Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 117,570
Positions
17,406 7,139 4,619 28,674 13,499 2,015 19,005 36,199 12,116 5,218 3,378 2,656 25,861 35,948
Changes from: December 27, 2016 Total Change is: 4,968
9,878 -3,719 1,256 1,866 3,490 244 -6,120 2,181 -551 -404 123 -76 -1,126 2,020
Percent of Open Interest Represented by Each Category of Trader
14.8 6.1 3.9 24.4 11.5 1.7 16.2 30.8 10.3 4.4 2.9 2.3 22.0 30.6
Number of Traders in Each Category Total Traders: 90
5 6 5 7 12 4 15 33 15 7 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 57,038
Positions
36,597 1,058 641 1,778 4,043 0 7,844 25,029 3,364 0 0 0 6,813 22,902
Changes from: December 27, 2016 Total Change is: -1,130
-127 -47 4 43 -434 0 -2,223 1,299 103 0 0 0 1,070 -2,055
Percent of Open Interest Represented by Each Category of Trader
64.2 1.9 1.1 3.1 7.1 0.0 13.8 43.9 5.9 0.0 0.0 0.0 11.9 40.2
Number of Traders in Each Category Total Traders: 44
7 . . . . 0 8 22 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 255,729
Positions
141,876 6,348 7,733 10,494 79,176 7,538 31,162 77,588 26,199 4,257 12,005 1,510 24,959 37,632
Changes from: December 27, 2016 Total Change is: 14,802
4,452 1,727 197 355 2,500 659 2,495 9,790 1,608 1,354 -92 135 3,547 -1,722
Percent of Open Interest Represented by Each Category of Trader
55.5 2.5 3.0 4.1 31.0 2.9 12.2 30.3 10.2 1.7 4.7 0.6 9.8 14.7
Number of Traders in Each Category Total Traders: 128
9 5 6 8 24 9 15 55 24 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 277,200
Positions
117,910 5,606 12,179 21,411 53,882 11,464 24,371 98,333 33,859 30,417 8,689 5,793 19,797 47,394
Changes from: December 27, 2016 Total Change is: 3,981
2,643 398 758 219 4,003 -308 -3,144 3,608 2,875 -200 -8,453 397 741 702
Percent of Open Interest Represented by Each Category of Trader
42.5 2.0 4.4 7.7 19.4 4.1 8.8 35.5 12.2 11.0 3.1 2.1 7.1 17.1
Number of Traders in Each Category Total Traders: 144
14 7 10 11 24 11 22 48 23 4 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 499,530
Positions
127,709 61,300 21,535 142,293 99,638 15,524 40,791 152,928 49,562 30,844 24,143 10,226 61,045 64,673
Changes from: December 27, 2016 Total Change is: 12,973
4,550 7,356 -484 3,483 370 114 -1,330 8,419 2,147 602 -2,561 28 3,863 -2,416
Percent of Open Interest Represented by Each Category of Trader
25.6 12.3 4.3 28.5 19.9 3.1 8.2 30.6 9.9 6.2 4.8 2.0 12.2 12.9
Number of Traders in Each Category Total Traders: 249
18 11 15 44 35 33 21 68 27 29 21 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 127,364
Positions
46,300 2,546 6,811 4,627 18,081 2,361 28,566 40,197 13,582 1,271 9,126 3,117 20,728 31,541
Changes from: December 27, 2016 Total Change is: 8,286
14,408 -436 695 -2,750 166 -115 -1,734 4,039 -850 10 3,207 313 -1,691 1,267
Percent of Open Interest Represented by Each Category of Trader
36.4 2.0 5.3 3.6 14.2 1.9 22.4 31.6 10.7 1.0 7.2 2.4 16.3 24.8
Number of Traders in Each Category Total Traders: 84
8 5 6 4 11 5 22 22 13 5 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 27,451
Positions
2,046 21,883 0 6,357 0 0 16,298 4,908 0 724 0 0 2,026 660
Changes from: December 27, 2016 Total Change is: 543
0 474 0 155 0 0 460 54 0 9 0 0 -81 15
