Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 139,807
Positions
6,581 50,050 7,419 48,980 10,842 1,992 27,082 23,310 9,143 6,488 6,670 1,173 30,948 29,207
Changes from: September 6, 2016 Total Change is: -3,784
-466 -8,817 1,879 -515 1,910 -2,460 7,134 6,177 -5,107 527 -26 -1,210 -3,567 3,870
Percent of Open Interest Represented by Each Category of Trader
4.7 35.8 5.3 35.0 7.8 1.4 19.4 16.7 6.5 4.6 4.8 0.8 22.1 20.9
Number of Traders in Each Category Total Traders: 85
4 8 8 12 9 6 17 21 16 9 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 46,326
Positions
23,418 1,607 1,079 1,524 1,239 71 9,562 19,687 3,242 0 0 0 7,430 19,400
Changes from: September 6, 2016 Total Change is: -1,496
-747 -932 241 0 -542 0 -1,733 -2,817 1,528 0 0 0 -785 1,026
Percent of Open Interest Represented by Each Category of Trader
50.6 3.5 2.3 3.3 2.7 0.2 20.6 42.5 7.0 0.0 0.0 0.0 16.0 41.9
Number of Traders in Each Category Total Traders: 36
5 . 4 . . . 9 14 10 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 278,301
Positions
157,259 8,068 11,769 12,287 72,974 5,293 30,868 91,815 32,059 1,271 10,519 5,734 21,759 40,069
Changes from: September 6, 2016 Total Change is: -16,447
-4,233 474 -3,008 -527 -248 -3,183 2,955 -4,022 -2,000 -1,897 -1,684 -365 -4,188 -2,410
Percent of Open Interest Represented by Each Category of Trader
56.5 2.9 4.2 4.4 26.2 1.9 11.1 33.0 11.5 0.5 3.8 2.1 7.8 14.4
Number of Traders in Each Category Total Traders: 127
10 8 13 . 28 9 17 50 29 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 196,747
Positions
9,937 11,827 12,601 26,343 36,212 9,056 79,427 26,075 25,240 423 33,920 6,053 27,667 35,763
Changes from: September 6, 2016 Total Change is: -9,661
-575 2,220 -1,447 -1,061 -1,311 669 5,574 881 -6,198 -10 601 -2,995 -3,617 -2,082
Percent of Open Interest Represented by Each Category of Trader
5.1 6.0 6.4 13.4 18.4 4.6 40.4 13.3 12.8 0.2 17.2 3.1 14.1 18.2
Number of Traders in Each Category Total Traders: 114
6 6 10 11 20 10 30 33 27 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 428,594
Positions
119,527 23,204 21,404 126,540 95,445 18,654 23,866 112,164 46,434 15,705 31,886 8,164 48,300 71,240
Changes from: September 6, 2016 Total Change is: -15,316
-10,047 6,718 -6,590 173 -8,786 96 -1,587 -8,982 1,574 89 -1,846 1,952 -977 548
Percent of Open Interest Represented by Each Category of Trader
27.9 5.4 5.0 29.5 22.3 4.4 5.6 26.2 10.8 3.7 7.4 1.9 11.3 16.6
Number of Traders in Each Category Total Traders: 214
18 9 20 37 37 34 19 51 34 21 18 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,737
Positions
810 20,610 205 16,476 0 1,250 517 4,032 1,999 0 0 0 10,480 3,641
Changes from: September 6, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.6 64.9 0.6 51.9 0.0 3.9 1.6 12.7 6.3 0.0 0.0 0.0 33.0 11.5
Number of Traders in Each Category Total Traders: 21
. 4 . 9 0 5 . 5 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 131,947
Positions
2,394 30,815 12,648 15,837 11,797 2,813 50,451 23,442 17,135 679 5,150 3,603 26,387 24,544
Changes from: September 6, 2016 Total Change is: 3,278
-111 -8,871 8,029 -3,101 429 395 -1,536 6,212 3,819 -159 -5,132 814 -4,872 -2,417
