Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 120,807
Positions
15,391 18,104 3,376 39,651 9,444 1,796 13,824 34,552 10,583 6,177 5,275 1,978 28,030 35,698
Changes from: October 4, 2016 Total Change is: -5,084
-790 1,677 -1,063 -3,822 -303 -236 2,537 -4,177 -3,227 295 -485 -336 1,558 3,066
Percent of Open Interest Represented by Each Category of Trader
12.7 15.0 2.8 32.8 7.8 1.5 11.4 28.6 8.8 5.1 4.4 1.6 23.2 29.5
Number of Traders in Each Category Total Traders: 83
5 5 6 10 9 4 12 24 11 11 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 57,412
Positions
34,058 0 236 1,483 2,706 109 13,692 29,667 1,274 0 0 0 6,560 23,420
Changes from: October 4, 2016 Total Change is: 9,270
10,932 -1,542 -74 -38 1,418 38 -1,505 8,336 57 0 0 0 -140 1,037
Percent of Open Interest Represented by Each Category of Trader
59.3 0.0 0.4 2.6 4.7 0.2 23.8 51.7 2.2 0.0 0.0 0.0 11.4 40.8
Number of Traders in Each Category Total Traders: 43
8 0 . . 4 . 10 19 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 306,380
Positions
154,890 7,057 14,958 15,746 65,374 3,155 31,652 116,981 42,731 5,670 11,162 3,846 33,733 41,118
Changes from: October 4, 2016 Total Change is: 1,006
-5,375 1,882 2,234 -75 -9,166 -1,887 -6,665 1,310 7,034 1,562 -573 445 3,733 -272
Percent of Open Interest Represented by Each Category of Trader
50.6 2.3 4.9 5.1 21.3 1.0 10.3 38.2 13.9 1.9 3.6 1.3 11.0 13.4
Number of Traders in Each Category Total Traders: 146
11 8 9 7 24 8 25 56 32 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 187,116
Positions
24,163 12,548 10,713 30,735 37,531 8,375 59,455 26,266 19,765 2,892 32,185 3,748 27,271 35,985
Changes from: October 4, 2016 Total Change is: -9,970
19,488 -2,927 -756 1,439 -908 -814 -31,041 -2,943 -1,588 1,584 2,110 -1,018 2,735 -1,128
Percent of Open Interest Represented by Each Category of Trader
12.9 6.7 5.7 16.4 20.1 4.5 31.8 14.0 10.6 1.5 17.2 2.0 14.6 19.2
Number of Traders in Each Category Total Traders: 124
9 6 11 12 23 12 31 31 18 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 438,754
Positions
103,758 11,680 28,371 146,217 102,752 14,355 28,387 141,056 40,532 18,545 24,582 8,873 49,715 66,553
Changes from: October 4, 2016 Total Change is: 30,155
17,898 3,218 3,029 3,303 1,575 -765 4,879 22,128 -797 2,102 81 469 37 1,217
Percent of Open Interest Represented by Each Category of Trader
23.6 2.7 6.5 33.3 23.4 3.3 6.5 32.1 9.2 4.2 5.6 2.0 11.3 15.2
Number of Traders in Each Category Total Traders: 235
19 11 17 40 35 34 23 54 31 29 21 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 30,187
Positions
784 24,353 0 17,426 0 971 1,681 1,164 0 0 0 0 9,325 3,699
Changes from: October 4, 2016 Total Change is: -1,161
0 -47 0 -881 -617 -42 104 -276 0 0 0 0 -342 -179
Percent of Open Interest Represented by Each Category of Trader
2.6 80.7 0.0 57.7 0.0 3.2 5.6 3.9 0.0 0.0 0.0 0.0 30.9 12.3
Number of Traders in Each Category Total Traders: 21
. 4 0 11 0 6 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 131,061
Positions
4,076 50,713 4,615 22,836 5,902 3,154 52,319 22,565 11,557 806 7,128 3,526 28,172 21,901
