Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 128,355
Positions
29,040 16,822 6,656 26,874 10,744 1,708 12,478 36,179 13,405 4,564 4,160 4,421 29,209 34,260
Changes from: November 29, 2016 Total Change is: -6,487
-10,714 -1,245 -289 -409 -2,247 312 1,843 -2,734 831 -29 829 444 1,524 -2,387
Percent of Open Interest Represented by Each Category of Trader
22.6 13.1 5.2 20.9 8.4 1.3 9.7 28.2 10.4 3.6 3.2 3.4 22.8 26.7
Number of Traders in Each Category Total Traders: 89
8 6 9 8 11 4 10 34 16 7 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 69,595
Positions
46,542 337 1,027 1,606 3,645 0 8,449 34,304 3,938 446 0 0 7,587 26,344
Changes from: November 29, 2016 Total Change is: -1,411
-1,934 337 679 0 -19 0 -1,984 -2,857 333 31 0 0 1,464 116
Percent of Open Interest Represented by Each Category of Trader
66.9 0.5 1.5 2.3 5.2 0.0 12.1 49.3 5.7 0.6 0.0 0.0 10.9 37.9
Number of Traders in Each Category Total Traders: 46
9 . 5 . . 0 9 21 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 280,293
Positions
150,744 15,376 14,159 8,464 74,187 6,218 33,667 79,973 34,833 3,268 13,677 3,979 24,960 37,891
Changes from: November 29, 2016 Total Change is: 2,868
2,501 4,726 1,100 -522 3,081 1,410 -8,167 -14,591 6,895 -32 640 629 -948 -1,023
Percent of Open Interest Represented by Each Category of Trader
53.8 5.5 5.1 3.0 26.5 2.2 12.0 28.5 12.4 1.2 4.9 1.4 8.9 13.5
Number of Traders in Each Category Total Traders: 137
11 7 13 6 24 8 23 50 31 7 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 309,755
Positions
133,764 9,031 18,521 22,637 48,873 18,967 37,904 69,169 49,277 558 44,747 4,771 23,356 46,400
Changes from: November 29, 2016 Total Change is: 38,747
25,285 -1,354 1,806 -583 3,498 2,241 5,413 25,281 4,690 3 3,581 394 -502 -1,389
Percent of Open Interest Represented by Each Category of Trader
43.2 2.9 6.0 7.3 15.8 6.1 12.2 22.3 15.9 0.2 14.4 1.5 7.5 15.0
Number of Traders in Each Category Total Traders: 137
13 7 12 11 24 12 25 43 22 . 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 533,439
Positions
132,498 24,666 48,985 138,272 101,610 17,792 37,378 169,036 63,667 24,731 25,737 11,018 59,098 70,929
Changes from: November 29, 2016 Total Change is: -10,157
-13,776 4,569 6,137 -3,776 3,764 42 -94 -27,995 3,322 2,589 2,249 -924 -3,677 -1,321
Percent of Open Interest Represented by Each Category of Trader
24.8 4.6 9.2 25.9 19.0 3.3 7.0 31.7 11.9 4.6 4.8 2.1 11.1 13.3
Number of Traders in Each Category Total Traders: 268
20 10 18 48 35 38 22 72 34 29 30 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 108,180
Positions
12,730 22,346 7,701 10,598 12,721 672 26,238 18,884 15,071 8,253 2,784 2,867 24,050 25,133
Changes from: November 29, 2016 Total Change is: -8,833
-3,185 2,178 -770 1,169 -179 -593 -10,224 -6,027 -481 5,027 -426 -219 443 -2,315
Percent of Open Interest Represented by Each Category of Trader
11.8 20.7 7.1 9.8 11.8 0.6 24.3 17.5 13.9 7.6 2.6 2.7 22.2 23.2
Number of Traders in Each Category Total Traders: 88
7 8 9 5 11 . 25 18 14 7 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 34,499
Positions
