Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 130,515
Positions
22,389 18,061 5,390 29,709 8,799 990 15,822 41,052 15,582 4,284 5,982 2,848 33,502 31,812
Changes from: December 6, 2016 Total Change is: 2,160
-6,651 1,239 -1,265 2,835 -1,945 -719 3,344 4,873 2,177 -280 1,821 -1,573 4,293 -2,448
Percent of Open Interest Represented by Each Category of Trader
17.2 13.8 4.1 22.8 6.7 0.8 12.1 31.5 11.9 3.3 4.6 2.2 25.7 24.4
Number of Traders in Each Category Total Traders: 85
6 8 8 8 8 4 14 30 18 5 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 67,568
Positions
44,138 787 1,154 1,499 3,938 0 6,438 29,852 7,325 471 0 0 6,543 24,512
Changes from: December 6, 2016 Total Change is: -2,027
-2,403 450 127 -107 293 0 -2,011 -4,453 3,387 25 0 0 -1,045 -1,831
Percent of Open Interest Represented by Each Category of Trader
65.3 1.2 1.7 2.2 5.8 0.0 9.5 44.2 10.8 0.7 0.0 0.0 9.7 36.3
Number of Traders in Each Category Total Traders: 46
7 . 5 . 4 0 7 22 11 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 261,376
Positions
146,581 17,348 10,910 8,625 74,123 4,967 31,799 70,993 29,542 2,435 14,017 1,753 24,763 37,723
Changes from: December 6, 2016 Total Change is: -18,917
-4,163 1,972 -3,249 161 -64 -1,251 -1,868 -8,979 -5,292 -833 340 -2,226 -197 -168
Percent of Open Interest Represented by Each Category of Trader
56.1 6.6 4.2 3.3 28.4 1.9 12.2 27.2 11.3 0.9 5.4 0.7 9.5 14.4
Number of Traders in Each Category Total Traders: 126
11 6 11 6 22 8 22 46 30 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 330,834
Positions
154,125 7,426 37,266 21,265 46,699 12,370 36,858 86,762 36,112 592 47,769 10,977 21,268 45,453
Changes from: December 6, 2016 Total Change is: 21,079
20,361 -1,605 18,745 -1,372 -2,174 -6,597 -1,046 17,593 -13,165 34 3,022 6,206 -2,088 -947
Percent of Open Interest Represented by Each Category of Trader
46.6 2.2 11.3 6.4 14.1 3.7 11.1 26.2 10.9 0.2 14.4 3.3 6.4 13.7
Number of Traders in Each Category Total Traders: 139
14 7 13 9 24 10 22 46 22 . 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 516,828
Positions
107,482 27,293 74,891 139,247 93,823 14,550 39,545 155,171 40,445 28,423 25,688 14,234 58,011 70,733
Changes from: December 6, 2016 Total Change is: -16,611
-25,016 2,627 25,906 975 -7,787 -3,242 2,167 -13,865 -23,222 3,692 -49 3,216 -1,087 -196
Percent of Open Interest Represented by Each Category of Trader
20.8 5.3 14.5 26.9 18.2 2.8 7.7 30.0 7.8 5.5 5.0 2.8 11.2 13.7
Number of Traders in Each Category Total Traders: 247
18 11 18 44 34 33 21 65 28 29 24 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 103,371
Positions
12,448 22,637 10,145 12,208 12,047 396 25,419 15,736 12,253 3,030 4,882 2,512 24,960 22,764
Changes from: December 6, 2016 Total Change is: -4,809
-282 291 2,444 1,610 -674 -275 -819 -3,148 -2,818 -5,223 2,097 -355 910 -2,369
Percent of Open Interest Represented by Each Category of Trader
12.0 21.9 9.8 11.8 11.7 0.4 24.6 15.2 11.9 2.9 4.7 2.4 24.1 22.0
Number of Traders in Each Category Total Traders: 79
7 8 7 4 8 . 27 14 17 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 40,952
Positions