Changes from: October 4, 2016 Total Change is: -1,533
2,372 12,122 528 -1,381 -3,243 666 -810 -2,843 -2,606 -596 -4,077 -561 855 -1,518
Percent of Open Interest Represented by Each Category of Trader
3.1 38.7 3.5 17.4 4.5 2.4 39.9 17.2 8.8 0.6 5.4 2.7 21.5 16.7
Number of Traders in Each Category Total Traders: 92
5 10 12 9 6 5 32 16 14 . 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 45,018
Positions
7,309 37,903 350 3,914 0 0 31,330 4,296 0 919 1,786 0 1,196 683
Changes from: October 4, 2016 Total Change is: 569
0 24 0 4 0 0 273 573 0 144 -103 0 148 75
Percent of Open Interest Represented by Each Category of Trader
16.2 84.2 0.8 8.7 0.0 0.0 69.6 9.5 0.0 2.0 4.0 0.0 2.7 1.5
Number of Traders in Each Category Total Traders: 30
. 7 . . 0 0 10 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 137,952
Positions
74,276 25,867 1 28,317 4,800 1,348 22,737 90,236 3,212 3,032 5,809 247 4,782 6,433
Changes from: October 4, 2016 Total Change is: -21,794
10,793 638 1 -40,587 -50 -6 8,116 -21,373 387 -226 167 -51 -221 -1,506
Percent of Open Interest Represented by Each Category of Trader
53.8 18.8 0.0 20.5 3.5 1.0 16.5 65.4 2.3 2.2 4.2 0.2 3.5 4.7
Number of Traders in Each Category Total Traders: 149
8 6 . 13 9 . 30 55 12 17 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 28,829
Positions
744 21,460 0 5,631 63 41 19,964 4,970 147 230 880 345 1,727 923
Changes from: October 4, 2016 Total Change is: -65
0 61 0 -2 -11 11 -276 -107 -123 130 0 0 195 104
Percent of Open Interest Represented by Each Category of Trader
2.6 74.4 0.0 19.5 0.2 0.1 69.2 17.2 0.5 0.8 3.1 1.2 6.0 3.2
Number of Traders in Each Category Total Traders: 31
. . 0 . . . 11 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 47,124
Positions
6,437 11,454 3 2,001 21,911 24 30,999 7,893 1,120 1,162 1,078 0 5,378 3,641
Changes from: October 4, 2016 Total Change is: -2,118
3,202 -3,460 0 -52 1,222 -10 -4,683 -332 227 -99 -8 0 -703 243
Percent of Open Interest Represented by Each Category of Trader
13.7 24.3 0.0 4.2 46.5 0.1 65.8 16.7 2.4 2.5 2.3 0.0 11.4 7.7
Number of Traders in Each Category Total Traders: 82
7 4 . 8 4 . 36 17 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 61,740
Positions
9,591 36,941 1,022 6,966 1,928 159 32,181 8,759 1,622 663 2,902 464 9,072 7,943
Changes from: October 4, 2016 Total Change is: -201
298 -1,455 26 -671 335 -69 -1,194 717 841 -636 -400 13 1,191 -211
Percent of Open Interest Represented by Each Category of Trader
15.5 59.8 1.7 11.3 3.1 0.3 52.1 14.2 2.6 1.1 4.7 0.8 14.7 12.9
Number of Traders in Each Category Total Traders: 119
16 21 . 5 4 . 35 21 10 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 123,479
Positions
19,182 73,882 2,044 13,932 3,855 318 64,362 17,517 3,244 1,326 5,805 927 18,144 15,887
Changes from: October 4, 2016 Total Change is: -402
595 -2,909 52 -1,342 670 -137 -2,387 1,435 1,683 -1,273 -799 25 2,382 -421
Percent of Open Interest Represented by Each Category of Trader
15.5 59.8 1.7 11.3 3.1 0.3 52.1 14.2 2.6 1.1 4.7 0.8 14.7 12.9
Number of Traders in Each Category Total Traders: 119
