Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 112,602
Positions
7,528 10,858 3,363 26,807 10,009 1,771 25,124 34,019 12,667 5,623 3,256 2,732 26,987 33,928
Changes from: December 20, 2016 Total Change is: -10,523
-10,856 -9,102 -5,546 -2,429 881 324 10,781 3,044 -1,354 400 -1,596 -917 -926 3,743
Percent of Open Interest Represented by Each Category of Trader
6.7 9.6 3.0 23.8 8.9 1.6 22.3 30.2 11.2 5.0 2.9 2.4 24.0 30.1
Number of Traders in Each Category Total Traders: 90
4 6 . 8 9 4 24 27 15 8 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 58,168
Positions
36,724 1,105 638 1,735 4,477 0 10,067 23,730 3,261 0 0 0 5,743 24,957
Changes from: December 20, 2016 Total Change is: -793
23,633 0 1 0 -196 0 -24,418 -1,290 -303 0 0 0 295 996
Percent of Open Interest Represented by Each Category of Trader
63.1 1.9 1.1 3.0 7.7 0.0 17.3 40.8 5.6 0.0 0.0 0.0 9.9 42.9
Number of Traders in Each Category Total Traders: 44
7 . . . 4 0 12 17 9 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 240,927
Positions
137,424 4,620 7,536 10,139 76,676 6,879 28,666 67,798 24,592 2,904 12,097 1,375 21,412 39,354
Changes from: December 20, 2016 Total Change is: 10,383
10,247 1,042 479 1,164 711 667 -5,623 4,154 3,055 541 -502 -19 -127 797
Percent of Open Interest Represented by Each Category of Trader
57.0 1.9 3.1 4.2 31.8 2.9 11.9 28.1 10.2 1.2 5.0 0.6 8.9 16.3
Number of Traders in Each Category Total Traders: 128
10 4 6 7 23 7 18 55 23 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 273,219
Positions
115,268 5,208 11,421 21,192 49,879 11,772 27,514 94,725 30,984 30,617 17,142 5,396 19,055 46,692
Changes from: December 20, 2016 Total Change is: -3,261
33,636 266 -823 151 1,357 -1,682 -33,013 -2,642 -960 191 -1,456 89 -850 2,589
Percent of Open Interest Represented by Each Category of Trader
42.2 1.9 4.2 7.8 18.3 4.3 10.1 34.7 11.3 11.2 6.3 2.0 7.0 17.1
Number of Traders in Each Category Total Traders: 138
13 5 9 11 24 11 18 47 17 . 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 486,557
Positions
123,159 53,944 22,019 138,810 99,268 15,410 42,121 144,509 47,415 30,242 26,704 10,198 57,182 67,089
Changes from: December 20, 2016 Total Change is: 2,713
5,137 -1,273 -673 -1,595 4,054 -608 3,185 4,169 -2,496 132 955 -437 69 -978
Percent of Open Interest Represented by Each Category of Trader
25.3 11.1 4.5 28.5 20.4 3.2 8.7 29.7 9.7 6.2 5.5 2.1 11.8 13.8
Number of Traders in Each Category Total Traders: 250
18 10 14 42 36 35 27 66 29 27 23 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 119,078
Positions
31,892 2,983 6,116 7,377 17,915 2,476 30,300 36,158 14,433 1,261 5,919 2,805 22,419 30,274
Changes from: December 20, 2016 Total Change is: 20,727
18,405 -290 1,455 -2,919 3,128 593 5,275 11,302 1,777 -4,027 1,033 -19 186 1,747
Percent of Open Interest Represented by Each Category of Trader
26.8 2.5 5.1 6.2 15.0 2.1 25.4 30.4 12.1 1.1 5.0 2.4 18.8 25.4
Number of Traders in Each Category Total Traders: 83
8 5 6 5 11 4 21 22 12 4 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 26,908
Positions
2,046 21,409 0 6,202 0 0 15,838 4,854 0 715 0 0 2,107 645
Changes from: December 20, 2016 Total Change is: -92
0 -25 0 10 0 0 -346 -93 0 -100 0 0 344 26