Percent of Open Interest Represented by Each Category of Trader
7.5 79.7 0.0 23.2 0.0 0.0 59.4 17.9 0.0 2.6 0.0 0.0 7.4 2.4
Number of Traders in Each Category Total Traders: 27
. 6 0 . 0 0 10 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 153,056
Positions
63,567 40,855 44 58,106 7,145 59 19,182 85,790 3,457 2,308 7,103 0 6,332 8,602
Changes from: December 27, 2016 Total Change is: 8,591
0 3,001 12 5,052 219 -37 2,414 2,326 694 39 822 0 418 1,555
Percent of Open Interest Represented by Each Category of Trader
41.5 26.7 0.0 38.0 4.7 0.0 12.5 56.1 2.3 1.5 4.6 0.0 4.1 5.6
Number of Traders in Each Category Total Traders: 136
4 7 . 12 11 4 25 53 15 10 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 31,351
Positions
744 21,119 0 6,388 0 0 21,524 2,425 882 100 6,305 0 1,713 620
Changes from: December 27, 2016 Total Change is: -10,598
-6 676 -5,928 16 0 0 763 -5,202 -33 -136 5,280 -5,300 26 -91
Percent of Open Interest Represented by Each Category of Trader
2.4 67.4 0.0 20.4 0.0 0.0 68.7 7.7 2.8 0.3 20.1 0.0 5.5 2.0
Number of Traders in Each Category Total Traders: 27
. . 0 . 0 0 8 8 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 44,227
Positions
13,992 759 0 1,120 27,284 38 23,423 8,803 1,922 619 1,581 0 3,113 3,840
Changes from: December 27, 2016 Total Change is: 961
2,899 -92 0 17 -205 0 -2,023 1,332 -93 -56 -194 0 217 213
Percent of Open Interest Represented by Each Category of Trader
31.6 1.7 0.0 2.5 61.7 0.1 53.0 19.9 4.3 1.4 3.6 0.0 7.0 8.7
Number of Traders in Each Category Total Traders: 71
10 . 0 5 5 . 24 17 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 8,757
Positions
2,188 397 0 888 2,000 0 4,549 5,657 106 0 100 0 1,026 497
Changes from: December 27, 2016 Total Change is: 857
231 0 0 7 1 0 408 828 105 0 0 0 106 -77
Percent of Open Interest Represented by Each Category of Trader
25.0 4.5 0.0 10.1 22.8 0.0 51.9 64.6 1.2 0.0 1.1 0.0 11.7 5.7
Number of Traders in Each Category Total Traders: 24
. . 0 . . 0 10 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 70,830
Positions
8,209 46,804 1,599 10,730 448 206 35,881 4,802 2,446 1,054 4,812 682 10,022 9,031
Changes from: December 27, 2016 Total Change is: 4,847
-120 6,047 117 508 -98 -40 4,466 -989 -249 -20 325 233 -49 -500
Percent of Open Interest Represented by Each Category of Trader
11.6 66.1 2.3 15.1 0.6 0.3 50.7 6.8 3.5 1.5 6.8 1.0 14.2 12.8
Number of Traders in Each Category Total Traders: 124
14 25 4 15 . 6 43 12 9 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 141,659
Positions
16,419 93,607 3,198 21,460 895 412 71,761 9,604 4,892 2,107 9,624 1,365 20,045 18,062
Changes from: December 27, 2016 Total Change is: 9,693
-240 12,094 234 1,016 -196 -80 8,931 -1,978 -497 -39 649 466 -98 -999
Percent of Open Interest Represented by Each Category of Trader
11.6 66.1 2.3 15.1 0.6 0.3 50.7 6.8 3.5 1.5 6.8 1.0 14.2 12.8
Number of Traders in Each Category Total Traders: 124
14 25 4 15 . 6 43 12 9 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 849,676
Positions
59,793 95,104 36,259 287,570 219,774 79,187 84,999 107,644 144,662 24,978 34,876 34,033 98,195 98,137
Changes from: December 27, 2016 Total Change is: -22,464
