Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 137,823
Positions
42,753 18,846 6,297 29,652 12,890 1,323 9,842 41,100 11,901 5,805 3,054 3,904 26,345 38,507
Changes from: November 15, 2016 Total Change is: -5,783
-2,192 927 391 1,019 881 86 -4,890 -6,157 -102 -387 -673 299 -7 -1,435
Percent of Open Interest Represented by Each Category of Trader
31.0 13.7 4.6 21.5 9.4 1.0 7.1 29.8 8.6 4.2 2.2 2.8 19.1 27.9
Number of Traders in Each Category Total Traders: 95
8 7 8 10 14 4 10 32 16 10 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 64,195
Positions
44,012 0 367 1,606 3,263 0 9,048 32,675 3,275 426 0 0 5,461 24,616
Changes from: November 15, 2016 Total Change is: 6,086
6,654 -1,398 -15 0 1,784 0 1,147 2,753 525 -31 0 0 -2,193 2,436
Percent of Open Interest Represented by Each Category of Trader
68.6 0.0 0.6 2.5 5.1 0.0 14.1 50.9 5.1 0.7 0.0 0.0 8.5 38.3
Number of Traders in Each Category Total Traders: 45
9 0 . . . 0 12 19 9 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 277,032
Positions
146,719 10,153 12,120 9,877 69,869 3,903 43,794 96,684 28,445 3,183 12,814 3,401 25,591 39,644
Changes from: November 15, 2016 Total Change is: -5,929
-4,738 3,590 241 -561 1,901 -7 1,177 -10,885 -1,286 -805 90 -242 293 670
Percent of Open Interest Represented by Each Category of Trader
53.0 3.7 4.4 3.6 25.2 1.4 15.8 34.9 10.3 1.1 4.6 1.2 9.2 14.3
Number of Traders in Each Category Total Traders: 138
8 10 11 6 25 9 31 47 27 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 249,214
Positions
88,215 12,220 15,804 29,630 40,894 15,195 31,748 40,363 40,324 1,036 37,347 4,062 23,200 43,006
Changes from: November 15, 2016 Total Change is: 26,996
25,516 -1,781 1,170 -4,725 2,074 3,561 -5,221 8,468 8,425 -19 278 358 -2,070 4,443
Percent of Open Interest Represented by Each Category of Trader
35.4 4.9 6.3 11.9 16.4 6.1 12.7 16.2 16.2 0.4 15.0 1.6 9.3 17.3
Number of Traders in Each Category Total Traders: 132
13 7 14 14 21 12 25 39 23 4 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 523,899
Positions
134,364 19,435 40,352 139,069 95,718 18,023 40,735 179,132 54,845 23,733 31,534 11,333 61,445 73,527
Changes from: November 15, 2016 Total Change is: 32,078
4,917 -7,027 4,624 -1,262 230 3,145 5,278 11,531 7,176 2,472 5,760 1,732 3,997 4,907
Percent of Open Interest Represented by Each Category of Trader
25.6 3.7 7.7 26.5 18.3 3.4 7.8 34.2 10.5 4.5 6.0 2.2 11.7 14.0
Number of Traders in Each Category Total Traders: 261
19 13 17 46 35 40 23 69 33 32 23 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 126,949
Positions
7,195 29,592 7,637 10,819 11,734 1,537 45,000 26,120 15,518 10,377 2,583 3,126 25,740 29,103
Changes from: November 15, 2016 Total Change is: -6,577
4,272 -26,153 1,657 -3,598 682 51 -18,018 7,238 2,615 5,541 -1,524 957 -53 7,899
Percent of Open Interest Represented by Each Category of Trader
5.7 23.3 6.0 8.5 9.2 1.2 35.4 20.6 12.2 8.2 2.0 2.5 20.3 22.9
Number of Traders in Each Category Total Traders: 92
5 9 9 8 10 4 28 19 14 8 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 33,154
Positions
2,971 29,497 0 5,153 0 0 23,245 1,167 47 400 1,650 0 1,338 793
Changes from: November 15, 2016 Total Change is: -7,055
-2,388 -6,186 -395 -308 0 0 -4,277 -637 2 -103 0 0 414 161
Percent of Open Interest Represented by Each Category of Trader
9.0 89.0 0.0 15.5 0.0 0.0 70.1 3.5 0.1 1.2 5.0 0.0 4.0 2.4
Number of Traders in Each Category Total Traders: 25
. 5 0 . 0 0 12 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 158,059
Positions
56,339 52,268 55 53,050 6,290 162 16,494 62,399 23,169 2,279 6,714 27 6,484 6,975
Changes from: November 15, 2016 Total Change is: 521
