Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 114,416 Positions 40,625 19,256 332 27,366 12,959 662 10,701 39,427 2,518 4,615 3,059 1,771 25,826 34,432 Changes from: November 22, 2016 Total Change is: -4,251 -3,042 -200 105 -2,205 106 -35 679 -2,342 207 -1,170 201 15 1,195 -2,308 Percent of Open Interest Represented by Each Category of Trader 35.5 16.8 0.3 23.9 11.3 0.6 9.4 34.5 2.2 4.0 2.7 1.5 22.6 30.1 Number of Traders in Each Category Total Traders: 90 8 6 . 9 14 . 11 31 11 6 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 67,062 Positions 46,583 0 15 1,606 3,664 0 12,111 37,054 372 415 0 0 5,960 25,957 Changes from: November 22, 2016 Total Change is: 6,871 4,363 0 -1 0 401 0 1,858 4,819 -1 -11 0 0 663 1,653 Percent of Open Interest Represented by Each Category of Trader 69.5 0.0 0.0 2.4 5.5 0.0 18.1 55.3 0.6 0.6 0.0 0.0 8.9 38.7 Number of Traders in Each Category Total Traders: 49 9 0 . . . 0 15 20 6 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 244,257 Positions 150,867 11,438 4,094 9,014 71,160 3,688 40,880 94,875 8,842 3,283 13,323 305 23,284 36,532 Changes from: November 22, 2016 Total Change is: 1,341 2,121 861 357 -80 1,064 748 -3,889 -2,490 1,491 100 94 -139 632 -645 Percent of Open Interest Represented by Each Category of Trader 61.8 4.7 1.7 3.7 29.1 1.5 16.7 38.8 3.6 1.3 5.5 0.1 9.5 15.0 Number of Traders in Each Category Total Traders: 135 8 10 6 6 25 9 27 48 22 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 202,171 Positions 105,666 9,726 2,431 23,147 53,143 5,059 42,122 46,057 2,914 1,573 39,683 66 19,193 43,092 Changes from: November 22, 2016 Total Change is: 14,487 19,362 -1,465 -209 -6,188 3,460 206 1,529 4,409 -33 -383 3,881 0 203 4,238 Percent of Open Interest Represented by Each Category of Trader 52.3 4.8 1.2 11.4 26.3 2.5 20.8 22.8 1.4 0.8 19.6 0.0 9.5 21.3 Number of Traders in Each Category Total Traders: 120 12 8 5 9 23 9 19 39 12 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 447,190 Positions 142,169 20,780 15,139 142,027 98,728 14,605 43,426 199,792 9,398 24,459 23,227 1,286 54,681 64,235 Changes from: November 22, 2016 Total Change is: 12,422 9,376 1,888 -87 3,154 1,356 -328 -1,628 18,817 1,487 -647 -8,638 122 973 -2,195 Percent of Open Interest Represented by Each Category of Trader 31.8 4.6 3.4 31.8 22.1 3.3 9.7 44.7 2.1 5.5 5.2 0.3 12.2 14.4 Number of Traders in Each Category Total Traders: 250 19 11 12 46 36 36 25 68 19 24 20 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 92,699 Positions 16,345 20,617 949 9,399 12,887 642 37,449 25,725 2,742 3,326 3,630 0 21,847 25,507 Changes from: November 22, 2016 Total Change is: -8,290 9,251 -8,625 434 -1,404 453 0 -8,070 -229 255 -7,167 787 -12 -1,577 -1,353 Percent of Open Interest Represented by Each Category of Trader 17.6 22.2 1.0 10.1 13.9 0.7 40.4 27.8 3.0 3.6 3.9 0.0 23.6 27.5 Number of Traders in Each Category Total Traders: 91 9 7 4 6 11 . 26 20 13 6 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 33,151 Positions 3,084 29,630 65 5,159 0 0 23,149 1,163 44 400 1,650 0 1,250 599 Changes from: November 22, 2016 Total Change is: -3 113 133 65 6 0 0 -96 -4 -3 0 0 0 -88 -194 Percent of Open Interest Represented by Each Category of Trader 9.3 89.4 0.2 15.6 0.0 0.0 69.8 3.5 0.1 1.2 5.0 0.0 3.8 1.8 Number of Traders in Each Category Total Traders: 28 4 6 . . 