Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 108,727 Positions 8,112 11,385 4,352 29,272 10,280 2,348 16,164 32,024 11,709 5,912 2,251 1,991 28,867 32,387 Changes from: January 3, 2017 Total Change is: -8,843 -9,294 4,247 -267 599 -3,220 333 -2,841 -4,176 -407 694 -1,128 -665 3,006 -3,560 Percent of Open Interest Represented by Each Category of Trader 7.5 10.5 4.0 26.9 9.5 2.2 14.9 29.5 10.8 5.4 2.1 1.8 26.5 29.8 Number of Traders in Each Category Total Traders: 85 5 9 6 8 10 5 18 23 14 8 4 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 53,241 Positions 34,385 546 856 2,088 2,589 0 7,176 25,657 2,665 0 0 0 6,070 20,927 Changes from: January 3, 2017 Total Change is: -3,797 -2,212 -512 215 310 -1,454 0 -668 628 -699 0 0 0 -743 -1,975 Percent of Open Interest Represented by Each Category of Trader 64.6 1.0 1.6 3.9 4.9 0.0 13.5 48.2 5.0 0.0 0.0 0.0 11.4 39.3 Number of Traders in Each Category Total Traders: 44 6 . . . . 0 9 22 11 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 255,562 Positions 149,254 5,609 6,548 10,779 76,704 4,210 27,210 88,483 21,194 7,148 12,320 1,660 27,559 38,833 Changes from: January 3, 2017 Total Change is: -167 7,377 -739 -1,186 285 -2,472 -3,328 -3,951 10,895 -5,005 2,891 315 150 2,600 1,201 Percent of Open Interest Represented by Each Category of Trader 58.4 2.2 2.6 4.2 30.0 1.6 10.6 34.6 8.3 2.8 4.8 0.6 10.8 15.2 Number of Traders in Each Category Total Traders: 132 8 6 7 8 25 10 20 51 21 8 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 262,977 Positions 101,472 10,438 13,136 21,174 55,461 8,558 24,491 77,761 32,514 29,745 4,651 12,693 19,195 47,765 Changes from: January 3, 2017 Total Change is: -14,223 -16,439 4,832 957 -236 1,579 -2,906 120 -20,571 -1,346 -671 -4,038 6,900 -601 371 Percent of Open Interest Represented by Each Category of Trader 38.6 4.0 5.0 8.1 21.1 3.3 9.3 29.6 12.4 11.3 1.8 4.8 7.3 18.2 Number of Traders in Each Category Total Traders: 131 10 9 8 10 23 9 22 44 21 . 10 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 484,870 Positions 121,164 65,780 18,061 146,285 95,912 13,553 41,180 150,808 42,623 37,201 26,050 6,055 58,748 66,029 Changes from: January 3, 2017 Total Change is: -14,660 -6,545 4,481 -3,474 3,992 -3,726 -1,971 389 -2,121 -6,939 6,357 1,907 -4,172 -2,297 1,355 Percent of Open Interest Represented by Each Category of Trader 25.0 13.6 3.7 30.2 19.8 2.8 8.5 31.1 8.8 7.7 5.4 1.2 12.1 13.6 Number of Traders in Each Category Total Traders: 251 16 11 15 44 34 33 25 65 29 30 25 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 114,060 Positions 46,193 1,989 5,977 9,960 18,368 1,203 18,385 35,886 10,459 1,556 7,589 1,578 18,750 31,010 Changes from: January 3, 2017 Total Change is: -13,304 -107 -557 -834 5,333 287 -1,158 -10,181 -4,311 -3,124 285 -1,537 -1,539 -1,978 -531 Percent of Open Interest Represented by Each Category of Trader 40.5 1.7 5.2 8.7 16.1 1.1 16.1 31.5 9.2 1.4 6.7 1.4 16.4 27.2 Number of Traders in Each Category Total Traders: 85 9 4 6 4 11 4 20 27 14 4 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 28,306 Positions 2,046 22,394 0 6,555 0 0 17,043 5,018 0 824 0 0 1,838 894 Changes from: January 3, 2017 Total Change is: 855 0 511 0 198 0 0 745 110 0 100 0 0 -188 234 Percent of Open Interest Represented by Each Category of Trader 7.2 79.1 0.0 23.2 0.0 0.0 60.2 17.7 0.0 2.9 0.0 0.0 6.5 3.2 Number of Traders in Each Category Total Traders: 29 . 