291 2,524 -116 3,973 -908 0 -2,392 -945 -475 -250 123 -22 -488 339
Percent of Open Interest Represented by Each Category of Trader
35.6 33.1 0.0 33.6 4.0 0.1 10.4 39.5 14.7 1.4 4.2 0.0 4.1 4.4
Number of Traders in Each Category Total Traders: 137
5 10 . 11 8 . 21 51 18 13 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 25,699
Positions
0 19,990 23 5,697 0 0 17,901 3,715 196 236 1,041 0 1,646 734
Changes from: November 15, 2016 Total Change is: -1,170
0 -1,178 5 255 0 0 73 8 161 -1,406 127 -255 -3 -38
Percent of Open Interest Represented by Each Category of Trader
0.0 77.8 0.1 22.2 0.0 0.0 69.7 14.5 0.8 0.9 4.1 0.0 6.4 2.9
Number of Traders in Each Category Total Traders: 32
0 . . . 0 0 13 7 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 50,007
Positions
13,177 11,548 147 392 24,829 59 29,898 6,427 1,720 288 2,007 0 4,326 3,270
Changes from: November 15, 2016 Total Change is: 1,444
6,394 11 -5 -83 -27 0 -5,181 333 382 288 463 0 -351 287
Percent of Open Interest Represented by Each Category of Trader
26.4 23.1 0.3 0.8 49.7 0.1 59.8 12.9 3.4 0.6 4.0 0.0 8.7 6.5
Number of Traders in Each Category Total Traders: 71
9 4 . . 4 . 28 16 9 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 68,402
Positions
9,221 35,528 1,190 7,361 1,377 237 37,269 9,518 2,032 925 5,133 697 9,471 12,691
Changes from: November 15, 2016 Total Change is: 5,294
205 4,504 61 937 288 28 3,170 73 -7 -129 634 -8 1,037 -280
Percent of Open Interest Represented by Each Category of Trader
13.5 51.9 1.7 10.8 2.0 0.3 54.5 13.9 3.0 1.4 7.5 1.0 13.8 18.6
Number of Traders in Each Category Total Traders: 121
12 26 6 10 4 4 37 14 8 4 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 136,804
Positions
18,441 71,056 2,380 14,722 2,753 473 74,538 19,035 4,065 1,850 10,266 1,394 18,942 25,382
Changes from: November 15, 2016 Total Change is: 10,588
410 9,009 122 1,873 575 56 6,341 147 -14 -258 1,268 -15 2,074 -559
Percent of Open Interest Represented by Each Category of Trader
13.5 51.9 1.7 10.8 2.0 0.3 54.5 13.9 3.0 1.4 7.5 1.0 13.8 18.6
Number of Traders in Each Category Total Traders: 121
12 26 6 10 4 4 37 14 8 4 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 946,094
Positions
82,803 67,229 57,347 272,905 222,927 77,786 85,563 128,018 181,342 22,547 34,263 47,510 118,293 129,672
Changes from: November 15, 2016 Total Change is: 33,760
11,571 -2,822 11,813 3,097 5,219 3,977 3,625 7,718 -5,091 -718 4,225 924 4,562 7,797
Percent of Open Interest Represented by Each Category of Trader
8.8 7.1 6.1 28.8 23.6 8.2 9.0 13.5 19.2 2.4 3.6 5.0 12.5 13.7
Number of Traders in Each Category Total Traders: 673
37 30 43 128 94 103 86 143 124 74 80 79
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 197,006
Positions
29,708 12,572 14,229 18,936 26,266 12,349 15,816 10,622 52,638 3,918 245 11,922 37,490 56,163
Changes from: November 15, 2016 Total Change is: 17,977
5,179 -2,327 3,955 -860 2,255 2,113 2,797 1,993 2,843 -170 -355 -223 2,343 7,722
Percent of Open Interest Represented by Each Category of Trader
15.1 6.4 7.2 9.6 13.3 6.3 8.0 5.4 26.7 2.0 0.1 6.1 19.0 28.5
Number of Traders in Each Category Total Traders: 77
11 5 8 9 6 4 17 11 26 10 7 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 3,745,441
Positions
329,347 337,158 151,723 1,284,825 998,286 312,205 434,668 672,914 557,584 101,531 178,480 169,547 404,012 367,547
Changes from: November 15, 2016 Total Change is: 78,914
34,835 396 36,419 23,778 18,814 5,328 22,405 46,891 -57,942 -283 25,356 3,279 11,095 372
Percent of Open Interest Represented by Each Category of Trader
8.8 9.0 4.1 34.3 26.7 8.3 11.6 18.0 14.9 2.7 4.8 4.5 10.8 9.8