Percent of Open Interest Represented by Each Category of Trader
7.6 79.6 0.0 23.0 0.0 0.0 58.9 18.0 0.0 2.7 0.0 0.0 7.8 2.4
Number of Traders in Each Category Total Traders: 25
. 6 0 . 0 0 9 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 144,465
Positions
63,567 37,854 33 53,054 6,926 96 16,768 83,464 2,764 2,269 6,281 0 5,915 7,047
Changes from: December 20, 2016 Total Change is: 4,104
0 13,961 7 1,444 507 -4 1,949 -10,800 379 49 217 0 280 -164
Percent of Open Interest Represented by Each Category of Trader
44.0 26.2 0.0 36.7 4.8 0.1 11.6 57.8 1.9 1.6 4.3 0.0 4.1 4.9
Number of Traders in Each Category Total Traders: 126
4 7 . 12 11 4 21 49 12 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 41,949
Positions
750 20,443 5,928 6,372 0 0 20,761 7,627 915 236 1,025 5,300 1,687 711
Changes from: December 20, 2016 Total Change is: 14,890
0 2,056 5,928 233 0 0 3,627 1,865 -97 100 20 4,990 109 128
Percent of Open Interest Represented by Each Category of Trader
1.8 48.7 14.1 15.2 0.0 0.0 49.5 18.2 2.2 0.6 2.4 12.6 4.0 1.7
Number of Traders in Each Category Total Traders: 32
. . . . 0 0 10 10 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 43,266
Positions
11,093 851 0 1,103 27,489 38 25,446 7,471 2,015 675 1,775 0 2,896 3,627
Changes from: December 20, 2016 Total Change is: 1,460
6,793 -365 0 -522 -70 0 -3,864 554 157 -440 699 0 -664 485
Percent of Open Interest Represented by Each Category of Trader
25.6 2.0 0.0 2.5 63.5 0.1 58.8 17.3 4.7 1.6 4.1 0.0 6.7 8.4
Number of Traders in Each Category Total Traders: 73
11 . 0 5 6 . 25 17 5 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 7,900
Positions
1,957 397 0 881 1,999 0 4,141 4,829 1 0 100 0 920 574
Changes from: December 20, 2016 Total Change is: 162
0 0 0 127 34 0 50 160 0 0 0 0 -15 -32
Percent of Open Interest Represented by Each Category of Trader
24.8 5.0 0.0 11.2 25.3 0.0 52.4 61.1 0.0 0.0 1.3 0.0 11.6 7.3
Number of Traders in Each Category Total Traders: 21
. . 0 . . 0 8 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 65,983
Positions
8,329 40,757 1,482 10,222 546 246 31,415 5,791 2,695 1,073 4,488 449 10,072 9,530
Changes from: December 20, 2016 Total Change is: 1,291
117 1,041 -104 68 13 67 191 -1,095 144 -76 796 174 710 254
Percent of Open Interest Represented by Each Category of Trader
12.6 61.8 2.2 15.5 0.8 0.4 47.6 8.8 4.1 1.6 6.8 0.7 15.3 14.4
Number of Traders in Each Category Total Traders: 112
13 23 . 14 . 6 32 14 9 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 131,966
Positions
16,658 81,513 2,964 20,444 1,091 492 62,830 11,582 5,389 2,146 8,975 899 20,143 19,061
Changes from: December 20, 2016 Total Change is: 2,582
234 2,083 -207 135 26 134 383 -2,190 287 -151 1,592 348 1,420 509
Percent of Open Interest Represented by Each Category of Trader
12.6 61.8 2.2 15.5 0.8 0.4 47.6 8.8 4.1 1.6 6.8 0.7 15.3 14.4
Number of Traders in Each Category Total Traders: 112
13 23 . 14 . 6 32 14 9 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 872,141
Positions
75,856 87,033 31,449 283,847 219,735 86,729 74,914 115,361 164,674 25,732 35,282 37,074 91,865 94,803
Changes from: December 20, 2016 Total Change is: -18,412