16 21 . 5 4 . 35 21 10 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 854,487
Positions
86,146 65,285 25,617 278,115 204,561 69,673 69,322 157,554 139,413 24,632 31,482 42,100 119,471 118,803
Changes from: October 4, 2016 Total Change is: 14,742
-4,133 -5,095 3,842 -1,985 3,765 467 -194 196 2,058 -2,218 2,859 1,720 15,187 4,931
Percent of Open Interest Represented by Each Category of Trader
10.1 7.6 3.0 32.5 23.9 8.2 8.1 18.4 16.3 2.9 3.7 4.9 14.0 13.9
Number of Traders in Each Category Total Traders: 665
36 30 36 113 95 106 83 152 120 90 66 82
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 130,286
Positions
17,653 9,780 4,800 16,831 18,517 5,080 9,691 6,756 30,155 1,165 300 8,445 36,466 46,453
Changes from: October 4, 2016 Total Change is: 3,762
-1,005 736 -595 1,552 -291 -20 1,626 -2,778 663 -2,152 -968 300 3,392 6,715
Percent of Open Interest Represented by Each Category of Trader
13.5 7.5 3.7 12.9 14.2 3.9 7.4 5.2 23.1 0.9 0.2 6.5 28.0 35.7
Number of Traders in Each Category Total Traders: 75
6 6 7 11 4 5 16 15 27 11 6 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 3,621,004
Positions
378,360 313,422 68,186 1,316,595 940,398 312,787 343,878 799,715 500,564 117,621 156,192 167,988 415,025 361,753
Changes from: October 4, 2016 Total Change is: 54,901
2,070 -11,441 4,469 -17,686 20,282 2,436 -19,095 4,880 16,965 -4,904 14,560 11,669 58,976 -8,919
Percent of Open Interest Represented by Each Category of Trader
10.4 8.7 1.9 36.4 26.0 8.6 9.5 22.1 13.8 3.2 4.3 4.6 11.5 10.0
Number of Traders in Each Category Total Traders: 643
35 31 33 111 92 101 79 149 114 83 63 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 82,858
Positions
2,821 29,389 442 41,121 43,758 2,637 24,549 1,872 631 0 459 0 10,657 3,670
Changes from: October 4, 2016 Total Change is: -214
-1,010 -1,502 0 2,321 339 -551 -732 476 454 0 0 0 -696 570
Percent of Open Interest Represented by Each Category of Trader
3.4 35.5 0.5 49.6 52.8 3.2 29.6 2.3 0.8 0.0 0.6 0.0 12.9 4.4
Number of Traders in Each Category Total Traders: 86
6 7 . 31 13 15 22 5 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 61,681
Positions
4,157 30,059 294 13,955 5,984 1,159 29,655 14,071 1,926 1,588 1,791 493 8,453 5,904
Changes from: October 4, 2016 Total Change is: 166
-127 86 49 -2,314 185 59 981 -340 -4 -896 -110 -17 2,435 257
Percent of Open Interest Represented by Each Category of Trader
6.7 48.7 0.5 22.6 9.7 1.9 48.1 22.8 3.1 2.6 2.9 0.8 13.7 9.6
Number of Traders in Each Category Total Traders: 249
13 22 8 39 16 11 64 52 27 19 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 308,405
Positions
20,785 150,294 1,470 69,777 29,920 5,797 148,276 70,356 9,629 7,941 8,954 2,465 42,264 29,520
Changes from: October 4, 2016 Total Change is: 831
-637 429 245 -11,572 927 297 4,907 -1,699 -21 -4,479 -548 -86 12,177 1,287
Percent of Open Interest Represented by Each Category of Trader
6.7 48.7 0.5 22.6 9.7 1.9 48.1 22.8 3.1 2.6 2.9 0.8 13.7 9.6
Number of Traders in Each Category Total Traders: 249
