Traders in Financial Futures - Futures Only Positions as of November 8, 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 120,993
Positions
41,690 18,134 190 26,614 13,549 656 17,521 46,817 1,049 5,983 4,542 1,293 25,997 34,763
Changes from: November 1, 2016 Total Change is: -163
8,540 1,844 113 -1,804 -4,758 -173 -5,915 5,153 190 24 -1,350 229 -1,367 -1,411
Percent of Open Interest Represented by Each Category of Trader
34.5 15.0 0.2 22.0 11.2 0.5 14.5 38.7 0.9 4.9 3.8 1.1 21.5 28.7
Number of Traders in Each Category Total Traders: 93
7 6 . 8 14 . 15 29 11 9 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 53,632
Positions
34,355 3,304 0 2,027 885 0 8,098 30,679 430 0 0 0 8,722 18,334
Changes from: November 1, 2016 Total Change is: -6,066
-6,890 2,833 0 92 -165 -109 -2,479 -3,970 111 0 0 0 3,209 -4,766
Percent of Open Interest Represented by Each Category of Trader
64.1 6.2 0.0 3.8 1.7 0.0 15.1 57.2 0.8 0.0 0.0 0.0 16.3 34.2
Number of Traders in Each Category Total Traders: 45
7 . 0 . . 0 9 21 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 253,703
Positions
163,075 6,921 1,616 8,601 65,512 3,330 38,240 119,134 6,769 5,361 11,813 465 26,246 38,143
Changes from: November 1, 2016 Total Change is: -13,861
-5,038 3,095 -1 -1,921 245 -64 -1,651 -11,039 -181 -2,953 -2,157 214 -2,266 -3,973
Percent of Open Interest Represented by Each Category of Trader
64.3 2.7 0.6 3.4 25.8 1.3 15.1 47.0 2.7 2.1 4.7 0.2 10.3 15.0
Number of Traders in Each Category Total Traders: 134
12 8 4 5 24 9 26 48 19 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 164,328
Positions
45,739 16,597 2,312 35,529 40,040 4,931 52,345 28,523 2,187 1,258 36,056 0 20,027 33,682
Changes from: November 1, 2016 Total Change is: -796
4,966 1,515 -616 1,507 1,735 -166 -2,705 1,463 -2,160 44 365 -60 -1,606 -2,872
Percent of Open Interest Represented by Each Category of Trader
27.8 10.1 1.4 21.6 24.4 3.0 31.9 17.4 1.3 0.8 21.9 0.0 12.2 20.5
Number of Traders in Each Category Total Traders: 118
10 7 4 13 19 9 25 33 12 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 418,007
Positions
139,346 26,262 13,713 139,826 98,355 12,672 39,714 174,612 8,689 18,867 23,257 1,571 43,609 58,876
Changes from: November 1, 2016 Total Change is: -26,495
-24,691 13,914 2,096 2,755 -5,649 -150 -4,234 -26,926 -2,404 1,500 -2,272 -84 -1,283 -5,020
Percent of Open Interest Represented by Each Category of Trader
33.3 6.3 3.3 33.5 23.5 3.0 9.5 41.8 2.1 4.5 5.6 0.4 10.4 14.1
Number of Traders in Each Category Total Traders: 248
19 14 12 45 35 36 29 57 18 25 23 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 137,560
Positions
3,821 67,493 560 21,918 10,855 1,046 75,427 23,556 2,284 1,284 9,188 62 31,158 22,516
Changes from: November 1, 2016 Total Change is: 12,173
78 5,160 94 2,214 3,827 -784 7,925 3,287 47 39 782 41 2,519 -281
Percent of Open Interest Represented by Each Category of Trader
2.8 49.1 0.4 15.9 7.9 0.8 54.8 17.1 1.7 0.9 6.7 0.0 22.7 16.4
Number of Traders in Each Category Total Traders: 100
. 13 6 10 8 . 37 16 12 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 43,345
