Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 126,072
Positions
14,101 17,223 4,401 39,970 10,362 2,578 17,826 38,348 12,461 5,766 4,518 2,118 26,850 34,063
Changes from: September 20, 2016 Total Change is: -28,767
4,867 -24,098 -10,946 -672 -288 114 -23,067 1,928 1,717 -1,150 -2,538 827 -458 4,517
Percent of Open Interest Represented by Each Category of Trader
11.2 13.7 3.5 31.7 8.2 2.0 14.1 30.4 9.9 4.6 3.6 1.7 21.3 27.0
Number of Traders in Each Category Total Traders: 87
5 6 8 9 9 5 19 24 15 9 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 40,547
Positions
21,635 596 394 2,289 1,288 71 7,835 20,032 1,129 0 0 0 7,194 17,037
Changes from: September 20, 2016 Total Change is: -1,888
11,110 -178 90 778 -451 0 -15,360 385 76 0 0 0 1,418 -1,810
Percent of Open Interest Represented by Each Category of Trader
53.4 1.5 1.0 5.6 3.2 0.2 19.3 49.4 2.8 0.0 0.0 0.0 17.7 42.0
Number of Traders in Each Category Total Traders: 35
6 . . . . . 10 13 8 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 270,602
Positions
151,858 2,389 9,603 13,004 77,328 3,097 37,443 99,247 25,940 3,574 12,077 2,783 23,299 38,138
Changes from: September 20, 2016 Total Change is: 2,163
18,934 -5,696 1,170 182 357 -391 -21,320 7,726 -89 538 795 -98 3,235 -1,611
Percent of Open Interest Represented by Each Category of Trader
56.1 0.9 3.5 4.8 28.6 1.1 13.8 36.7 9.6 1.3 4.5 1.0 8.6 14.1
Number of Traders in Each Category Total Traders: 132
11 5 7 6 27 9 23 48 24 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 188,921
Positions
5,002 20,665 8,813 28,182 40,831 6,047 88,859 24,680 17,312 1,148 28,861 4,868 28,691 36,844
Changes from: September 20, 2016 Total Change is: 18,815
348 6,997 2,064 -2,057 3,055 -1,237 13,302 -405 2,290 676 1,089 751 2,679 4,210
Percent of Open Interest Represented by Each Category of Trader
2.6 10.9 4.7 14.9 21.6 3.2 47.0 13.1 9.2 0.6 15.3 2.6 15.2 19.5
Number of Traders in Each Category Total Traders: 122
6 8 10 12 20 10 33 29 22 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 382,409
Positions
82,271 11,098 18,873 135,287 100,978 14,823 21,452 107,399 36,475 19,660 27,074 5,824 47,744 59,864
Changes from: September 20, 2016 Total Change is: 6,883
-11,226 3,546 4,083 9,460 -657 -1,848 -330 -2,701 4,809 1,292 2,417 253 390 -3,018
Percent of Open Interest Represented by Each Category of Trader
21.5 2.9 4.9 35.4 26.4 3.9 5.6 28.1 9.5 5.1 7.1 1.5 12.5 15.7
Number of Traders in Each Category Total Traders: 227
16 12 17 37 37 33 25 46 30 27 25 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 29,630
Positions
784 22,116 0 16,475 0 1,318 1,183 2,440 0 344 0 133 9,393 3,623
Changes from: September 20, 2016 Total Change is: 943
-309 3,612 -163 131 0 181 652 -3,289 0 344 0 133 -26 469
Percent of Open Interest Represented by Each Category of Trader
2.6 74.6 0.0 55.6 0.0 4.4 4.0 8.2 0.0 1.2 0.0 0.4 31.7 12.2
Number of Traders in Each Category Total Traders: 21
. 4 0 10 0 5 . . 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 118,854
Positions
2,111 21,175 3,591 24,582 11,696 2,163 44,285 30,373 12,574 875 11,294 2,914 25,758 23,074
Changes from: September 20, 2016 Total Change is: 12,422
-5,686 5,757 -199 4,274 -310 -136 12,112 1,338 581 404 4,726 -841 1,913 1,505
Percent of Open Interest Represented by Each Category of Trader
1.8 17.8 3.0 20.7 9.8 1.8 37.3 25.6 10.6 0.7 9.5 2.5 21.7 19.4
Number of Traders in Each Category Total Traders: 99
5 9 10 8 9 8 37 19 14 . 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 36,928
Positions
6,750 31,150 350 3,960 0 0 24,052 3,013 0 802 1,842 0 1,014 573
Changes from: September 20, 2016 Total Change is: 1,837
288 4,452 0 60 0 0 1,425 -2,619 0 53 83 0 11 -79
