Traders in Financial Futures - Futures Only Positions as of December 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 106,080
Positions
19,470 20,364 4,094 29,236 9,146 463 14,438 31,551 4,728 5,163 5,058 1,744 26,744 28,932
Changes from: December 13, 2016 Total Change is: -8,185
-1,819 1,663 2,547 -749 846 5 -2,255 -11,259 -1,045 879 870 -123 -5,625 -1,689
Percent of Open Interest Represented by Each Category of Trader
18.4 19.2 3.9 27.6 8.6 0.4 13.6 29.7 4.5 4.9 4.8 1.6 25.2 27.3
Number of Traders in Each Category Total Traders: 90
6 9 6 9 10 . 16 28 8 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 55,185
Positions
12,226 1,105 0 1,735 4,673 0 35,534 25,244 342 0 0 0 5,348 23,821
Changes from: December 13, 2016 Total Change is: -9,448
-31,413 318 -565 236 735 0 28,631 -4,651 -5,064 -471 0 0 -802 -221
Percent of Open Interest Represented by Each Category of Trader
22.2 2.0 0.0 3.1 8.5 0.0 64.4 45.7 0.6 0.0 0.0 0.0 9.7 43.2
Number of Traders in Each Category Total Traders: 48
5 . 0 . 5 0 15 19 6 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 205,486
Positions
130,945 2,823 305 8,976 77,924 3,668 35,249 66,768 4,310 2,320 12,832 2 19,711 36,854
Changes from: December 13, 2016 Total Change is: -32,311
-16,729 -15,359 -4,160 351 3,859 -447 4,068 -5,040 -12,304 -39 -1,455 -261 -2,790 2,856
Percent of Open Interest Represented by Each Category of Trader
63.7 1.4 0.1 4.4 37.9 1.8 17.2 32.5 2.1 1.1 6.2 0.0 9.6 17.9
Number of Traders in Each Category Total Traders: 118
8 4 . 6 23 6 23 43 14 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 220,435
Positions
75,295 2,412 7 20,815 48,709 9,932 62,789 97,475 1,657 32,260 18,789 137 17,543 41,317
Changes from: December 13, 2016 Total Change is: -64,839
-77,026 -5,384 -24,250 -302 3,034 -1,172 26,199 10,371 -10,644 30,928 -27,996 -7,410 -1,162 -1,388
Percent of Open Interest Represented by Each Category of Trader
34.2 1.1 0.0 9.4 22.1 4.5 28.5 44.2 0.8 14.6 8.5 0.1 8.0 18.7
Number of Traders in Each Category Total Traders: 134
11 6 . 9 25 8 24 45 8 . 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 399,589
Positions
114,471 47,935 859 140,309 96,342 13,904 37,089 142,018 7,430 30,626 25,346 2,971 51,930 62,784
Changes from: December 13, 2016 Total Change is: -48,090
9,049 21,530 -52,286 1,207 2,365 0 -750 -13,146 -72 306 -3 -3,725 -1,819 -2,753
Percent of Open Interest Represented by Each Category of Trader
28.6 12.0 0.2 35.1 24.1 3.5 9.3 35.5 1.9 7.7 6.3 0.7 13.0 15.7
Number of Traders in Each Category Total Traders: 236
18 9 8 43 35 32 22 62 16 24 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 76,916
Positions
13,059 2,071 41 10,296 16,075 109 25,517 24,101 2,274 5,487 5,410 0 20,133 26,835
Changes from: December 13, 2016 Total Change is: -10,854
-19 -21,217 -5,308 -1,912 4,352 109 -286 8,114 -1,879 2,274 -246 0 -3,833 5,221
Percent of Open Interest Represented by Each Category of Trader
17.0 2.7 0.1 13.4 20.9 0.1 33.2 31.3 3.0 7.1 7.0 0.0 26.2 34.9
Number of Traders in Each Category Total Traders: 76
7 . . 5 10 . 22 19 4 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 27,000
Positions
2,046 21,434 0 6,192 0 0 16,184 4,947 0 815 0 0 1,763 619
Changes from: December 13, 2016 Total Change is: -13,952