-585 -1,236 -2,050 -5,982 4,784 -3,712 6,079 -3,649 -13,605 485 751 -811 1,769 1,117
Percent of Open Interest Represented by Each Category of Trader
8.7 10.0 3.6 32.5 25.2 9.9 8.6 13.2 18.9 3.0 4.0 4.3 10.5 10.9
Number of Traders in Each Category Total Traders: 637
39 29 28 129 81 99 87 121 112 76 74 73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 203,535
Positions
17,589 12,121 22,893 12,830 25,602 26,835 7,455 17,882 61,540 5,454 250 10,769 38,170 25,642
Changes from: December 20, 2016 Total Change is: -8,445
1,345 1,194 -1,579 -377 1,646 -3,403 -2,206 -1,605 -3,625 -53 -2 -130 1,583 -941
Percent of Open Interest Represented by Each Category of Trader
8.6 6.0 11.2 6.3 12.6 13.2 3.7 8.8 30.2 2.7 0.1 5.3 18.8 12.6
Number of Traders in Each Category Total Traders: 65
10 4 7 7 4 4 12 13 23 8 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,343,028
Positions
299,476 382,701 34,639 1,355,085 970,666 299,469 362,915 513,009 490,055 105,263 179,033 127,651 268,475 345,805
Changes from: December 20, 2016 Total Change is: -49,833
-7,855 -10,356 -4,151 -28,024 15,690 -1,543 28,326 -23,316 -36,804 2,751 3,823 -3,465 932 10,289
Percent of Open Interest Represented by Each Category of Trader
9.0 11.4 1.0 40.5 29.0 9.0 10.9 15.3 14.7 3.1 5.4 3.8 8.0 10.3
Number of Traders in Each Category Total Traders: 618
37 30 25 129 78 97 83 120 108 70 70 66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 96,015
Positions
1,024 47,243 170 51,308 37,561 3,584 28,074 2,720 116 0 1,104 0 11,739 3,517
Changes from: December 20, 2016 Total Change is: -1,313
43 -836 -1 -912 -270 506 205 -245 0 0 -30 0 -1,154 -437
Percent of Open Interest Represented by Each Category of Trader
1.1 49.2 0.2 53.4 39.1 3.7 29.2 2.8 0.1 0.0 1.1 0.0 12.2 3.7
Number of Traders in Each Category Total Traders: 83
. 7 . 35 11 15 20 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 46,735
Positions
2,944 19,856 203 12,292 4,873 1,070 20,543 12,362 2,029 1,277 1,834 342 6,034 4,167
Changes from: December 20, 2016 Total Change is: 223
337 1,706 -56 -769 -149 174 744 -1,485 -115 -24 502 -43 -24 -311
Percent of Open Interest Represented by Each Category of Trader
6.3 42.5 0.4 26.3 10.4 2.3 44.0 26.5 4.3 2.7 3.9 0.7 12.9 8.9
Number of Traders in Each Category Total Traders: 224
14 21 5 34 16 12 56 52 24 13 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 233,673
Positions
14,720 99,278 1,017 61,460 24,363 5,348 102,717 61,810 10,143 6,386 9,169 1,710 30,171 20,834
Changes from: December 20, 2016 Total Change is: 1,117
1,683 8,532 -280 -3,846 -747 871 3,720 -7,424 -577 -119 2,510 -214 -120 -1,553
Percent of Open Interest Represented by Each Category of Trader
6.3 42.5 0.4 26.3 10.4 2.3 44.0 26.5 4.3 2.7 3.9 0.7 12.9 8.9
Number of Traders in Each Category Total Traders: 224
14 21 5 34 16 12 56 52 24 13 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 679,559
Positions
48,997 209,274 3,818 330,638 153,084 29,924 198,206 231,201 14,319 20,841 17,161 2,674 30,142 18,104
Changes from: December 20, 2016 Total Change is: 3,727
5,383 -5,977 -26 -5,233 4,053 -89 2,324 7,023 1,465 -1,193 -743 -83 1,179 -1,897
Percent of Open Interest Represented by Each Category of Trader