Percent of Open Interest Represented by Each Category of Trader
18.3 84.4 0.9 10.7 0.0 0.0 65.1 8.2 0.0 2.2 5.0 0.0 2.7 1.6
Number of Traders in Each Category Total Traders: 26
. 7 . . 0 0 7 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 161,912
Positions
59,366 25,035 1 69,216 5,354 1,219 19,881 113,963 2,268 4,057 5,474 485 5,420 8,114
Changes from: September 20, 2016 Total Change is: 7,192
6,340 2,599 0 -1,917 -198 444 19 3,234 429 505 36 483 889 165
Percent of Open Interest Represented by Each Category of Trader
36.7 15.5 0.0 42.7 3.3 0.8 12.3 70.4 1.4 2.5 3.4 0.3 3.3 5.0
Number of Traders in Each Category Total Traders: 162
9 4 . 11 9 . 25 69 9 20 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 28,194
Positions
744 17,261 0 5,422 0 185 18,270 7,608 853 660 954 375 1,685 958
Changes from: September 20, 2016 Total Change is: 2,770
0 479 -25 -204 0 185 2,830 2,201 -241 -100 -231 375 -50 27
Percent of Open Interest Represented by Each Category of Trader
2.6 61.2 0.0 19.2 0.0 0.7 64.8 27.0 3.0 2.3 3.4 1.3 6.0 3.4
Number of Traders in Each Category Total Traders: 34
. . 0 . 0 . 10 10 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 49,416
Positions
2,644 14,301 3 2,171 20,432 34 36,580 9,330 910 1,541 1,012 0 5,533 3,394
Changes from: September 20, 2016 Total Change is: -110
188 2,252 0 -531 3,672 0 30 -5,509 1 265 -317 0 -63 -209
Percent of Open Interest Represented by Each Category of Trader
5.4 28.9 0.0 4.4 41.3 0.1 74.0 18.9 1.8 3.1 2.0 0.0 11.2 6.9
Number of Traders in Each Category Total Traders: 87
4 5 . 8 5 . 41 17 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 61,568
Positions
8,825 38,875 991 6,724 1,220 295 34,400 7,640 588 1,324 3,431 427 7,993 8,102
Changes from: September 20, 2016 Total Change is: 2,611
-227 695 33 1,090 -382 63 1,654 1,466 -67 -81 426 26 121 352
Percent of Open Interest Represented by Each Category of Trader
14.3 63.1 1.6 10.9 2.0 0.5 55.9 12.4 1.0 2.2 5.6 0.7 13.0 13.2
Number of Traders in Each Category Total Traders: 121
13 23 . 9 . 4 37 15 7 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 123,136
Positions
17,650 77,750 1,982 13,448 2,439 590 68,801 15,280 1,176 2,649 6,862 854 15,987 16,203
Changes from: September 20, 2016 Total Change is: 5,221
-453 1,390 65 2,180 -763 125 3,307 2,932 -135 -162 852 52 241 703
Percent of Open Interest Represented by Each Category of Trader
14.3 63.1 1.6 10.9 2.0 0.5 55.9 12.4 1.0 2.2 5.6 0.7 13.0 13.2
Number of Traders in Each Category Total Traders: 121
13 23 . 9 . 4 37 15 7 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 821,074
Positions
80,046 75,046 20,096 290,908 202,356 69,184 67,491 148,837 132,829 26,033 31,591 38,744 95,743 102,391
Changes from: September 20, 2016 Total Change is: -2,606
528 -4,978 2,012 -163 -2,048 -3,124 1,929 6,328 -3,082 -368 717 -240 -97 1,811
Percent of Open Interest Represented by Each Category of Trader
9.7 9.1 2.4 35.4 24.6 8.4 8.2 18.1 16.2 3.2 3.8 4.7 11.7 12.5
Number of Traders in Each Category Total Traders: 661
38 33 32 120 88 105 78 148 120 73 83 81
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 118,040
Positions
9,227 9,117 7,843 15,434 19,711 6,445 6,508 5,614 28,122 3,101 2,402 8,179 33,183 30,608
Changes from: September 20, 2016 Total Change is: 5,010
-123 796 1,832 -672 2,561 -337 2,844 -1,085 749 239 23 112 366 359
Percent of Open Interest Represented by Each Category of Trader
7.8 7.7 6.6 13.1 16.7 5.5 5.5 4.8 23.8 2.6 2.0 6.9 28.1 25.9
Number of Traders in Each Category Total Traders: 80
7 6 8 11 . 5 17 16 29 11 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,515,169
Positions
