Traders in Financial Futures - Futures Only Positions as of September 20, 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 137,204
Positions
10,839 40,550 10,510 40,208 11,409 1,012 41,344 38,147 828 6,813 6,574 213 25,437 27,961
Changes from: September 13, 2016 Total Change is: 12,528
3,294 -8,725 7,030 -8,294 64 -84 14,070 13,721 -216 449 482 -159 -3,562 415
Percent of Open Interest Represented by Each Category of Trader
7.9 29.6 7.7 29.3 8.3 0.7 30.1 27.8 0.6 5.0 4.8 0.2 18.5 20.4
Number of Traders in Each Category Total Traders: 84
6 5 7 8 11 4 16 25 4 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 40,838
Positions
10,132 774 0 1,511 1,739 71 23,306 19,644 420 0 0 0 5,398 18,190
Changes from: September 13, 2016 Total Change is: -3,910
-13,113 -875 -723 -13 500 0 13,795 -36 -2,300 0 0 0 -1,556 -476
Percent of Open Interest Represented by Each Category of Trader
24.8 1.9 0.0 3.7 4.3 0.2 57.1 48.1 1.0 0.0 0.0 0.0 13.2 44.5
Number of Traders in Each Category Total Traders: 36
4 . 0 . . . 13 13 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 237,759
Positions
133,982 7,493 209 12,655 77,863 1,596 61,999 95,359 5,635 3,802 11,241 53 17,828 38,310
Changes from: September 13, 2016 Total Change is: -14,780
-23,212 -1,339 -4,425 -512 4,643 -1,682 29,702 1,357 -10,777 1,892 956 -3,390 -2,376 -123
Percent of Open Interest Represented by Each Category of Trader
56.4 3.2 0.1 5.3 32.7 0.7 26.1 40.1 2.4 1.6 4.7 0.0 7.5 16.1
Number of Traders in Each Category Total Traders: 124
9 7 . . 27 7 28 41 13 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 140,738
Positions
4,244 13,529 545 30,176 37,282 4,215 74,453 26,148 1,320 1,085 27,520 280 24,420 29,899
Changes from: September 13, 2016 Total Change is: -26,602
-5,932 1,288 -5,669 4,105 127 -963 -3,868 -158 -10,234 -142 -5,935 -2,014 -1,885 -3,044
Percent of Open Interest Represented by Each Category of Trader
3.0 9.6 0.4 21.4 26.5 3.0 52.9 18.6 0.9 0.8 19.6 0.2 17.4 21.2
Number of Traders in Each Category Total Traders: 107
6 6 . 12 21 10 26 30 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 324,525
Positions
87,218 7,754 947 125,439 102,623 14,360 29,136 111,313 3,896 18,346 23,531 580 44,603 59,521
Changes from: September 13, 2016 Total Change is: -55,099
-25,433 -16,881 -6,593 -1,245 6,716 -2,195 91 -287 -17,820 2,719 -6,586 -3,310 -1,313 -8,143
Percent of Open Interest Represented by Each Category of Trader
26.9 2.4 0.3 38.7 31.6 4.4 9.0 34.3 1.2 5.7 7.3 0.2 13.7 18.3
Number of Traders in Each Category Total Traders: 220
19 8 7 38 38 32 24 48 13 23 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 28,687
Positions
1,093 18,504 163 16,344 0 1,137 531 5,729 0 0 0 0 9,419 3,154
Changes from: September 13, 2016 Total Change is: -3,050
283 -2,106 -42 -132 0 -113 14 1,697 -1,999 0 0 0 -1,061 -487
Percent of Open Interest Represented by Each Category of Trader
3.8 64.5 0.6 57.0 0.0 4.0 1.9 20.0 0.0 0.0 0.0 0.0 32.8 11.0
Number of Traders in Each Category Total Traders: 20
. 4 . 10 0 5 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 86,614
Positions
