Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 121,864
Positions
1,921 36,677 5,576 29,703 7,666 3,965 27,950 21,795 13,627 7,931 1,777 2,593 28,597 28,188
Changes from: January 17, 2017 Total Change is: -312
-2,182 12,442 714 608 -196 291 1,542 -11,482 -45 670 -47 347 -2,257 -2,335
Percent of Open Interest Represented by Each Category of Trader
1.6 30.1 4.6 24.4 6.3 3.3 22.9 17.9 11.2 6.5 1.5 2.1 23.5 23.1
Number of Traders in Each Category Total Traders: 86
. 13 6 9 8 6 22 20 13 9 . 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 48,110
Positions
27,594 2,593 723 2,088 2,028 0 8,648 21,496 2,563 0 0 0 6,494 18,706
Changes from: January 17, 2017 Total Change is: -241
-1,826 907 -49 0 99 0 1,291 -1,258 24 0 0 0 319 35
Percent of Open Interest Represented by Each Category of Trader
57.4 5.4 1.5 4.3 4.2 0.0 18.0 44.7 5.3 0.0 0.0 0.0 13.5 38.9
Number of Traders in Each Category Total Traders: 44
4 . . . . 0 11 21 12 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 253,742
Positions
138,430 6,264 7,392 9,590 69,914 5,877 29,781 90,758 23,522 11,493 12,223 1,665 25,993 36,127
Changes from: January 17, 2017 Total Change is: -4,107
-10,728 1,624 -141 295 -1,776 960 -342 -4,161 2,121 5,687 -211 -178 -1,781 -2,344
Percent of Open Interest Represented by Each Category of Trader
54.6 2.5 2.9 3.8 27.6 2.3 11.7 35.8 9.3 4.5 4.8 0.7 10.2 14.2
Number of Traders in Each Category Total Traders: 128
9 7 8 7 26 10 18 49 24 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 256,996
Positions
86,911 9,704 17,191 23,423 52,707 9,760 20,895 68,266 37,274 32,471 3,370 11,727 17,344 46,996
Changes from: January 17, 2017 Total Change is: -15,940
-19,253 -7,502 3,761 1,534 -5,193 799 -3,149 -5,418 -196 921 -542 -614 256 -1,036
Percent of Open Interest Represented by Each Category of Trader
33.8 3.8 6.7 9.1 20.5 3.8 8.1 26.6 14.5 12.6 1.3 4.6 6.7 18.3
Number of Traders in Each Category Total Traders: 124
12 5 8 14 21 9 19 42 21 4 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 487,387
Positions
108,200 91,160 19,788 148,741 87,443 14,656 39,311 130,777 47,083 47,026 24,917 6,292 56,291 65,272
Changes from: January 17, 2017 Total Change is: 586
-3,494 17,364 1,372 -1,293 -2,807 -1,422 -610 -14,981 1,929 4,599 -438 324 -819 -754
Percent of Open Interest Represented by Each Category of Trader
22.2 18.7 4.1 30.5 17.9 3.0 8.1 26.8 9.7 9.6 5.1 1.3 11.5 13.4
Number of Traders in Each Category Total Traders: 253
16 14 14 44 33 33 24 68 33 28 25 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 116,758
Positions
8,691 20,325 5,551 22,536 17,109 2,544 35,020 23,415 13,094 2,558 5,930 2,201 24,564 26,588
Changes from: January 17, 2017 Total Change is: 8,090
-12,216 16,861 -1,287 3,580 -733 50 12,147 -4,914 1,263 65 -750 182 4,306 -2,582
Percent of Open Interest Represented by Each Category of Trader
7.4 17.4 4.8 19.3 14.7 2.2 30.0 20.1 11.2 2.2 5.1 1.9 21.0 22.8
Number of Traders in Each Category Total Traders: 88
5 9 6 8 9 5 27 18 12 4 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 30,405
Positions
2,046 23,819 0 6,649 0 0 19,146 5,620 0 725 0 0 1,839 966