Percent of Open Interest Represented by Each Category of Trader
1.8 23.4 9.6 12.0 8.9 2.1 38.2 17.8 13.0 0.5 3.9 2.7 20.0 18.6
Number of Traders in Each Category Total Traders: 94
4 8 10 8 7 7 35 22 19 . 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 45,266
Positions
10,528 35,745 1,908 4,050 0 0 22,113 2,247 3,179 748 230 1,420 1,320 537
Changes from: September 6, 2016 Total Change is: 6,173
0 29 1,548 -100 0 0 347 391 2,781 178 0 1,420 -1 4
Percent of Open Interest Represented by Each Category of Trader
23.3 79.0 4.2 8.9 0.0 0.0 48.9 5.0 7.0 1.7 0.5 3.1 2.9 1.2
Number of Traders in Each Category Total Traders: 25
. 7 . . 0 0 8 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 169,458
Positions
33,159 40,082 20,370 70,292 4,399 775 19,742 73,758 18,439 2,990 4,523 117 3,575 6,996
Changes from: September 6, 2016 Total Change is: 6,324
918 -5,554 6,641 1,868 -814 138 3,125 11,523 -5,970 757 -956 -40 -1,113 1,355
Percent of Open Interest Represented by Each Category of Trader
19.6 23.7 12.0 41.5 2.6 0.5 11.6 43.5 10.9 1.8 2.7 0.1 2.1 4.1
Number of Traders in Each Category Total Traders: 140
6 9 5 9 8 . 23 61 20 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 26,578
Positions
744 17,363 22 5,530 0 0 16,466 6,059 1,124 760 1,165 0 1,932 845
Changes from: September 6, 2016 Total Change is: -752
0 -7 0 -504 0 0 -54 -864 8 -293 80 0 91 31
Percent of Open Interest Represented by Each Category of Trader
2.8 65.3 0.1 20.8 0.0 0.0 62.0 22.8 4.2 2.9 4.4 0.0 7.3 3.2
Number of Traders in Each Category Total Traders: 33
. . . . 0 0 9 9 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 61,941
Positions
1,471 18,012 6,081 2,590 17,102 284 36,272 6,936 7,786 1,524 2,144 0 5,933 3,596
Changes from: September 6, 2016 Total Change is: 10,002
-683 -565 5,773 -409 -130 250 -2,040 -1,114 6,856 466 -303 0 -211 -765
Percent of Open Interest Represented by Each Category of Trader
2.4 29.1 9.8 4.2 27.6 0.5 58.6 11.2 12.6 2.5 3.5 0.0 9.6 5.8
Number of Traders in Each Category Total Traders: 89
. 7 5 7 6 . 47 11 10 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 5,305
Positions
1,890 346 3 424 872 48 1,389 2,453 713 0 0 0 838 870
Changes from: September 6, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
35.6 6.5 0.1 8.0 16.4 0.9 26.2 46.2 13.4 0.0 0.0 0.0 15.8 16.4
Number of Traders in Each Category Total Traders: 20
. . . . . . 5 7 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 79,765
Positions
10,605 40,575 14,534 6,190 1,804 153 35,816 8,146 1,523 1,169 2,537 1,065 8,711 9,430
Changes from: September 6, 2016 Total Change is: 4,829
28 -7,818 13,255 -1,307 927 -122 -7,955 -384 252 219 -1,093 645 -188 -834
Percent of Open Interest Represented by Each Category of Trader
13.3 50.9 18.2 7.8 2.3 0.2 44.9 10.2 1.9 1.5 3.2 1.3 10.9 11.8
Number of Traders in Each Category Total Traders: 121
11 22 16 6 4 . 40 14 10 7 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 159,529
Positions
21,210 81,150 29,069 12,380 3,607 305 71,631 16,291 3,046 2,337 5,073 2,129 17,422 18,859
Changes from: September 6, 2016 Total Change is: 9,657
57 -15,636 26,510 -2,613 1,854 -243 -15,910 -767 504 438 -2,187 1,290 -377 -1,669