3,165 29,414 0 5,163 0 0 22,322 747 2,017 594 1,650 0 1,238 671
Changes from: November 29, 2016 Total Change is: 1,348
81 -216 -65 4 0 0 -827 -416 1,973 194 0 0 -12 72
Percent of Open Interest Represented by Each Category of Trader
9.2 85.3 0.0 15.0 0.0 0.0 64.7 2.2 5.8 1.7 4.8 0.0 3.6 1.9
Number of Traders in Each Category Total Traders: 28
4 6 0 . 0 0 12 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 154,189
Positions
59,612 45,162 4,251 45,917 5,933 960 16,596 66,656 17,757 2,322 5,908 15 6,759 7,547
Changes from: November 29, 2016 Total Change is: -3,890
2,522 688 -2,195 -4,120 -552 801 -78 -967 -1,042 52 -572 -1 171 -50
Percent of Open Interest Represented by Each Category of Trader
38.7 29.3 2.8 29.8 3.8 0.6 10.8 43.2 11.5 1.5 3.8 0.0 4.4 4.9
Number of Traders in Each Category Total Traders: 137
6 8 . 11 9 4 23 52 18 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 19,925
Positions
754 12,608 0 5,716 0 0 10,345 4,306 1,073 699 1,260 0 1,338 678
Changes from: November 29, 2016 Total Change is: -12,389
754 -7,382 -4,528 55 0 0 -7,029 1,194 -1,498 63 -43 0 -206 -132
Percent of Open Interest Represented by Each Category of Trader
3.8 63.3 0.0 28.7 0.0 0.0 51.9 21.6 5.4 3.5 6.3 0.0 6.7 3.4
Number of Traders in Each Category Total Traders: 31
. . 0 . 0 0 9 10 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 48,740
Positions
18,273 11,519 306 399 25,033 59 23,653 6,163 1,811 0 1,244 0 4,239 2,605
Changes from: November 29, 2016 Total Change is: -1,145
1,408 -31 190 -95 204 0 -3,303 -273 171 0 -553 0 484 -853
Percent of Open Interest Represented by Each Category of Trader
37.5 23.6 0.6 0.8 51.4 0.1 48.5 12.6 3.7 0.0 2.6 0.0 8.7 5.3
Number of Traders in Each Category Total Traders: 68
9 4 . . 5 . 29 13 6 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 5,739
Positions
1,438 0 0 506 1,936 0 1,958 2,069 1,120 0 0 0 717 614
Changes from: November 29, 2016 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
25.1 0.0 0.0 8.8 33.7 0.0 34.1 36.1 19.5 0.0 0.0 0.0 12.5 10.7
Number of Traders in Each Category Total Traders: 21
. 0 0 . . 0 10 . 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 72,444
Positions
9,306 39,500 2,311 9,141 1,109 221 39,136 10,343 1,131 909 5,017 779 9,509 12,033
Changes from: November 29, 2016 Total Change is: -1,612
6 -1,133 1,006 -254 -392 9 -1,897 -154 -746 -123 81 60 327 -343
Percent of Open Interest Represented by Each Category of Trader
12.8 54.5 3.2 12.6 1.5 0.3 54.0 14.3 1.6 1.3 6.9 1.1 13.1 16.6
Number of Traders in Each Category Total Traders: 128
14 28 11 12 . 6 35 17 8 4 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 144,887
Positions
18,613 78,999 4,622 18,281 2,217 442 78,272 20,685 2,263 1,819 10,034 1,558 19,018 24,067
Changes from: November 29, 2016 Total Change is: -3,223
13 -2,266 2,012 -507 -783 18 -3,794 -307 -1,493 -245 162 119 654 -685
Percent of Open Interest Represented by Each Category of Trader
12.8 54.5 3.2 12.6 1.5 0.3 54.0 14.3 1.6 1.3 6.9 1.1 13.1 16.6
Number of Traders in Each Category Total Traders: 128
14 28 11 12 . 6 35 17 8 4 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 941,120