3,702 28,803 3,526 6,044 0 0 20,388 1,427 4,843 706 1,650 0 1,743 703
Changes from: December 6, 2016 Total Change is: 6,453
537 -611 3,526 881 0 0 -1,934 680 2,826 112 0 0 505 32
Percent of Open Interest Represented by Each Category of Trader
9.0 70.3 8.6 14.8 0.0 0.0 49.8 3.5 11.8 1.7 4.0 0.0 4.3 1.7
Number of Traders in Each Category Total Traders: 29
4 6 4 . 0 0 10 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 156,839
Positions
59,491 43,225 4,455 49,833 5,544 811 16,304 73,209 17,121 2,284 5,360 15 6,525 7,099
Changes from: December 6, 2016 Total Change is: 2,650
-121 -1,937 205 3,916 -389 -149 -292 6,553 -637 -38 -548 0 -234 -448
Percent of Open Interest Represented by Each Category of Trader
37.9 27.6 2.8 31.8 3.5 0.5 10.4 46.7 10.9 1.5 3.4 0.0 4.2 4.5
Number of Traders in Each Category Total Traders: 130
6 8 . 13 8 4 24 48 16 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 20,065
Positions
750 12,536 0 5,761 0 0 10,912 4,651 1,048 136 1,255 0 1,458 575
Changes from: December 6, 2016 Total Change is: 140
-4 -72 0 45 0 0 567 345 -25 -563 -5 0 120 -103
Percent of Open Interest Represented by Each Category of Trader
3.7 62.5 0.0 28.7 0.0 0.0 54.4 23.2 5.2 0.7 6.3 0.0 7.3 2.9
Number of Traders in Each Category Total Traders: 31
. . 0 . 0 0 8 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 54,226
Positions
17,177 11,389 1,356 1,213 25,033 59 25,354 7,923 4,341 0 979 0 4,726 3,146
Changes from: December 6, 2016 Total Change is: 5,486
-1,096 -130 1,050 814 0 0 1,701 1,760 2,530 0 -265 0 487 541
Percent of Open Interest Represented by Each Category of Trader
31.7 21.0 2.5 2.2 46.2 0.1 46.8 14.6 8.0 0.0 1.8 0.0 8.7 5.8
Number of Traders in Each Category Total Traders: 79
9 . 4 6 5 . 31 19 12 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 8,270
Positions
1,390 115 924 734 1,942 0 1,862 2,069 2,445 0 0 0 915 775
Changes from: December 6, 2016 Total Change is: 2,531
-48 115 924 228 6 0 -96 0 1,325 0 0 0 198 161
Percent of Open Interest Represented by Each Category of Trader
16.8 1.4 11.2 8.9 23.5 0.0 22.5 25.0 29.6 0.0 0.0 0.0 11.1 9.4
Number of Traders in Each Category Total Traders: 22
. . . . . 0 8 . 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 86,345
Positions
9,388 36,603 19,879 9,349 1,334 430 32,338 7,306 3,142 1,186 4,368 1,026 9,609 12,259
Changes from: December 6, 2016 Total Change is: 13,902
81 -2,897 17,568 209 225 209 -6,798 -3,037 2,010 276 -649 246 100 226
Percent of Open Interest Represented by Each Category of Trader
10.9 42.4 23.0 10.8 1.5 0.5 37.5 8.5 3.6 1.4 5.1 1.2 11.1 14.2
Number of Traders in Each Category Total Traders: 127
15 26 15 13 . 5 33 17 12 7 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 172,690
Positions
18,775 73,206 39,758 18,698 2,667 860 64,675 14,611 6,284 2,371 8,735 2,051 19,218 24,519
Changes from: December 6, 2016 Total Change is: 27,803
163 -5,794 35,136 417 450 418 -13,597 -6,074 4,021 552 -1,299 493 200 452
Percent of Open Interest Represented by Each Category of Trader
10.9 42.4 23.0 10.8 1.5 0.5 37.5 8.5 3.6 1.4 5.1 1.2 11.1 14.2
Number of Traders in Each Category Total Traders: 127
15 26 15 13 . 5 33 17 12 7 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,183,317
