Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 98,751
Positions
18,181 7,102 3 28,407 13,941 473 19,347 36,008 2,033 5,173 3,757 539 24,595 34,895
Changes from: December 27, 2016 Total Change is: 5,539
10,339 -2,201 3 2,163 3,128 15 -6,109 2,197 92 -305 -265 3 -662 2,567
Percent of Open Interest Represented by Each Category of Trader
18.4 7.2 0.0 28.8 14.1 0.5 19.6 36.5 2.1 5.2 3.8 0.5 24.9 35.3
Number of Traders in Each Category Total Traders: 85
6 5 . 7 12 . 17 27 9 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,455
Positions
35,798 1,058 0 1,778 4,043 0 8,840 25,219 358 0 0 0 6,681 22,777
Changes from: December 27, 2016 Total Change is: -1,150
-138 -47 0 43 -434 0 -2,156 1,308 64 0 0 0 1,037 -2,041
Percent of Open Interest Represented by Each Category of Trader
67.0 2.0 0.0 3.3 7.6 0.0 16.5 47.2 0.7 0.0 0.0 0.0 12.5 42.6
Number of Traders in Each Category Total Traders: 44
7 . 0 . . 0 9 21 7 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 225,396
Positions
146,725 4,832 305 9,423 82,765 3,737 34,377 81,850 3,560 4,274 12,182 92 22,903 36,073
Changes from: December 27, 2016 Total Change is: 12,904
4,964 1,584 0 382 3,138 134 3,085 10,402 -442 1,394 -86 90 3,297 -1,916
Percent of Open Interest Represented by Each Category of Trader
65.1 2.1 0.1 4.2 36.7 1.7 15.3 36.3 1.6 1.9 5.4 0.0 10.2 16.0
Number of Traders in Each Category Total Traders: 124
7 6 . 7 24 8 18 50 14 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 220,120
Positions
112,179 3,685 7 21,165 53,358 7,218 26,953 99,797 2,289 32,628 8,886 204 17,477 44,676
Changes from: December 27, 2016 Total Change is: 777
3,491 506 0 237 3,191 -979 -3,416 4,890 703 209 -8,445 35 497 876
Percent of Open Interest Represented by Each Category of Trader
51.0 1.7 0.0 9.6 24.2 3.3 12.2 45.3 1.0 14.8 4.0 0.1 7.9 20.3
Number of Traders in Each Category Total Traders: 137
13 8 . 11 24 8 26 42 11 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 416,239
Positions
124,828 52,870 968 142,247 100,769 13,459 39,085 156,312 6,349 31,364 23,924 2,736 55,203 58,852
Changes from: December 27, 2016 Total Change is: 10,558
4,951 4,910 65 3,570 801 -267 -1,660 10,379 -325 1,350 -1,980 -169 3,043 -2,856
Percent of Open Interest Represented by Each Category of Trader
30.0 12.7 0.2 34.2 24.2 3.2 9.4 37.6 1.5 7.5 5.7 0.7 13.3 14.1
Number of Traders in Each Category Total Traders: 241
18 11 9 44 34 28 18 69 14 25 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 104,009
Positions
48,161 2,088 375 4,627 18,929 143 28,597 40,402 2,045 1,619 10,649 1 18,441 29,377
Changes from: December 27, 2016 Total Change is: 9,558
15,581 17 375 -2,750 -282 34 -2,087 4,667 -193 313 3,447 0 -1,715 1,493
Percent of Open Interest Represented by Each Category of Trader
46.3 2.0 0.4 4.4 18.2 0.1 27.5 38.8 2.0 1.6 10.2 0.0 17.7 28.2
Number of Traders in Each Category Total Traders: 82
10 . . 4 11 . 18 25 6 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,451
Positions
2,046 21,883 0 6,357 0 0 16,298 4,908 0 724 0 0 2,026 660
Changes from: December 27, 2016 Total Change is: 543
0 474 0 155 0 0 460 54 0 9 0 0 -81 15
Percent of Open Interest Represented by Each Category of Trader
7.5 79.7 0.0 23.2 0.0 0.0 59.4 17.9 0.0 2.6 0.0 0.0 7.4 2.4
Number of Traders in Each Category Total Traders: 27
. 6 0 . 0 0 10 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 151,563
Positions
63,567 40,850 0 58,106 7,145 59 19,213 85,821 2,177 2,308 7,103 0 6,133 8,408
Changes from: December 27, 2016 Total Change is: 8,371