6 0 . 0 0 12 4 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 175,882 Positions 64,868 44,083 1,201 58,414 7,643 59 21,305 86,393 20,998 2,169 8,119 9 6,859 7,377 Changes from: January 3, 2017 Total Change is: 22,826 1,301 3,227 1,157 308 498 0 2,123 603 17,541 -139 1,016 9 526 -1,225 Percent of Open Interest Represented by Each Category of Trader 36.9 25.1 0.7 33.2 4.3 0.0 12.1 49.1 11.9 1.2 4.6 0.0 3.9 4.2 Number of Traders in Each Category Total Traders: 152 5 7 . 12 12 4 26 61 15 11 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 33,220 Positions 744 22,397 0 6,278 0 0 23,779 3,006 855 0 6,405 0 1,564 557 Changes from: January 3, 2017 Total Change is: 1,869 0 1,278 0 -110 0 0 2,255 581 -27 -100 100 0 -149 -63 Percent of Open Interest Represented by Each Category of Trader 2.2 67.4 0.0 18.9 0.0 0.0 71.6 9.0 2.6 0.0 19.3 0.0 4.7 1.7 Number of Traders in Each Category Total Traders: 29 . . 0 4 0 0 9 8 . 0 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 43,936 Positions 16,750 729 4 1,066 27,806 38 20,439 8,276 2,034 235 1,888 0 3,370 3,161 Changes from: January 3, 2017 Total Change is: -291 2,758 -30 4 -54 522 0 -2,984 -527 112 -384 307 0 257 -679 Percent of Open Interest Represented by Each Category of Trader 38.1 1.7 0.0 2.4 63.3 0.1 46.5 18.8 4.6 0.5 4.3 0.0 7.7 7.2 Number of Traders in Each Category Total Traders: 68 11 . . 4 7 . 24 15 7 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 10,523 Positions 2,533 384 0 624 2,019 0 6,033 7,290 172 0 100 0 1,161 558 Changes from: January 3, 2017 Total Change is: 1,766 345 -13 0 -264 19 0 1,484 1,633 66 0 0 0 135 61 Percent of Open Interest Represented by Each Category of Trader 24.1 3.6 0.0 5.9 19.2 0.0 57.3 69.3 1.6 0.0 1.0 0.0 11.0 5.3 Number of Traders in Each Category Total Traders: 23 . . 0 . . 0 9 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 66,626 Positions 8,150 42,649 1,595 9,831 557 211 32,440 5,536 3,076 890 3,088 632 9,802 9,282 Changes from: January 3, 2017 Total Change is: -4,204 -60 -4,155 -4 -900 109 5 -3,441 734 629 -163 -1,724 -50 -220 251 Percent of Open Interest Represented by Each Category of Trader 12.2 64.0 2.4 14.8 0.8 0.3 48.7 8.3 4.6 1.3 4.6 0.9 14.7 13.9 Number of Traders in Each Category Total Traders: 122 14 25 4 13 . 6 39 15 9 5 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 133,251 Positions 16,299 85,298 3,190 19,661 1,113 421 64,879 11,072 6,151 1,780 6,177 1,265 19,605 18,564 Changes from: January 3, 2017 Total Change is: -8,408 -120 -8,309 -8 -1,799 218 9 -6,882 1,468 1,259 -327 -3,447 -100 -440 503 Percent of Open Interest Represented by Each Category of Trader 12.2 64.0 2.4 14.8 0.8 0.3 48.7 8.3 4.6 1.3 4.6 0.9 14.7 13.9 Number of Traders in Each Category Total Traders: 122 14 25 4 13 . 