Positions
5,359 37,309 395 5,132 0 0 30,655 2,953 0 610 1,936 0 1,194 752
Changes from: November 1, 2016 Total Change is: -1,060
0 -967 45 158 0 0 -1,266 -142 0 -36 0 0 39 4
Percent of Open Interest Represented by Each Category of Trader
12.4 86.1 0.9 11.8 0.0 0.0 70.7 6.8 0.0 1.4 4.5 0.0 2.8 1.7
Number of Traders in Each Category Total Traders: 29
. 7 . . 0 0 9 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 148,866
Positions
57,571 47,210 0 44,533 6,377 68 16,270 62,508 20,254 4,276 6,402 160 5,734 5,887
Changes from: November 1, 2016 Total Change is: -8,182
2,632 564 -8 -874 2,033 -713 -9,539 -8,473 316 -49 -1,324 160 -107 -737
Percent of Open Interest Represented by Each Category of Trader
38.7 31.7 0.0 29.9 4.3 0.0 10.9 42.0 13.6 2.9 4.3 0.1 3.9 4.0
Number of Traders in Each Category Total Traders: 138
7 8 0 13 8 . 30 46 15 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 30,044
Positions
0 25,377 0 5,574 0 0 21,821 2,733 156 704 1,015 0 1,789 763
Changes from: November 1, 2016 Total Change is: -9,057
-744 1,837 -6,240 46 0 0 -570 -3,838 0 57 -60 0 -1,606 -756
Percent of Open Interest Represented by Each Category of Trader
0.0 84.5 0.0 18.6 0.0 0.0 72.6 9.1 0.5 2.3 3.4 0.0 6.0 2.5
Number of Traders in Each Category Total Traders: 29
0 . 0 . 0 0 12 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 52,113
Positions
6,044 11,659 104 685 25,056 59 37,935 8,054 1,001 286 1,970 0 5,999 4,210
Changes from: November 1, 2016 Total Change is: 5,325
-3,851 305 -21 -792 3,690 0 8,989 51 -221 67 758 0 1,154 763
Percent of Open Interest Represented by Each Category of Trader
11.6 22.4 0.2 1.3 48.1 0.1 72.8 15.5 1.9 0.5 3.8 0.0 11.5 8.1
Number of Traders in Each Category Total Traders: 79
8 4 . 4 5 . 36 13 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 58,186
Positions
9,283 28,766 550 6,694 1,056 215 32,558 14,117 220 1,041 3,723 152 7,475 9,390
Changes from: November 1, 2016 Total Change is: -128
-994 -3,714 -152 688 -731 89 1,735 3,662 -1,094 -23 489 1 -378 1,322
Percent of Open Interest Represented by Each Category of Trader
16.0 49.4 0.9 11.5 1.8 0.4 56.0 24.3 0.4 1.8 6.4 0.3 12.8 16.1
Number of Traders in Each Category Total Traders: 117
12 21 . 9 . 4 37 16 . . 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 116,372
Positions
18,565 57,532 1,099 13,388 2,111 429 65,116 28,234 440 2,082 7,445 303 14,950 18,779
Changes from: November 1, 2016 Total Change is: -255
-1,988 -7,427 -304 1,375 -1,461 178 3,470 7,324 -2,187 -45 978 1 -755 2,643
Percent of Open Interest Represented by Each Category of Trader
16.0 49.4 0.9 11.5 1.8 0.4 56.0 24.3 0.4 1.8 6.4 0.3 12.8 16.1
Number of Traders in Each Category Total Traders: 117
12 21 . 9 . 4 37 16 . . 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 672,984
Positions
71,977 71,666 22,906 265,796 217,380 62,321 88,458 121,134 32,231 20,782 32,740 5,250 103,263 107,355
Changes from: November 1, 2016 Total Change is: -8,305
-11,743 2,866 -979 -4,852 2,033 -47 8,344 -14,991 5,694 -1,547 581 895 -4,070 -4,358