8,320 14,729 190 20,402 12,385 654 32,301 29,891 1,891 11 6,415 16 22,829 20,443
Changes from: September 13, 2016 Total Change is: -25,753
5,018 -15,478 -8,759 4,566 -748 -128 -19,216 6,153 -4,656 -630 782 7 -1,955 -2,926
Percent of Open Interest Represented by Each Category of Trader
9.6 17.0 0.2 23.6 14.3 0.8 37.3 34.5 2.2 0.0 7.4 0.0 26.4 23.6
Number of Traders in Each Category Total Traders: 87
7 4 . 7 8 5 30 22 5 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 35,091
Positions
6,462 26,698 350 3,900 0 0 22,627 5,632 0 749 1,759 0 1,003 652
Changes from: September 13, 2016 Total Change is: -10,175
-4,066 -9,047 -1,558 -150 0 0 514 3,385 -3,179 1 1,529 -1,420 -317 115
Percent of Open Interest Represented by Each Category of Trader
18.4 76.1 1.0 11.1 0.0 0.0 64.5 16.0 0.0 2.1 5.0 0.0 2.9 1.9
Number of Traders in Each Category Total Traders: 23
. 5 . . 0 0 7 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 153,278
Positions
53,026 22,434 1 70,962 5,552 775 20,087 110,399 866 3,248 5,439 0 4,313 7,812
Changes from: September 13, 2016 Total Change is: -15,451
19,863 -17,648 -20,365 670 1,153 0 427 36,617 -17,113 352 916 -116 831 1,105
Percent of Open Interest Represented by Each Category of Trader
34.6 14.6 0.0 46.3 3.6 0.5 13.1 72.0 0.6 2.1 3.5 0.0 2.8 5.1
Number of Traders in Each Category Total Traders: 150
7 5 . 9 11 . 27 67 6 10 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 25,424
Positions
744 16,782 25 5,626 0 0 15,440 5,407 1,094 760 1,185 0 1,735 931
Changes from: September 13, 2016 Total Change is: -1,154
0 -581 3 96 0 0 -1,026 -652 -30 0 20 0 -197 86
Percent of Open Interest Represented by Each Category of Trader
2.9 66.0 0.1 22.1 0.0 0.0 60.7 21.3 4.3 3.0 4.7 0.0 6.8 3.7
Number of Traders in Each Category Total Traders: 33
. . . . 0 0 9 9 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 49,526
Positions
2,456 12,049 3 2,702 16,760 34 36,550 14,839 909 1,276 1,329 0 5,596 3,603
Changes from: September 13, 2016 Total Change is: -12,415
985 -5,963 -6,078 112 -342 -250 278 7,903 -6,877 -248 -815 0 -337 7
Percent of Open Interest Represented by Each Category of Trader
5.0 24.3 0.0 5.5 33.8 0.1 73.8 30.0 1.8 2.6 2.7 0.0 11.3 7.3
Number of Traders in Each Category Total Traders: 85
. . . 8 5 . 42 16 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 58,114
Positions
9,052 38,358 717 5,634 1,601 233 32,854 6,048 277 1,382 3,052 149 7,818 7,681
Changes from: September 13, 2016 Total Change is: -20,451
-1,554 -2,305 -13,571 -556 -203 80 -2,948 -2,097 -786 242 602 -584 -775 -1,588
Percent of Open Interest Represented by Each Category of Trader
15.6 66.0 1.2 9.7 2.8 0.4 56.5 10.4 0.5 2.4 5.3 0.3 13.5 13.2
Number of Traders in Each Category Total Traders: 114
13 22 . 6 4 . 38 11 4 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 116,228
Positions
18,103 76,715 1,434 11,268 3,202 465 65,708 12,096 553 2,763 6,104 298 15,636 15,361
Changes from: September 13, 2016 Total Change is: -40,901
-3,107 -4,609 -27,142 -1,112 -405 160 -5,895 -4,194 -1,572 483 1,204 -1,167 -1,549 -3,176
Percent of Open Interest Represented by Each Category of Trader