6 39 15 9 5 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 872,087 Positions 62,855 88,332 43,428 295,608 218,412 79,968 79,897 122,565 156,786 25,056 37,787 36,313 92,178 88,497 Changes from: January 3, 2017 Total Change is: 22,411 3,062 -6,771 7,169 8,037 -1,361 781 -5,103 14,921 12,124 79 2,911 2,279 -6,017 -9,640 Percent of Open Interest Represented by Each Category of Trader 7.2 10.1 5.0 33.9 25.0 9.2 9.2 14.1 18.0 2.9 4.3 4.2 10.6 10.1 Number of Traders in Each Category Total Traders: 656 40 31 33 126 80 95 85 130 121 77 85 84 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 186,425 Positions 15,854 8,228 25,519 13,759 30,384 20,500 9,204 17,643 52,012 3,222 173 9,266 37,089 22,699 Changes from: January 3, 2017 Total Change is: 9,055 2,497 -4,494 3,476 116 3,788 1,212 272 2,190 6,255 55 -13 632 -5,459 -3,989 Percent of Open Interest Represented by Each Category of Trader 8.5 4.4 13.7 7.4 16.3 11.0 4.9 9.5 27.9 1.7 0.1 5.0 19.9 12.2 Number of Traders in Each Category Total Traders: 68 9 5 7 8 5 5 14 12 25 8 6 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,428,312 Positions 263,928 429,440 60,622 1,409,243 940,140 297,340 395,760 566,907 481,572 112,522 191,419 131,883 275,443 328,990 Changes from: January 3, 2017 Total Change is: 66,780 8,743 -5,470 12,551 39,607 -25,745 -2,153 -14,405 76,119 16,879 803 15,310 7,549 -2,793 -28,258 Percent of Open Interest Represented by Each Category of Trader 7.7 12.5 1.8 41.1 27.4 8.7 11.5 16.5 14.0 3.3 5.6 3.8 8.0 9.6 Number of Traders in Each Category Total Traders: 636 39 32 31 126 76 93 80 130 116 71 81 77 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 95,811 Positions 1,448 46,835 170 51,396 38,025 3,329 27,237 2,889 110 867 551 0 11,254 3,902 Changes from: January 3, 2017 Total Change is: -66 -690 -236 0 1,677 -87 -92 -504 50 -60 326 -4 0 -723 363 Percent of Open Interest Represented by Each Category of Trader 1.5 48.9 0.2 53.6 39.7 3.5 28.4 3.0 0.1 0.9 0.6 0.0 11.7 4.1 Number of Traders in Each Category Total Traders: 82 4 7 . 34 11 15 17 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 46,957 Positions 4,531 16,737 335 12,626 5,355 852 17,716 12,887 2,784 1,766 1,989 385 5,963 5,633 Changes from: January 3, 2017 Total Change is: -578 208 -1,924 112 395 -79 -4 -1,665 172 394 -160 -664 117 24 1,298 Percent of Open Interest Represented by Each Category of Trader 9.6 35.6 0.7 26.9 11.4 1.8 37.7 27.4 5.9 3.8 4.2 0.8 12.7 12.0 Number of Traders in Each Category Total Traders: 233 15 21 6 38 18 11 57 46 23 13 25 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 234,787 Positions 22,653 83,687 1,673 63,129 26,775 4,259 88,582 64,435 13,920 8,828 9,947 1,926 29,817 28,165 Changes from: January 3, 2017 Total Change is: -2,889 1,038 -9,622 561 1,976 -393 -18 -8,325 858 1,971 -800 -3,321 586 121 6,488 Percent of Open Interest Represented by Each Category of Trader 9.6 35.6 0.7 26.9 11.4 1.8 37.7 27.4 5.9 3.8 4.2 0.8 12.7 12.0 Number of Traders in Each Category Total