Percent of Open Interest Represented by Each Category of Trader
10.7 10.6 3.4 39.5 32.3 9.3 13.1 18.0 4.8 3.1 4.9 0.8 15.3 16.0
Number of Traders in Each Category Total Traders: 615
38 32 27 119 101 93 96 121 69 44 64 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 86,792
Positions
19,042 13,359 260 19,748 18,161 2,513 11,862 4,868 722 3,475 40 25 29,145 46,844
Changes from: November 1, 2016 Total Change is: 2,848
-3,232 1,850 0 -101 518 65 3,409 377 722 436 -14 0 1,549 -670
Percent of Open Interest Represented by Each Category of Trader
21.9 15.4 0.3 22.8 20.9 2.9 13.7 5.6 0.8 4.0 0.0 0.0 33.6 54.0
Number of Traders in Each Category Total Traders: 58
9 5 . 10 4 4 16 8 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 2,930,959
Positions
318,605 345,469 59,299 1,241,028 1,006,885 288,253 443,107 641,456 97,418 92,196 169,162 20,464 370,589 302,553
Changes from: November 1, 2016 Total Change is: -55,765
-51,586 -3,947 4,135 -23,304 8,028 -1,010 37,476 -64,041 12,057 -7,874 5,017 2,436 -28,095 -18,440
Percent of Open Interest Represented by Each Category of Trader
10.9 11.8 2.0 42.3 34.4 9.8 15.1 21.9 3.3 3.1 5.8 0.7 12.6 10.3
Number of Traders in Each Category Total Traders: 609
37 33 23 117 99 89 95 122 65 43 63 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 77,098
Positions
5,585 23,998 442 35,451 45,263 2,740 21,579 1,145 143 0 519 0 11,158 2,848
Changes from: November 1, 2016 Total Change is: -4,650
2,736 -3,523 0 -5,304 46 -139 -994 0 -302 0 -280 0 -647 -452
Percent of Open Interest Represented by Each Category of Trader
7.2 31.1 0.6 46.0 58.7 3.6 28.0 1.5 0.2 0.0 0.7 0.0 14.5 3.7
Number of Traders in Each Category Total Traders: 79
6 7 . 31 15 19 16 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 59,822
Positions
2,774 31,495 345 13,088 6,456 1,161 34,486 12,857 955 1,615 1,748 19 5,379 4,786
Changes from: November 1, 2016 Total Change is: -3,475
-251 -3,632 0 -1,251 510 258 -2,248 -171 426 -178 -66 -1 -229 -799
Percent of Open Interest Represented by Each Category of Trader
4.6 52.6 0.6 21.9 10.8 1.9 57.6 21.5 1.6 2.7 2.9 0.0 9.0 8.0
Number of Traders in Each Category Total Traders: 229
12 25 8 45 17 11 57 44 13 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 299,111
Positions
13,868 157,473 1,726 65,442 32,282 5,807 172,428 64,285 4,773 8,075 8,740 95 26,897 23,930
Changes from: November 1, 2016 Total Change is: -17,376
-1,253 -18,158 -1 -6,257 2,550 1,288 -11,241 -856 2,130 -891 -328 -7 -1,144 -3,994
Percent of Open Interest Represented by Each Category of Trader
4.6 52.6 0.6 21.9 10.8 1.9 57.6 21.5 1.6 2.7 2.9 0.0 9.0 8.0
Number of Traders in Each Category Total Traders: 229
12 25 8 45 17 11 57 44 13 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 315,708
Positions
83,167 42,300 447 110,816 143,279 20,871 70,505 82,333 5,332 5,581 5,666 63 18,926 15,417
Changes from: November 1, 2016 Total Change is: -12,482
5,868 -4,470 -187 -5,531 186 1,459 -9,898 -3,246 -2,348 88 185 -103 -1,830 -3,958
Percent of Open Interest Represented by Each Category of Trader
26.3 13.4 0.1 35.1 45.4 6.6 22.3 26.1 1.7 1.8 1.8 0.0 6.0 4.9