15.6 66.0 1.2 9.7 2.8 0.4 56.5 10.4 0.5 2.4 5.3 0.3 13.5 13.2
Number of Traders in Each Category Total Traders: 114
13 22 . 6 4 . 38 11 4 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 641,083
Positions
81,939 79,739 5,551 290,667 203,190 65,016 66,431 145,162 19,717 24,224 31,480 3,948 83,590 87,281
Changes from: September 13, 2016 Total Change is: -184,241
9,055 3,993 -93,737 6,328 -388 -16,492 -10,161 4,145 -46,988 -4,321 -9,067 -4,760 -23,163 -20,945
Percent of Open Interest Represented by Each Category of Trader
12.8 12.4 0.9 45.3 31.7 10.1 10.4 22.6 3.1 3.8 4.9 0.6 13.0 13.6
Number of Traders in Each Category Total Traders: 592
39 30 17 120 91 93 76 133 62 43 60 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 61,335
Positions
10,856 7,744 160 14,975 17,150 3,340 2,175 6,298 25 2,910 2,104 25 26,869 24,489
Changes from: September 13, 2016 Total Change is: -61,046
-22,515 -25,585 -4,194 -4,875 -309 330 -16,612 -22,626 -721 -4,009 1,034 -15 -8,435 -8,960
Percent of Open Interest Represented by Each Category of Trader
17.7 12.6 0.3 24.4 28.0 5.4 3.5 10.3 0.0 4.7 3.4 0.0 43.8 39.9
Number of Traders in Each Category Total Traders: 57
5 4 . 11 . 5 13 11 . 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 2,898,741
Positions
362,042 366,600 20,330 1,390,389 942,128 296,454 342,841 715,881 76,898 113,141 153,449 13,043 283,603 313,958
Changes from: September 13, 2016 Total Change is: -615,973
57,824 47,864 -347,691 63,860 7,451 -91,956 -102,404 -804 -96,679 -20,906 -69,850 -4,381 -73,640 -59,927
Percent of Open Interest Represented by Each Category of Trader
12.5 12.6 0.7 48.0 32.5 10.2 11.8 24.7 2.7 3.9 5.3 0.4 9.8 10.8
Number of Traders in Each Category Total Traders: 584
38 31 16 119 89 89 75 133 53 43 56 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 81,076
Positions
1,718 29,438 442 39,464 42,836 3,305 23,654 1,906 134 0 459 0 12,359 2,556
Changes from: September 13, 2016 Total Change is: -4,671
260 516 -3,364 -1,141 616 -120 1,344 261 -1,849 0 209 0 199 -940
Percent of Open Interest Represented by Each Category of Trader
2.1 36.3 0.5 48.7 52.8 4.1 29.2 2.4 0.2 0.0 0.6 0.0 15.2 3.2
Number of Traders in Each Category Total Traders: 83
4 8 . 33 14 15 17 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 54,968
Positions
4,794 26,627 151 16,197 5,383 892 24,662 14,621 357 2,303 1,717 48 5,563 5,173
Changes from: September 13, 2016 Total Change is: -9,324
-1,654 3,457 -6,280 3,009 20 -3,803 1,033 -438 -1,022 -138 -1,246 -191 -278 179
Percent of Open Interest Represented by Each Category of Trader
8.7 48.4 0.3 29.5 9.8 1.6 44.9 26.6 0.6 4.2 3.1 0.1 10.1 9.4
Number of Traders in Each Category Total Traders: 244
13 23 4 42 18 13 58 50 14 18 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 274,840
Positions
23,972 133,134 757 80,986 26,913 4,460 123,312 73,104 1,783 11,517 8,585 239 27,814 25,865
Changes from: September 13, 2016 Total Change is: -46,621
-8,272 17,283 -31,398 15,045 100 -19,017 5,164 -2,191 -5,108 -689 -6,230 -955 -1,391 895
Percent of Open Interest Represented by Each Category of Trader