7.2 30.8 0.6 48.7 22.5 4.4 29.2 34.0 2.1 3.1 2.5 0.4 4.4 2.7
Number of Traders in Each Category Total Traders: 344
17 24 4 83 46 36 66 65 25 19 24 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 1000 VALUE INDEX MINI - ICE FUTURES U.S. (RUSSELL 1000 INDEX X $50)
CFTC Code #23977C Open Interest is 15,751
Positions
1,574 11,406 0 6,235 1,509 0 6,908 2,515 0 0 0 0 1,034 321
Changes from: December 20, 2016 Total Change is: -331
0 6 0 -399 -5 0 13 -132 0 0 0 0 55 -200
Percent of Open Interest Represented by Each Category of Trader
10.0 72.4 0.0 39.6 9.6 0.0 43.9 16.0 0.0 0.0 0.0 0.0 6.6 2.0
Number of Traders in Each Category Total Traders: 20
. 6 0 5 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 28,503
Positions
935 10,322 0 13,707 543 225 3,969 2,261 0 2,241 8,855 0 7,426 6,297
Changes from: December 20, 2016 Total Change is: -496
-37 -50 0 -160 0 6 -229 201 0 0 -88 0 -76 -565
Percent of Open Interest Represented by Each Category of Trader
3.3 36.2 0.0 48.1 1.9 0.8 13.9 7.9 0.0 7.9 31.1 0.0 26.1 22.1
Number of Traders in Each Category Total Traders: 38
. . 0 12 . . 7 5 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 55,684
Positions
12,600 5,902 1,377 15,761 7,561 2,572 11,656 18,362 246 2,794 3,654 0 8,678 16,010
Changes from: December 20, 2016 Total Change is: 719
133 -367 6 -322 806 -765 2,661 -177 -297 124 115 0 -821 1,398
Percent of Open Interest Represented by Each Category of Trader
22.6 10.6 2.5 28.3 13.6 4.6 20.9 33.0 0.4 5.0 6.6 0.0 15.6 28.8
Number of Traders in Each Category Total Traders: 86
15 8 . 11 9 7 19 12 5 7 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 216,150
Positions
3,258 117,376 1,024 146,773 67,503 13,197 37,377 9,349 2,244 4,842 1,152 0 7,435 4,305
Changes from: December 20, 2016 Total Change is: 4,367
86 2,762 -1 2,364 515 464 1,773 711 392 -113 -29 0 -598 -447
Percent of Open Interest Represented by Each Category of Trader
1.5 54.3 0.5 67.9 31.2 6.1 17.3 4.3 1.0 2.2 0.5 0.0 3.4 2.0
Number of Traders in Each Category Total Traders: 119
5 11 . 43 24 21 16 10 7 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 801,621
Positions
23,981 585,312 6,737 483,262 91,436 67,104 143,628 20,001 10,101 45,898 10,428 876 20,034 9,626
Changes from: December 20, 2016 Total Change is: -10,585
5,411 -18,339 724 -6,940 4,901 281 -8,819 104 1,174 -4,196 423 -1 1,781 148
Percent of Open Interest Represented by Each Category of Trader
3.0 73.0 0.8 60.3 11.4 8.4 17.9 2.5 1.3 5.7 1.3 0.1 2.5 1.2
Number of Traders in Each Category Total Traders: 289
20 20 10 93 37 47 50 19 15 36 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 682,206
Positions
5,323 36,091 22,286 283,576 141,842 103,064 50,076 121,392 54,306 13,124 14,288 13,504 136,947 175,433
Changes from: December 20, 2016 Total Change is: -87,965
919 -8,742 -14,697 -38 495 -16,694 -3,720 2,598 -42,049 677 -6,938 -3,764 -8,598 1,825
Percent of Open Interest Represented by Each Category of Trader
0.8 5.3 3.3 41.6 20.8 15.1 7.3 17.8 8.0 1.9 2.1 2.0 20.1 25.7
Number of Traders in Each Category Total Traders: 154
7 10 12 38 28 36 24 32 33 6 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 687,617
Positions
4,279 143,627 121 411,743 75,632 84,216 47,174 258,295 9,934 23,863 13,034 443 105,844 102,316