Positions
88,329 80,431 86,971 278,499 223,615 121,359 91,385 141,692 285,701 26,117 32,237 67,423 137,530 143,886
Changes from: December 6, 2016 Total Change is: 242,197
3,812 9,918 22,786 9,404 -1,148 43,778 7,295 14,119 113,439 2,656 -2,049 21,051 17,976 20,302
Percent of Open Interest Represented by Each Category of Trader
7.5 6.8 7.3 23.5 18.9 10.3 7.7 12.0 24.1 2.2 2.7 5.7 11.6 12.2
Number of Traders in Each Category Total Traders: 661
36 37 57 129 81 108 81 138 131 69 88 85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 307,227
Positions
26,628 21,450 34,980 20,993 30,289 28,884 29,367 22,764 96,047 9,231 828 17,875 43,222 54,110
Changes from: December 6, 2016 Total Change is: 108,666
45 6,522 17,995 761 4,780 15,728 13,327 9,981 43,364 5,538 585 6,523 5,384 3,187
Percent of Open Interest Represented by Each Category of Trader
8.7 7.0 11.4 6.8 9.9 9.4 9.6 7.4 31.3 3.0 0.3 5.8 14.1 17.6
Number of Traders in Each Category Total Traders: 79
11 8 11 7 5 . 16 13 28 8 10 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,380,448
Positions
389,047 375,450 179,411 1,295,236 974,337 454,671 460,437 744,984 797,928 118,807 191,415 213,370 471,541 448,882
Changes from: December 6, 2016 Total Change is: 667,654
23,542 21,691 19,240 46,309 -26,545 137,153 38,558 89,409 281,659 12,936 14,178 45,295 62,961 85,574
Percent of Open Interest Represented by Each Category of Trader
8.9 8.6 4.1 29.6 22.2 10.4 10.5 17.0 18.2 2.7 4.4 4.9 10.8 10.2
Number of Traders in Each Category Total Traders: 638
36 38 54 128 77 105 80 134 126 65 80 78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 108,843
Positions
1,478 45,589 10,388 51,335 38,199 5,153 25,653 3,762 125 204 1,508 19 14,488 4,100
Changes from: December 6, 2016 Total Change is: 20,741
-330 10,771 9,863 9,042 -2,318 1,525 -1,775 345 11 204 428 19 2,182 97
Percent of Open Interest Represented by Each Category of Trader
1.4 41.9 9.5 47.2 35.1 4.7 23.6 3.5 0.1 0.2 1.4 0.0 13.3 3.8
Number of Traders in Each Category Total Traders: 88
4 9 7 33 13 18 18 6 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 63,386
Positions
9,117 18,917 8,039 8,521 6,198 5,568 18,879 13,032 4,006 1,798 2,438 662 6,794 4,524
Changes from: December 6, 2016 Total Change is: 10,636
-2,883 1,705 7,364 -2,125 -847 4,707 2,556 -1,813 934 -384 658 176 290 -2,248
Percent of Open Interest Represented by Each Category of Trader
14.4 29.8 12.7 13.4 9.8 8.8 29.8 20.6 6.3 2.8 3.8 1.0 10.7 7.1
Number of Traders in Each Category Total Traders: 239
18 20 18 36 19 12 57 54 30 16 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 316,930
Positions
45,584 94,584 40,197 42,607 30,990 27,842 94,396 65,162 20,032 8,988 12,189 3,311 33,972 22,622
Changes from: December 6, 2016 Total Change is: 53,179
-14,414 8,527 36,819 -10,626 -4,233 23,536 12,781 -9,067 4,668 -1,918 3,290 881 1,452 -11,241
Percent of Open Interest Represented by Each Category of Trader
14.4 29.8 12.7 13.4 9.8 8.8 29.8 20.6 6.3 2.8 3.8 1.0 10.7 7.1
Number of Traders in Each Category Total Traders: 239
18 20 18 36 19 12 57 54 30 16 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 763,818
