773
Percent of Open Interest Represented by Each Category of Trader
0.7 21.5 1.5 56.9 7.3 11.5 6.1 36.6 5.2 3.1 1.5 0.1 15.0 14.9
Number of Traders in Each Category Total Traders: 106
. 13 4 48 8 28 10 19 14 . . .
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Traders in Financial Futures - Futures Only Positions as of February 7, 2017
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,350,063
Positions
48,055 97,374 14,258 429,057 322,257 180,463 427,721 256,738 65,003 73,047 255,647 1,647 110,812 156,676
Changes from: January 31, 2017 Total Change is: 28,210
-26,901 4,164 -2,630 -1,184 18,503 7,662 49,169 1,807 1,077 -5,319 3,344 13 6,323 -5,730
Percent of Open Interest Represented by Each Category of Trader
3.6 7.2 1.1 31.8 23.9 13.4 31.7 19.0 4.8 5.4 18.9 0.1 8.2 11.6
Number of Traders in Each Category Total Traders: 262
11 24 10 60 40 46 45 37 28 17 28 9
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Traders in Financial Futures - Futures Only Positions as of February 7, 2017
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,215,261
Positions
110,780 210,859 47,977 1,322,313 1,110,782 396,880 452,767 592,754 122,970 418,869 170,789 18,647 324,058 543,603
Changes from: January 31, 2017 Total Change is: 39,973
7,493 -3,910 3,024 87,348 30,038 -13,920 -25,710 -12,203 21,619 -33,688 -25,765 -5,181 -1,012 46,271
Percent of Open Interest Represented by Each Category of Trader
3.4 6.6 1.5 41.1 34.5 12.3 14.1 18.4 3.8 13.0 5.3 0.6 10.1 16.9
Number of Traders in Each Category Total Traders: 358
17 42 22 48 75 69 42 78 58 20 36 16
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Traders in Financial Futures - Futures Only Positions as of February 7, 2017
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 317,805
Positions
12,516 21,429 2,015 100,728 136,328 20,104 84,232 31,621 9,426 9,342 6,629 0 79,442 90,253
Changes from: January 31, 2017 Total Change is: 5,253
3,131 733 338 1,360 9,199 6,650 -6,949 -1,861 -50 0 0 0 773 -9,756
Percent of Open Interest Represented by Each Category of Trader
3.9 6.7 0.6 31.7 42.9 6.3 26.5 9.9 3.0 2.9 2.1 0.0 25.0 28.4
Number of Traders in Each Category Total Traders: 53
. 5 . 10 19 18 9 4 6 . . 0
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Traders in Financial Futures - Futures Only Positions as of February 7, 2017
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,237,562
Positions
53,300 394,737 67,259 1,968,914 532,658 273,992 168,993 1,172,953 164,413 279,623 237,898 13,036 248,032 380,616
Changes from: January 31, 2017 Total Change is: 110,254
2,598 12,585 15,749 6,269 11,654 33,060 -18,538 -39,670 52,735 15,050 4,002 3,905 -574 16,234
Percent of Open Interest Represented by Each Category of Trader
1.6 12.2 2.1 60.8 16.5 8.5 5.2 36.2 5.1 8.6 7.3 0.4 7.7 11.8
Number of Traders in Each Category Total Traders: 307
7 36 14 64 50 60 28 73 43 18 31 12
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Traders in Financial Futures - Futures Only Positions as of February 7, 2017
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,195,184
Positions
310,934 143,194 340,598 0 33,627 8,241 109,564 269,533 233,060 68,770 21,776 100,929 23,088 44,226
Changes from: January 31, 2017 Total Change is: -105,318
-3,702 -18,668 -16,100 0 17,419 2,395 -51,588 -53,054 34,058 2,197 -6,073 3,653 -76,231 -68,948
Percent of Open Interest Represented by Each Category of Trader
26.0 12.0 28.5 0.0 2.8 0.7 9.2 22.6 19.5 5.8 1.8 8.4 1.9 3.7
Number of Traders in Each Category Total Traders: 150
25 34 47 0 5 . 16 46 32 8 12 8