13 22 8 39 16 11 64 52 27 19 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 336,300
Positions
69,877 54,668 964 118,741 143,883 22,291 90,171 83,597 8,515 5,957 5,903 183 19,601 16,297
Changes from: October 4, 2016 Total Change is: 2,036
-1,081 598 -35 2,156 1,024 -819 2,295 -475 61 19 288 -27 -533 1,421
Percent of Open Interest Represented by Each Category of Trader
20.8 16.3 0.3 35.3 42.8 6.6 26.8 24.9 2.5 1.8 1.8 0.1 5.8 4.8
Number of Traders in Each Category Total Traders: 259
16 19 4 56 42 29 51 51 24 10 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 32,862
Positions
808 24,396 117 15,859 556 310 3,419 815 0 3,611 1,953 0 8,738 4,715
Changes from: October 4, 2016 Total Change is: 218
-33 239 0 47 0 -40 -203 187 -1 -1,848 -292 -6 2,302 131
Percent of Open Interest Represented by Each Category of Trader
2.5 74.2 0.4 48.3 1.7 0.9 10.4 2.5 0.0 11.0 5.9 0.0 26.6 14.3
Number of Traders in Each Category Total Traders: 38
. 5 . 15 . . 8 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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
13,352 8,956 3,021 9,258 12,973 2,380 13,958 7,544 373 530 1,658 0 7,844 13,811
Changes from: October 4, 2016 Total Change is: 1,004
482 1,528 52 879 -1,648 720 1,276 -328 -261 -649 -10 0 -1,495 951
Percent of Open Interest Represented by Each Category of Trader
26.3 17.7 6.0 18.3 25.6 4.7 27.5 14.9 0.7 1.0 3.3 0.0 15.5 27.2
Number of Traders in Each Category Total Traders: 73
12 12 4 6 8 5 15 15 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 222,595
Positions
12,842 128,228 71 139,964 62,903 16,088 39,321 8,358 2,643 2,903 759 0 8,763 3,545
Changes from: October 4, 2016 Total Change is: 3,652
3,182 6,130 -59 -2,014 1,458 308 1,783 -3,509 96 0 0 0 356 -772
Percent of Open Interest Represented by Each Category of Trader
5.8 57.6 0.0 62.9 28.3 7.2 17.7 3.8 1.2 1.3 0.3 0.0 3.9 1.6
Number of Traders in Each Category Total Traders: 119
8 11 . 43 24 20 18 10 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 897,889
Positions
29,557 667,833 5,571 508,727 79,974 60,956 203,853 47,358 8,768 57,841 17,020 1,227 21,389 9,182
Changes from: October 4, 2016 Total Change is: 47,628
414 25,868 -210 38,822 1,193 -1,957 8,390 21,583 487 2,345 41 -68 -595 691
Percent of Open Interest Represented by Each Category of Trader
3.3 74.4 0.6 56.7 8.9 6.8 22.7 5.3 1.0 6.4 1.9 0.1 2.4 1.0
Number of Traders in Each Category Total Traders: 315
20 23 8 110 32 44 52 19 15 42 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 700,529
Positions
20,388 25,241 25,807 185,967 139,940 127,920 66,046 107,289 83,753 10,036 27,812 8,420 172,194 154,347
Changes from: October 4, 2016 Total Change is: 22,212
1,831 -169 2,099 -3,621 -5,001 2,018 389 6,121 14,342 622 -2,342 163 4,369 4,980
Percent of Open Interest Represented by Each Category of Trader
2.9 3.6 3.7 26.5 20.0 18.3 9.4 15.3 12.0 1.4 4.0 1.2 24.6 22.0
Number of Traders in Each Category Total Traders: 167
10 14 19 37 29 37 35 24 39 12 6 8
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 610,927
Positions
2,499 73,785 644 313,853 91,249 102,034 39,758 233,152 17,218 15,284 3,875 508 119,128 88,461