-16,063 8,071 4,810 3,723 39 -7,542 10,085 -7,716 -20,012 -754 -406 -3,040 6,330 3,334
Percent of Open Interest Represented by Each Category of Trader
7.0 11.2 4.3 33.8 25.9 9.3 10.0 12.7 17.0 2.9 4.1 4.0 11.6 11.5
Number of Traders in Each Category Total Traders: 639
38 31 30 130 79 97 91 119 112 75 75 82
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 177,370
Positions
13,357 12,723 22,044 13,643 26,597 19,288 8,932 15,453 45,757 3,166 186 8,634 42,548 26,688
Changes from: December 27, 2016 Total Change is: -26,165
-4,232 602 -849 813 995 -7,547 1,477 -2,429 -15,783 -2,288 -64 -2,135 4,378 1,046
Percent of Open Interest Represented by Each Category of Trader
7.5 7.2 12.4 7.7 15.0 10.9 5.0 8.7 25.8 1.8 0.1 4.9 24.0 15.0
Number of Traders in Each Category Total Traders: 62
8 4 7 8 5 5 13 10 22 6 8 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 3,361,532
Positions
255,185 434,911 48,071 1,369,635 965,885 299,493 410,165 490,788 464,693 111,719 176,109 124,334 278,236 357,248
Changes from: December 27, 2016 Total Change is: 18,504
-44,291 52,210 13,432 14,550 -4,781 23 47,250 -22,221 -25,362 6,456 -2,924 -3,317 9,762 11,443
Percent of Open Interest Represented by Each Category of Trader
7.6 12.9 1.4 40.7 28.7 8.9 12.2 14.6 13.8 3.3 5.2 3.7 8.3 10.6
Number of Traders in Each Category Total Traders: 622
37 32 28 130 75 95 86 120 109 72 69 75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 95,877
Positions
2,138 47,071 170 49,719 38,112 3,421 27,741 2,839 170 541 555 0 11,977 3,539
Changes from: December 27, 2016 Total Change is: -138
1,114 -172 0 -1,589 551 -163 -333 119 54 541 -549 0 238 22
Percent of Open Interest Represented by Each Category of Trader
2.2 49.1 0.2 51.9 39.8 3.6 28.9 3.0 0.2 0.6 0.6 0.0 12.5 3.7
Number of Traders in Each Category Total Traders: 83
5 7 . 34 11 15 19 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 47,535
Positions
4,323 18,662 222 12,231 5,433 855 19,381 12,716 2,390 1,926 2,654 268 5,939 4,335
Changes from: December 27, 2016 Total Change is: 801
1,379 -1,194 19 -61 561 -214 -1,162 354 361 648 820 -74 -95 168
Percent of Open Interest Represented by Each Category of Trader
9.1 39.3 0.5 25.7 11.4 1.8 40.8 26.7 5.0 4.1 5.6 0.6 12.5 9.1
Number of Traders in Each Category Total Traders: 230
14 19 4 36 17 13 67 43 29 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 237,676
Positions
21,615 93,309 1,112 61,153 27,167 4,277 96,907 63,578 11,949 9,628 13,268 1,340 29,696 21,677
Changes from: December 27, 2016 Total Change is: 4,003
6,895 -5,970 95 -307 2,804 -1,071 -5,811 1,768 1,806 3,241 4,099 -370 -475 842
Percent of Open Interest Represented by Each Category of Trader
9.1 39.3 0.5 25.7 11.4 1.8 40.8 26.7 5.0 4.1 5.6 0.6 12.5 9.1
Number of Traders in Each Category Total Traders: 230
14 19 4 36 17 13 67 43 29 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 663,537
Positions
39,520 207,552 3,830 326,787 155,137 28,954 195,361 211,681 15,392 21,458 16,715 2,955 29,280 21,321
Changes from: December 27, 2016 Total Change is: -16,022
-9,477 -1,722 12 -3,851 2,054 -970 -2,845 -19,520 1,073 617 -446 280 -861 3,217
Percent of Open Interest Represented by Each Category of Trader