361,702 337,247 53,662 1,387,546 923,401 303,518 331,945 743,144 496,509 118,952 150,240 148,533 312,802 358,915
Changes from: September 20, 2016 Total Change is: -38,078
4,199 -27,926 -46 798 -24,794 -12,187 -4,499 37,144 -19,237 -2,247 4,258 -2,547 -2,313 7,257
Percent of Open Interest Represented by Each Category of Trader
10.3 9.6 1.5 39.5 26.3 8.6 9.4 21.1 14.1 3.4 4.3 4.2 8.9 10.2
Number of Traders in Each Category Total Traders: 637
37 34 28 118 86 100 73 145 113 65 79 72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 82,981
Positions
1,616 30,685 442 39,373 43,232 3,639 25,043 1,372 408 0 459 0 12,460 2,744
Changes from: September 20, 2016 Total Change is: 1,905
-102 1,247 0 -91 396 334 1,389 -534 274 0 0 0 101 188
Percent of Open Interest Represented by Each Category of Trader
1.9 37.0 0.5 47.4 52.1 4.4 30.2 1.7 0.5 0.0 0.6 0.0 15.0 3.3
Number of Traders in Each Category Total Traders: 82
4 7 . 31 14 15 21 . 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 61,821
Positions
4,441 30,455 245 16,167 5,362 1,151 28,821 14,619 1,981 2,226 1,846 581 6,207 5,580
Changes from: September 20, 2016 Total Change is: 4,608
-353 3,772 11 -30 -20 259 3,866 -197 364 -92 109 90 492 219
Percent of Open Interest Represented by Each Category of Trader
7.2 49.3 0.4 26.2 8.7 1.9 46.6 23.6 3.2 3.6 3.0 0.9 10.0 9.0
Number of Traders in Each Category Total Traders: 254
12 23 6 44 18 13 67 48 24 18 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 309,103
Positions
22,205 152,273 1,223 80,836 26,812 5,757 144,107 73,093 9,904 11,130 9,232 2,907 31,033 27,901
Changes from: September 20, 2016 Total Change is: 23,041
-1,767 18,858 55 -150 -101 1,297 19,329 -983 1,822 -459 545 451 2,462 1,097
Percent of Open Interest Represented by Each Category of Trader
7.2 49.3 0.4 26.2 8.7 1.9 46.6 23.6 3.2 3.6 3.0 0.9 10.0 9.0
Number of Traders in Each Category Total Traders: 254
12 23 6 44 18 13 67 48 24 18 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 330,486
Positions
69,292 49,524 1,141 115,063 141,809 24,479 83,810 82,967 9,040 6,141 6,564 227 21,293 14,735
Changes from: September 20, 2016 Total Change is: 7,437
-674 11,181 212 3,662 -6,482 493 2,593 209 230 -189 248 12 1,097 1,333
Percent of Open Interest Represented by Each Category of Trader
21.0 15.0 0.3 34.8 42.9 7.4 25.4 25.1 2.7 1.9 2.0 0.1 6.4 4.5
Number of Traders in Each Category Total Traders: 257
14 18 . 56 43 30 49 51 24 11 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 34,218
Positions
728 24,630 117 16,146 1,079 114 3,470 638 1 5,810 1,940 0 7,832 5,699
Changes from: September 20, 2016 Total Change is: 976
0 685 0 -926 491 42 899 -690 1 -210 -316 0 1,170 763
Percent of Open Interest Represented by Each Category of Trader
2.1 72.0 0.3 47.2 3.2 0.3 10.1 1.9 0.0 17.0 5.7 0.0 22.9 16.7
Number of Traders in Each Category Total Traders: 37
. 5 . 13 . . 8 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 51,862
Positions
13,491 5,984 2,276 8,631 13,386 1,721 14,586 8,622 319 1,908 1,243 0 8,930 18,311
Changes from: September 20, 2016 Total Change is: 6,808
-406 2,012 596 -2,818 3,311 1,142 7,518 1,917 -359 1,042 127 0 93 -1,938
Percent of Open Interest Represented by Each Category of Trader
26.0 11.5 4.4 16.6 25.8 3.3 28.1 16.6 0.6 3.7 2.4 0.0 17.2 35.3
Number of Traders in Each Category Total Traders: 71
14 9 4 7 8 5 13 15 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 210,580
Positions
10,374 117,362 217 136,260 61,180 16,340 33,691 7,673 2,488 2,896 1,453 0 8,314 3,867
Changes from: September 20, 2016 Total Change is: 1,409
61 3,035 -29 2,047 378 -474 496 -1,225 -25 -613 -35 0 -54 -216
Percent of Open Interest Represented by Each Category of Trader
4.9 55.7 0.1 64.7 29.1 7.8 16.0 3.6 1.2 1.4 0.7 0.0 3.9 1.8