8.7 48.4 0.3 29.5 9.8 1.6 44.9 26.6 0.6 4.2 3.1 0.1 10.1 9.4
Number of Traders in Each Category Total Traders: 244
13 23 4 42 18 13 58 50 14 18 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 322,734
Positions
69,966 38,343 929 111,401 148,291 23,986 81,230 82,688 8,671 6,330 6,427 63 20,158 13,336
Changes from: September 13, 2016 Total Change is: -39,443
-7,750 3,534 -20,039 -3,012 -3,159 -2,883 -1,451 -4,420 -2,722 -727 -2,748 -10 -849 -6,996
Percent of Open Interest Represented by Each Category of Trader
21.7 11.9 0.3 34.5 45.9 7.4 25.2 25.6 2.7 2.0 2.0 0.0 6.2 4.1
Number of Traders in Each Category Total Traders: 255
14 18 . 57 44 28 50 48 20 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 33,242
Positions
728 23,945 117 17,072 588 72 2,571 1,328 0 6,020 2,256 0 6,662 4,936
Changes from: September 13, 2016 Total Change is: 441
0 621 0 691 0 11 59 -422 0 107 726 0 -427 -495
Percent of Open Interest Represented by Each Category of Trader
2.2 72.0 0.4 51.4 1.8 0.2 7.7 4.0 0.0 18.1 6.8 0.0 20.0 14.8
Number of Traders in Each Category Total Traders: 39
. 5 . 14 . . 5 4 0 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 45,054
Positions
13,897 3,972 1,680 11,449 10,075 579 7,068 6,705 678 866 1,116 0 8,837 20,249
Changes from: September 13, 2016 Total Change is: -5,662
1,535 -317 -9 1,484 956 -29 -8,801 706 65 6 -306 0 87 -6,728
Percent of Open Interest Represented by Each Category of Trader
30.8 8.8 3.7 25.4 22.4 1.3 15.7 14.9 1.5 1.9 2.5 0.0 19.6 44.9
Number of Traders in Each Category Total Traders: 66
17 7 4 10 6 4 11 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 209,171
Positions
10,313 114,327 246 134,213 60,802 16,814 33,195 8,898 2,513 3,509 1,488 0 8,368 4,083
Changes from: September 13, 2016 Total Change is: -49,536
-5,575 -20,691 -31,019 -3,212 9,673 -7,969 -19 644 -268 -513 32 -307 -654 369
Percent of Open Interest Represented by Each Category of Trader
4.9 54.7 0.1 64.2 29.1 8.0 15.9 4.3 1.2 1.7 0.7 0.0 4.0 2.0
Number of Traders in Each Category Total Traders: 116
7 9 . 42 22 20 17 10 7 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 814,269
Positions
39,177 583,058 2,448 432,761 91,729 74,588 191,030 26,865 8,277 44,552 15,991 1,258 20,178 10,055
Changes from: September 13, 2016 Total Change is: -132,245
-14,488 -40,126 -86,303 -13,221 12,657 -1,524 -4,225 -1,603 -5,946 37 -5,979 -180 -6,395 -3,241
Percent of Open Interest Represented by Each Category of Trader
4.8 71.6 0.3 53.1 11.3 9.2 23.5 3.3 1.0 5.5 2.0 0.2 2.5 1.2
Number of Traders in Each Category Total Traders: 309
22 22 6 104 36 46 51 22 14 37 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 560,194
Positions
24,456 34,012 3,035 175,074 154,453 109,095 60,693 81,941 17,032 14,643 26,912 123 156,043 133,591
Changes from: September 13, 2016 Total Change is: 138
4,849 2,613 -1,960 207 6,995 -4,331 -4,864 5,900 -4,462 3,439 2,473 -28 7,288 -7,062
Percent of Open Interest Represented by Each Category of Trader
4.4 6.1 0.5 31.3 27.6 19.5 10.8 14.6 3.0 2.6 4.8 0.0 27.9 23.8
Number of Traders in Each Category Total Traders: 151
12 12 5 36 30 32 24 25 14 6 6 .