6.0 31.3 0.6 49.2 23.4 4.4 29.4 31.9 2.3 3.2 2.5 0.4 4.4 3.2
Number of Traders in Each Category Total Traders: 343
17 21 4 80 47 37 68 70 27 17 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 17,224
Positions
2,723 12,453 0 6,535 1,509 0 6,839 3,127 0 0 0 0 1,127 135
Changes from: December 27, 2016 Total Change is: 1,473
1,149 1,047 0 300 0 0 -69 612 0 0 0 0 93 -186
Percent of Open Interest Represented by Each Category of Trader
15.8 72.3 0.0 37.9 8.8 0.0 39.7 18.2 0.0 0.0 0.0 0.0 6.5 0.8
Number of Traders in Each Category Total Traders: 21
. 6 0 5 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 28,256
Positions
938 10,322 0 14,116 534 42 2,896 1,879 0 2,806 8,400 96 7,362 6,983
Changes from: December 27, 2016 Total Change is: -247
3 0 0 409 -9 -183 -1,073 -382 0 565 -455 96 -64 686
Percent of Open Interest Represented by Each Category of Trader
3.3 36.5 0.0 50.0 1.9 0.1 10.2 6.6 0.0 9.9 29.7 0.3 26.1 24.7
Number of Traders in Each Category Total Traders: 38
. . 0 13 . . 6 . 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 59,207
Positions
13,272 6,444 2,006 15,953 7,593 2,659 14,564 20,750 595 2,180 3,784 0 7,978 15,376
Changes from: December 27, 2016 Total Change is: 3,523
672 542 629 192 32 87 2,908 2,388 349 -614 130 0 -700 -634
Percent of Open Interest Represented by Each Category of Trader
22.4 10.9 3.4 26.9 12.8 4.5 24.6 35.0 1.0 3.7 6.4 0.0 13.5 26.0
Number of Traders in Each Category Total Traders: 98
18 8 4 10 10 7 23 18 7 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 223,274
Positions
3,782 123,604 1,015 151,205 70,775 12,679 38,773 7,334 2,346 5,130 727 0 8,344 4,794
Changes from: December 27, 2016 Total Change is: 7,124
524 6,228 -9 4,432 3,272 -518 1,396 -2,015 102 288 -425 0 909 489
Percent of Open Interest Represented by Each Category of Trader
1.7 55.4 0.5 67.7 31.7 5.7 17.4 3.3 1.1 2.3 0.3 0.0 3.7 2.1
Number of Traders in Each Category Total Traders: 124
5 12 4 44 25 22 16 12 7 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 811,882
Positions
28,336 592,903 5,309 488,686 80,265 64,326 139,444 35,256 11,283 46,210 13,338 876 27,412 8,326
Changes from: December 27, 2016 Total Change is: 10,261
4,355 7,591 -1,428 5,424 -11,171 -2,778 -4,184 15,255 1,182 312 2,910 0 7,378 -1,300
Percent of Open Interest Represented by Each Category of Trader
3.5 73.0 0.7 60.2 9.9 7.9 17.2 4.3 1.4 5.7 1.6 0.1 3.4 1.0
Number of Traders in Each Category Total Traders: 294
20 19 10 96 34 47 49 22 16 38 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 702,119
Positions
6,373 32,218 26,973 297,207 146,827 108,155 44,927 129,948 58,518 10,794 10,677 14,238 134,934 174,564
Changes from: December 27, 2016 Total Change is: 19,913
1,050 -3,873 4,687 13,631 4,986 5,091 -5,149 8,556 4,212 -2,330 -3,611 734 -2,013 -869
Percent of Open Interest Represented by Each Category of Trader
0.9 4.6 3.8 42.3 20.9 15.4 6.4 18.5 8.3 1.5 1.5 2.0 19.2 24.9
Number of Traders in Each Category Total Traders: 155
7 12 12 40 28 38 20 35 32 7 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 688,099
Positions
3,313 132,515 623 417,304 75,525 82,883 37,810 268,003 10,216 24,204 13,034 443 111,303 104,857