Changes from: December 20, 2016 Total Change is: 6,720
-934 -3,333 -102 7,363 1,654 518 3,706 6,062 65 542 1,834 0 -4,438 22
Percent of Open Interest Represented by Each Category of Trader
0.6 20.9 0.0 59.9 11.0 12.2 6.9 37.6 1.4 3.5 1.9 0.1 15.4 14.9
Number of Traders in Each Category Total Traders: 105
. 9 . 49 10 29 9 21 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,142,163
Positions
54,808 64,877 5,414 391,882 238,605 131,498 296,097 220,451 71,361 88,333 245,992 4,400 98,370 159,566
Changes from: December 20, 2016 Total Change is: -16,611
723 14,077 -5,308 -7,629 1,960 -650 26,277 10,000 -28,973 564 -3,813 -3 -1,613 -3,901
Percent of Open Interest Represented by Each Category of Trader
4.8 5.7 0.5 34.3 20.9 11.5 25.9 19.3 6.2 7.7 21.5 0.4 8.6 14.0
Number of Traders in Each Category Total Traders: 243
10 20 9 55 34 46 38 37 31 21 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,562,020
Positions
99,221 209,401 138,624 1,261,270 958,811 458,419 409,292 601,920 353,066 407,152 197,155 101,407 333,568 543,216
Changes from: December 20, 2016 Total Change is: -410,700
4,100 -17,363 -75,384 23,283 4,879 -40,949 21,565 51,354 -266,685 -2,511 -8,595 -68,692 -5,427 10,735
Percent of Open Interest Represented by Each Category of Trader
2.8 5.9 3.9 35.4 26.9 12.9 11.5 16.9 9.9 11.4 5.5 2.8 9.4 15.3
Number of Traders in Each Category Total Traders: 364
16 36 32 46 80 73 46 77 84 22 41 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 289,240
Positions
7,138 24,707 1,110 92,819 123,783 12,986 81,415 5,901 10,021 13,217 8,979 0 70,534 101,753
Changes from: December 20, 2016 Total Change is: 2,167
-4,612 2,583 -1,200 2,547 -1,315 2,031 1,218 9 36 514 0 0 1,633 23
Percent of Open Interest Represented by Each Category of Trader
2.5 8.5 0.4 32.1 42.8 4.5 28.1 2.0 3.5 4.6 3.1 0.0 24.4 35.2
Number of Traders in Each Category Total Traders: 50
. 6 . 10 16 17 8 . 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,129,851
Positions
65,525 272,366 87,693 1,873,137 533,962 269,922 198,201 1,186,087 167,403 200,057 199,165 37,035 230,877 376,218
Changes from: December 20, 2016 Total Change is: -70,434
-8,413 3,460 -22,369 4,917 19,269 18,066 23,289 -3,483 -70,198 301 -233 -13,144 -2,884 -1,803
Percent of Open Interest Represented by Each Category of Trader
2.1 8.7 2.8 59.8 17.1 8.6 6.3 37.9 5.3 6.4 6.4 1.2 7.4 12.0
Number of Traders in Each Category Total Traders: 306
9 37 22 61 53 63 34 70 54 16 26 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 980,613
Positions
352,802 117,939 328,458 508 40,533 5,646 50,543 253,128 141,678 51,301 16,068 26,167 23,511 50,997
Changes from: December 20, 2016 Total Change is: -20,265
-11,042 -657 6,666 -1 -1,255 0 -3,041 -13,227 -5,142 -1,805 -367 -3,910 -1,990 -2,373
Percent of Open Interest Represented by Each Category of Trader
36.0 12.0 33.5 0.1 4.1 0.6 5.2 25.8 14.4 5.2 1.6 2.7 2.4 5.2
Number of Traders in Each Category Total Traders: 121
26 26 41 . 5 . 12 36 30 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is21,266,486
Positions
4,469,123 1,067,112 3,433,281 57,487 1,719,486 737,377 550,809 1,915,175 8,920,663 735,292 476,996 1,778,155 584,300 1,218,242