Percent of Open Interest Represented by Each Category of Trader
13.3 50.9 18.2 7.8 2.3 0.2 44.9 10.2 1.9 1.5 3.2 1.3 10.9 11.8
Number of Traders in Each Category Total Traders: 121
11 22 16 6 4 . 40 14 10 7 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 1,067,086
Positions
71,906 77,637 117,639 284,903 204,732 90,794 74,766 139,656 220,383 28,997 36,553 56,598 121,099 123,094
Changes from: September 6, 2016 Total Change is: 91,495
9,264 -5,976 30,944 -14,433 6,989 10,416 -13,590 -7,495 40,175 778 -4,821 5,782 22,159 15,482
Percent of Open Interest Represented by Each Category of Trader
6.7 7.3 11.0 26.7 19.2 8.5 7.0 13.1 20.7 2.7 3.4 5.3 11.3 11.5
Number of Traders in Each Category Total Traders: 672
45 33 57 122 89 110 85 147 127 81 67 87
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 196,965
Positions
34,537 35,811 12,155 20,938 17,459 8,044 19,351 29,619 42,460 7,004 1,451 10,964 41,513 39,002
Changes from: September 6, 2016 Total Change is: -10,111
10,931 -3,482 -10,670 415 -1,881 -11,931 2,128 4,982 -1,746 617 -1,067 -411 556 16,095
Percent of Open Interest Represented by Each Category of Trader
17.5 18.2 6.2 10.6 8.9 4.1 9.8 15.0 21.6 3.6 0.7 5.6 21.1 19.8
Number of Traders in Each Category Total Traders: 85
9 9 9 10 . 6 14 19 30 12 6 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 4,350,603
Positions
294,405 316,689 419,863 1,323,905 940,444 409,669 439,266 712,370 727,429 136,863 202,406 201,276 397,928 420,457
Changes from: September 6, 2016 Total Change is: 508,031
7,658 3,523 192,077 -70,159 48,428 107,656 -31,765 -15,556 162,776 1,708 -17,871 30,064 108,016 -3,067
Percent of Open Interest Represented by Each Category of Trader
6.8 7.3 9.7 30.4 21.6 9.4 10.1 16.4 16.7 3.1 4.7 4.6 9.1 9.7
Number of Traders in Each Category Total Traders: 653
44 34 55 121 86 106 88 139 119 74 66 79
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 85,747
Positions
1,458 28,922 3,806 40,605 42,220 3,425 22,310 1,645 1,983 0 250 0 12,160 3,496
Changes from: September 6, 2016 Total Change is: 955
296 -3,855 3,282 649 660 701 -5,015 -1,486 1,773 0 0 0 -731 -120
Percent of Open Interest Represented by Each Category of Trader
1.7 33.7 4.4 47.4 49.2 4.0 26.0 1.9 2.3 0.0 0.3 0.0 14.2 4.1
Number of Traders in Each Category Total Traders: 85
. 10 4 35 14 16 18 . 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 69,504
Positions
6,449 23,213 6,742 13,188 5,363 4,695 23,617 14,849 5,283 2,279 2,977 1,169 6,081 5,213
Changes from: September 6, 2016 Total Change is: 3,079
2,029 -7,483 5,564 -4,527 -45 3,821 -5,519 123 1,177 52 205 423 60 -704
Percent of Open Interest Represented by Each Category of Trader
9.3 33.4 9.7 19.0 7.7 6.8 34.0 21.4 7.6 3.3 4.3 1.7 8.7 7.5
Number of Traders in Each Category Total Traders: 267
13 27 21 45 17 14 60 57 31 19 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 347,518
Positions
32,244 116,064 33,709 65,942 26,813 23,477 118,086 74,246 26,415 11,397 14,887 5,843 30,404 26,063
Changes from: September 6, 2016 Total Change is: 15,397
10,145 -37,417 27,821 -22,637 -227 19,106 -27,597 614 5,883 262 1,025 2,113 300 -3,521