Traders: 233 15 21 6 38 18 11 57 46 23 13 25 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50) CFTC Code #23977A Open Interest is 659,215 Positions 42,538 214,475 3,825 334,947 153,411 28,324 182,036 201,942 14,165 20,945 18,600 2,656 29,779 21,817 Changes from: January 3, 2017 Total Change is: -4,322 3,018 6,923 -5 8,160 -1,726 -630 -13,325 -9,740 -1,227 -513 1,884 -298 498 497 Percent of Open Interest Represented by Each Category of Trader 6.5 32.5 0.6 50.8 23.3 4.3 27.6 30.6 2.1 3.2 2.8 0.4 4.5 3.3 Number of Traders in Each Category Total Traders: 337 16 23 4 82 45 37 63 66 28 16 26 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 27,963 Positions 681 10,387 0 14,112 534 35 2,901 2,632 0 2,514 8,701 90 7,630 5,584 Changes from: January 3, 2017 Total Change is: -293 -257 65 0 -4 0 -7 5 753 0 -292 301 -6 268 -1,399 Percent of Open Interest Represented by Each Category of Trader 2.4 37.1 0.0 50.5 1.9 0.1 10.4 9.4 0.0 9.0 31.1 0.3 27.3 20.0 Number of Traders in Each Category Total Traders: 37 . . 0 13 . . 5 5 0 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 58,698 Positions 12,937 7,853 1,785 16,484 5,524 1,970 13,397 17,066 878 1,642 3,696 110 9,495 19,816 Changes from: January 3, 2017 Total Change is: -509 -335 1,409 -221 531 -2,069 -689 -1,167 -3,684 283 -538 -88 110 1,517 4,440 Percent of Open Interest Represented by Each Category of Trader 22.0 13.4 3.0 28.1 9.4 3.4 22.8 29.1 1.5 2.8 6.3 0.2 16.2 33.8 Number of Traders in Each Category Total Traders: 94 16 9 . 12 8 6 21 18 7 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 229,485 Positions 2,647 125,167 1,212 155,254 70,626 12,973 41,884 11,751 2,270 5,134 727 0 8,111 4,759 Changes from: January 3, 2017 Total Change is: 6,211 -1,135 1,563 197 4,049 -149 294 3,111 4,417 -76 4 0 0 -233 -35 Percent of Open Interest Represented by Each Category of Trader 1.2 54.5 0.5 67.7 30.8 5.7 18.3 5.1 1.0 2.2 0.3 0.0 3.5 2.1 Number of Traders in Each Category Total Traders: 123 5 12 5 44 25 22 17 10 7 8 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 845,353 Positions 29,259 623,523 4,804 520,152 78,969 64,470 149,925 38,692 10,905 44,948 12,070 879 20,011 11,041 Changes from: January 3, 2017 Total Change is: 33,471 923 30,620 -505 31,466 -1,296 144 10,481 3,436 -378 -1,262 -1,268 3 -7,401 2,715 Percent of Open Interest Represented by Each Category of Trader 3.5 73.8 0.6 61.5 9.3 7.6 17.7 4.6 1.3 5.3 1.4 0.1 2.4 1.3 Number of Traders in Each Category Total Traders: 297 20 19 9 98 36 45 48 22 15 38 16 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 755,198 Positions 11,651 25,022 28,004 305,748 151,430 121,467 42,960 121,864 84,182 9,305 21,958 16,216 135,664 185,054 Changes from: January 3, 2017 Total Change is: 53,079 5,278 -7,196 1,031 8,541 4,603 13,312 -1,967 -8,084 25,664 -1,489 11,281 1,979 731 10,489 Percent of Open Interest Represented by Each Category of Trader 1.5 3.3 3.7 40.5 20.1 16.1 5.7 16.1 11.1 1.2 2.9 2.1 18.0 24.5 Number of Traders in Each Category Total Traders: 164 9 9 13 43 29 40 22 36 35 5 11 