0 3,006 0 5,052 219 -37 2,277 2,312 576 39 822 0 464 1,473
Percent of Open Interest Represented by Each Category of Trader
41.9 27.0 0.0 38.3 4.7 0.0 12.7 56.6 1.4 1.5 4.7 0.0 4.0 5.5
Number of Traders in Each Category Total Traders: 135
4 7 0 12 11 4 24 53 13 10 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 31,351
Positions
744 21,119 0 6,388 0 0 21,524 2,425 882 100 6,305 0 1,713 620
Changes from: December 27, 2016 Total Change is: -10,598
-6 676 -5,928 16 0 0 763 -5,202 -33 -136 5,280 -5,300 26 -91
Percent of Open Interest Represented by Each Category of Trader
2.4 67.4 0.0 20.4 0.0 0.0 68.7 7.7 2.8 0.3 20.1 0.0 5.5 2.0
Number of Traders in Each Category Total Traders: 27
. . 0 . 0 0 8 8 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,227
Positions
13,992 759 0 1,120 27,284 38 23,423 8,803 1,922 619 1,581 0 3,113 3,840
Changes from: December 27, 2016 Total Change is: 961
2,899 -92 0 17 -205 0 -2,023 1,332 -93 -56 -194 0 217 213
Percent of Open Interest Represented by Each Category of Trader
31.6 1.7 0.0 2.5 61.7 0.1 53.0 19.9 4.3 1.4 3.6 0.0 7.0 8.7
Number of Traders in Each Category Total Traders: 71
10 . 0 5 5 . 24 17 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 8,757
Positions
2,188 397 0 888 2,000 0 4,549 5,657 106 0 100 0 1,026 497
Changes from: December 27, 2016 Total Change is: 857
231 0 0 7 1 0 408 828 105 0 0 0 106 -77
Percent of Open Interest Represented by Each Category of Trader
25.0 4.5 0.0 10.1 22.8 0.0 51.9 64.6 1.2 0.0 1.1 0.0 11.7 5.7
Number of Traders in Each Category Total Traders: 24
. . 0 . . 0 10 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 69,341
Positions
8,090 46,854 1,417 10,730 448 206 35,921 4,370 1,993 1,046 5,200 3 9,937 8,852
Changes from: December 27, 2016 Total Change is: 4,649
-45 6,100 55 508 -98 -40 4,461 -1,107 -320 1 540 0 30 -482
Percent of Open Interest Represented by Each Category of Trader
11.7 67.6 2.0 15.5 0.6 0.3 51.8 6.3 2.9 1.5 7.5 0.0 14.3 12.8
Number of Traders in Each Category Total Traders: 121
13 26 . 15 . 6 43 12 5 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 138,681
Positions
16,179 93,708 2,833 21,460 895 412 71,841 8,740 3,986 2,091 10,399 5 19,874 17,703
Changes from: December 27, 2016 Total Change is: 9,298
-90 12,200 109 1,016 -196 -80 8,921 -2,213 -639 1 1,080 0 60 -963
Percent of Open Interest Represented by Each Category of Trader
11.7 67.6 2.0 15.5 0.6 0.3 51.8 6.3 2.9 1.5 7.5 0.0 14.3 12.8
Number of Traders in Each Category Total Traders: 121
13 26 . 15 . 6 43 12 5 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 628,650
Positions
49,641 96,481 16,189 287,912 209,891 59,456 83,758 106,202 19,403 23,712 35,377 4,873 83,706 80,778
Changes from: December 27, 2016 Total Change is: 19,229
-14,450 7,114 11,586 3,629 690 -602 10,613 -6,601 3,927 -1,384 -263 587 5,323 2,791
Percent of Open Interest Represented by Each Category of Trader
7.9 15.3 2.6 45.8 33.4 9.5 13.3 16.9 3.1 3.8 5.6 0.8 13.3 12.8
Number of Traders in Each Category Total Traders: 578
38 29 19 129 77 86 84 116 71 47 58 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 66,233
Positions
6,992 17,915 1,520 13,643 17,051 1,482 5,297 7,630 162 2,435 411 4 34,698 20,058
Changes from: December 27, 2016 Total Change is: 7,648
2,723 5,679 200 813 1,649 -779 2,384 -579 -50 -1,144 391 -100 3,601 1,237
Percent of Open Interest Represented by Each Category of Trader
10.6 27.0 2.3 20.6 25.7 2.2 8.0 11.5 0.2 3.7 0.6 0.0 52.4 30.3
Number of Traders in Each Category Total Traders: 49
7 4 . 8 4 4 9 10 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,812,086