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 598,248
Positions
3,253 66,533 886 300,686 95,696 93,601 38,398 229,928 21,186 15,207 3,875 508 124,523 86,035
Changes from: September 13, 2016 Total Change is: -8,616
3,253 1,421 -173 -1,245 3,050 -1,361 -5,075 -3,667 -3,914 152 0 0 -253 -3,972
Percent of Open Interest Represented by Each Category of Trader
0.5 11.1 0.1 50.3 16.0 15.6 6.4 38.4 3.5 2.5 0.6 0.1 20.8 14.4
Number of Traders in Each Category Total Traders: 96
. 9 . 41 12 29 12 15 11 4 . .
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 965,720
Positions
33,075 89,787 8,248 298,601 157,399 141,140 269,970 146,117 37,757 55,993 241,379 4,189 116,747 139,704
Changes from: September 13, 2016 Total Change is: -7,422
-22,235 5,522 44 -25,582 -13,359 18,660 14,930 -32,556 2,330 2,093 22,726 825 1,513 -11,614
Percent of Open Interest Represented by Each Category of Trader
3.4 9.3 0.9 30.9 16.3 14.6 28.0 15.1 3.9 5.8 25.0 0.4 12.1 14.5
Number of Traders in Each Category Total Traders: 249
11 34 7 52 34 46 40 35 30 16 27 9
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 2,763,656
Positions
136,139 180,503 45,636 824,004 931,138 412,256 536,138 562,171 53,229 396,183 137,457 17,511 342,560 423,755
Changes from: September 13, 2016 Total Change is: -90,957
5,754 30,177 -7,793 -7,003 -5,134 -12,740 -13,156 -25,708 -36,650 -12,588 974 3,313 -10,094 -37,396
Percent of Open Interest Represented by Each Category of Trader
4.9 6.5 1.7 29.8 33.7 14.9 19.4 20.3 1.9 14.3 5.0 0.6 12.4 15.3
Number of Traders in Each Category Total Traders: 356
22 34 12 54 75 70 59 61 37 27 24 15
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 209,689
Positions
5,226 18,110 147 53,234 85,038 6,033 85,692 7,485 314 3,703 4,129 0 55,340 88,433
Changes from: September 13, 2016 Total Change is: 1,437
-605 6,769 -3,440 -6,382 2,342 61 15,859 -4,692 1 0 4,129 0 -4,057 -3,733
Percent of Open Interest Represented by Each Category of Trader
2.5 8.6 0.1 25.4 40.6 2.9 40.9 3.6 0.1 1.8 2.0 0.0 26.4 42.2
Number of Traders in Each Category Total Traders: 36
. . . 4 13 9 10 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,768,378
Positions
48,513 258,911 31,626 1,544,287 497,979 317,091 303,569 1,035,877 89,791 195,896 203,728 7,247 230,358 326,128
Changes from: September 13, 2016 Total Change is: -3,587
-24,222 -8,564 -12,274 -1,179 -38,362 36,902 15,443 59,612 -21,642 23,227 7,575 -466 -19,376 -26,368
Percent of Open Interest Represented by Each Category of Trader
1.8 9.4 1.1 55.8 18.0 11.5 11.0 37.4 3.2 7.1 7.4 0.3 8.3 11.8
Number of Traders in Each Category Total Traders: 303
7 34 9 58 47 48 38 68 37 18 33 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,136,376
Positions
410,360 218,756 280,368 13,832 24,978 16,221 84,799 242,020 213,023 39,916 24,947 57,176 20,681 58,887
Changes from: September 13, 2016 Total Change is: 91,554
30,195 30,470 16,236 155 8,203 -3,147 41,719 16,270 -1,625 -11,706 6,202 19,418 309 -473
Percent of Open Interest Represented by Each Category of Trader
36.1 19.3 24.7 1.2 2.2 1.4 7.5 21.3 18.7 3.5 2.2 5.0 1.8 5.2
Number of Traders in Each Category Total Traders: 166