-1,656 -7,369 -3,526 148 0 0 -4,204 3,520 -4,843 109 -1,650 0 20 -84
Percent of Open Interest Represented by Each Category of Trader
7.6 79.4 0.0 22.9 0.0 0.0 59.9 18.3 0.0 3.0 0.0 0.0 6.5 2.3
Number of Traders in Each Category Total Traders: 25
. 6 0 . 0 0 9 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 139,166
Positions
63,567 23,852 0 51,610 6,419 100 15,059 94,363 1,265 2,220 6,064 0 5,345 7,103
Changes from: December 13, 2016 Total Change is: -16,552
4,054 -19,373 -4,408 1,777 875 -711 -1,575 21,009 -14,712 -59 704 -15 -903 79
Percent of Open Interest Represented by Each Category of Trader
45.7 17.1 0.0 37.1 4.6 0.1 10.8 67.8 0.9 1.6 4.4 0.0 3.8 5.1
Number of Traders in Each Category Total Traders: 119
4 5 0 13 9 4 19 47 10 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 27,059
Positions
750 18,387 0 6,139 0 0 17,134 5,762 1,012 136 1,005 310 1,578 583
Changes from: December 13, 2016 Total Change is: 6,994
0 5,851 0 378 0 0 6,222 1,111 -36 0 -250 310 120 8
Percent of Open Interest Represented by Each Category of Trader
2.8 68.0 0.0 22.7 0.0 0.0 63.3 21.3 3.7 0.5 3.7 1.1 5.8 2.2
Number of Traders in Each Category Total Traders: 29
. . 0 . 0 0 9 9 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 41,806
Positions
4,300 1,216 0 1,625 27,559 38 29,310 6,917 1,858 1,115 1,076 0 3,560 3,142
Changes from: December 13, 2016 Total Change is: -12,420
-12,877 -10,173 -1,356 412 2,526 -21 3,956 -1,006 -2,483 1,115 97 0 -1,166 -4
Percent of Open Interest Represented by Each Category of Trader
10.3 2.9 0.0 3.9 65.9 0.1 70.1 16.5 4.4 2.7 2.6 0.0 8.5 7.5
Number of Traders in Each Category Total Traders: 70
5 . 0 5 6 . 29 15 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 7,738
Positions
1,957 397 0 754 1,965 0 4,091 4,669 1 0 100 0 935 606
Changes from: December 13, 2016 Total Change is: -532
567 282 -924 20 23 0 2,229 2,600 -2,444 0 100 0 20 -169
Percent of Open Interest Represented by Each Category of Trader
25.3 5.1 0.0 9.7 25.4 0.0 52.9 60.3 0.0 0.0 1.3 0.0 12.1 7.8
Number of Traders in Each Category Total Traders: 20
. . 0 . . 0 7 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 63,716
Positions
8,131 39,715 1,466 10,155 533 179 31,342 6,878 2,168 1,060 3,692 0 9,217 9,088
Changes from: December 13, 2016 Total Change is: -21,095
-1,146 3,088 -18,199 806 -801 -251 -1,310 -414 -323 -120 -1,117 -284 -268 -2,794
Percent of Open Interest Represented by Each Category of Trader
12.8 62.3 2.3 15.9 0.8 0.3 49.2 10.8 3.4 1.7 5.8 0.0 14.5 14.3
Number of Traders in Each Category Total Traders: 111
15 22 . 14 . 6 30 16 8 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 127,432
Positions
16,261 79,429 2,931 20,309 1,065 358 62,684 13,755 4,336 2,119 7,383 0 18,434 18,175
Changes from: December 13, 2016 Total Change is: -42,189
-2,292 6,175 -36,398 1,611 -1,602 -502 -2,619 -827 -646 -239 -2,234 -568 -536 -5,587
Percent of Open Interest Represented by Each Category of Trader
12.8 62.3 2.3 15.9 0.8 0.3 49.2 10.8 3.4 1.7 5.8 0.0 14.5 14.3
Number of Traders in Each Category Total Traders: 111
15 22 . 14 . 6 30 16 8 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 607,961
Positions
63,615 90,129 5,443 290,258 205,536 60,297 67,988 115,875 16,264 24,186 34,776 4,202 75,709 75,440