Positions
256,067 435,649 30,524 1,371,345 964,200 289,870 414,006 514,564 74,503 108,158 176,603 22,571 245,042 303,602
Changes from: December 27, 2016 Total Change is: 57,907
-44,046 48,997 15,110 14,082 -4,795 884 52,289 -18,968 8,744 558 -1,513 1,677 8,609 7,771
Percent of Open Interest Represented by Each Category of Trader
9.1 15.5 1.1 48.8 34.3 10.3 14.7 18.3 2.6 3.8 6.3 0.8 8.7 10.8
Number of Traders in Each Category Total Traders: 570
38 29 17 129 74 85 82 116 63 44 58 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 95,877
Positions
2,138 47,071 170 49,719 38,112 3,421 27,741 2,839 170 541 555 0 11,977 3,539
Changes from: December 27, 2016 Total Change is: -138
1,114 -172 0 -1,589 551 -163 -333 119 54 541 -549 0 238 22
Percent of Open Interest Represented by Each Category of Trader
2.2 49.1 0.2 51.9 39.8 3.6 28.9 3.0 0.2 0.6 0.6 0.0 12.5 3.7
Number of Traders in Each Category Total Traders: 83
5 7 . 34 11 15 19 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 45,925
Positions
4,323 18,638 120 12,231 5,433 855 19,622 13,021 1,063 1,932 2,654 14 5,764 4,127
Changes from: December 27, 2016 Total Change is: 1,044
1,379 -1,222 -20 -61 561 -214 -1,018 506 445 654 831 -13 -107 170
Percent of Open Interest Represented by Each Category of Trader
9.4 40.6 0.3 26.6 11.8 1.9 42.7 28.4 2.3 4.2 5.8 0.0 12.6 9.0
Number of Traders in Each Category Total Traders: 228
14 19 . 36 17 13 67 42 20 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 229,623
Positions
21,615 93,188 598 61,153 27,166 4,277 98,112 65,104 5,317 9,662 13,268 71 28,818 20,634
Changes from: December 27, 2016 Total Change is: 5,222
6,895 -6,109 -98 -307 2,804 -1,071 -5,090 2,528 2,227 3,268 4,157 -65 -537 849
Percent of Open Interest Represented by Each Category of Trader
9.4 40.6 0.3 26.6 11.8 1.9 42.7 28.4 2.3 4.2 5.8 0.0 12.6 9.0
Number of Traders in Each Category Total Traders: 228
14 19 . 36 17 13 67 42 20 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 660,441
Positions
39,520 207,552 3,830 326,787 155,115 28,954 195,361 210,807 14,230 21,458 17,727 1,197 29,104 21,029
Changes from: December 27, 2016 Total Change is: -16,430
-9,477 -1,722 12 -3,851 2,053 -970 -2,845 -19,745 984 617 -222 15 -915 3,165
Percent of Open Interest Represented by Each Category of Trader
6.0 31.4 0.6 49.5 23.5 4.4 29.6 31.9 2.2 3.2 2.7 0.2 4.4 3.2
Number of Traders in Each Category Total Traders: 342
17 21 4 80 46 37 68 70 23 17 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,224
Positions
2,723 12,453 0 6,535 1,509 0 6,839 3,127 0 0 0 0 1,127 135
Changes from: December 27, 2016 Total Change is: 1,473
1,149 1,047 0 300 0 0 -69 612 0 0 0 0 93 -186
Percent of Open Interest Represented by Each Category of Trader
15.8 72.3 0.0 37.9 8.8 0.0 39.7 18.2 0.0 0.0 0.0 0.0 6.5 0.8
Number of Traders in Each Category Total Traders: 21
. 6 0 5 . 0 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,256
Positions
938 10,322 0 14,116 534 42 2,896 1,879 0 2,806 8,400 96 7,362 6,983
Changes from: December 27, 2016 Total Change is: -247
3 0 0 409 -9 -183 -1,073 -382 0 565 -455 96 -64 686
Percent of Open Interest Represented by Each Category of Trader
3.3 36.5 0.0 50.0 1.9 0.1 10.2 6.6 0.0 9.9 29.7 0.3 26.1 24.7
Number of Traders in Each Category Total Traders: 38
. . 0 13 . . 6 . 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 59,207
Positions
13,272 6,444 2,006 15,953 7,593 2,659 14,564 20,750 595 2,180 3,784 0 7,978 15,376
Changes from: December 27, 2016 Total Change is: 3,523