Number of Traders in Each Category Total Traders: 257
17 16 . 56 45 30 45 55 20 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 34,948
Positions
892 27,338 117 15,381 550 74 4,601 1,084 0 4,740 1,673 0 9,143 4,112
Changes from: November 1, 2016 Total Change is: -1,319
-131 -416 0 -398 0 -160 -807 -253 0 -250 -196 0 427 -294
Percent of Open Interest Represented by Each Category of Trader
2.6 78.2 0.3 44.0 1.6 0.2 13.2 3.1 0.0 13.6 4.8 0.0 26.2 11.8
Number of Traders in Each Category Total Traders: 43
. 6 . 14 . . 9 . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 60,718
Positions
17,344 12,551 2,283 13,724 21,798 2,332 13,528 10,724 1,184 1,101 3,008 0 9,222 6,838
Changes from: November 1, 2016 Total Change is: 134
77 -803 63 252 4,633 43 -2,130 -2,650 818 571 1,026 0 440 -2,996
Percent of Open Interest Represented by Each Category of Trader
28.6 20.7 3.8 22.6 35.9 3.8 22.3 17.7 1.9 1.8 5.0 0.0 15.2 11.3
Number of Traders in Each Category Total Traders: 93
14 14 4 7 11 5 23 16 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 222,093
Positions
11,575 126,737 827 142,227 63,117 16,198 36,664 6,266 3,055 3,003 2,059 0 8,544 3,834
Changes from: November 1, 2016 Total Change is: 894
-145 -1,736 244 482 886 -108 142 994 324 50 275 0 -95 15
Percent of Open Interest Represented by Each Category of Trader
5.2 57.1 0.4 64.0 28.4 7.3 16.5 2.8 1.4 1.4 0.9 0.0 3.8 1.7
Number of Traders in Each Category Total Traders: 113
9 11 . 41 23 21 14 6 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 859,292
Positions
26,910 650,236 5,935 490,039 80,379 62,633 188,101 20,481 10,424 54,134 14,708 1,060 20,056 13,436
Changes from: November 1, 2016 Total Change is: -22,238
603 -28,500 -390 -13,370 -2,066 5,822 -10,142 407 447 -2,227 -2,341 -108 -2,873 4,491
Percent of Open Interest Represented by Each Category of Trader
3.1 75.7 0.7 57.0 9.4 7.3 21.9 2.4 1.2 6.3 1.7 0.1 2.3 1.6
Number of Traders in Each Category Total Traders: 304
20 21 9 107 32 46 53 15 17 39 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 545,561
Positions
20,893 35,348 1,901 215,230 129,030 94,037 40,728 95,167 14,073 9,808 13,232 97 148,794 162,676
Changes from: November 1, 2016 Total Change is: 901
224 1,466 189 12,113 10,109 -16,415 -4,808 3,324 1,485 4,502 1,119 -62 3,673 -314
Percent of Open Interest Represented by Each Category of Trader
3.8 6.5 0.3 39.5 23.7 17.2 7.5 17.4 2.6 1.8 2.4 0.0 27.3 29.8
Number of Traders in Each Category Total Traders: 148
10 14 8 40 21 31 23 27 18 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 8, 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 631,506
Positions
82 88,465 1,414 334,334 110,026 94,263 33,144 211,253 29,215 15,372 1,743 466 123,216 94,661
Changes from: November 1, 2016 Total Change is: 15,113
-1,432 16,113 -807 9,978 2,559 -2,071 2,075 -82 -901 0 1,743 0 8,271 -1,441
Percent of Open Interest Represented by Each Category of Trader
0.0 14.0 0.2 52.9 17.4 14.9 5.2 33.5 4.6 2.4 0.3 0.1 19.5 15.0
Number of Traders in Each Category Total Traders: 99
. 9 5 43 12 31 13 16 14 4 . .