Changes from: October 4, 2016 Total Change is: 768
-4,324 555 371 -623 150 1,042 4,451 -5,966 -1,877 0 0 0 1,728 6,494
Percent of Open Interest Represented by Each Category of Trader
0.4 12.1 0.1 51.4 14.9 16.7 6.5 38.2 2.8 2.5 0.6 0.1 19.5 14.5
Number of Traders in Each Category Total Traders: 101
. 8 . 43 13 33 14 17 11 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 1,299,595
Positions
83,788 62,427 11,274 309,782 289,221 155,291 450,212 177,714 94,755 61,082 340,894 15,316 118,094 152,702
Changes from: October 4, 2016 Total Change is: 168,636
30,557 -21,329 3,904 -3,165 41,643 1,832 77,595 2,484 49,363 6,635 79,492 6,603 -4,687 4,646
Percent of Open Interest Represented by Each Category of Trader
6.4 4.8 0.9 23.8 22.3 11.9 34.6 13.7 7.3 4.7 26.2 1.2 9.1 11.7
Number of Traders in Each Category Total Traders: 250
19 22 11 46 40 44 46 30 37 21 25 11
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 3,311,923
Positions
158,475 180,697 131,169 882,400 912,335 475,916 495,020 632,790 286,217 445,654 137,467 69,567 367,505 485,765
Changes from: October 4, 2016 Total Change is: 33,278
-4,612 -1,034 -1,345 1,982 -10,251 -19,272 -36,273 -9,556 33,774 43,520 6,842 7,120 8,386 27,001
Percent of Open Interest Represented by Each Category of Trader
4.8 5.5 4.0 26.6 27.5 14.4 14.9 19.1 8.6 13.5 4.2 2.1 11.1 14.7
Number of Traders in Each Category Total Traders: 379
26 32 45 59 78 84 62 68 88 21 32 28
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 225,027
Positions
5,707 23,153 18 39,491 87,345 4,493 106,609 13,719 1,660 4,303 4,129 0 62,746 90,510
Changes from: October 4, 2016 Total Change is: -1,807
-3,224 -6,060 -40 65 -3,042 -1,673 1,677 704 -814 0 0 0 2,202 9,117
Percent of Open Interest Represented by Each Category of Trader
2.5 10.3 0.0 17.5 38.8 2.0 47.4 6.1 0.7 1.9 1.8 0.0 27.9 40.2
Number of Traders in Each Category Total Traders: 38
. 5 . 5 12 9 10 . 4 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 2,927,423
Positions
46,538 267,518 92,218 1,618,606 494,434 316,115 231,500 1,027,519 142,986 209,078 202,030 19,813 250,569 364,790
Changes from: October 4, 2016 Total Change is: 16,934
-2,404 5,824 22,896 5,677 15,200 -9,910 -37,427 -59,089 26,390 20,602 -7,611 1,815 -10,705 21,420
Percent of Open Interest Represented by Each Category of Trader
1.6 9.1 3.2 55.3 16.9 10.8 7.9 35.1 4.9 7.1 6.9 0.7 8.6 12.5
Number of Traders in Each Category Total Traders: 296
9 37 22 56 47 58 36 64 59 15 32 11
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 1,123,691
Positions
331,541 171,697 293,416 0 31,284 23,529 123,822 229,327 222,350 47,860 40,117 61,327 19,847 50,644
Changes from: October 4, 2016 Total Change is: 56,060
-8,179 -20,628 10,728 0 -5,553 5,317 18,508 28,256 18,968 16,008 31,045 -5,535 245 -6,538
Percent of Open Interest Represented by Each Category of Trader
29.5 15.3 26.1 0.0 2.8 2.1 11.0 20.4 19.8 4.3 3.6 5.5 1.8 4.5
Number of Traders in Each Category Total Traders: 153
23 36 42 0 8 . 24 41 39 10 9 9
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 is19,286,640