672 542 629 192 32 87 2,908 2,388 349 -614 130 0 -700 -634
Percent of Open Interest Represented by Each Category of Trader
22.4 10.9 3.4 26.9 12.8 4.5 24.6 35.0 1.0 3.7 6.4 0.0 13.5 26.0
Number of Traders in Each Category Total Traders: 98
18 8 4 10 10 7 23 18 7 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 223,274
Positions
3,782 123,604 1,015 151,205 70,775 12,679 38,773 7,334 2,346 5,130 727 0 8,344 4,794
Changes from: December 27, 2016 Total Change is: 7,124
524 6,228 -9 4,432 3,272 -518 1,396 -2,015 102 288 -425 0 909 489
Percent of Open Interest Represented by Each Category of Trader
1.7 55.4 0.5 67.7 31.7 5.7 17.4 3.3 1.1 2.3 0.3 0.0 3.7 2.1
Number of Traders in Each Category Total Traders: 124
5 12 4 44 25 22 16 12 7 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 811,882
Positions
28,336 592,903 5,309 488,686 80,265 64,326 139,444 35,256 11,283 46,210 13,338 876 27,412 8,326
Changes from: December 27, 2016 Total Change is: 10,261
4,355 7,591 -1,428 5,424 -11,171 -2,778 -4,184 15,255 1,182 312 2,910 0 7,378 -1,300
Percent of Open Interest Represented by Each Category of Trader
3.5 73.0 0.7 60.2 9.9 7.9 17.2 4.3 1.4 5.7 1.6 0.1 3.4 1.0
Number of Traders in Each Category Total Traders: 294
20 19 10 96 34 47 49 22 16 38 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 604,589
Positions
5,704 32,729 8,855 304,412 142,352 96,431 43,191 143,894 6,547 12,997 9,694 2,017 124,435 162,070
Changes from: December 27, 2016 Total Change is: 10,326
-1,277 -4,035 4,257 17,605 7,260 -430 -6,153 11,677 -1,109 -394 -3,677 -384 -1,789 -3,233
Percent of Open Interest Represented by Each Category of Trader
0.9 5.4 1.5 50.4 23.5 15.9 7.1 23.8 1.1 2.1 1.6 0.3 20.6 26.8
Number of Traders in Each Category Total Traders: 146
5 13 4 41 25 35 12 39 10 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 687,738
Positions
3,313 132,515 623 417,304 75,525 82,883 37,810 267,975 10,214 24,204 13,034 443 110,944 104,526
Changes from: December 27, 2016 Total Change is: 407
-966 -11,112 502 5,561 -107 -1,333 -9,364 9,680 283 341 0 0 5,383 2,494
Percent of Open Interest Represented by Each Category of Trader
0.5 19.3 0.1 60.7 11.0 12.1 5.5 39.0 1.5 3.5 1.9 0.1 16.1 15.2
Number of Traders in Each Category Total Traders: 104
. 10 . 48 10 30 9 20 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,140,716
Positions
62,449 52,430 3,540 392,846 237,033 148,445 280,849 225,523 70,344 72,114 248,984 1,729 108,400 152,688
Changes from: December 27, 2016 Total Change is: 4,677
7,562 -12,447 -1,600 964 1,018 16,947 -15,363 4,201 1,587 -16,219 1,819 -445 11,244 -6,403
Percent of Open Interest Represented by Each Category of Trader
5.5 4.6 0.3 34.4 20.8 13.0 24.6 19.8 6.2 6.3 21.8 0.2 9.5 13.4
Number of Traders in Each Category Total Traders: 242
12 20 7 57 31 43 41 35 24 20 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,096,552
Positions
91,426 244,537 35,553 1,294,429 964,382 428,762 436,967 591,039 89,494 392,368 211,466 22,859 304,694 508,460
Changes from: December 27, 2016 Total Change is: 53,044
-2,010 48,726 8,010 56,865 17,159 -411 14,289 -22,462 -11,860 -8,324 18,585 800 -4,315 -5,503
Percent of Open Interest Represented by Each Category of Trader
3.0 7.9 1.1 41.8 31.1 13.8 14.1 19.1 2.9 12.7 6.8 0.7 9.8 16.4
Number of Traders in Each Category Total Traders: 364
14 40 11 46 83 72 48 78 44 18 37 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 292,411
Positions
5,438 28,958 1,274 94,552 116,521 14,519 85,810 11,902 10,177 13,920 8,979 0 66,721 100,081