Changes from: January 17, 2017 Total Change is: 1,382
0 246 0 0 0 0 1,465 1,031 0 0 0 0 -83 105
Percent of Open Interest Represented by Each Category of Trader
6.7 78.3 0.0 21.9 0.0 0.0 63.0 18.5 0.0 2.4 0.0 0.0 6.0 3.2
Number of Traders in Each Category Total Traders: 28
. 7 0 . 0 0 11 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 193,968
Positions
63,571 47,137 8,309 62,267 7,383 261 28,121 93,053 20,939 3,890 9,111 272 6,339 7,504
Changes from: January 17, 2017 Total Change is: 14,883
-571 3,683 6,783 -106 -316 -8 7,809 5,550 -885 2,290 -85 103 -532 58
Percent of Open Interest Represented by Each Category of Trader
32.8 24.3 4.3 32.1 3.8 0.1 14.5 48.0 10.8 2.0 4.7 0.1 3.3 3.9
Number of Traders in Each Category Total Traders: 158
4 9 4 13 12 5 28 59 18 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 37,854
Positions
810 23,504 0 6,298 0 0 28,019 6,454 915 100 6,405 0 1,712 576
Changes from: January 17, 2017 Total Change is: 825
0 848 0 22 0 0 618 -134 52 100 100 0 33 -41
Percent of Open Interest Represented by Each Category of Trader
2.1 62.1 0.0 16.6 0.0 0.0 74.0 17.0 2.4 0.3 16.9 0.0 4.5 1.5
Number of Traders in Each Category Total Traders: 30
. . 0 4 0 0 7 10 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 44,940
Positions
8,924 2,294 17 2,012 25,164 38 27,146 10,536 2,035 323 1,497 0 4,445 3,359
Changes from: January 17, 2017 Total Change is: -1,054
-6,669 1,048 13 178 -1,998 0 4,802 436 129 -80 -435 0 573 -247
Percent of Open Interest Represented by Each Category of Trader
19.9 5.1 0.0 4.5 56.0 0.1 60.4 23.4 4.5 0.7 3.3 0.0 9.9 7.5
Number of Traders in Each Category Total Traders: 70
10 . . 7 5 . 26 13 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 16,517
Positions
3,833 81 3,000 764 2,023 0 7,473 10,525 159 100 210 0 1,188 519
Changes from: January 17, 2017 Total Change is: 2,975
-14 -382 2,000 6 -2 0 793 1,285 0 100 110 0 90 -36
Percent of Open Interest Represented by Each Category of Trader
23.2 0.5 18.2 4.6 12.2 0.0 45.2 63.7 1.0 0.6 1.3 0.0 7.2 3.1
Number of Traders in Each Category Total Traders: 28
. . . . . 0 12 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 68,269
Positions
8,509 42,149 1,284 10,173 267 389 34,951 10,206 1,393 898 2,996 296 10,376 9,289
Changes from: January 17, 2017 Total Change is: 1,713
401 -569 -284 784 -319 -32 2,761 4,667 -2,131 0 1,221 -332 546 -510
Percent of Open Interest Represented by Each Category of Trader
12.5 61.7 1.9 14.9 0.4 0.6 51.2 14.9 2.0 1.3 4.4 0.4 15.2 13.6
Number of Traders in Each Category Total Traders: 125
15 24 4 13 . 5 42 15 10 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 136,537
Positions
17,018 84,298 2,567 20,345 534 777 69,902 20,412 2,786 1,797 5,992 593 20,752 18,578
Changes from: January 17, 2017 Total Change is: 3,426
802 -1,138 -568 1,567 -637 -63 5,522 9,334 -4,262 0 2,443 -663 1,091 -1,021
Percent of Open Interest Represented by Each Category of Trader
12.5 61.7 1.9 14.9 0.4 0.6 51.2 14.9 2.0 1.3 4.4 0.4 15.2 13.6
Number of Traders in Each Category Total Traders: 125
15 24 4 13 . 5 42 15 10 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 870,268