Number of Traders in Each Category Total Traders: 651
35 32 39 127 89 99 86 140 119 67 75 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 83,102
Positions
1,659 29,108 444 42,113 41,652 2,498 25,234 4,346 126 0 1,189 0 11,028 3,739
Changes from: November 15, 2016 Total Change is: 7,954
-1,761 6,583 2 6,550 -1,108 -227 4,064 2,268 -208 -202 670 0 -264 -26
Percent of Open Interest Represented by Each Category of Trader
2.0 35.0 0.5 50.7 50.1 3.0 30.4 5.2 0.2 0.0 1.4 0.0 13.3 4.5
Number of Traders in Each Category Total Traders: 87
. 8 . 33 14 17 19 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 52,733
Positions
5,762 19,777 301 12,828 6,177 930 21,271 14,996 2,755 2,405 1,899 565 5,915 5,333
Changes from: November 15, 2016 Total Change is: -996
-665 978 -4 596 -271 -357 -1,264 -2,003 -174 519 369 50 303 416
Percent of Open Interest Represented by Each Category of Trader
10.9 37.5 0.6 24.3 11.7 1.8 40.3 28.4 5.2 4.6 3.6 1.1 11.2 10.1
Number of Traders in Each Category Total Traders: 247
17 23 9 42 20 11 58 53 29 15 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 263,664
Positions
28,811 98,883 1,505 64,142 30,885 4,652 106,357 74,982 13,774 12,025 9,495 2,824 29,574 26,665
Changes from: November 15, 2016 Total Change is: -4,979
-3,324 4,892 -18 2,978 -1,357 -1,786 -6,320 -10,015 -869 2,593 1,843 252 1,513 2,078
Percent of Open Interest Represented by Each Category of Trader
10.9 37.5 0.6 24.3 11.7 1.8 40.3 28.4 5.2 4.6 3.6 1.1 11.2 10.1
Number of Traders in Each Category Total Traders: 247
17 23 9 42 20 11 58 53 29 15 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 353,646
Positions
48,552 104,100 1,177 146,565 82,621 16,175 97,307 110,745 8,257 9,090 9,552 696 25,826 20,323
Changes from: November 15, 2016 Total Change is: 7,783
-12,228 26,697 -125 9,929 -33,972 561 6,670 8,175 1,577 -57 3,628 289 1,167 953
Percent of Open Interest Represented by Each Category of Trader
13.7 29.4 0.3 41.4 23.4 4.6 27.5 31.3 2.3 2.6 2.7 0.2 7.3 5.7
Number of Traders in Each Category Total Traders: 280
17 20 4 67 38 29 57 55 21 14 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 35,836
Positions
1,448 27,321 117 15,275 550 245 5,348 1,657 0 4,804 1,567 0 8,599 4,379
Changes from: November 15, 2016 Total Change is: 347
79 37 -1 -389 0 188 152 -66 0 394 -118 0 -76 307
Percent of Open Interest Represented by Each Category of Trader
4.0 76.2 0.3 42.6 1.5 0.7 14.9 4.6 0.0 13.4 4.4 0.0 24.0 12.2
Number of Traders in Each Category Total Traders: 50
5 6 . 16 . . 10 5 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 69,201
Positions
20,964 17,201 1,416 16,618 20,693 1,963 12,416 16,636 1,975 2,361 2,694 0 11,488 6,623
Changes from: November 15, 2016 Total Change is: 2,663
470 4,029 -328 824 -3,569 112 -1,710 6,185 987 260 34 0 2,048 -4,787
Percent of Open Interest Represented by Each Category of Trader
30.3 24.9 2.0 24.0 29.9 2.8 17.9 24.0 2.9 3.4 3.9 0.0 16.6 9.6
Number of Traders in Each Category Total Traders: 95
14 17 4 11 10 7 18 15 8 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 226,822
Positions
7,305 126,683 2,304 156,661 60,529 13,559 33,932 14,548 2,630 3,331 1,804 0 7,100 4,765
Changes from: November 15, 2016 Total Change is: 5,707
-2,367 1,698 1,424 9,568 -3,876 202 -2,497 6,184 -577 312 20 0 -358 632
Percent of Open Interest Represented by Each Category of Trader
3.2 55.9 1.0 69.1 26.7 6.0 15.0 6.4 1.2 1.5 0.8 0.0 3.1 2.1
Number of Traders in Each Category Total Traders: 117
8 11 4 43 23 21 12 11 7 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 833,382
Positions
36,685 601,341 7,475 482,583 107,138 60,291 161,296 24,352 10,836 50,786 12,286 1,039 22,391 8,624