Changes from: December 13, 2016 Total Change is: -171,964
-9,557 9,457 -43,477 10,549 -3,674 -29,335 -20,896 -21,713 -28,892 -2,081 -3,679 -2,643 -45,632 -48,006
Percent of Open Interest Represented by Each Category of Trader
10.5 14.8 0.9 47.7 33.8 9.9 11.2 19.1 2.7 4.0 5.7 0.7 12.5 12.4
Number of Traders in Each Category Total Traders: 579
36 31 15 131 78 87 77 124 65 44 58 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 56,450
Positions
2,672 11,749 1,120 13,207 14,803 2,378 4,129 7,246 212 3,620 8 100 29,012 18,834
Changes from: December 13, 2016 Total Change is: -45,579
-9,720 -11,127 -4,996 -7,786 -2,453 758 -17,780 -235 -1,069 778 -48 -47 -5,717 -26,362
Percent of Open Interest Represented by Each Category of Trader
4.7 20.8 2.0 23.4 26.2 4.2 7.3 12.8 0.4 6.4 0.0 0.2 51.4 33.4
Number of Traders in Each Category Total Traders: 46
. 6 . 7 . . 9 13 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 2,757,555
Positions
307,730 394,917 18,599 1,385,255 953,663 289,595 336,605 560,455 62,950 102,844 173,854 20,493 233,484 283,029
Changes from: December 13, 2016 Total Change is: -631,925
-81,807 20,298 -109,784 83,972 -13,812 -142,762 -101,265 -193,079 -53,430 -15,931 -19,790 -11,344 -199,574 -108,222
Percent of Open Interest Represented by Each Category of Trader
11.2 14.3 0.7 50.2 34.6 10.5 12.2 20.3 2.3 3.7 6.3 0.7 8.5 10.3
Number of Traders in Each Category Total Traders: 574
36 31 14 131 76 86 78 121 60 43 58 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 97,328
Positions
981 48,079 171 52,220 37,831 3,078 27,869 2,965 116 0 1,134 0 12,893 3,954
Changes from: December 13, 2016 Total Change is: -11,515
-497 2,490 -10,217 885 -368 -2,075 2,216 -797 -9 -204 -374 -19 -1,595 -146
Percent of Open Interest Represented by Each Category of Trader
1.0 49.4 0.2 53.7 38.9 3.2 28.6 3.0 0.1 0.0 1.2 0.0 13.2 4.1
Number of Traders in Each Category Total Traders: 86
. 8 . 36 12 14 20 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 44,391
Positions
2,607 18,148 191 13,061 5,022 895 19,746 13,863 642 1,306 1,327 45 5,896 4,258
Changes from: December 13, 2016 Total Change is: -15,409
-6,509 -704 -7,760 4,540 -1,176 -4,673 869 530 -706 -457 -1,014 -17 -694 113
Percent of Open Interest Represented by Each Category of Trader
5.9 40.9 0.4 29.4 11.3 2.0 44.5 31.2 1.4 2.9 3.0 0.1 13.3 9.6
Number of Traders in Each Category Total Traders: 216
12 19 4 35 17 10 55 49 14 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 221,956
Positions
13,037 90,738 957 65,306 25,109 4,477 98,732 69,314 3,211 6,532 6,637 223 29,481 21,290
Changes from: December 13, 2016 Total Change is: -77,044
-32,547 -3,522 -38,801 22,699 -5,880 -23,365 4,343 2,651 -3,532 -2,284 -5,071 -87 -3,470 563
Percent of Open Interest Represented by Each Category of Trader
5.9 40.9 0.4 29.4 11.3 2.0 44.5 31.2 1.4 2.9 3.0 0.1 13.3 9.6
Number of Traders in Each Category Total Traders: 216
12 19 4 35 17 10 55 49 14 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 $50)
CFTC Code #23977A Open Interest is 672,952
Positions
43,614 215,251 3,844 335,871 149,006 30,013 195,882 223,420 11,724 22,034 18,812 1,127 28,843 19,755
Changes from: December 13, 2016 Total Change is: -86,992