Positions
72,288 94,770 36,626 293,302 204,863 79,076 79,040 135,114 148,032 26,288 39,094 34,927 100,690 97,767
Changes from: January 17, 2017 Total Change is: 1,603
8,389 15,480 -7,109 -1,852 -5,217 371 5,885 3,946 -9,167 25 2,882 -2,040 7,101 2,455
Percent of Open Interest Represented by Each Category of Trader
8.3 10.9 4.2 33.7 23.5 9.1 9.1 15.5 17.0 3.0 4.5 4.0 11.6 11.2
Number of Traders in Each Category Total Traders: 662
36 33 33 130 81 98 87 135 121 73 87 71
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 183,834
Positions
25,004 8,626 17,177 13,319 34,622 18,845 12,951 18,748 46,919 3,864 127 8,300 37,455 30,471
Changes from: January 17, 2017 Total Change is: -97
6,688 3,796 -7,586 482 3,056 -144 3,900 1,037 -4,146 533 -37 -339 514 4,266
Percent of Open Interest Represented by Each Category of Trader
13.6 4.7 9.3 7.2 18.8 10.3 7.0 10.2 25.5 2.1 0.1 4.5 20.4 16.6
Number of Traders in Each Category Total Traders: 68
7 7 7 8 5 5 16 12 26 8 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,432,172
Positions
273,377 467,679 60,282 1,399,915 851,204 301,158 383,384 634,777 452,621 116,803 199,515 128,454 316,177 336,482
Changes from: January 17, 2017 Total Change is: 8,498
8,000 57,921 2,889 -11,670 -41,364 2,573 22,377 26,999 -37,554 -1,451 15,687 -9,599 32,933 -9,055
Percent of Open Interest Represented by Each Category of Trader
8.0 13.6 1.8 40.8 24.8 8.8 11.2 18.5 13.2 3.4 5.8 3.7 9.2 9.8
Number of Traders in Each Category Total Traders: 644
34 35 31 130 78 96 82 134 116 68 83 66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 97,566
Positions
1,216 49,246 153 52,114 37,937 3,333 27,624 2,149 111 940 551 0 12,075 4,086
Changes from: January 17, 2017 Total Change is: -22
-60 1,072 -17 -505 -668 -17 0 -540 -293 73 0 0 797 441
Percent of Open Interest Represented by Each Category of Trader
1.2 50.5 0.2 53.4 38.9 3.4 28.3 2.2 0.1 1.0 0.6 0.0 12.4 4.2
Number of Traders in Each Category Total Traders: 87
. 10 . 35 13 16 18 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 46,555
Positions
5,319 16,703 292 11,750 5,625 1,048 18,693 12,399 1,769 1,374 2,075 418 5,891 6,225
Changes from: January 17, 2017 Total Change is: -1,000
877 -711 -95 -1,027 246 267 33 -686 -686 -273 -57 -11 -85 733
Percent of Open Interest Represented by Each Category of Trader
11.4 35.9 0.6 25.2 12.1 2.3 40.2 26.6 3.8 3.0 4.5 0.9 12.7 13.4
Number of Traders in Each Category Total Traders: 231
17 18 7 41 21 13 56 42 24 14 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 232,774
Positions
26,594 83,515 1,460 58,751 28,125 5,240 93,467 61,994 8,847 6,870 10,377 2,089 29,455 31,127
Changes from: January 17, 2017 Total Change is: -5,002
4,386 -3,554 -476 -5,135 1,228 1,336 166 -3,430 -3,431 -1,365 -285 -55 -427 3,664
Percent of Open Interest Represented by Each Category of Trader
11.4 35.9 0.6 25.2 12.1 2.3 40.2 26.6 3.8 3.0 4.5 0.9 12.7 13.4
Number of Traders in Each Category Total Traders: 231
17 18 7 41 21 13 56 42 24 14 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 649,255
Positions
45,471 213,105 4,171 323,126 149,586 27,917 186,612 198,917 10,419 21,108 21,946 2,021 28,411 21,174