0 0 13 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 155,401 Positions 56,738 44,474 6,400 50,037 6,485 159 16,754 67,356 16,697 2,251 6,480 15 6,350 7,335 Changes from: November 22, 2016 Total Change is: 425 747 -7,794 6,399 -3,013 195 -3 129 4,688 -3,955 0 363 -5 126 537 Percent of Open Interest Represented by Each Category of Trader 36.5 28.6 4.1 32.2 4.2 0.1 10.8 43.3 10.7 1.4 4.2 0.0 4.1 4.7 Number of Traders in Each Category Total Traders: 138 6 8 . 11 9 4 19 54 15 12 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 32,314 Positions 0 19,990 4,528 5,661 0 0 17,374 3,112 2,571 636 1,303 0 1,544 810 Changes from: November 22, 2016 Total Change is: 6,615 0 0 4,505 -36 0 0 -527 -603 2,375 400 262 0 -102 76 Percent of Open Interest Represented by Each Category of Trader 0.0 61.9 14.0 17.5 0.0 0.0 53.8 9.6 8.0 2.0 4.0 0.0 4.8 2.5 Number of Traders in Each Category Total Traders: 32 0 . . . 0 0 12 7 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 49,885 Positions 16,865 11,550 116 494 24,829 59 26,956 6,436 1,640 0 1,797 0 3,755 3,458 Changes from: November 22, 2016 Total Change is: -122 3,688 2 -31 102 0 0 -2,942 9 -80 -288 -210 0 -571 188 Percent of Open Interest Represented by Each Category of Trader 33.8 23.2 0.2 1.0 49.8 0.1 54.0 12.9 3.3 0.0 3.6 0.0 7.5 6.9 Number of Traders in Each Category Total Traders: 71 9 4 . . 4 . 30 14 7 0 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 72,827 Positions 9,252 40,712 1,059 9,394 1,500 212 41,260 10,361 1,393 1,022 5,330 153 9,083 12,108 Changes from: November 22, 2016 Total Change is: 5,567 31 5,038 148 2,033 124 -25 3,770 971 -191 110 -169 1 -310 -330 Percent of Open Interest Represented by Each Category of Trader 12.7 55.9 1.5 12.9 2.1 0.3 56.7 14.2 1.9 1.4 7.3 0.2 12.5 16.6 Number of Traders in Each Category Total Traders: 127 12 28 4 12 . 4 42 14 5 . 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 145,653 Positions 18,503 81,423 2,118 18,788 3,000 424 82,519 20,721 2,786 2,044 10,660 305 18,166 24,216 Changes from: November 22, 2016 Total Change is: 11,133 62 10,075 295 4,066 247 -49 7,539 1,941 -381 220 -337 1 -620 -659 Percent of Open Interest Represented by Each Category of Trader 12.7 55.9 1.5 12.9 2.1 0.3 56.7 14.2 1.9 1.4 7.3 0.2 12.5 16.6 Number of Traders in Each Category Total Traders: 127 12 28 4 12 . 4 42 14 5 . 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 707,887 Positions 76,496 66,695 39,610 284,375 218,304 63,147 84,651 139,926 31,415 23,064 39,610 4,688 100,440 104,492 Changes from: November 22, 2016 Total Change is: 10,126 -943 175 3,509 11,078 2,713 -920 -613 8,933 -9 894 1,778 1,105 -3,976 -7,158 Percent of Open Interest Represented by Each Category of Trader 10.8 9.4 5.6 40.2 30.8 8.9 12.0 19.8 4.4 3.3 5.6 0.7 14.2 14.8 Number of Traders in Each Category Total Traders: 609 38 28 32 129 90 91 80 133 77 47 62 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 91,633 Positions 23,894 13,812 655 18,948 20,558 1,815 14,523 9,639 225 2,317 151 89 29,167 44,689 Changes from: November 22, 2016 Total Change is: 1,200 778 1,120 0 12 885 -149 1,551 2,189 25 55 -40 14 -1,086 -2,844 Percent of Open Interest Represented by Each Category of Trader 26.1 15.1 0.7 20.7 22.4 2.0 15.8 10.5 0.2 2.5 0.2 0.1 31.8 48.8 Number of Traders in Each Category Total Traders: 61 10 5 . 9 5 . 12 13 . 