Percent of Open Interest Represented by Each Category of Trader
9.3 33.4 9.7 19.0 7.7 6.8 34.0 21.4 7.6 3.3 4.3 1.7 8.7 7.5
Number of Traders in Each Category Total Traders: 267
13 27 21 45 17 14 60 57 31 19 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 362,746
Positions
77,716 34,809 20,968 114,413 151,450 26,869 82,777 87,242 11,582 7,057 9,170 240 21,124 20,416
Changes from: September 6, 2016 Total Change is: 23,386
508 -5,914 19,036 668 -815 3,367 -6,103 -95 6,659 -395 -996 -654 300 2,798
Percent of Open Interest Represented by Each Category of Trader
21.4 9.6 5.8 31.5 41.8 7.4 22.8 24.1 3.2 1.9 2.5 0.1 5.8 5.6
Number of Traders in Each Category Total Traders: 262
19 17 13 55 42 29 51 50 34 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 32,801
Positions
728 23,324 117 16,381 588 61 2,512 1,750 0 5,913 1,530 0 7,089 5,431
Changes from: September 6, 2016 Total Change is: -16,964
-2,740 6,872 -10,660 -816 -216 -465 -501 -708 -190 1,243 -9,997 0 -2,835 -1,600
Percent of Open Interest Represented by Each Category of Trader
2.2 71.1 0.4 49.9 1.8 0.2 7.7 5.3 0.0 18.0 4.7 0.0 21.6 16.6
Number of Traders in Each Category Total Traders: 37
. 5 . 14 . . 5 4 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 50,716
Positions
12,362 4,289 1,689 9,965 9,119 608 15,869 5,999 613 860 1,422 0 8,750 26,977
Changes from: September 6, 2016 Total Change is: -27,509
-5,349 -10,734 -3,487 -3,675 -128 -188 -5,689 -2,326 -1,947 -1,316 304 -703 -5,155 -8,300
Percent of Open Interest Represented by Each Category of Trader
24.4 8.5 3.3 19.6 18.0 1.2 31.3 11.8 1.2 1.7 2.8 0.0 17.3 53.2
Number of Traders in Each Category Total Traders: 70
12 8 4 10 7 5 19 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 258,707
Positions
15,888 135,018 31,265 137,425 51,129 24,783 33,214 8,254 2,781 4,022 1,456 307 9,022 3,714
Changes from: September 6, 2016 Total Change is: 29,610
-1,123 -5,333 30,440 -8,322 4,075 7,739 -1,050 -8,737 834 190 30 157 745 405
Percent of Open Interest Represented by Each Category of Trader
6.1 52.2 12.1 53.1 19.8 9.6 12.8 3.2 1.1 1.6 0.6 0.1 3.5 1.4
Number of Traders in Each Category Total Traders: 124
9 11 11 43 22 20 15 12 10 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 946,514
Positions
53,665 623,184 88,751 445,982 79,072 76,112 195,255 28,468 14,223 44,515 21,970 1,438 26,573 13,296
Changes from: September 6, 2016 Total Change is: 875
8,031 13,114 -5,163 4,700 3,125 9,543 -7,691 -11,513 -595 -6,194 1,521 243 -1,999 -9,400
Percent of Open Interest Represented by Each Category of Trader
5.7 65.8 9.4 47.1 8.4 8.0 20.6 3.0 1.5 4.7 2.3 0.2 2.8 1.4
Number of Traders in Each Category Total Traders: 309
25 21 15 103 33 45 54 21 24 36 15 7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 699,227
Positions
18,233 35,096 26,481 174,350 149,016 133,602 67,004 70,612 91,813 7,082 23,738 14,451 166,211 154,418
Changes from: September 6, 2016 Total Change is: 66,715
9,030 17,587 13,026 -8,304 -25,139 21,720 -13,849 9,790 36,094 -836 -13,748 6,869 2,965 517
Percent of Open Interest Represented by Each Category of Trader
2.6 5.0 3.8 24.9 21.3 19.1 9.6 10.1 13.1 1.0 3.4 2.1 23.8 22.1