Positions
84,518 70,513 64,185 269,096 224,763 77,581 84,090 127,572 172,263 23,462 34,286 46,372 119,554 123,585
Changes from: November 29, 2016 Total Change is: -19,577
2,636 2,928 2,642 -14,340 -636 -107 -1,188 -9,630 -12,548 -28 -1,625 -2,653 6,010 2,052
Percent of Open Interest Represented by Each Category of Trader
9.0 7.5 6.8 28.6 23.9 8.2 8.9 13.6 18.3 2.5 3.6 4.9 12.7 13.1
Number of Traders in Each Category Total Traders: 661
38 30 47 125 91 109 81 141 122 75 78 79
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 198,561
Positions
26,583 14,927 16,985 20,232 25,509 13,156 16,040 12,783 52,683 3,692 243 11,352 37,838 50,923
Changes from: November 29, 2016 Total Change is: -4,090
-3,854 1,233 2,110 1,284 -1,732 703 -1,320 -13 -3,787 -171 9 -1,019 1,964 -1,594
Percent of Open Interest Represented by Each Category of Trader
13.4 7.5 8.6 10.2 12.8 6.6 8.1 6.4 26.5 1.9 0.1 5.7 19.1 25.6
Number of Traders in Each Category Total Traders: 77
11 6 8 8 6 5 16 14 27 8 7 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 3,712,794
Positions
365,505 353,759 160,171 1,248,928 1,000,882 317,518 421,879 655,576 516,269 105,871 177,237 168,075 408,579 363,308
Changes from: November 29, 2016 Total Change is: -77,434
29,911 5,934 5,199 -86,580 -2,976 4,413 -10,295 -59,040 -32,851 -287 -9,175 -7,169 20,227 18,233
Percent of Open Interest Represented by Each Category of Trader
9.8 9.5 4.3 33.6 27.0 8.6 11.4 17.7 13.9 2.9 4.8 4.5 11.0 9.8
Number of Traders in Each Category Total Traders: 638
37 31 43 124 86 104 82 135 116 71 72 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 88,102
Positions
1,808 34,818 525 42,293 40,517 3,628 27,428 3,417 114 0 1,080 0 12,306 4,003
Changes from: November 29, 2016 Total Change is: -378
441 316 40 -2,785 -1,383 1,137 769 -24 3 0 -149 0 17 -318
Percent of Open Interest Represented by Each Category of Trader
2.1 39.5 0.6 48.0 46.0 4.1 31.1 3.9 0.1 0.0 1.2 0.0 14.0 4.5
Number of Traders in Each Category Total Traders: 87
5 8 . 32 13 17 19 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 52,750
Positions
12,000 17,211 676 10,647 7,045 861 16,323 14,846 3,073 2,181 1,780 486 6,504 6,773
Changes from: November 29, 2016 Total Change is: -738
4,690 -3,276 338 -2,390 988 -16 -4,189 -241 655 25 -537 -45 194 1,396
Percent of Open Interest Represented by Each Category of Trader
22.7 32.6 1.3 20.2 13.4 1.6 30.9 28.1 5.8 4.1 3.4 0.9 12.3 12.8
Number of Traders in Each Category Total Traders: 224
16 21 13 35 18 14 50 53 27 16 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 263,751
Positions
59,998 86,057 3,379 53,233 35,223 4,306 81,615 74,229 15,365 10,906 8,899 2,430 32,520 33,863
Changes from: November 29, 2016 Total Change is: -3,688
23,450 -16,380 1,692 -11,950 4,939 -79 -20,945 -1,207 3,277 125 -2,685 -227 968 6,981
Percent of Open Interest Represented by Each Category of Trader
22.7 32.6 1.3 20.2 13.4 1.6 30.9 28.1 5.8 4.1 3.4 0.9 12.3 12.8
Number of Traders in Each Category Total Traders: 224
16 21 13 35 18 14 50 53 27 16 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 694,546