Positions
4,084,056 1,012,287 3,588,584 342,663 1,810,756 676,253 411,678 1,293,867 7,656,156 712,371 943,665 1,113,028 701,852 1,192,044
Changes from: October 4, 2016 Total Change is: 340,936
200,116 -82,724 -6,746 289 -1,545 12,191 -144,708 89,418 222,312 55,795 67,602 42,431 -40,744 -2,002
Percent of Open Interest Represented by Each Category of Trader
21.2 5.2 18.6 1.8 9.4 3.5 2.1 6.7 39.7 3.7 4.9 5.8 3.6 6.2
Number of Traders in Each Category Total Traders: 313
35 46 78 13 30 35 39 96 113 12 33 33
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 26,584
Positions
2,202 3,108 0 72 11,438 109 13,874 8,689 0 9,953 2,860 236 138 144
Changes from: October 4, 2016 Total Change is: -26
-147 -442 0 25 189 0 -54 137 0 425 307 -204 -71 -13
Percent of Open Interest Represented by Each Category of Trader
8.3 11.7 0.0 0.3 43.0 0.4 52.2 32.7 0.0 37.4 10.8 0.9 0.5 0.5
Number of Traders in Each Category Total Traders: 46
4 6 0 . 11 . 6 8 0 4 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 28,288
Positions
4,440 6,787 0 342 7,236 423 21,561 9,036 0 1,324 4,545 136 62 125
Changes from: October 4, 2016 Total Change is: 2,575
-477 1,762 0 -35 262 68 2,854 453 -5 185 0 0 -15 35
Percent of Open Interest Represented by Each Category of Trader
15.7 24.0 0.0 1.2 25.6 1.5 76.2 31.9 0.0 4.7 16.1 0.5 0.2 0.4
Number of Traders in Each Category Total Traders: 35
. 5 0 . 5 . 9 6 0 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 70,154
Positions
409 33,324 2 18,995 355 487 22,425 29,445 3,532 16,095 465 140 8,069 2,406
Changes from: October 4, 2016 Total Change is: 15,936
103 15,080 -3 5,158 -442 -40 12,648 1,978 -1,000 -1,012 121 -13 95 255
Percent of Open Interest Represented by Each Category of Trader
0.6 47.5 0.0 27.1 0.5 0.7 32.0 42.0 5.0 22.9 0.7 0.2 11.5 3.4
Number of Traders in Each Category Total Traders: 144
. 4 . 11 . . 45 24 18 47 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 492,032
Positions
114,105 22,347 40,441 116,635 44,815 33,748 45,769 205,254 84,160 8,926 6,968 20,590 27,658 33,709
Changes from: October 4, 2016 Total Change is: 9,422
-4,466 -1,458 4,238 3,277 4,756 -7,759 4,739 2,010 7,704 -430 -1,420 827 1,292 524
Percent of Open Interest Represented by Each Category of Trader
23.2 4.5 8.2 23.7 9.1 6.9 9.3 41.7 17.1 1.8 1.4 4.2 5.6 6.9
Number of Traders in Each Category Total Traders: 223
14 13 20 13 20 14 42 70 61 18 20 21
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Traders in Financial Futures - Options and Futures Combined Positions as of October 11, 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 21,852
Positions
53 3,851 0 15,611 96 409 2,573 17,117 369 2,688 0 0 149 10
Changes from: October 4, 2016 Total Change is: 2,528
3 681 0 1,694 0 32 136 1,836 -21 707 0 0 -23 0
Percent of Open Interest Represented by Each Category of Trader
0.2 17.6 0.0 71.4 0.4 1.9 11.8 78.3 1.7 12.3 0.0 0.0 0.7 0.0
Number of Traders in Each Category Total Traders: 36
. . 0 9 . . 9 8 . 6 0 0
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Updated October 14, 2016