Positions
55,484 223,324 25,862 359,748 151,560 33,211 183,670 228,426 30,065 23,608 21,518 3,531 48,639 46,320
Changes from: December 6, 2016 Total Change is: 69,272
-28,051 4,680 21,199 41,269 -9,340 -412 -1,378 15,945 14,119 3,997 -1,027 1,853 16,675 22,254
Percent of Open Interest Represented by Each Category of Trader
7.3 29.2 3.4 47.1 19.8 4.3 24.0 29.9 3.9 3.1 2.8 0.5 6.4 6.1
Number of Traders in Each Category Total Traders: 362
17 25 22 85 47 37 75 65 35 24 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 30,333
Positions
1,300 11,780 0 14,245 543 228 4,082 2,329 0 3,087 9,082 0 7,391 6,371
Changes from: December 6, 2016 Total Change is: -20,123
172 -15,552 -5,108 -567 0 180 -1,478 533 -1,329 -1,210 7,755 -5,768 -5,015 -834
Percent of Open Interest Represented by Each Category of Trader
4.3 38.8 0.0 47.0 1.8 0.8 13.5 7.7 0.0 10.2 29.9 0.0 24.4 21.0
Number of Traders in Each Category Total Traders: 39
4 . 0 12 . . 8 4 0 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 53,493
Positions
13,294 2,893 330 15,715 6,930 3,640 9,996 17,728 393 2,250 2,598 0 7,875 18,981
Changes from: December 6, 2016 Total Change is: -34,868
-8,427 -13,942 -3,701 2,306 -4,194 600 -3,623 -6,101 -4,941 -665 623 -1,238 -15,179 -1,974
Percent of Open Interest Represented by Each Category of Trader
24.9 5.4 0.6 29.4 13.0 6.8 18.7 33.1 0.7 4.2 4.9 0.0 14.7 35.5
Number of Traders in Each Category Total Traders: 89
16 6 4 12 10 9 20 14 4 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 241,021
Positions
8,375 132,921 11,878 151,572 56,003 16,346 36,280 11,913 3,722 3,541 1,613 600 8,707 6,025
Changes from: December 6, 2016 Total Change is: 19,267
-1,289 4,619 8,539 2,912 -4,487 3,346 2,504 4,823 1,477 514 -53 100 1,164 903
Percent of Open Interest Represented by Each Category of Trader
3.5 55.1 4.9 62.9 23.2 6.8 15.1 4.9 1.5 1.5 0.7 0.2 3.6 2.5
Number of Traders in Each Category Total Traders: 118
9 11 7 42 22 21 15 10 9 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 906,923
Positions
20,213 597,252 73,193 499,536 77,461 68,240 154,325 39,543 14,971 50,510 9,412 731 25,204 26,120
Changes from: December 6, 2016 Total Change is: 71,938
-8,180 -3,576 49,482 23,209 -14,088 4,232 -5,501 20,428 1,482 1,852 -1,295 -276 5,638 15,549
Percent of Open Interest Represented by Each Category of Trader
2.2 65.9 8.1 55.1 8.5 7.5 17.0 4.4 1.7 5.6 1.0 0.1 2.8 2.9
Number of Traders in Each Category Total Traders: 301
20 23 20 103 30 52 48 26 21 36 14 4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 755,427
Positions
5,178 40,786 35,446 298,316 160,884 96,477 55,383 114,484 93,774 8,013 17,984 16,065 146,775 179,527
Changes from: December 6, 2016 Total Change is: 43,720
-1,171 6,767 2,435 2,576 2,757 16,069 17,874 6,674 6,645 2,406 857 1,316 -4,432 199
Percent of Open Interest Represented by Each Category of Trader
0.7 5.4 4.7 39.5 21.3 12.8 7.3 15.2 12.4 1.1 2.4 2.1 19.4 23.8
Number of Traders in Each Category Total Traders: 163
4 15 14 39 29 37 27 35 41 6 8 8
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Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 680,097