19 38 43 . 6 . 21 53 39 8 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is10,781,411
Positions
3,593,850 1,009,734 2,253,686 287,629 1,690,185 482,034 468,800 1,056,906 2,004,642 629,598 869,179 316,875 744,297 1,098,170
Changes from: September 13, 2016 Total Change is: -562,993
57,107 -351,801 -30,510 -35,555 -97,643 10,259 -195,847 -26,008 -121,450 -85,146 277,290 -162,503 652 -60,627
Percent of Open Interest Represented by Each Category of Trader
33.3 9.4 20.9 2.7 15.7 4.5 4.3 9.8 18.6 5.8 8.1 2.9 6.9 10.2
Number of Traders in Each Category Total Traders: 270
33 45 72 9 24 25 24 81 93 10 26 31
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 25,182
Positions
2,009 3,840 0 50 10,614 108 13,313 7,914 0 9,152 2,243 329 221 134
Changes from: September 13, 2016 Total Change is: -1,804
-2,943 596 -1 0 -50 0 1,237 -1,943 -27 314 -57 -236 -148 -86
Percent of Open Interest Represented by Each Category of Trader
8.0 15.2 0.0 0.2 42.1 0.4 52.9 31.4 0.0 36.3 8.9 1.3 0.9 0.5
Number of Traders in Each Category Total Traders: 46
4 7 0 . 11 . 7 7 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 22,059
Positions
3,084 2,682 0 327 6,842 357 16,512 7,414 0 1,582 4,545 136 61 83
Changes from: September 13, 2016 Total Change is: -16,939
-4,125 -16,985 0 0 -32 0 -12,870 -64 0 -26 71 84 -2 -13
Percent of Open Interest Represented by Each Category of Trader
14.0 12.2 0.0 1.5 31.0 1.6 74.9 33.6 0.0 7.2 20.6 0.6 0.3 0.4
Number of Traders in Each Category Total Traders: 28
. . 0 . . . 10 4 0 . . .
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Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 47,964
Positions
260 18,017 0 13,207 761 1,751 7,083 21,123 3,763 14,871 293 0 7,029 2,256
Changes from: September 13, 2016 Total Change is: -7,537
63 -2,039 -94 292 -883 7 -4,571 -1,817 -2,748 234 58 -4 -716 -17
Percent of Open Interest Represented by Each Category of Trader
0.5 37.6 0.0 27.5 1.6 3.7 14.8 44.0 7.8 31.0 0.6 0.0 14.7 4.7
Number of Traders in Each Category Total Traders: 117
. 4 0 7 . 5 30 24 16 38 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 471,105
Positions
120,294 15,039 42,214 65,402 33,516 49,113 53,886 181,839 87,856 6,479 7,446 19,021 26,840 35,061
Changes from: September 13, 2016 Total Change is: -7,012
-18,351 632 9,687 -14,719 -4,906 5,674 12,658 -14,576 3,908 -386 -4,904 -4,158 -1,325 1,631
Percent of Open Interest Represented by Each Category of Trader
25.5 3.2 9.0 13.9 7.1 10.4 11.4 38.6 18.6 1.4 1.6 4.0 5.7 7.4
Number of Traders in Each Category Total Traders: 203
18 12 25 10 18 13 34 72 58 18 12 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 20, 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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 21,937
Positions
962 2,910 0 10,390 141 0 3,138 13,753 4,217 3,067 863 0 163 53
Changes from: September 13, 2016 Total Change is: 990
52 36 0 -2,766 -55 -190 121 -1,273 3,827 1,250 -19 0 -1,304 -1,336
Percent of Open Interest Represented by Each Category of Trader
4.4 13.3 0.0 47.4 0.6 0.0 14.3 62.7 19.2 14.0 3.9 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 31
. . 0 6 . 0 8 6 . 4 . 0
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Updated September 23, 2016