Changes from: January 17, 2017 Total Change is: -5,721
288 -347 240 -9,578 -3,961 -109 3,512 157 -2,289 28 4,128 -555 2,742 -2,985
Percent of Open Interest Represented by Each Category of Trader
7.0 32.8 0.6 49.8 23.0 4.3 28.7 30.6 1.6 3.3 3.4 0.3 4.4 3.3
Number of Traders in Each Category Total Traders: 345
15 21 5 83 44 35 68 70 28 16 27 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 28,092
Positions
691 11,344 0 11,840 534 36 3,402 2,233 0 3,597 7,987 0 8,526 5,958
Changes from: January 17, 2017 Total Change is: -816
0 182 0 -1,028 0 -2 259 -357 -109 -151 160 0 215 -690
Percent of Open Interest Represented by Each Category of Trader
2.5 40.4 0.0 42.1 1.9 0.1 12.1 7.9 0.0 12.8 28.4 0.0 30.4 21.2
Number of Traders in Each Category Total Traders: 39
. . 0 11 . . 7 4 0 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 59,384
Positions
14,611 10,206 1,742 16,006 5,383 2,024 14,874 14,671 950 1,100 2,508 0 8,077 21,900
Changes from: January 17, 2017 Total Change is: 2,200
-276 2,507 -55 560 -558 66 3,251 173 496 -106 -609 0 -1,736 180
Percent of Open Interest Represented by Each Category of Trader
24.6 17.2 2.9 27.0 9.1 3.4 25.0 24.7 1.6 1.9 4.2 0.0 13.6 36.9
Number of Traders in Each Category Total Traders: 98
18 9 4 13 9 6 26 17 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 245,982
Positions
6,030 151,062 1,106 163,902 62,469 12,257 46,719 9,381 2,127 5,054 3,203 0 8,787 4,377
Changes from: January 17, 2017 Total Change is: 8,302
3,440 11,426 -598 4,022 -4,421 -433 1,395 79 103 221 2,476 0 152 -330
Percent of Open Interest Represented by Each Category of Trader
2.5 61.4 0.4 66.6 25.4 5.0 19.0 3.8 0.9 2.1 1.3 0.0 3.6 1.8
Number of Traders in Each Category Total Traders: 124
4 14 . 44 23 20 19 9 7 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 850,977
Positions
29,683 630,141 5,327 507,805 83,129 70,397 162,889 24,093 12,414 39,192 15,054 1,505 21,765 8,917
Changes from: January 17, 2017 Total Change is: -4,457
648 -3,609 176 -8,498 675 370 3,977 -7,375 1,010 -3,668 3,059 630 898 607
Percent of Open Interest Represented by Each Category of Trader
3.5 74.0 0.6 59.7 9.8 8.3 19.1 2.8 1.5 4.6 1.8 0.2 2.6 1.0
Number of Traders in Each Category Total Traders: 302
19 20 11 101 36 48 52 19 15 38 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 771,347
Positions
7,572 35,665 25,242 296,052 145,839 126,471 51,117 109,883 94,198 12,124 37,740 18,844 139,726 177,465
Changes from: January 17, 2017 Total Change is: 4,965
-2,522 5,500 -786 -3,017 2,470 -1,569 9,032 5,812 -660 2,709 3,291 2,590 -812 -11,683
Percent of Open Interest Represented by Each Category of Trader
1.0 4.6 3.3 38.4 18.9 16.4 6.6 14.2 12.2 1.6 4.9 2.4 18.1 23.0
Number of Traders in Each Category Total Traders: 165
7 12 13 43 28 38 23 34 36 9 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 696,732
Positions
1,556 150,702 1,907 422,344 70,985 82,204 37,451 262,303 11,548 25,184 10,774 392 114,146 105,917
Changes from: January 17, 2017 Total Change is: 4,325
1,556 4,372 1,338 3,849 4,387 -2,182 1,591 -479 1,186 390 11 -51 -3,352 -4,257