Changes from: December 20, 2016 Total Change is: 42,431
-91,077 60,551 47,844 225 -32,835 11,183 169,587 67,718 -97,833 22,011 2,727 -23,340 3,832 6,416
Percent of Open Interest Represented by Each Category of Trader
21.0 5.0 16.1 0.3 8.1 3.5 2.6 9.0 41.9 3.5 2.2 8.4 2.7 5.7
Number of Traders in Each Category Total Traders: 279
29 45 68 11 27 26 39 81 94 16 24 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,414
Positions
4,280 3,435 0 153 13,459 113 20,031 9,084 0 6,394 4,662 433 10 228
Changes from: December 20, 2016 Total Change is: 1,962
1,018 415 0 0 145 0 907 1,431 0 44 -23 0 -7 -6
Percent of Open Interest Represented by Each Category of Trader
13.6 10.9 0.0 0.5 42.8 0.4 63.8 28.9 0.0 20.4 14.8 1.4 0.0 0.7
Number of Traders in Each Category Total Traders: 43
. 6 0 . 11 . 4 10 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 28,439
Positions
5,899 3,267 0 295 7,377 427 20,931 10,443 0 679 6,642 175 33 108
Changes from: December 20, 2016 Total Change is: 791
17 1,077 0 0 144 0 753 -266 0 0 -168 0 21 4
Percent of Open Interest Represented by Each Category of Trader
20.7 11.5 0.0 1.0 25.9 1.5 73.6 36.7 0.0 2.4 23.4 0.6 0.1 0.4
Number of Traders in Each Category Total Traders: 34
. 5 0 . 5 . 5 10 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 87,857
Positions
784 59,265 99 22,271 350 1,497 30,483 20,953 1,530 20,139 556 81 10,973 3,525
Changes from: December 20, 2016 Total Change is: 2,929
-76 82 -12 1,089 0 -53 1,156 3,144 -128 276 -58 -40 717 -6
Percent of Open Interest Represented by Each Category of Trader
0.9 67.5 0.1 25.3 0.4 1.7 34.7 23.8 1.7 22.9 0.6 0.1 12.5 4.0
Number of Traders in Each Category Total Traders: 164
. . . 16 . . 58 18 8 60 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 411,321
Positions
102,475 19,954 13,883 92,319 44,376 26,658 60,768 187,847 72,072 5,848 5,346 12,349 24,949 28,836
Changes from: December 20, 2016 Total Change is: -51,453
-4,260 -1,481 -12,224 23,678 3,091 -16,859 -17,180 -4,396 -13,476 -7,643 -2,285 -1,112 -2,377 -2,711
Percent of Open Interest Represented by Each Category of Trader
24.9 4.9 3.4 22.4 10.8 6.5 14.8 45.7 17.5 1.4 1.3 3.0 6.1 7.0
Number of Traders in Each Category Total Traders: 200
20 5 19 16 20 12 39 63 45 11 16 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 23,156
Positions
33 222 0 17,093 534 0 2,885 21,931 369 2,692 87 0 84 13
Changes from: December 20, 2016 Total Change is: -4,391
-1 74 0 -436 0 0 37 -498 -3,066 0 0 0 -925 -901
Percent of Open Interest Represented by Each Category of Trader
0.1 1.0 0.0 73.8 2.3 0.0 12.5 94.7 1.6 11.6 0.4 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 34
. . 0 11 . 0 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 27, 2016
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 14,315
Positions
2,375 9,408 0 10,650 0 28 295 4,731 0 261 0 0 706 148
Changes from: December 20, 2016 Total Change is: -168
0 0 0 -101 0 0 -96 -122 0 0 0 0 29 -46
Percent of Open Interest Represented by Each Category of Trader
16.6 65.7 0.0 74.4 0.0 0.2 2.1 33.0 0.0 1.8 0.0 0.0 4.9 1.0
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 . . 5 0 . 0 0
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Updated December 30, 2016