Changes from: December 27, 2016 Total Change is: 482
-966 -11,112 502 5,561 -107 -1,333 -9,364 9,708 282 341 0 0 5,459 2,542
Percent of Open Interest Represented by Each Category of Trader
0.5 19.3 0.1 60.6 11.0 12.0 5.5 38.9 1.5 3.5 1.9 0.1 16.2 15.2
Number of Traders in Each Category Total Traders: 104
. 10 . 48 10 30 9 20 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 1,147,407
Positions
62,234 52,703 3,933 392,846 239,437 148,445 280,772 224,601 73,143 72,122 247,601 4,251 109,661 153,293
Changes from: December 27, 2016 Total Change is: 5,244
7,426 -12,174 -1,481 964 833 16,947 -15,325 4,150 1,783 -16,211 1,609 -149 11,291 -6,273
Percent of Open Interest Represented by Each Category of Trader
5.4 4.6 0.3 34.2 20.9 12.9 24.5 19.6 6.4 6.3 21.6 0.4 9.6 13.4
Number of Traders in Each Category Total Traders: 242
11 21 9 57 31 43 41 35 29 21 25 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 3,609,396
Positions
94,385 252,292 148,014 1,318,121 993,788 457,892 421,688 570,755 345,143 397,523 208,555 96,672 329,958 536,286
Changes from: December 27, 2016 Total Change is: 47,376
-4,836 42,891 9,390 56,851 34,976 -527 12,396 -31,165 -7,924 -9,629 11,400 -4,736 -3,609 -6,930
Percent of Open Interest Represented by Each Category of Trader
2.6 7.0 4.1 36.5 27.5 12.7 11.7 15.8 9.6 11.0 5.8 2.7 9.1 14.9
Number of Traders in Each Category Total Traders: 376
17 38 38 51 80 74 54 76 86 21 39 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 292,745
Positions
5,438 28,958 1,274 94,552 116,521 14,519 85,994 11,902 10,177 13,920 8,979 0 66,871 100,415
Changes from: December 27, 2016 Total Change is: 3,505
-1,700 4,251 164 1,733 -7,262 1,533 4,579 6,001 156 703 0 0 -3,663 -1,338
Percent of Open Interest Represented by Each Category of Trader
1.9 9.9 0.4 32.3 39.8 5.0 29.4 4.1 3.5 4.8 3.1 0.0 22.8 34.3
Number of Traders in Each Category Total Traders: 52
. 7 . 10 15 18 8 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 3,136,047
Positions
66,024 244,721 84,718 1,941,456 513,234 282,151 152,819 1,199,662 180,431 161,697 209,126 34,681 232,070 387,324
Changes from: December 27, 2016 Total Change is: 6,196
499 -27,645 -2,975 68,319 -20,727 12,229 -45,381 13,575 13,027 -38,360 9,961 -2,354 1,193 11,106
Percent of Open Interest Represented by Each Category of Trader
2.1 7.8 2.7 61.9 16.4 9.0 4.9 38.3 5.8 5.2 6.7 1.1 7.4 12.4
Number of Traders in Each Category Total Traders: 302
10 34 19 60 53 61 28 72 55 16 29 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 882,460
Positions
309,231 90,217 301,839 378 38,087 5,046 46,601 230,317 134,099 44,370 21,120 14,769 26,127 46,966
Changes from: December 27, 2016 Total Change is: -98,153
-43,571 -27,721 -26,619 -130 -2,446 -600 -3,942 -22,811 -7,579 -6,931 5,052 -11,398 2,617 -4,031
Percent of Open Interest Represented by Each Category of Trader
35.0 10.2 34.2 0.0 4.3 0.6 5.3 26.1 15.2 5.0 2.4 1.7 3.0 5.3
Number of Traders in Each Category Total Traders: 116
21 27 36 . 4 . 11 38 32 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 is20,800,909
Positions
4,563,589 917,958 3,480,346 52,877 1,774,607 664,084 519,374 2,053,714 8,551,632 801,350 528,434 1,604,983 562,674 1,225,151