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 691,423 Positions 2,253 136,536 465 412,987 72,622 85,607 40,806 266,473 10,708 24,794 10,763 443 113,360 107,807 Changes from: January 3, 2017 Total Change is: 3,324 -1,060 4,021 -158 -4,317 -2,903 2,724 2,996 -1,530 492 590 -2,271 0 2,057 2,949 Percent of Open Interest Represented by Each Category of Trader 0.3 19.7 0.1 59.7 10.5 12.4 5.9 38.5 1.5 3.6 1.6 0.1 16.4 15.6 Number of Traders in Each Category Total Traders: 100 . 10 . 44 9 26 9 21 9 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,194,131 Positions 54,746 100,108 6,496 410,231 235,849 159,814 310,230 230,544 73,845 76,016 218,642 4,658 98,095 164,175 Changes from: January 3, 2017 Total Change is: 46,724 -7,488 47,405 2,564 17,385 -3,588 11,369 29,458 5,943 701 3,894 -28,959 407 -11,566 10,881 Percent of Open Interest Represented by Each Category of Trader 4.6 8.4 0.5 34.4 19.8 13.4 26.0 19.3 6.2 6.4 18.3 0.4 8.2 13.7 Number of Traders in Each Category Total Traders: 254 7 30 11 59 34 44 43 35 30 19 27 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,706,732 Positions 101,287 227,818 157,490 1,374,531 1,029,726 464,900 410,008 553,413 409,435 388,714 206,999 101,909 298,459 555,043 Changes from: January 3, 2017 Total Change is: 97,336 6,902 -24,474 9,476 56,410 35,938 7,007 -11,681 -17,342 64,292 -8,809 -1,556 5,237 -31,499 18,757 Percent of Open Interest Represented by Each Category of Trader 2.7 6.1 4.2 37.1 27.8 12.5 11.1 14.9 11.0 10.5 5.6 2.7 8.1 15.0 Number of Traders in Each Category Total Traders: 385 18 43 45 53 81 84 55 75 94 21 39 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 288,958 Positions 9,529 19,716 1,453 100,153 125,160 15,468 71,129 11,578 11,561 11,944 8,979 0 67,721 95,043 Changes from: January 3, 2017 Total Change is: -3,787 4,091 -9,242 179 5,601 8,639 949 -14,865 -324 1,384 -1,976 0 0 850 -5,372 Percent of Open Interest Represented by Each Category of Trader 3.3 6.8 0.5 34.7 43.3 5.4 24.6 4.0 4.0 4.1 3.1 0.0 23.4 32.9 Number of Traders in Each Category Total Traders: 53 . 6 . 9 18 19 7 5 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,181,696 Positions 57,162 308,556 87,767 1,997,790 469,436 295,999 149,147 1,232,387 177,194 157,627 197,572 33,356 225,653 379,428 Changes from: January 3, 2017 Total Change is: 45,649 -8,862 63,836 3,050 56,335 -43,798 13,848 -3,673 32,725 -3,237 -4,070 -11,554 -1,324 -6,418 -7,896 Percent of Open Interest Represented by Each Category of Trader 1.8 9.7 2.8 62.8 14.8 9.3 4.7 38.7 5.6 5.0 6.2 1.0 7.1 11.9 Number of Traders in Each Category Total Traders: 308 10 36 26 60 53 64 29 77 58 17 26 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,001,474 Positions 310,814 90,144 321,918 377 40,635 11,000 98,591 285,763 163,580 51,586 19,663 16,602 27,005 52,168 Changes from: January 3, 2017 Total Change is: 119,014 1,583 -73 20,079 -1 2,548 5,954 51,990 55,446 29,481 7,216 -1,457 1,833 878 5,202 Percent of Open Interest Represented by Each Category of Trader 31.0 9.0 32.1 0.0 4.1 1.1 9.8 28.5 16.3 5.2 2.0 1.7 2.7 5.2 Number of Traders in Each Category Total Traders: 119 22 24 38 . 