-11,870 -8,073 -22,018 -23,877 -2,516 -3,198 11,248 -5,650 -15,579 -1,567 -3,239 -584 -19,547 -26,135
Percent of Open Interest Represented by Each Category of Trader
6.5 32.0 0.6 49.9 22.1 4.5 29.1 33.2 1.7 3.3 2.8 0.2 4.3 2.9
Number of Traders in Each Category Total Traders: 347
17 23 5 85 45 37 68 62 17 22 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 1000 VALUE INDEX MINI - ICE FUTURES U.S. (RUSSELL 1000 INDEX X $50)
CFTC Code #23977C Open Interest is 16,082
Positions
1,574 11,400 0 6,634 1,514 0 6,895 2,647 0 0 0 0 979 521
Changes from: December 13, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.8 70.9 0.0 41.3 9.4 0.0 42.9 16.5 0.0 0.0 0.0 0.0 6.1 3.2
Number of Traders in Each Category Total Traders: 20
. 6 0 5 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 28,999
Positions
972 10,372 0 13,867 543 219 4,198 2,060 0 2,241 8,943 0 7,502 6,862
Changes from: December 13, 2016 Total Change is: -1,334
-328 -1,408 0 -378 0 -9 116 -269 0 -846 -139 0 111 491
Percent of Open Interest Represented by Each Category of Trader
3.4 35.8 0.0 47.8 1.9 0.8 14.5 7.1 0.0 7.7 30.8 0.0 25.9 23.7
Number of Traders in Each Category Total Traders: 39
. . 0 13 . . 9 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 54,965
Positions
12,467 6,269 1,371 16,083 6,755 3,337 8,995 18,539 543 2,670 3,539 0 9,499 14,612
Changes from: December 13, 2016 Total Change is: 1,472
-827 3,376 1,041 368 -175 -303 -1,001 811 150 420 941 0 1,624 -4,369
Percent of Open Interest Represented by Each Category of Trader
22.7 11.4 2.5 29.3 12.3 6.1 16.4 33.7 1.0 4.9 6.4 0.0 17.3 26.6
Number of Traders in Each Category Total Traders: 85
15 7 . 12 9 7 15 16 4 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 211,783
Positions
3,172 114,614 1,025 144,409 66,988 12,733 35,604 8,638 1,852 4,955 1,181 0 8,033 4,752
Changes from: December 13, 2016 Total Change is: -29,238
-5,203 -18,307 -10,853 -7,163 10,985 -3,613 -676 -3,275 -1,870 1,414 -432 -600 -674 -1,273
Percent of Open Interest Represented by Each Category of Trader
1.5 54.1 0.5 68.2 31.6 6.0 16.8 4.1 0.9 2.3 0.6 0.0 3.8 2.2
Number of Traders in Each Category Total Traders: 116
5 9 . 42 24 21 16 10 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 812,206
Positions
18,570 603,651 6,013 490,202 86,535 66,823 152,447 19,897 8,927 50,094 10,005 877 18,253 9,478
Changes from: December 13, 2016 Total Change is: -94,717
-1,643 6,399 -67,180 -9,334 9,074 -1,417 -1,878 -19,646 -6,044 -416 593 146 -6,951 -16,642
Percent of Open Interest Represented by Each Category of Trader
2.3 74.3 0.7 60.4 10.7 8.2 18.8 2.4 1.1 6.2 1.2 0.1 2.2 1.2
Number of Traders in Each Category Total Traders: 296
20 21 10 95 36 46 54 19 16 38 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 592,942
Positions
10,070 47,426 3,206 275,392 146,460 88,103 63,226 119,595 6,326 12,563 19,927 2,092 131,964 159,807
Changes from: December 13, 2016 Total Change is: 1,575
-489 4,613 -795 -16,403 -7,119 12,463 6,354 2,305 -3,679 3,191 1,139 344 589 -7,696
Percent of Open Interest Represented by Each Category of Trader
1.7 8.0 0.5 46.4 24.7 14.9 10.7 20.2 1.1 2.1 3.4 0.4 22.3 27.0
Number of Traders in Each Category Total Traders: 155
8 12 5 37 27 34 25 33 14 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 680,353