Percent of Open Interest Represented by Each Category of Trader
0.2 21.6 0.3 60.6 10.2 11.8 5.4 37.6 1.7 3.6 1.5 0.1 16.4 15.2
Number of Traders in Each Category Total Traders: 100
. 11 . 45 8 28 10 19 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,264,363
Positions
63,669 84,535 17,467 420,335 314,168 174,558 331,044 243,290 71,052 73,337 197,254 4,922 107,979 157,117
Changes from: January 17, 2017 Total Change is: 81,342
10,174 -16,294 11,383 -280 69,016 5,959 27,612 12,434 3,567 20,472 -163 -625 3,079 -3,937
Percent of Open Interest Represented by Each Category of Trader
5.0 6.7 1.4 33.2 24.8 13.8 26.2 19.2 5.6 5.8 15.6 0.4 8.5 12.4
Number of Traders in Each Category Total Traders: 256
14 23 11 59 36 43 43 35 32 19 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,827,971
Positions
94,727 212,132 200,850 1,272,799 1,119,495 446,644 463,697 557,752 432,133 435,851 184,719 139,819 341,452 534,428
Changes from: January 17, 2017 Total Change is: 72,080
7,576 21,488 10,170 -64,766 58,529 -39,934 74,928 28,058 -7,324 37,920 -21,310 36,105 17,404 -13,702
Percent of Open Interest Represented by Each Category of Trader
2.5 5.5 5.2 33.2 29.2 11.7 12.1 14.6 11.3 11.4 4.8 3.7 8.9 14.0
Number of Traders in Each Category Total Traders: 395
23 40 50 54 77 77 48 91 96 22 39 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 309,511
Positions
10,753 17,276 2,214 100,781 136,577 14,617 89,654 31,585 8,159 11,953 6,629 0 71,380 92,454
Changes from: January 17, 2017 Total Change is: 11,116
-3,354 7,253 763 -1,891 5,013 -1,844 13,509 16,374 -1,580 -73 -2,350 0 5,586 -12,513
Percent of Open Interest Represented by Each Category of Trader
3.5 5.6 0.7 32.6 44.1 4.7 29.0 10.2 2.6 3.9 2.1 0.0 23.1 29.9
Number of Traders in Each Category Total Traders: 56
4 5 . 11 20 19 8 4 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,319,765
Positions
56,661 361,164 118,870 1,919,839 522,240 286,302 181,304 1,143,858 244,342 207,970 196,641 67,270 237,207 379,077
Changes from: January 17, 2017 Total Change is: 114,340
-3,096 2,597 26,624 -12,117 60,677 -22,567 16,452 -18,691 43,930 52,847 -7,499 24,192 -11,924 5,077
Percent of Open Interest Represented by Each Category of Trader
1.7 10.9 3.6 57.8 15.7 8.6 5.5 34.5 7.4 6.3 5.9 2.0 7.1 11.4
Number of Traders in Each Category Total Traders: 314
7 41 32 60 54 60 40 67 66 17 28 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,119,295
Positions
291,874 135,301 321,981 372 14,217 7,682 157,536 304,785 180,597 50,120 29,161 79,142 29,990 46,428
Changes from: January 17, 2017 Total Change is: 149,472
-88 34,983 16,285 -4 3,500 -3,364 46,364 166 26,524 -702 10,665 61,942 2,515 -1,229
Percent of Open Interest Represented by Each Category of Trader
26.1 12.1 28.8 0.0 1.3 0.7 14.1 27.2 16.1 4.5 2.6 7.1 2.7 4.1
Number of Traders in Each Category Total Traders: 137
25 30 44 . . . 19 41 36 8 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is21,632,309
Positions
4,937,957 1,081,858 3,445,411 73,947 1,727,557 791,869 413,830 2,178,196 9,077,141 756,244 541,594 1,642,146 493,765 1,146,538
Changes from: January 17, 2017 Total Change is: 540,875