Positions
6,929 148,032 446 400,557 73,960 82,002 45,914 241,942 15,423 19,319 8,361 456 109,051 109,475
Changes from: December 6, 2016 Total Change is: 18,675
-1,383 25,220 -1,606 23,124 -8,500 -2,446 4,235 9,217 -5,444 3,821 -315 0 -1,626 2,550
Percent of Open Interest Represented by Each Category of Trader
1.0 21.8 0.1 58.9 10.9 12.1 6.8 35.6 2.3 2.8 1.2 0.1 16.0 16.1
Number of Traders in Each Category Total Traders: 103
. 10 . 48 9 31 10 18 11 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,172,322
Positions
48,423 79,618 8,433 365,089 254,984 146,204 300,532 163,333 113,482 82,464 249,877 7,799 99,896 148,593
Changes from: December 6, 2016 Total Change is: -19,881
3,911 15,789 -4,960 5,723 -2,116 -7,956 -2,778 -11,867 -12,838 2,159 5,553 -147 -2,995 -1,339
Percent of Open Interest Represented by Each Category of Trader
4.1 6.8 0.7 31.1 21.8 12.5 25.6 13.9 9.7 7.0 21.3 0.7 8.5 12.7
Number of Traders in Each Category Total Traders: 232
11 20 14 51 36 43 42 28 33 17 27 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,803,730
Positions
124,097 247,278 173,644 1,120,653 926,352 523,828 459,973 558,148 523,722 394,555 188,432 138,722 344,537 523,605
Changes from: December 6, 2016 Total Change is: 164,290
10,562 -3,001 18,292 17,966 758 27,761 -12,914 41,321 64,625 7,442 14,436 17,781 12,774 -17,683
Percent of Open Interest Represented by Each Category of Trader
3.3 6.5 4.6 29.5 24.4 13.8 12.1 14.7 13.8 10.4 5.0 3.6 9.1 13.8
Number of Traders in Each Category Total Traders: 397
23 36 45 51 90 86 52 81 95 19 45 35
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Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 297,897
Positions
10,461 21,799 3,703 92,503 130,363 8,351 100,662 18,018 5,756 11,892 6,629 0 64,568 103,278
Changes from: December 6, 2016 Total Change is: -14,152
-1,005 7,401 1,327 28,465 -21,260 1,582 -33,403 -2,855 -2,535 2,265 0 0 -10,847 2,188
Percent of Open Interest Represented by Each Category of Trader
3.5 7.3 1.2 31.1 43.8 2.8 33.8 6.0 1.9 4.0 2.2 0.0 21.7 34.7
Number of Traders in Each Category Total Traders: 54
. 7 . 9 17 17 10 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,106,018
Positions
83,288 229,059 107,764 1,785,683 487,600 270,320 170,974 1,198,910 215,365 205,523 198,600 30,829 236,271 367,571
Changes from: December 6, 2016 Total Change is: 61,882
19,089 3,435 4,242 70,614 67,002 -4,937 1,908 25,703 -24,244 2,236 388 3,132 -10,160 -12,839
Percent of Open Interest Represented by Each Category of Trader
2.7 7.4 3.5 57.5 15.7 8.7 5.5 38.6 6.9 6.6 6.4 1.0 7.6 11.8
Number of Traders in Each Category Total Traders: 297
12 27 22 61 47 61 36 68 59 16 30 15
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Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 952,303
Positions
319,444 125,026 278,154 662 11,925 9,046 94,773 304,921 129,218 68,136 22,735 23,982 28,889 47,296
Changes from: December 6, 2016 Total Change is: 64,674
8,330 -11,620 26,305 -1 -1,965 -35 3,521 41,788 7,418 21,120 3,483 -689 -1,295 -11
Percent of Open Interest Represented by Each Category of Trader
33.5 13.1 29.2 0.1 1.3 0.9 10.0 32.0 13.6 7.2 2.4 2.5 3.0 5.0