Positions
5,213 146,960 223 404,380 73,978 83,698 43,468 252,223 9,866 23,321 11,200 443 109,741 101,762
Changes from: December 13, 2016 Total Change is: 732
-1,716 -1,072 -223 3,823 18 1,696 -2,446 10,291 -5,554 4,002 2,839 -13 1,163 -7,250
Percent of Open Interest Represented by Each Category of Trader
0.8 21.6 0.0 59.4 10.9 12.3 6.4 37.1 1.5 3.4 1.6 0.1 16.1 15.0
Number of Traders in Each Category Total Traders: 102
. 10 . 48 9 29 9 19 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,121,234
Positions
55,546 50,319 6,158 399,512 234,101 132,138 270,411 215,153 70,224 87,819 249,046 1,729 97,697 162,366
Changes from: December 13, 2016 Total Change is: -18,217
5,993 -29,273 2,016 34,422 -18,679 -14,065 -31,923 47,359 -16,294 4,390 -1,252 -2,700 -56 14,671
Percent of Open Interest Represented by Each Category of Trader
5.0 4.5 0.5 35.6 20.9 11.8 24.1 19.2 6.3 7.8 22.2 0.2 8.7 14.5
Number of Traders in Each Category Total Traders: 241
11 18 7 56 34 46 39 34 27 21 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,058,814
Positions
94,295 219,563 28,588 1,171,683 979,669 415,439 472,786 562,781 126,906 414,613 205,438 21,623 312,881 498,807
Changes from: December 13, 2016 Total Change is: 46,483
-25,845 -7,893 -623 94,393 40,309 -25,250 -5,543 -10,365 -3,426 11,867 39,904 2,375 -1,465 11,452
Percent of Open Interest Represented by Each Category of Trader
3.1 7.2 0.9 38.3 32.0 13.6 15.5 18.4 4.1 13.6 6.7 0.7 10.2 16.3
Number of Traders in Each Category Total Traders: 385
21 40 12 48 82 74 59 69 49 28 38 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 286,504
Positions
11,750 22,124 2,310 90,272 125,098 10,955 80,329 5,892 9,685 12,703 8,979 0 68,500 101,461
Changes from: December 13, 2016 Total Change is: -10,962
1,289 325 -1,393 -2,231 -5,265 2,604 -20,503 -12,126 4,188 811 2,350 0 4,273 -1,645
Percent of Open Interest Represented by Each Category of Trader
4.1 7.7 0.8 31.5 43.7 3.8 28.0 2.1 3.4 4.4 3.1 0.0 23.9 35.4
Number of Traders in Each Category Total Traders: 52
. 6 . 10 16 17 9 . 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,937,579
Positions
68,555 279,037 32,891 1,870,972 515,298 237,574 190,365 1,212,189 86,927 214,647 196,239 12,945 222,703 364,479
Changes from: December 13, 2016 Total Change is: 42,713
-12,065 43,769 -11,242 85,007 24,693 -18,077 10,625 4,933 -11,861 5,464 2,158 777 -5,915 7,563
Percent of Open Interest Represented by Each Category of Trader
2.3 9.5 1.1 63.7 17.5 8.1 6.5 41.3 3.0 7.3 6.7 0.4 7.6 12.4
Number of Traders in Each Category Total Traders: 302
8 35 9 61 51 59 33 68 31 18 28 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 999,831
Positions
363,722 118,725 321,515 350 41,788 5,646 53,798 266,170 146,198 53,106 16,435 30,077 25,419 53,277
Changes from: December 13, 2016 Total Change is: 49,500
44,423 -6,555 43,914 0 29,863 -3,400 -41,367 -38,480 18,138 -15,030 -6,300 6,095 -3,273 6,225
Percent of Open Interest Represented by Each Category of Trader
36.4 11.9 32.2 0.0 4.2 0.6 5.4 26.6 14.6 5.3 1.6 3.0 2.5 5.3
Number of Traders in Each Category Total Traders: 123
25 27 42 . 5 . 15 33 29 8 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,093,509
Positions