5 . 12 41 33 7 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is21,484,539 Positions 4,839,540 925,332 3,570,176 45,606 1,730,037 654,214 537,793 2,427,918 8,810,295 780,936 492,007 1,655,562 590,417 1,218,997 Changes from: January 3, 2017 Total Change is: 683,630 275,951 7,374 89,830 -7,272 -44,569 -9,870 18,419 374,204 258,663 -20,414 -36,427 50,579 27,743 -6,155 Percent of Open Interest Represented by Each Category of Trader 22.5 4.3 16.6 0.2 8.1 3.0 2.5 11.3 41.0 3.6 2.3 7.7 2.7 5.7 Number of Traders in Each Category Total Traders: 292 24 46 67 9 29 29 35 96 104 12 29 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 32,003 Positions 3,516 4,880 0 148 14,145 119 21,416 8,172 0 6,605 4,305 169 30 213 Changes from: January 3, 2017 Total Change is: 900 -173 1,521 0 0 627 0 916 -370 0 257 -726 -120 20 -32 Percent of Open Interest Represented by Each Category of Trader 11.0 15.2 0.0 0.5 44.2 0.4 66.9 25.5 0.0 20.6 13.5 0.5 0.1 0.7 Number of Traders in Each Category Total Traders: 50 . 7 0 . 13 . 5 11 0 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 38,366 Positions 5,822 13,544 0 290 7,109 432 30,932 10,412 0 682 6,585 175 33 109 Changes from: January 3, 2017 Total Change is: 3,796 -52 3,952 0 0 -226 0 3,931 -14 0 -109 105 0 26 -21 Percent of Open Interest Represented by Each Category of Trader 15.2 35.3 0.0 0.8 18.5 1.1 80.6 27.1 0.0 1.8 17.2 0.5 0.1 0.3 Number of Traders in Each Category Total Traders: 35 . 7 0 . 5 . 6 9 0 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 80,876 Positions 789 59,246 9 19,474 774 1,502 29,957 13,063 2,041 16,712 672 31 10,360 3,538 Changes from: January 3, 2017 Total Change is: -4,749 -390 -3 -98 -868 349 4 -2,678 -1,528 157 -63 -2,116 -53 -761 -1,461 Percent of Open Interest Represented by Each Category of Trader 1.0 73.3 0.0 24.1 1.0 1.9 37.0 16.2 2.5 20.7 0.8 0.0 12.8 4.4 Number of Traders in Each Category Total Traders: 160 . . . 15 . . 57 10 7 66 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 479,856 Positions 119,739 22,636 15,305 85,059 46,789 28,390 73,107 207,874 105,258 7,638 7,320 12,540 32,820 33,744 Changes from: January 3, 2017 Total Change is: 68,420 14,383 4,255 2,415 337 2,190 541 9,916 19,865 32,330 117 2,543 1,226 7,155 3,055 Percent of Open Interest Represented by Each Category of Trader 25.0 4.7 3.2 17.7 9.8 5.9 15.2 43.3 21.9 1.6 1.5 2.6 6.8 7.0 Number of Traders in Each Category Total Traders: 221 20 5 20 13 19 10 43 69 51 20 21 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 10, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 31,320 Positions 150 2,165 0 23,305 193 0 4,295 28,483 369 3,113 105 0 88 5 Changes from: January 3, 2017 Total Change is: 7,664 117 1,811 0 6,409 -116 0 756 5,934 0 386 34 0 -4 1 Percent of Open Interest Represented by Each Category of Trader 0.5 6.9 0.0 74.4 0.6 0.0 13.7 90.9 1.2 9.9 0.3 0.0 0.3 0.0 Number of Traders in Each Category Total Traders: 39 . . 0 13 . 0 10 6 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 13, 2017