-26,409 75,404 -92,621 1,420 -53,599 120,265 -62,048 -294,363 651,741 -34,841 108,629 91,009 -107,641 -65,589
Percent of Open Interest Represented by Each Category of Trader
22.8 5.0 15.9 0.3 8.0 3.7 1.9 10.1 42.0 3.5 2.5 7.6 2.3 5.3
Number of Traders in Each Category Total Traders: 314
25 50 69 8 29 33 35 109 117 11 32 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 32,285
Positions
3,916 4,838 0 146 14,756 119 20,958 8,045 0 6,780 3,995 329 37 203
Changes from: January 17, 2017 Total Change is: 310
628 -438 0 -6 -13 0 -505 652 0 70 -35 160 -37 -16
Percent of Open Interest Represented by Each Category of Trader
12.1 15.0 0.0 0.5 45.7 0.4 64.9 24.9 0.0 21.0 12.4 1.0 0.1 0.6
Number of Traders in Each Category Total Traders: 47
. 8 0 . 12 . 4 11 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 37,708
Positions
5,918 11,674 0 337 9,203 414 29,962 9,379 0 887 6,719 175 15 144
Changes from: January 17, 2017 Total Change is: 151
37 -2,386 0 22 2,759 3 -224 -592 0 325 389 0 -12 -22
Percent of Open Interest Represented by Each Category of Trader
15.7 31.0 0.0 0.9 24.4 1.1 79.5 24.9 0.0 2.4 17.8 0.5 0.0 0.4
Number of Traders in Each Category Total Traders: 36
. 5 0 . 5 . 7 8 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 75,265
Positions
474 58,882 32 16,656 1,118 1,032 27,075 9,185 2,032 16,943 126 54 10,968 2,803
Changes from: January 17, 2017 Total Change is: -2,814
-174 -66 -2 -1,130 71 -373 -1,857 -1,816 -60 1,058 -241 14 -290 -342
Percent of Open Interest Represented by Each Category of Trader
0.6 78.2 0.0 22.1 1.5 1.4 36.0 12.2 2.7 22.5 0.2 0.1 14.6 3.7
Number of Traders in Each Category Total Traders: 151
. . . 13 5 . 45 12 11 67 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 478,012
Positions
129,749 22,189 10,876 79,162 57,501 29,795 83,090 212,678 94,082 10,262 5,158 13,548 27,448 32,185
Changes from: January 17, 2017 Total Change is: -59,644
131 -3,638 -14,076 20,476 10,357 -10,426 -28,520 -14,266 -12,796 -504 -2,188 1,361 -15,290 -13,972
Percent of Open Interest Represented by Each Category of Trader
27.1 4.6 2.3 16.6 12.0 6.2 17.4 44.5 19.7 2.1 1.1 2.8 5.7 6.7
Number of Traders in Each Category Total Traders: 228
21 4 20 14 25 13 45 78 49 19 11 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 34,711
Positions
130 1,339 0 23,887 78 0 6,916 32,843 369 3,287 78 0 122 4
Changes from: January 17, 2017 Total Change is: 1,168
25 -30 0 30 1 0 957 1,196 0 163 1 0 -7 0
Percent of Open Interest Represented by Each Category of Trader
0.4 3.9 0.0 68.8 0.2 0.0 19.9 94.6 1.1 9.5 0.2 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 39
. . 0 14 . 0 12 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,234
Positions
2,375 8,776 0 10,490 0 116 1,248 6,053 114 256 0 0 635 175
Changes from: January 17, 2017 Total Change is: -1,132
0 -632 0 -33 0 0 -119 490 -980 0 0 0 0 -10
Percent of Open Interest Represented by Each Category of Trader
15.6 57.6 0.0 68.9 0.0 0.8 8.2 39.7 0.7 1.7 0.0 0.0 4.2 1.1
Number of Traders in Each Category Total Traders: 20
. . 0 10 0 . . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 27, 2017