4,439,977 773,779 2,193,804 25,958 1,695,835 333,978 341,308 2,048,170 1,897,368 782,755 463,510 545,382 532,979 1,141,683
Changes from: December 13, 2016 Total Change is:-1,820,602
-308,589 -187,924 -479,883 -3,100 13,415 15,418 -211,048 -170,454 -661,141 -55,995 -220,178 -111,323 -4,941 -18,532
Percent of Open Interest Represented by Each Category of Trader
40.0 7.0 19.8 0.2 15.3 3.0 3.1 18.5 17.1 7.1 4.2 4.9 4.8 10.3
Number of Traders in Each Category Total Traders: 256
36 37 69 6 27 23 25 80 84 12 21 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,452
Positions
3,262 3,020 0 153 13,314 113 19,124 7,653 0 6,350 4,685 433 17 234
Changes from: December 13, 2016 Total Change is: -6,151
-3,359 -4,742 -2,914 0 -148 0 2,108 1,187 0 -2,143 336 161 -4 -31
Percent of Open Interest Represented by Each Category of Trader
11.1 10.3 0.0 0.5 45.2 0.4 64.9 26.0 0.0 21.6 15.9 1.5 0.1 0.8
Number of Traders in Each Category Total Traders: 43
. 6 0 . 11 . 4 10 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 27,648
Positions
5,882 2,190 0 295 7,233 427 20,178 10,709 0 679 6,810 175 12 104
Changes from: December 13, 2016 Total Change is: -29,188
2,174 -28,428 -2,923 -15 170 15 -28,173 814 0 -256 1,154 0 -10 10
Percent of Open Interest Represented by Each Category of Trader
21.3 7.9 0.0 1.1 26.2 1.5 73.0 38.7 0.0 2.5 24.6 0.6 0.0 0.4
Number of Traders in Each Category Total Traders: 34
. 5 0 . 5 . 5 10 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 84,233
Positions
860 59,164 0 21,176 350 1,550 29,381 17,838 1,323 19,876 609 31 10,036 3,368
Changes from: December 13, 2016 Total Change is: -11,854
-276 7,791 -31 -1,096 150 -44 -3,992 -14,155 -4,112 -1,210 -219 31 -1,124 -1,265
Percent of Open Interest Represented by Each Category of Trader
1.0 70.2 0.0 25.1 0.4 1.8 34.9 21.2 1.6 23.6 0.7 0.0 11.9 4.0
Number of Traders in Each Category Total Traders: 160
. . 0 15 . . 59 15 7 58 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 462,774
Positions
106,735 21,435 26,107 68,641 41,285 43,517 77,948 192,243 85,548 13,491 7,631 13,461 27,326 31,547
Changes from: December 13, 2016 Total Change is: 16,852
2,672 2,232 3,726 -39,036 -1,915 15,521 38,699 7,427 -5,537 8,841 1,362 -5,265 -2,769 -699
Percent of Open Interest Represented by Each Category of Trader
23.1 4.6 5.6 14.8 8.9 9.4 16.8 41.5 18.5 2.9 1.6 2.9 5.9 6.8
Number of Traders in Each Category Total Traders: 219
22 6 23 14 20 11 43 67 55 20 17 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 27,547
Positions
34 148 0 17,529 534 0 2,848 22,429 3,435 2,692 87 0 1,009 914
Changes from: December 13, 2016 Total Change is: 2,183
34 -58 0 259 -134 -805 -28 323 2,774 -106 47 0 55 36
Percent of Open Interest Represented by Each Category of Trader
0.1 0.5 0.0 63.6 1.9 0.0 10.3 81.4 12.5 9.8 0.3 0.0 3.7 3.3
Number of Traders in Each Category Total Traders: 35
. . 0 10 . 0 8 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 14,483
Positions
2,375 9,408 0 10,751 0 28 391 4,853 0 261 0 0 677 194
Changes from: December 13, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.4 65.0 0.0 74.2 0.0 0.2 2.7 33.5 0.0 1.8 0.0 0.0 4.7 1.3
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 . . 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 23, 2016