Positions
83,535 218,644 4,663 318,479 160,901 33,623 185,048 212,481 15,945 19,611 22,545 1,678 31,964 24,066
Changes from: November 29, 2016 Total Change is: 337,740
41,719 103,335 3,419 157,480 79,784 17,924 90,057 106,075 8,232 10,955 13,636 844 7,111 4,492
Percent of Open Interest Represented by Each Category of Trader
12.0 31.5 0.7 45.9 23.2 4.8 26.6 30.6 2.3 2.8 3.2 0.2 4.6 3.5
Number of Traders in Each Category Total Traders: 360
19 23 8 82 50 36 72 68 25 21 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 50,456
Positions
1,128 27,332 5,108 14,812 543 48 5,560 1,796 1,329 4,297 1,327 5,768 12,406 7,205
Changes from: November 29, 2016 Total Change is: 14,442
-314 -92 4,855 -453 -7 -21 -140 373 1,329 -464 -298 5,768 3,882 2,535
Percent of Open Interest Represented by Each Category of Trader
2.2 54.2 10.1 29.4 1.1 0.1 11.0 3.6 2.6 8.5 2.6 11.4 24.6 14.3
Number of Traders in Each Category Total Traders: 47
4 6 . 14 . . 10 5 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 88,361
Positions
21,721 16,835 4,031 13,409 11,124 3,040 13,619 23,829 5,334 2,915 1,975 1,238 23,054 20,955
Changes from: November 29, 2016 Total Change is: 15,007
282 -482 2,844 -3,889 -2,371 298 436 4,036 3,353 401 239 220 11,062 6,870
Percent of Open Interest Represented by Each Category of Trader
24.6 19.1 4.6 15.2 12.6 3.4 15.4 27.0 6.0 3.3 2.2 1.4 26.1 23.7
Number of Traders in Each Category Total Traders: 93
11 14 10 11 9 8 19 19 14 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 221,754
Positions
9,664 128,302 3,339 148,660 60,490 13,000 33,776 7,090 2,245 3,027 1,666 500 7,543 5,122
Changes from: November 29, 2016 Total Change is: -2,970
2,338 21 666 -6,740 -1,740 -408 179 -2,413 -330 8 -324 500 817 1,058
Percent of Open Interest Represented by Each Category of Trader
4.4 57.9 1.5 67.0 27.3 5.9 15.2 3.2 1.0 1.4 0.8 0.2 3.4 2.3
Number of Traders in Each Category Total Traders: 115
10 10 4 43 23 20 11 11 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 834,985
Positions
28,393 600,828 23,711 476,327 91,549 64,008 159,826 19,115 13,489 48,658 10,707 1,007 19,566 10,571
Changes from: November 29, 2016 Total Change is: 7,719
-5,158 5,616 12,852 -5,069 -12,940 732 3,163 -2,233 2,232 623 -749 -68 -1,588 2,277
Percent of Open Interest Represented by Each Category of Trader
3.4 72.0 2.8 57.0 11.0 7.7 19.1 2.3 1.6 5.8 1.3 0.1 2.3 1.3
Number of Traders in Each Category Total Traders: 303
23 22 13 97 38 47 55 19 19 35 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 711,707
Positions
6,349 34,020 33,012 295,740 158,127 80,408 37,508 107,809 87,129 5,606 17,127 14,749 151,206 179,327
Changes from: November 29, 2016 Total Change is: 28,065
-781 -10,042 10,102 30,774 23,229 -11,555 -1,023 -77 13,400 -12,502 4,386 4,515 -4,863 -5,892
Percent of Open Interest Represented by Each Category of Trader
0.9 4.8 4.6 41.6 22.2 11.3 5.3 15.1 12.2 0.8 2.4 2.1 21.2 25.2
Number of Traders in Each Category Total Traders: 157
6 10 14 41 29 36 28 29 39 8 6 8
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Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 661,422