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,081,271 Positions 338,513 339,916 119,274 1,340,206 1,001,802 293,592 425,907 726,701 80,680 104,286 197,846 22,446 356,367 299,014 Changes from: November 22, 2016 Total Change is: 44,630 6,325 10,206 2,615 53,422 7,229 -1,945 -7,797 36,742 -3,194 4,431 9,324 5,221 -14,448 -21,568 Percent of Open Interest Represented by Each Category of Trader 11.0 11.0 3.9 43.5 32.5 9.5 13.8 23.6 2.6 3.4 6.4 0.7 11.6 9.7 Number of Traders in Each Category Total Traders: 601 35 32 26 128 86 88 81 132 69 45 61 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 88,480 Positions 1,367 34,502 485 45,078 41,900 2,491 26,659 3,441 111 0 1,229 0 12,289 4,321 Changes from: November 22, 2016 Total Change is: 5,378 -292 5,394 41 2,965 248 -7 1,425 -905 -15 0 40 0 1,261 582 Percent of Open Interest Represented by Each Category of Trader 1.5 39.0 0.5 50.9 47.4 2.8 30.1 3.9 0.1 0.0 1.4 0.0 13.9 4.9 Number of Traders in Each Category Total Traders: 82 . 8 . 32 14 17 16 5 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 51,057 Positions 7,310 20,452 288 13,037 6,056 877 20,588 15,287 630 2,144 2,284 63 6,120 5,119 Changes from: November 22, 2016 Total Change is: 940 1,547 710 26 208 -120 -53 -804 74 -92 -254 364 1 360 30 Percent of Open Interest Represented by Each Category of Trader 14.3 40.1 0.6 25.5 11.9 1.7 40.3 29.9 1.2 4.2 4.5 0.1 12.0 10.0 Number of Traders in Each Category Total Traders: 249 17 23 9 42 20 10 60 55 19 14 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 255,284 Positions 36,548 102,262 1,441 65,183 30,282 4,385 102,942 76,433 3,150 10,722 11,421 313 30,600 25,597 Changes from: November 22, 2016 Total Change is: 4,698 7,737 3,548 131 1,041 -600 -267 -4,020 368 -458 -1,271 1,822 4 1,801 150 Percent of Open Interest Represented by Each Category of Trader 14.3 40.1 0.6 25.5 11.9 1.7 40.3 29.9 1.2 4.2 4.5 0.1 12.0 10.0 Number of Traders in Each Category Total Traders: 249 17 23 9 42 20 10 60 55 19 14 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 $100.00) CFTC Code #23977A Open Interest is 355,514 Positions 41,816 115,309 1,244 160,999 81,117 15,699 94,908 106,661 7,094 8,656 8,659 388 24,710 19,343 Changes from: November 22, 2016 Total Change is: 2,846 -6,736 11,209 67 14,434 -1,504 -476 -2,268 -4,298 -673 -434 -645 -15 -1,053 -819 Percent of Open Interest Represented by Each Category of Trader 11.8 32.4 0.3 45.3 22.8 4.4 26.7 30.0 2.0 2.4 2.4 0.1 7.0 5.4 Number of Traders in Each Category Total Traders: 277 16 20 5 69 39 30 57 51 19 13 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 36,014 Positions 1,442 27,424 253 15,265 550 69 5,700 1,423 0 4,761 1,625 0 8,524 4,670 Changes from: November 22, 2016 Total Change is: 178 -6 103 136 -10 0 -176 352 -234 0 -43 58 0 -75 291 Percent of Open Interest Represented by Each Category of Trader 4.0 76.1 0.7 42.4 1.5 0.2 15.8 4.0 0.0 13.2 4.5 0.0 23.7 13.0 Number of Traders in Each Category Total Traders: 49 5 6 . 16 . . 9 4 0 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 73,354 Positions 21,439 17,317 1,187 17,298 13,495 2,742 13,183 19,793 1,981 2,514 1,736 1,018 11,992 14,085 Changes from: November 22, 2016 Total Change is: 4,153 475 116 -229 680 -7,198 779 767 3,157 6 153 -958 1,018 504 7,462 Percent of Open Interest Represented by Each Category of Trader 29.2 23.6 1.6 23.6 18.4 3.7 18.0 27.0 2.7 3.4 2.4 1.4 16.3 19.2 Number of Traders in Each Category Total Traders: 88 13 15 . 11 10 8 14 16 6 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 224,724 Positions 7,326 128,281 2,673 155,400 62,230 13,408 33,597 9,503 2,575 3,019 1,990 0 6,726 4,064 Changes from: November 22, 2016 Total Change is: -2,098 21 1,598 369 -1,261 1,701 -151 -335 -5,045 -55 -312 186 0 -374 -701 Percent of Open Interest Represented by Each Category of Trader 3.3 57.1 1.2 69.2 27.7 6.0 15.0 4.2 1.1 1.3 0.9 0.0 3.0 1.8 Number of Traders in Each Category Total Traders: 121 8 11 5 45 23 21 14 11 8 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 827,266 Positions 33,551 595,212 