Number of Traders in Each Category Total Traders: 158
13 10 18 38 28 34 30 24 38 8 7 8
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 607,653
Positions
0 65,112 1,059 301,926 92,646 94,967 43,417 233,689 25,280 15,055 3,875 508 125,441 90,518
Changes from: September 6, 2016 Total Change is: -9,296
-1,820 3,901 -1,960 -9,643 -8,252 2,769 4,089 114 -2,547 0 0 0 -183 -3,321
Percent of Open Interest Represented by Each Category of Trader
0.0 10.7 0.2 49.7 15.2 15.6 7.1 38.5 4.2 2.5 0.6 0.1 20.6 14.9
Number of Traders in Each Category Total Traders: 97
0 8 . 42 12 31 13 17 11 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 999,025
Positions
54,965 84,763 10,626 324,299 177,271 122,966 257,027 174,821 49,799 53,952 215,995 8,338 117,053 154,446
Changes from: September 6, 2016 Total Change is: -71,579
-886 -19,249 -7,438 -16,037 -16,713 -9,987 -32,698 -30,344 -6,261 298 10,147 629 802 7,638
Percent of Open Interest Represented by Each Category of Trader
5.5 8.5 1.1 32.5 17.7 12.3 25.7 17.5 5.0 5.4 21.6 0.8 11.7 15.5
Number of Traders in Each Category Total Traders: 236
13 30 16 50 32 43 40 31 36 15 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,319,301
Positions
121,871 163,100 167,365 855,406 929,488 497,894 540,362 571,296 281,196 411,090 147,209 67,442 376,675 494,312
Changes from: September 6, 2016 Total Change is: 83,496
24,929 -61,971 9,324 15,280 -59,603 44,580 -57,791 114,417 -8,172 43,854 -6,047 7,376 4,116 43,593
Percent of Open Interest Represented by Each Category of Trader
3.7 4.9 5.0 25.8 28.0 15.0 16.3 17.2 8.5 12.4 4.4 2.0 11.3 14.9
Number of Traders in Each Category Total Traders: 361
23 27 37 56 71 79 61 65 78 26 32 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 209,841
Positions
5,831 11,341 3,587 59,616 82,690 5,978 69,216 12,177 1,307 3,703 0 0 60,603 92,761
Changes from: September 6, 2016 Total Change is: 1,062
-10,992 219 2,469 7,212 483 1,294 9,231 2,073 -7,794 0 -2,185 0 -357 4,503
Percent of Open Interest Represented by Each Category of Trader
2.8 5.4 1.7 28.4 39.4 2.8 33.0 5.8 0.6 1.8 0.0 0.0 28.9 44.2
Number of Traders in Each Category Total Traders: 34
. 4 4 5 11 7 7 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 2,963,335
Positions
63,505 280,924 89,713 1,552,629 545,719 292,578 293,864 957,672 214,664 173,921 194,051 23,784 258,677 364,228
Changes from: September 6, 2016 Total Change is: -7,107
18,863 -50,157 8,332 22,885 1,444 397 -32,831 57,170 -27,943 15,855 5,255 -5,535 -7,129 3,930
Percent of Open Interest Represented by Each Category of Trader
2.1 9.5 3.0 52.4 18.4 9.9 9.9 32.3 7.2 5.9 6.5 0.8 8.7 12.3
Number of Traders in Each Category Total Traders: 295
12 32 25 50 49 48 45 61 64 17 29 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,048,414
Positions
380,063 188,365 264,727 13,677 16,775 19,368 43,019 225,005 217,252 51,622 18,745 37,758 20,929 60,420
Changes from: September 6, 2016 Total Change is: 53,539
8,314 -12 10,717 8,977 -13,585 307 2,215 29,591 22,194 8,387 6,616 -6,263 -1,310 3,974
Percent of Open Interest Represented by Each Category of Trader
36.3 18.0 25.3 1.3 1.6 1.8 4.1 21.5 20.7 4.9 1.8 3.6 2.0 5.8