Positions
8,312 122,812 2,052 377,433 82,460 84,448 41,679 232,725 20,867 15,498 8,676 456 110,677 106,926
Changes from: November 29, 2016 Total Change is: 6,921
2,145 8,660 -3,255 17,788 -23,745 1,371 4,654 25,367 -2,938 972 1,125 0 -13,816 336
Percent of Open Interest Represented by Each Category of Trader
1.3 18.6 0.3 57.1 12.5 12.8 6.3 35.2 3.2 2.3 1.3 0.1 16.7 16.2
Number of Traders in Each Category Total Traders: 103
. 10 5 48 10 31 9 18 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 1,192,203
Positions
44,512 63,828 13,393 359,367 257,100 154,160 303,310 175,200 126,320 80,305 244,324 7,946 102,890 149,932
Changes from: November 29, 2016 Total Change is: 8,526
6,053 4,821 -16,557 33,297 -5,275 18,025 4,542 16,613 -12,904 -22,392 12,538 -823 -715 -7,913
Percent of Open Interest Represented by Each Category of Trader
3.7 5.4 1.1 30.1 21.6 12.9 25.4 14.7 10.6 6.7 20.5 0.7 8.6 12.6
Number of Traders in Each Category Total Traders: 236
10 22 17 54 37 44 42 29 35 18 24 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,639,440
Positions
113,535 250,279 155,352 1,102,686 925,594 496,067 472,887 516,827 459,097 387,112 173,996 120,940 331,763 541,287
Changes from: November 29, 2016 Total Change is: 105,011
4,589 -120 3,021 27,611 32,248 -1,749 8,536 -44,592 57,474 -16,845 26,332 30,481 -8,106 1,917
Percent of Open Interest Represented by Each Category of Trader
3.1 6.9 4.3 30.3 25.4 13.6 13.0 14.2 12.6 10.6 4.8 3.3 9.1 14.9
Number of Traders in Each Category Total Traders: 388
22 35 40 54 85 90 47 84 93 20 41 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 312,049
Positions
11,466 14,398 2,376 64,038 151,623 6,769 134,066 20,873 8,292 9,627 6,629 0 75,416 101,089
Changes from: November 29, 2016 Total Change is: -3,550
-2,607 2,698 -2,643 4,269 1,496 -586 10,084 2,565 -6,224 833 0 0 -6,676 -856
Percent of Open Interest Represented by Each Category of Trader
3.7 4.6 0.8 20.5 48.6 2.2 43.0 6.7 2.7 3.1 2.1 0.0 24.2 32.4
Number of Traders in Each Category Total Traders: 52
. 5 . 7 18 15 12 4 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,044,136
Positions
64,199 225,624 103,522 1,715,069 420,598 275,257 169,066 1,173,208 239,609 203,287 198,212 27,697 246,431 380,409
Changes from: November 29, 2016 Total Change is: -168,104
-17,575 -24,532 -6,867 73,078 33,732 -29,762 -41,585 11,269 -128,336 8,868 -4,770 -333 -25,592 -18,506
Percent of Open Interest Represented by Each Category of Trader
2.1 7.4 3.4 56.3 13.8 9.0 5.6 38.5 7.9 6.7 6.5 0.9 8.1 12.5
Number of Traders in Each Category Total Traders: 286
7 33 21 61 44 60 36 58 56 17 30 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 887,629
Positions
311,114 136,646 251,850 663 13,890 9,081 91,252 263,133 121,799 47,016 19,252 24,671 30,183 47,307
Changes from: November 29, 2016 Total Change is: -128,667
-19,263 -14,182 -72,325 203 -8,619 5,029 2,038 11,330 -48,371 14,282 13,141 -16,383 6,123 1,714
Percent of Open Interest Represented by Each Category of Trader
35.0 15.4 28.4 0.1 1.6 1.0 10.3 29.6 13.7 5.3 2.2 2.8 3.4 5.3