Number of Traders in Each Category Total Traders: 124
31 24 42 . 4 . 23 28 32 9 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is25,373,889
Positions
4,798,477 1,128,783 4,339,403 55,254 1,791,407 667,768 550,499 1,939,878 11,497,701 790,309 692,055 2,069,601 604,877 1,247,291
Changes from: December 6, 2016 Total Change is: 789,100
-31,021 65,511 26,837 1,034 -96,886 6,945 -6,460 -17,050 698,194 15,400 -10,883 62,398 15,773 54,033
Percent of Open Interest Represented by Each Category of Trader
18.9 4.4 17.1 0.2 7.1 2.6 2.2 7.6 45.3 3.1 2.7 8.2 2.4 4.9
Number of Traders in Each Category Total Traders: 309
36 45 76 9 32 30 38 97 110 17 29 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 35,603
Positions
6,621 7,762 2,914 153 13,462 113 17,016 6,466 0 8,493 4,349 272 21 265
Changes from: December 6, 2016 Total Change is: 3,355
817 204 2,914 2 -259 0 1,646 590 0 -1,963 -74 -20 -41 0
Percent of Open Interest Represented by Each Category of Trader
18.6 21.8 8.2 0.4 37.8 0.3 47.8 18.2 0.0 23.9 12.2 0.8 0.1 0.7
Number of Traders in Each Category Total Traders: 45
. 9 . . 12 . 4 10 0 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 56,836
Positions
3,708 30,618 2,923 310 7,063 412 48,351 9,895 0 935 5,656 175 22 94
Changes from: December 6, 2016 Total Change is: 4,098
-1,215 1,415 2,923 -61 78 52 2,447 -347 0 -93 -46 39 6 -16
Percent of Open Interest Represented by Each Category of Trader
6.5 53.9 5.1 0.5 12.4 0.7 85.1 17.4 0.0 1.6 10.0 0.3 0.0 0.2
Number of Traders in Each Category Total Traders: 35
4 5 . . 5 . 6 8 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 96,643
Positions
1,136 51,411 108 22,272 200 1,594 33,379 31,997 5,642 21,039 837 77 11,396 4,777
Changes from: December 6, 2016 Total Change is: 2,019
295 328 -521 1,513 0 -5 -4,220 3,080 -265 6,271 117 -310 -740 -406
Percent of Open Interest Represented by Each Category of Trader
1.2 53.2 0.1 23.0 0.2 1.6 34.5 33.1 5.8 21.8 0.9 0.1 11.8 4.9
Number of Traders in Each Category Total Traders: 158
4 . . 16 . . 55 18 20 51 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 445,922
Positions
104,063 19,203 22,381 107,677 43,200 27,996 39,249 184,816 91,085 4,650 6,269 18,726 30,095 32,246
Changes from: December 6, 2016 Total Change is: 14,295
-846 -400 5,856 4,166 1,206 2,449 -10,599 -10,607 10,157 -3,556 -957 4,437 2,231 2,154
Percent of Open Interest Represented by Each Category of Trader
23.3 4.3 5.0 24.1 9.7 6.3 8.8 41.4 20.4 1.0 1.4 4.2 6.7 7.2
Number of Traders in Each Category Total Traders: 213
19 7 21 17 20 10 40 65 53 15 18 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 13, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 25,364
Positions
0 206 0 17,270 668 805 2,876 22,106 661 2,798 40 0 954 878
Changes from: December 6, 2016 Total Change is: 2,567
-51 -2,316 0 3,256 -301 801 -2,398 3,220 292 -150 40 0 817 831
Percent of Open Interest Represented by Each Category of Trader
0.0 0.8 0.0 68.1 2.6 3.2 11.3 87.2 2.6 11.0 0.2 0.0 3.8 3.5
Number of Traders in Each Category Total Traders: 33
0 . 0 10 . . 8 8 . . . 0
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Updated December 16, 2016