Changes from: November 15, 2016 Total Change is: -11,944
-684 -2,436 33 6,529 -169 -513 -17,811 5,043 516 -291 -7,007 -138 415 -7,273
Percent of Open Interest Represented by Each Category of Trader
4.4 72.2 0.9 57.9 12.9 7.2 19.4 2.9 1.3 6.1 1.5 0.1 2.7 1.0
Number of Traders in Each Category Total Traders: 306
24 21 8 99 40 47 56 16 17 37 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 848,191
Positions
7,442 38,057 58,062 261,945 129,459 113,930 45,822 108,208 159,824 11,324 13,571 18,127 171,715 208,952
Changes from: November 15, 2016 Total Change is: 33,881
1,374 -3,522 8,685 3 -1,131 1,067 -5,806 -12,416 31,362 -3,028 -3,552 2,245 -2,021 11,143
Percent of Open Interest Represented by Each Category of Trader
0.9 4.5 6.8 30.9 15.3 13.4 5.4 12.8 18.8 1.3 1.6 2.1 20.2 24.6
Number of Traders in Each Category Total Traders: 170
6 14 16 44 22 36 30 39 47 8 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 687,220
Positions
7,340 112,108 9,688 346,380 113,325 82,072 32,001 198,365 55,317 14,253 7,565 464 139,705 108,316
Changes from: November 15, 2016 Total Change is: 33,225
3,027 12,346 6,724 -3,482 99 -7,782 3,638 -9,950 20,616 2 -10 -2 10,484 11,185
Percent of Open Interest Represented by Each Category of Trader
1.1 16.3 1.4 50.4 16.5 11.9 4.7 28.9 8.0 2.1 1.1 0.1 20.3 15.8
Number of Traders in Each Category Total Traders: 97
. 10 6 42 12 30 10 15 16 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,239,714
Positions
42,087 75,365 22,749 343,255 259,816 149,152 275,281 178,667 150,612 124,687 225,583 13,436 118,454 164,334
Changes from: November 15, 2016 Total Change is: 23,348
5,607 -17,249 4,491 9,557 9,883 6,105 -72,600 -34,666 57,360 -563 -8,957 3,537 9,854 2,844
Percent of Open Interest Represented by Each Category of Trader
3.4 6.1 1.8 27.7 21.0 12.0 22.2 14.4 12.1 10.1 18.2 1.1 9.6 13.3
Number of Traders in Each Category Total Traders: 244
15 21 17 60 33 45 46 30 42 15 23 11
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 4,245,060
Positions
111,678 262,436 308,794 977,985 920,236 563,736 473,726 444,519 860,072 391,986 142,444 168,280 388,803 574,543
Changes from: November 15, 2016 Total Change is: 153,419
-10,615 58,842 45,502 38,389 1,607 -21,282 -28,372 -42,437 139,016 -7,129 -39,188 -1,652 -438 13,011
Percent of Open Interest Represented by Each Category of Trader
2.6 6.2 7.3 23.0 21.7 13.3 11.2 10.5 20.3 9.2 3.4 4.0 9.2 13.5
Number of Traders in Each Category Total Traders: 382
27 32 44 59 75 91 66 64 96 24 35 31
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 305,342
Positions
13,188 8,535 6,704 54,353 150,310 3,932 128,977 16,196 11,868 6,810 6,629 0 79,510 101,167
Changes from: November 15, 2016 Total Change is: 24,961
7,260 -10,935 4,870 1,510 20,122 -3,259 5,685 3,874 5,486 -535 0 0 3,944 4,803
Percent of Open Interest Represented by Each Category of Trader
4.3 2.8 2.2 17.8 49.2 1.3 42.2 5.3 3.9 2.2 2.2 0.0 26.0 33.1
Number of Traders in Each Category Total Traders: 44
. 4 4 6 14 10 11 . 4 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 2016
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,528,728
Positions
65,403 301,979 233,965 1,628,250 359,389 363,180 257,439 1,115,696 472,980 172,209 221,512 35,677 299,625 424,350
Changes from: November 15, 2016 Total Change is: 276,939
-44,212 15,966 65,733 43,974 -21,687 13,845 -25,100 -6,764 186,610 662 -16,787 10,059 25,368 29,964
Percent of Open Interest Represented by Each Category of Trader
1.9 8.6 6.6 46.1 10.2 10.3 7.3 31.6 13.4 4.9 6.3 1.0 8.5 12.0
Number of Traders in Each Category Total Traders: 305
11 37 28 58 42 59 47 60 68 15 35 14