Number of Traders in Each Category Total Traders: 118
28 28 41 . 5 . 23 21 28 9 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 is24,584,789
Positions
4,829,498 1,063,272 4,312,565 54,220 1,888,294 660,823 556,958 1,956,928 10,799,507 774,909 702,938 2,007,203 589,104 1,193,258
Changes from: November 29, 2016 Total Change is: 1,319,137
185,971 147,796 10,686 -3,531 113,963 -13,649 20,880 -12,840 973,529 1,081 -1,412 165,029 -20,859 -63,965
Percent of Open Interest Represented by Each Category of Trader
19.6 4.3 17.5 0.2 7.7 2.7 2.3 8.0 43.9 3.2 2.9 8.2 2.4 4.9
Number of Traders in Each Category Total Traders: 316
37 46 79 11 32 30 33 102 110 20 30 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 32,248
Positions
5,804 7,558 0 151 13,721 113 15,370 5,876 0 10,456 4,423 292 62 265
Changes from: November 29, 2016 Total Change is: 757
-51 496 0 14 144 0 374 -307 0 373 402 22 25 0
Percent of Open Interest Represented by Each Category of Trader
18.0 23.4 0.0 0.5 42.5 0.4 47.7 18.2 0.0 32.4 13.7 0.9 0.2 0.8
Number of Traders in Each Category Total Traders: 46
. 9 0 . 12 . 5 9 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 52,738
Positions
4,923 29,203 0 371 6,985 360 45,904 10,242 0 1,028 5,702 136 16 110
Changes from: November 29, 2016 Total Change is: 9,148
492 7,509 0 31 -43 -66 8,715 1,722 0 3 0 0 -27 26
Percent of Open Interest Represented by Each Category of Trader
9.3 55.4 0.0 0.7 13.2 0.7 87.0 19.4 0.0 1.9 10.8 0.3 0.0 0.2
Number of Traders in Each Category Total Traders: 34
. 5 0 . 5 . 6 8 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 94,624
Positions
841 51,083 629 20,759 200 1,599 37,599 28,917 5,907 14,768 720 387 12,136 5,184
Changes from: November 29, 2016 Total Change is: 1,422
88 71 2 -835 -100 -172 3,283 -332 328 -3,905 -458 223 2,410 1,860
Percent of Open Interest Represented by Each Category of Trader
0.9 54.0 0.7 21.9 0.2 1.7 39.7 30.6 6.2 15.6 0.8 0.4 12.8 5.5
Number of Traders in Each Category Total Traders: 155
4 4 . 16 . . 59 21 20 41 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 431,627
Positions
104,909 19,603 16,525 103,511 41,994 25,547 49,848 195,423 80,928 8,206 7,226 14,289 27,864 30,092
Changes from: November 29, 2016 Total Change is: 22,741
10,071 3,087 910 -7,321 4,675 1,513 5,505 -71 11,650 76 1,752 3,186 -2,849 -3,961
Percent of Open Interest Represented by Each Category of Trader
24.3 4.5 3.8 24.0 9.7 5.9 11.5 45.3 18.7 1.9 1.7 3.3 6.5 7.0
Number of Traders in Each Category Total Traders: 210
17 7 20 13 20 9 41 68 56 15 18 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 6, 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 22,797
Positions
51 2,522 0 14,014 969 4 5,274 18,886 369 2,948 0 0 137 47
Changes from: November 29, 2016 Total Change is: 1,103
21 -1,145 0 2,489 -1 0 -1,807 2,217 0 348 0 0 52 32
Percent of Open Interest Represented by Each Category of Trader
0.2 11.1 0.0 61.5 4.3 0.0 23.1 82.8 1.6 12.9 0.0 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 10 . . 10 8 . . 0 0
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Updated December 9, 2016