Changes from: December 27, 2016 Total Change is: -465,577
94,466 -149,154 47,065 -4,609 55,120 -73,293 -31,435 138,539 -369,032 66,058 51,439 -173,172 -21,627 6,910
Percent of Open Interest Represented by Each Category of Trader
21.9 4.4 16.7 0.3 8.5 3.2 2.5 9.9 41.1 3.9 2.5 7.7 2.7 5.9
Number of Traders in Each Category Total Traders: 282
28 49 69 10 27 26 32 89 95 12 29 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,103
Positions
3,689 3,359 0 148 13,518 119 20,500 8,542 0 6,348 5,031 289 10 245
Changes from: December 27, 2016 Total Change is: -311
-591 -76 0 -5 59 6 469 -542 0 -46 369 -144 0 17
Percent of Open Interest Represented by Each Category of Trader
11.9 10.8 0.0 0.5 43.5 0.4 65.9 27.5 0.0 20.4 16.2 0.9 0.0 0.8
Number of Traders in Each Category Total Traders: 46
. 7 0 . 11 . . 11 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 34,570
Positions
5,874 9,592 0 290 7,335 432 27,001 10,426 0 791 6,480 175 7 130
Changes from: December 27, 2016 Total Change is: 6,131
-25 6,325 0 -5 -42 5 6,070 -17 0 112 -162 0 -26 22
Percent of Open Interest Represented by Each Category of Trader
17.0 27.7 0.0 0.8 21.2 1.2 78.1 30.2 0.0 2.3 18.7 0.5 0.0 0.4
Number of Traders in Each Category Total Traders: 34
. 6 0 . 5 . 6 8 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 85,625
Positions
1,179 59,248 108 20,342 425 1,498 32,635 14,591 1,884 16,775 2,788 84 11,121 4,999
Changes from: December 27, 2016 Total Change is: -2,232
395 -17 9 -1,929 75 1 2,152 -6,362 354 -3,364 2,231 3 148 1,474
Percent of Open Interest Represented by Each Category of Trader
1.4 69.2 0.1 23.8 0.5 1.7 38.1 17.0 2.2 19.6 3.3 0.1 13.0 5.8
Number of Traders in Each Category Total Traders: 166
. . . 16 . . 60 16 9 59 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 411,436
Positions
105,356 18,381 12,890 84,722 44,599 27,849 63,191 188,009 72,928 7,521 4,777 11,314 25,665 30,689
Changes from: December 27, 2016 Total Change is: 115
2,881 -1,573 -993 -7,597 223 1,191 2,423 162 856 1,673 -569 -1,035 716 1,853
Percent of Open Interest Represented by Each Category of Trader
25.6 4.5 3.1 20.6 10.8 6.8 15.4 45.7 17.7 1.8 1.2 2.7 6.2 7.5
Number of Traders in Each Category Total Traders: 202
21 4 19 15 20 12 38 64 43 15 14 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 23,656
Positions
33 354 0 16,896 309 0 3,539 22,549 369 2,727 71 0 92 4
Changes from: December 27, 2016 Total Change is: 500
0 132 0 -197 -225 0 654 618 0 35 -16 0 8 -9
Percent of Open Interest Represented by Each Category of Trader
0.1 1.5 0.0 71.4 1.3 0.0 15.0 95.3 1.6 11.5 0.3 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 35
. . 0 11 . 0 9 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 3, 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 14,984
Positions
2,375 9,408 0 10,738 0 0 836 5,424 0 261 0 0 774 152
Changes from: December 27, 2016 Total Change is: 669
0 0 0 88 0 -28 541 693 0 0 0 0 68 4
Percent of Open Interest Represented by Each Category of Trader
15.9 62.8 0.0 71.7 0.0 0.0 5.6 36.2 0.0 1.7 0.0 0.0 5.2 1.0
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 0 . 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 6, 2017