Number of Traders in Each Category Total Traders: 114
7 9 . 42 23 20 16 10 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 850,885
Positions
41,683 634,102 3,280 468,685 84,509 61,486 197,956 32,307 8,281 46,600 16,693 1,256 21,658 8,971
Changes from: September 20, 2016 Total Change is: 36,616
2,506 51,044 832 35,924 -7,220 -13,102 6,926 5,442 4 2,048 702 -2 1,480 -1,084
Percent of Open Interest Represented by Each Category of Trader
4.9 74.5 0.4 55.1 9.9 7.2 23.3 3.8 1.0 5.5 2.0 0.1 2.5 1.1
Number of Traders in Each Category Total Traders: 308
21 21 8 106 34 43 53 20 13 37 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 659,949
Positions
19,309 25,543 21,312 179,062 155,010 123,968 63,224 81,973 63,685 8,910 30,410 6,096 174,382 151,951
Changes from: September 20, 2016 Total Change is: -33,191
-3,657 -6,220 -5,343 5,851 712 -8,119 2,051 5,767 -17,938 -401 3,328 -7,070 1,437 1,692
Percent of Open Interest Represented by Each Category of Trader
2.9 3.9 3.2 27.1 23.5 18.8 9.6 12.4 9.7 1.4 4.6 0.9 26.4 23.0
Number of Traders in Each Category Total Traders: 152
9 10 15 38 28 37 27 26 36 6 8 7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 607,726
Positions
5,287 67,181 1,163 303,062 88,216 99,328 35,803 234,958 25,410 15,084 3,875 508 122,081 87,087
Changes from: September 20, 2016 Total Change is: 8,505
2,034 648 277 2,376 -7,480 5,727 -2,514 4,987 3,929 -123 0 0 -3,201 417
Percent of Open Interest Represented by Each Category of Trader
0.9 11.1 0.2 49.9 14.5 16.3 5.9 38.7 4.2 2.5 0.6 0.1 20.1 14.3
Number of Traders in Each Category Total Traders: 100
. 8 . 43 11 31 12 18 16 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 1,035,452
Positions
34,895 125,221 5,608 308,446 168,134 135,686 313,302 166,399 48,733 62,056 229,874 8,004 118,721 147,792
Changes from: September 20, 2016 Total Change is: 36,293
1,490 34,902 -5,890 9,877 1,505 -6,155 41,180 25,268 -10,185 6,017 -8,192 -1,228 1,187 6,269
Percent of Open Interest Represented by Each Category of Trader
3.4 12.1 0.5 29.8 16.2 13.1 30.3 16.1 4.7 6.0 22.2 0.8 11.5 14.3
Number of Traders in Each Category Total Traders: 239
11 32 8 52 35 45 39 31 30 16 23 9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 3,242,077
Positions
118,598 205,806 155,016 862,232 903,766 504,471 526,540 568,023 260,840 375,007 139,075 58,875 380,496 446,205
Changes from: September 20, 2016 Total Change is: 4,458
-3,818 19,177 -18,324 26,073 -4,849 472 -2,048 25,147 12,631 -8,076 -4,283 -18,962 16,509 -6,552
Percent of Open Interest Represented by Each Category of Trader
3.7 6.3 4.8 26.6 27.9 15.6 16.2 17.5 8.0 11.6 4.3 1.8 11.7 13.8
Number of Traders in Each Category Total Traders: 363
19 34 37 55 77 79 65 63 84 22 28 25
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 225,981
Positions
4,963 25,365 57 39,829 94,947 5,964 109,453 9,608 2,467 3,703 4,129 0 59,544 83,444
Changes from: September 20, 2016 Total Change is: 14,007
-263 7,255 -90 -13,405 10,006 -166 24,203 1,857 1,086 0 0 0 2,643 -5,941
Percent of Open Interest Represented by Each Category of Trader
2.2 11.2 0.0 17.6 42.0 2.6 48.4 4.3 1.1 1.6 1.8 0.0 26.3 36.9
Number of Traders in Each Category Total Traders: 38
. 4 . 5 14 9 8 . . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 2,932,925
Positions
35,978 299,649 55,757 1,563,872 478,441 336,055 323,477 1,056,871 143,671 200,828 209,042 17,177 256,110 336,261
Changes from: September 20, 2016 Total Change is: -15,740
-8,369 26,468 -21,813 27,403 -21,069 27 21,863 51,174 -51,933 2,598 6,474 -4,996 19,480 -73
Percent of Open Interest Represented by Each Category of Trader
1.2 10.2 1.9 53.3 16.3 11.5 11.0 36.0 4.9 6.8 7.1 0.6 8.7 11.5