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Traders in Financial Futures - Futures Only Positions as of February 7, 2017
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,017,000
Positions
5,047,684 951,151 2,117,952 46,247 1,671,175 500,838 243,160 2,540,889 1,978,065 935,392 467,553 572,983 574,679 1,216,394
Changes from: January 31, 2017 Total Change is: 40,806
96,919 7,035 -37,055 1,686 9,468 24,114 12,358 54,032 -1,769 -48,894 -7,025 5,955 -12,508 -13,949
Percent of Open Interest Represented by Each Category of Trader
42.0 7.9 17.6 0.4 13.9 4.2 2.0 21.1 16.5 7.8 3.9 4.8 4.8 10.1
Number of Traders in Each Category Total Traders: 282
23 49 67 7 30 26 20 100 88 12 23 25
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Traders in Financial Futures - Futures Only Positions as of February 7, 2017
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,867
Positions
4,388 4,355 0 173 14,487 110 19,836 8,714 0 7,245 3,902 89 26 210
Changes from: January 31, 2017 Total Change is: -1,533
-185 -1,049 0 27 126 -9 -514 910 0 519 -145 -84 -1,287 -1,282
Percent of Open Interest Represented by Each Category of Trader
13.8 13.7 0.0 0.5 45.5 0.3 62.2 27.3 0.0 22.7 12.2 0.3 0.1 0.7
Number of Traders in Each Category Total Traders: 47
. 8 0 . 12 . 4 11 0 4 5 .
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Traders in Financial Futures - Futures Only Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 43,129
Positions
6,176 17,050 0 496 9,319 420 35,115 9,421 0 685 6,628 175 62 116
Changes from: January 31, 2017 Total Change is: -3,195
-85 3,154 0 174 -391 -10 2,003 -150 0 81 -387 0 -5,358 -5,411
Percent of Open Interest Represented by Each Category of Trader
14.3 39.5 0.0 1.2 21.6 1.0 81.4 21.8 0.0 1.6 15.4 0.4 0.1 0.3
Number of Traders in Each Category Total Traders: 35
. 4 0 . 5 . 6 9 0 . . .
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Traders in Financial Futures - Futures Only Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 73,975
Positions
515 58,329 6 15,953 1,196 1,039 29,770 6,423 2,743 14,286 1,179 0 9,663 3,060
Changes from: January 31, 2017 Total Change is: -1,626
30 -31 6 -419 -200 -4 2,109 -3,083 162 -1,794 1,119 0 -1,716 405
Percent of Open Interest Represented by Each Category of Trader
0.7 78.8 0.0 21.6 1.6 1.4 40.2 8.7 3.7 19.3 1.6 0.0 13.1 4.1
Number of Traders in Each Category Total Traders: 148
. . . 15 5 . 53 10 10 56 . 0
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Traders in Financial Futures - Futures Only Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 535,393
Positions
130,232 12,503 20,042 56,968 56,730 44,202 93,147 213,138 131,639 11,184 5,287 18,012 29,967 33,840
Changes from: January 31, 2017 Total Change is: 54,517
-217 -1,980 6,493 -4,940 3,728 3,299 10,045 4,282 32,629 -176 863 5,602 1,782 -399
Percent of Open Interest Represented by Each Category of Trader
24.3 2.3 3.7 10.6 10.6 8.3 17.4 39.8 24.6 2.1 1.0 3.4 5.6 6.3
Number of Traders in Each Category Total Traders: 252
26 . 23 16 21 15 53 82 59 23 13 21
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Traders in Financial Futures - Futures Only Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 37,091
Positions
275 359 0 25,761 78 0 6,860 36,194 369 3,713 78 0 113 13
Changes from: January 31, 2017 Total Change is: 2,044
100 -327 0 1,733 0 0 115 2,362 0 90 0 0 6 9
Percent of Open Interest Represented by Each Category of Trader
0.7 1.0 0.0 69.5 0.2 0.0 18.5 97.6 1.0 10.0 0.2 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 39
. . 0 14 . 0 12 5 . . . 0
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Updated February 10, 2017