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 958,770
Positions
321,331 164,200 298,364 528 19,293 4,053 71,051 214,454 156,610 36,942 7,777 41,204 28,687 52,815
Changes from: November 15, 2016 Total Change is: 54,793
-826 9,418 36,618 528 2,460 -614 15,839 -5,058 1,621 -6,256 -787 6,577 1,306 4,558
Percent of Open Interest Represented by Each Category of Trader
33.5 17.1 31.1 0.1 2.0 0.4 7.4 22.4 16.3 3.9 0.8 4.3 3.0 5.5
Number of Traders in Each Category Total Traders: 135
26 34 47 . 7 . 21 29 35 8 8 7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 is23,098,438
Positions
4,633,331 901,789 4,239,723 55,684 1,767,377 682,763 551,581 1,978,016 9,676,797 715,406 679,537 1,879,085 664,068 1,293,351
Changes from: November 15, 2016 Total Change is: 1,008,067
267,903 -42,183 91,994 -60,121 101,224 -2,591 111,984 83,978 612,593 -44,345 -10,329 111,586 -80,934 61,795
Percent of Open Interest Represented by Each Category of Trader
20.1 3.9 18.4 0.2 7.7 3.0 2.4 8.6 41.9 3.1 2.9 8.1 2.9 5.6
Number of Traders in Each Category Total Traders: 300
38 41 74 9 33 30 31 97 101 16 31 30
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 30,685
Positions
5,556 7,014 0 133 13,543 113 14,499 6,077 0 10,103 3,440 242 39 256
Changes from: November 15, 2016 Total Change is: -1,816
26 946 0 0 -423 0 -1,115 -2,545 0 -935 25 197 11 -16
Percent of Open Interest Represented by Each Category of Trader
18.1 22.9 0.0 0.4 44.1 0.4 47.3 19.8 0.0 32.9 11.2 0.8 0.1 0.8
Number of Traders in Each Category Total Traders: 44
. 8 0 . 12 . 5 8 0 4 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 39,284
Positions
3,404 18,350 0 343 6,811 423 33,776 8,067 0 1,199 5,422 136 3 75
Changes from: November 15, 2016 Total Change is: -346
-180 1,573 0 10 126 -9 -590 -1,824 0 445 -159 0 -22 -53
Percent of Open Interest Represented by Each Category of Trader
8.7 46.7 0.0 0.9 17.3 1.1 86.0 20.5 0.0 3.1 13.8 0.3 0.0 0.2
Number of Traders in Each Category Total Traders: 35
4 6 0 . 4 . 8 6 0 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 94,942
Positions
831 51,894 75 20,855 300 1,760 33,147 32,375 3,659 24,878 1,139 192 9,545 3,548
Changes from: November 15, 2016 Total Change is: 12,922
44 556 30 -14 200 485 5,726 11,241 339 5,276 189 69 968 -186
Percent of Open Interest Represented by Each Category of Trader
0.9 54.7 0.1 22.0 0.3 1.9 34.9 34.1 3.9 26.2 1.2 0.2 10.1 3.7
Number of Traders in Each Category Total Traders: 159
5 . . 15 . . 56 19 17 45 13 4
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 389,937
Positions
92,542 14,857 16,012 102,949 34,377 30,032 39,645 182,370 64,181 5,095 5,575 12,955 26,526 29,578
Changes from: November 15, 2016 Total Change is: -61,294
6,739 -14,194 -8,261 40,973 3,736 -18,273 -33,497 28,766 -30,236 -2,209 -3,011 -10,581 -5,949 -9,240
Percent of Open Interest Represented by Each Category of Trader
23.7 3.8 4.1 26.4 8.8 7.7 10.2 46.8 16.5 1.3 1.4 3.3 6.8 7.6
Number of Traders in Each Category Total Traders: 211
16 7 18 17 19 13 37 75 54 10 17 13
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Traders in Financial Futures - Options and Futures Combined Positions as of November 22, 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 17,719
Positions
30 3,279 0 10,374 970 4 3,576 13,079 369 3,231 0 0 135 18
Changes from: November 15, 2016 Total Change is: 1,039
-303 369 0 -316 2 0 860 756 -20 787 -48 0 31 -20
Percent of Open Interest Represented by Each Category of Trader
0.2 18.5 0.0 58.5 5.5 0.0 20.2 73.8 2.1 18.2 0.0 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 37
. . 0 8 . . 10 9 . 5 0 0
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Updated November 25, 2016