Number of Traders in Each Category Total Traders: 297
7 33 22 58 44 52 45 60 62 18 32 10
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 1,141,787
Positions
374,351 223,045 291,805 1,572 26,830 21,546 113,781 209,486 218,960 29,632 17,007 66,944 23,196 66,164
Changes from: September 20, 2016 Total Change is: 1,584
-35,841 4,213 10,711 -12,260 1,852 5,325 27,798 -32,534 4,761 -10,284 -8,169 9,440 1,934 5,985
Percent of Open Interest Represented by Each Category of Trader
32.8 19.5 25.6 0.1 2.3 1.9 10.0 18.3 19.2 2.6 1.5 5.9 2.0 5.8
Number of Traders in Each Category Total Traders: 160
20 40 44 . 6 . 24 47 39 5 14 11
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 is18,314,483
Positions
3,813,472 1,167,538 3,449,750 331,725 1,806,887 603,074 493,500 1,060,464 7,133,023 664,247 868,692 1,053,187 772,506 1,171,869
Changes from: September 20, 2016 Total Change is: 91,954
57,144 25,998 44,958 1,305 42,555 1,714 -19,082 -35,593 -32,576 32,447 10,527 25,466 -19,421 8,906
Percent of Open Interest Represented by Each Category of Trader
20.8 6.4 18.8 1.8 9.9 3.3 2.7 5.8 38.9 3.6 4.7 5.8 4.2 6.4
Number of Traders in Each Category Total Traders: 310
35 47 77 12 28 30 43 89 119 16 29 34
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 26,696
Positions
2,211 4,397 0 50 10,756 108 14,445 8,385 0 9,241 2,464 453 188 133
Changes from: September 20, 2016 Total Change is: 1,514
202 557 0 0 142 0 1,132 471 0 89 221 124 -33 -1
Percent of Open Interest Represented by Each Category of Trader
8.3 16.5 0.0 0.2 40.3 0.4 54.1 31.4 0.0 34.6 9.2 1.7 0.7 0.5
Number of Traders in Each Category Total Traders: 47
. 8 0 . 11 . 7 8 0 4 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 24,398
Positions
3,965 3,815 0 327 7,021 357 17,953 8,398 0 1,604 4,545 136 56 126
Changes from: September 20, 2016 Total Change is: 2,339
881 1,133 0 0 179 0 1,441 984 0 22 0 0 -5 43
Percent of Open Interest Represented by Each Category of Trader
16.3 15.6 0.0 1.3 28.8 1.5 73.6 34.4 0.0 6.6 18.6 0.6 0.2 0.5
Number of Traders in Each Category Total Traders: 32
4 4 0 . . . 11 4 0 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 50,879
Positions
201 17,971 4 12,397 649 1,760 6,939 23,105 4,702 17,189 253 145 7,542 2,290
Changes from: September 20, 2016 Total Change is: 2,503
-56 -160 0 -810 -112 9 -354 1,898 872 2,336 -48 57 449 -12
Percent of Open Interest Represented by Each Category of Trader
0.4 35.3 0.0 24.4 1.3 3.5 13.6 45.4 9.2 33.8 0.5 0.3 14.8 4.5
Number of Traders in Each Category Total Traders: 121
. 4 . 7 4 5 29 31 16 39 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 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 473,209
Positions
127,589 19,889 33,214 100,253 38,828 41,188 32,263 194,825 87,400 9,034 8,704 17,031 25,237 32,130
Changes from: September 20, 2016 Total Change is: 2,104
7,295 4,850 -9,000 34,851 5,312 -7,925 -21,623 12,986 -456 2,555 1,258 -1,990 -1,603 -2,931
Percent of Open Interest Represented by Each Category of Trader
27.0 4.2 7.0 21.2 8.2 8.7 6.8 41.2 18.5 1.9 1.8 3.6 5.3 6.8
Number of Traders in Each Category Total Traders: 206
17 9 19 10 19 10 36 68 54 17 21 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 21,543
Positions
48 3,316 0 14,793 46 326 2,681 16,582 390 3,157 863 0 148 20
Changes from: September 20, 2016 Total Change is: -394
-914 406 0 4,403 -95 326 -457 2,829 -3,827 90 0 0 -15 -33
Percent of Open Interest Represented by Each Category of Trader
0.2 15.4 0.0 68.7 0.2 1.5 12.4 77.0 1.8 14.7 4.0 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 36
. . 0 9 . . 9 6 . 7 . 0
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Updated September 30, 2016