10,859 481,396 104,489 63,276 156,663 21,348 11,257 48,035 11,456 1,075 21,154 8,294 Changes from: November 22, 2016 Total Change is: -6,116 -3,134 -6,129 3,384 -1,187 -2,649 2,985 -4,633 -3,004 421 -2,751 -830 36 -1,237 -330 Percent of Open Interest Represented by Each Category of Trader 4.1 71.9 1.3 58.2 12.6 7.6 18.9 2.6 1.4 5.8 1.4 0.1 2.6 1.0 Number of Traders in Each Category Total Traders: 303 25 21 9 99 37 46 51 20 19 35 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 578,177 Positions 8,236 43,289 9,335 263,878 126,938 79,940 38,861 115,844 14,804 19,653 13,739 63 143,407 174,225 Changes from: November 22, 2016 Total Change is: -23,914 -10,763 2,019 5,606 20,499 -8,628 -2,999 -25,294 7,842 -14,460 10,001 -1,898 -1,177 -5,327 -10,219 Percent of Open Interest Represented by Each Category of Trader 1.4 7.5 1.6 45.6 22.0 13.8 6.7 20.0 2.6 3.4 2.4 0.0 24.8 30.1 Number of Traders in Each Category Total Traders: 147 5 12 8 42 23 31 21 32 22 4 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 654,331 Positions 6,167 114,152 5,307 359,645 106,205 83,077 37,025 207,348 23,805 14,526 7,551 456 124,323 106,430 Changes from: November 22, 2016 Total Change is: -28,459 -1,446 2,056 -3,754 13,347 -7,120 1,005 4,352 8,871 -29,044 273 -14 -8 -13,184 -451 Percent of Open Interest Represented by Each Category of Trader 0.9 17.4 0.8 55.0 16.2 12.7 5.7 31.7 3.6 2.2 1.2 0.1 19.0 16.3 Number of Traders in Each Category Total Traders: 100 . 10 7 47 10 31 10 15 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,157,658 Positions 38,758 58,242 28,242 326,070 260,542 136,133 299,694 161,943 117,251 103,433 232,489 6,055 102,022 156,761 Changes from: November 22, 2016 Total Change is: -34,749 -5,606 -16,530 13,096 -17,301 2,577 -12,903 27,406 -19,479 147 -21,254 5,888 -3,722 -14,612 -3,823 Percent of Open Interest Represented by Each Category of Trader 3.3 5.0 2.4 28.2 22.5 11.8 25.9 14.0 10.1 8.9 20.1 0.5 8.8 13.5 Number of Traders in Each Category Total Traders: 233 11 21 15 57 35 44 44 26 30 16 23 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,008,378 Positions 108,747 233,588 56,524 1,049,183 889,769 443,575 478,372 577,085 137,669 400,319 135,710 26,534 307,455 507,924 Changes from: November 22, 2016 Total Change is: -122,962 -10,626 -79,458 9,578 154,504 -83,290 13,204 -169,586 112,973 -67,808 -18,030 -14,169 607 -34,805 -14,599 Percent of Open Interest Represented by Each Category of Trader 3.6 7.8 1.9 34.9 29.6 14.7 15.9 19.2 4.6 13.3 4.5 0.9 10.2 16.9 Number of Traders in Each Category Total Traders: 363 25 31 23 55 80 80 54 65 54 25 28 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 315,299 Positions 14,073 11,700 5,019 59,769 150,127 7,355 124,001 18,308 14,356 8,794 6,629 0 81,932 101,805 Changes from: November 22, 2016 Total Change is: 12,466 885 3,165 -1,685 5,416 -183 3,423 -5,433 2,277 3,562 1,984 0 0 4,314 1,907 Percent of Open Interest Represented by Each Category of Trader 4.5 3.7 1.6 19.0 47.6 2.3 39.3 5.8 4.6 2.8 2.1 0.0 26.0 32.3 Number of Traders in Each Category Total Traders: 48 4 4 5 7 16 14 10 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,026,123 Positions 84,138 254,567 59,277 1,638,056 385,416 286,656 217,382 1,168,848 265,693 194,972 199,655 15,290 264,659 390,721 Changes from: November 22, 2016 Total Change is: -128,752 12,491 -66,185 -76,050 36,743 30,112 -46,825 -56,254 59,110 2,317 17,558 -15,825 863 -19,595 -16,269 Percent of Open Interest Represented by Each Category of Trader 2.8 8.4 2.0 54.1 12.7 9.5 7.2 38.6 8.8 6.4 6.6 0.5 8.7 12.9 Number of Traders in Each