Number of Traders in Each Category Total Traders: 154
19 35 41 . 7 5 18 50 40 7 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is19,842,406
Positions
3,703,498 1,496,152 3,675,588 369,301 1,819,853 648,815 553,552 997,306 8,070,362 725,764 611,164 1,293,669 801,857 1,229,497
Changes from: September 6, 2016 Total Change is: 461,853
-51,584 129 64,425 21,733 9,751 33,916 -13,285 -65,788 327,440 30,780 30,992 22,766 25,662 38,222
Percent of Open Interest Represented by Each Category of Trader
18.7 7.5 18.5 1.9 9.2 3.3 2.8 5.0 40.7 3.7 3.1 6.5 4.0 6.2
Number of Traders in Each Category Total Traders: 328
32 53 81 14 33 36 37 98 114 18 30 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 26,986
Positions
4,952 3,244 1 50 10,664 108 12,076 9,857 27 8,838 2,300 565 369 220
Changes from: September 6, 2016 Total Change is: -1,516
-78 -1,561 1 -9 128 0 -2,020 -333 -6 442 123 26 128 106
Percent of Open Interest Represented by Each Category of Trader
18.4 12.0 0.0 0.2 39.5 0.4 44.7 36.5 0.1 32.8 8.5 2.1 1.4 0.8
Number of Traders in Each Category Total Traders: 43
4 6 . . 11 . 7 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 38,998
Positions
7,209 19,667 0 327 6,874 357 29,382 7,478 0 1,608 4,474 52 63 96
Changes from: September 6, 2016 Total Change is: 42
-446 461 0 -43 -40 36 254 -330 0 235 -110 52 -46 -27
Percent of Open Interest Represented by Each Category of Trader
18.5 50.4 0.0 0.8 17.6 0.9 75.3 19.2 0.0 4.1 11.5 0.1 0.2 0.2
Number of Traders in Each Category Total Traders: 33
4 4 0 . . . 9 6 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 55,885
Positions
194 20,154 98 12,915 1,644 1,744 11,833 23,003 6,590 14,614 249 92 7,805 2,311
Changes from: September 6, 2016 Total Change is: -2,690
3 103 89 -235 1,101 -15 1,425 -744 -2,657 -242 27 20 -1,078 -614
Percent of Open Interest Represented by Each Category of Trader
0.3 36.1 0.2 23.1 2.9 3.1 21.2 41.2 11.8 26.2 0.4 0.2 14.0 4.1
Number of Traders in Each Category Total Traders: 122
. 5 4 5 5 . 30 27 20 41 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 478,117
Positions
138,645 14,407 32,527 80,121 38,422 43,439 41,228 196,415 83,948 6,865 12,350 23,179 28,165 33,430
Changes from: September 6, 2016 Total Change is: -69,627
-19,206 -7,228 5,837 -33,094 -11,939 11,882 -15,055 -55,354 -14,098 -2,677 4,413 -3,905 689 765
Percent of Open Interest Represented by Each Category of Trader
29.0 3.0 6.8 16.8 8.0 9.1 8.6 41.1 17.6 1.4 2.6 4.8 5.9 7.0
Number of Traders in Each Category Total Traders: 209
17 10 22 14 18 15 37 68 60 17 14 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 13, 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 20,947
Positions
910 2,874 0 13,156 196 190 3,017 15,026 390 1,817 882 0 1,467 1,389
Changes from: September 6, 2016 Total Change is: 1,446
776 0 -6 -714 71 -25 103 -2 -11 -25 40 0 1,348 1,379
Percent of Open Interest Represented by Each Category of Trader
4.3 13.7 0.0 62.8 0.9 0.9 14.4 71.7 1.9 8.7 4.2 0.0 7.0 6.6
Number of Traders in Each Category Total Traders: 35
. . 0 8 . . 10 6 . . . 0
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Updated September 16, 2016