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Traders in Financial Futures - Futures Only Positions as of November 8, 2016
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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 1,209,807
Positions
39,170 78,850 13,124 320,374 238,349 157,155 434,260 215,062 49,838 75,769 298,537 5,009 115,108 153,883
Changes from: November 1, 2016 Total Change is: -51,146
-12,238 11,503 3,126 -20,708 -49,122 13,715 -11,438 45,839 -41,187 17,601 -32,685 84 -101 -2,419
Percent of Open Interest Represented by Each Category of Trader
3.2 6.5 1.1 26.5 19.7 13.0 35.9 17.8 4.1 6.3 24.7 0.4 9.5 12.7
Number of Traders in Each Category Total Traders: 261
16 26 11 56 35 48 45 38 38 18 27 9
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Traders in Financial Futures - Futures Only Positions as of November 8, 2016
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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 2,890,322
Positions
140,584 206,160 12,306 877,965 880,566 446,746 538,884 624,460 86,565 439,804 149,916 17,150 330,318 466,453
Changes from: November 1, 2016 Total Change is: -26,507
-33,128 -15,867 231 -28,679 -50,941 21,585 2,379 15,761 7,164 5,235 14,153 1,778 -3,072 -20,371
Percent of Open Interest Represented by Each Category of Trader
4.9 7.1 0.4 30.4 30.5 15.5 18.6 21.6 3.0 15.2 5.2 0.6 11.4 16.1
Number of Traders in Each Category Total Traders: 355
19 40 14 54 75 75 51 69 55 20 27 14
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Traders in Financial Futures - Futures Only Positions as of November 8, 2016
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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 256,767
Positions
2,250 17,590 175 46,101 120,945 8,335 117,699 11,507 5,350 7,495 8,629 0 69,362 84,236
Changes from: November 1, 2016 Total Change is: -2,296
-4,607 -7,246 -50 8,028 18,084 -273 -8,389 54 857 279 0 0 1,859 -13,722
Percent of Open Interest Represented by Each Category of Trader
0.9 6.9 0.1 18.0 47.1 3.2 45.8 4.5 2.1 2.9 3.4 0.0 27.0 32.8
Number of Traders in Each Category Total Traders: 50
. 6 . 7 15 12 14 . 5 . . 0
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Traders in Financial Futures - Futures Only Positions as of November 8, 2016
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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 2,918,639
Positions
72,156 356,046 58,792 1,676,821 379,884 304,250 295,440 1,133,581 92,379 165,298 224,781 5,442 248,061 363,484
Changes from: November 1, 2016 Total Change is: 138,655
8,597 57,517 17,501 74,731 -34,392 2,641 37,468 38,510 16,218 -7,740 24,811 1,223 -11,984 14,626
Percent of Open Interest Represented by Each Category of Trader
2.5 12.2 2.0 57.5 13.0 10.4 10.1 38.8 3.2 5.7 7.7 0.2 8.5 12.5
Number of Traders in Each Category Total Traders: 286
9 33 13 63 42 60 35 61 39 14 29 8
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Traders in Financial Futures - Futures Only Positions as of November 8, 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 902,719
Positions
304,786 147,094 255,029 0 53,185 3,673 70,439 192,283 154,859 47,723 9,827 37,218 28,992 49,551
Changes from: November 1, 2016 Total Change is: -433
17,935 1,723 15,781 0 26,449 -18,923 17,199 -38,396 -2,947 -43,587 4,502 11,203 2,906 175
Percent of Open Interest Represented by Each Category of Trader
33.8 16.3 28.3 0.0 5.9 0.4 7.8 21.3 17.2 5.3 1.1 4.1 3.2 5.5
Number of Traders in Each Category Total Traders: 150
23 37 43 0 7 . 21 36 38 13 11 11
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Traders in Financial Futures - Futures Only Positions as of November 8, 2016
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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 is11,663,935
Positions
3,959,466 901,705 2,765,547 138,471 1,520,434 601,035 377,800 1,752,041 1,929,037 749,263 664,111 414,322 728,994 1,115,703
Changes from: November 1, 2016 Total Change is: 168,043
-124,898 -67,704 180,642 -58,260 -109,450 44,092 -11,945 145,173 25,246 42,242 -55,347 45,341 25,583 -39,950
Percent of Open Interest Represented by Each Category of Trader
33.9 7.7 23.7 1.2 13.0 5.2 3.2 15.0 16.5 6.4 5.7 3.6 6.2 9.6
Number of Traders in Each Category Total Traders: 280
34 46 73 10 26 31 26 87 94 10 23 27
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Traders in Financial Futures - Futures Only Positions as of November 8, 2016
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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 31,318
Positions
4,109 5,461 0 133 13,872 113 15,684 8,834 0 11,123 2,680 110 46 248
Changes from: November 1, 2016 Total Change is: -340
243 1,370 0 2 -248 4 -858 -1,158 0 299 -295 -3 -27 -10
Percent of Open Interest Represented by Each Category of Trader
13.1 17.4 0.0 0.4 44.3 0.4 50.1 28.2 0.0 35.5 8.6 0.4 0.1 0.8
Number of Traders in Each Category Total Traders: 43
. 7 0 . 12 . 6 7 0 4 . .