Category Total Traders: 292 12 33 19 59 45 54 42 59 50 15 27 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,012,863 Positions 330,474 151,108 323,054 0 22,509 4,052 89,802 251,727 167,929 32,734 6,111 41,054 23,764 45,319 Changes from: November 22, 2016 Total Change is: 57,249 9,022 -12,860 25,172 0 3,216 -1 18,475 37,350 13,516 -4,208 -1,651 -150 -4,577 -7,343 Percent of Open Interest Represented by Each Category of Trader 32.6 14.9 31.9 0.0 2.2 0.4 8.9 24.9 16.6 3.2 0.6 4.1 2.3 4.5 Number of Traders in Each Category Total Traders: 137 26 35 48 0 6 . 26 28 39 9 6 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 is12,500,249 Positions 4,568,454 785,826 2,799,691 37,326 1,639,145 432,694 526,365 2,210,691 2,179,602 804,831 669,113 608,482 542,804 1,175,005 Changes from: November 22, 2016 Total Change is: 23,001 33,066 9,106 27,333 -2,989 10,920 24,463 -8,806 -34,397 30,323 57,942 79,287 -89,093 -49,238 -34,941 Percent of Open Interest Represented by Each Category of Trader 36.5 6.3 22.4 0.3 13.1 3.5 4.2 17.7 17.4 6.4 5.4 4.9 4.3 9.4 Number of Traders in Each Category Total Traders: 280 38 42 73 8 25 26 24 95 88 12 25 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 31,491 Positions 5,855 7,062 0 137 13,577 113 14,996 6,183 0 10,083 4,021 270 37 265 Changes from: November 22, 2016 Total Change is: 806 299 48 0 4 34 0 497 106 0 -20 581 28 -2 9 Percent of Open Interest Represented by Each Category of Trader 18.6 22.4 0.0 0.4 43.1 0.4 47.6 19.6 0.0 32.0 12.8 0.9 0.1 0.8 Number of Traders in Each Category Total Traders: 45 . 8 0 . 12 . 5 8 0 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 43,590 Positions 4,431 21,694 0 340 7,028 426 37,189 8,520 0 1,025 5,702 136 43 84 Changes from: November 22, 2016 Total Change is: 4,306 1,027 3,344 0 -3 217 3 3,413 453 0 -174 280 0 40 9 Percent of Open Interest Represented by Each Category of Trader 10.2 49.8 0.0 0.8 16.1 1.0 85.3 19.5 0.0 2.4 13.1 0.3 0.1 0.2 Number of Traders in Each Category Total Traders: 35 . 5 0 . 5 . 8 6 0 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 92,156 Positions 798 50,887 505 21,594 300 1,771 34,356 29,408 4,865 18,681 1,241 24 9,562 3,155 Changes from: November 22, 2016 Total Change is: -1,809 -34 -827 505 739 0 11 1,144 -3,131 1,887 -6,225 39 2 162 -295 Percent of Open Interest Represented by Each Category of Trader 0.9 55.2 0.5 23.4 0.3 1.9 37.3 31.9 5.3 20.3 1.3 0.0 10.4 3.4 Number of Traders in Each Category Total Traders: 157 6 . . 15 . . 54 20 13 44 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 408,886 Positions 94,838 16,516 15,615 110,832 37,319 24,034 44,343 195,494 69,278 8,130 5,474 11,103 30,713 34,053 Changes from: November 22, 2016 Total Change is: 18,949 2,296 1,659 -397 7,883 2,942 -5,998 4,698 13,124 5,097 3,035 -101 -1,852 4,187 4,475 Percent of Open Interest Represented by Each Category of Trader 23.2 4.0 3.8 27.1 9.1 5.9 10.8 47.8 16.9 2.0 1.3 2.7 7.5 8.3 Number of Traders in Each Category Total Traders: 213 16 7 17 16 20 11 39 69 57 17 15 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of November 29, 2016 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 21,694 Positions 30 3,667 0 11,525 970 4 7,081 16,669 369 2,600 0 0 85 15 Changes from: November 22, 2016 Total Change is: 3,975 0 388 0 1,151 0 0 3,505 3,590 0 -631 0 0 -50 -3 Percent of Open Interest Represented by Each Category of Trader 0.1 16.9 0.0 53.1 4.5 0.0 32.6 76.8 1.7 12.0 0.0 0.0 0.4 0.1 Number of Traders in Each Category Total Traders: 36 . . 0 10 . . 9 9 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 2, 2016