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Traders in Financial Futures - Futures Only Positions as of November 8, 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 43,238
Positions
4,793 22,167 0 234 6,558 521 36,247 8,552 0 1,288 5,195 136 19 109
Changes from: November 1, 2016 Total Change is: 4,413
255 4,331 0 -51 69 45 4,204 -656 0 -7 582 0 -33 42
Percent of Open Interest Represented by Each Category of Trader
11.1 51.3 0.0 0.5 15.2 1.2 83.8 19.8 0.0 3.0 12.0 0.3 0.0 0.3
Number of Traders in Each Category Total Traders: 35
4 4 0 . 4 . 11 5 0 . . .
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Traders in Financial Futures - Futures Only Positions as of November 8, 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 85,931
Positions
472 51,523 0 23,038 0 970 30,111 27,756 2,958 19,714 543 0 8,668 2,181
Changes from: November 1, 2016 Total Change is: 192
-70 -70 0 -2,171 0 -273 808 1,328 -349 1,614 -383 0 633 -61
Percent of Open Interest Represented by Each Category of Trader
0.5 60.0 0.0 26.8 0.0 1.1 35.0 32.3 3.4 22.9 0.6 0.0 10.1 2.5
Number of Traders in Each Category Total Traders: 139
4 . 0 14 0 . 50 19 11 41 5 0
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Traders in Financial Futures - Futures Only Positions as of November 8, 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 411,483
Positions
95,220 24,235 20,389 73,998 34,831 40,121 56,653 166,205 66,548 6,827 9,447 22,984 28,743 26,723
Changes from: November 1, 2016 Total Change is: -17,309
-22,210 8,576 -876 -28,952 -8,653 5,644 21,605 -22,067 -2,398 1,467 -57 4,681 3,730 -2,159
Percent of Open Interest Represented by Each Category of Trader
23.1 5.9 5.0 18.0 8.5 9.8 13.8 40.4 16.2 1.7 2.3 5.6 7.0 6.5
Number of Traders in Each Category Total Traders: 214
12 14 21 15 18 15 39 66 55 21 19 19
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Traders in Financial Futures - Futures Only Positions as of November 8, 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 16,863
Positions
35 3,098 0 11,216 633 0 3,057 12,650 405 2,058 51 0 92 26
Changes from: November 1, 2016 Total Change is: -820
-578 188 0 -350 425 0 170 -1,450 1 -41 51 0 -22 -35
Percent of Open Interest Represented by Each Category of Trader
0.2 18.4 0.0 66.5 3.8 0.0 18.1 75.0 2.4 12.2 0.3 0.0 0.5 0.2
Number of Traders in Each Category Total Traders: 37
. . 0 8 . 0 10 8 . 4 . 0
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Traders in Financial Futures - Futures Only Positions as of November 8, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,629
Positions
2,400 8,943 0 10,432 0 0 122 6,460 0 131 0 0 2,544 226
Changes from: November 1, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
15.4 57.2 0.0 66.7 0.0 0.0 0.8 41.3 0.0 0.8 0.0 0.0 16.3 1.4
Number of Traders in Each Category Total Traders: 20
. . 0 8 0 0 . 7 0 . 0 0
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Updated November 11, 2016