Changes from: December 27, 2016 Total Change is: 3,515
-1,700 4,251 164 1,733 -7,262 1,533 4,601 6,001 156 703 0 0 -3,675 -1,328
Percent of Open Interest Represented by Each Category of Trader
1.9 9.9 0.4 32.3 39.8 5.0 29.3 4.1 3.5 4.8 3.1 0.0 22.8 34.2
Number of Traders in Each Category Total Traders: 52
. 7 . 10 15 18 8 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,969,145
Positions
65,498 250,493 30,189 1,967,235 514,460 251,912 153,811 1,226,665 92,407 170,128 211,507 11,276 226,689 380,236
Changes from: December 27, 2016 Total Change is: 2,694
-6,793 -32,982 3,803 84,855 -20,134 -4,476 -41,328 24,385 4,610 -40,644 13,301 -894 3,561 15,081
Percent of Open Interest Represented by Each Category of Trader
2.2 8.4 1.0 66.3 17.3 8.5 5.2 41.3 3.1 5.7 7.1 0.4 7.6 12.8
Number of Traders in Each Category Total Traders: 302
8 36 7 60 53 56 27 73 28 15 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 882,307
Positions
309,246 90,237 301,778 350 38,087 5,046 46,601 230,269 134,035 44,370 21,120 14,769 26,112 46,966
Changes from: December 27, 2016 Total Change is: -97,264
-43,433 -27,830 -26,405 0 -2,446 -600 -3,946 -22,464 -7,233 -6,931 5,052 -11,398 2,682 -3,940
Percent of Open Interest Represented by Each Category of Trader
35.0 10.2 34.2 0.0 4.3 0.6 5.3 26.1 15.2 5.0 2.4 1.7 3.0 5.3
Number of Traders in Each Category Total Traders: 114
20 27 36 . 4 . 11 38 31 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is11,315,977
Positions
4,415,364 673,203 2,317,820 24,958 1,671,474 352,532 473,418 2,257,391 1,855,441 859,627 528,974 501,014 515,803 1,158,128
Changes from: December 27, 2016 Total Change is: 183,230
66,213 -136,669 82,293 -1,000 12,601 2,689 -24,794 136,679 58,544 65,231 62,408 -45,715 -20,231 10,400
Percent of Open Interest Represented by Each Category of Trader
39.0 5.9 20.5 0.2 14.8 3.1 4.2 19.9 16.4 7.6 4.7 4.4 4.6 10.2
Number of Traders in Each Category Total Traders: 258
30 43 68 6 26 23 22 84 80 11 23 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,103
Positions
3,689 3,359 0 148 13,518 119 20,500 8,542 0 6,348 5,031 289 10 245
Changes from: December 27, 2016 Total Change is: -311
-591 -76 0 -5 59 6 469 -542 0 -46 369 -144 0 17
Percent of Open Interest Represented by Each Category of Trader
11.9 10.8 0.0 0.5 43.5 0.4 65.9 27.5 0.0 20.4 16.2 0.9 0.0 0.8
Number of Traders in Each Category Total Traders: 46
. 7 0 . 11 . . 11 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,570
Positions
5,874 9,592 0 290 7,335 432 27,001 10,426 0 791 6,480 175 7 130
Changes from: December 27, 2016 Total Change is: 6,131
-25 6,325 0 -5 -42 5 6,070 -17 0 112 -162 0 -26 22
Percent of Open Interest Represented by Each Category of Trader
17.0 27.7 0.0 0.8 21.2 1.2 78.1 30.2 0.0 2.3 18.7 0.5 0.0 0.4
Number of Traders in Each Category Total Traders: 34
. 6 0 . 5 . 6 8 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 84,941
Positions
1,179 59,228 0 20,334 425 1,498 32,683 14,609 1,553 16,775 2,790 0 10,919 4,838
Changes from: December 27, 2016 Total Change is: -2,250
395 -5 0 -1,929 75 1 2,204 -6,314 299 -3,364 2,239 0 144 1,455
Percent of Open Interest Represented by Each Category of Trader
1.4 69.7 0.0 23.9 0.5 1.8 38.5 17.2 1.8 19.7 3.3 0.0 12.9 5.7
Number of Traders in Each Category Total Traders: 164
. . 0 15 . . 61 14 6 59 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 411,436
Positions
105,356 18,381 12,890 84,722 44,599 27,849 63,191 188,009 72,928 7,521 4,777 11,314 25,665 30,689
Changes from: December 27, 2016 Total Change is: 115
2,881 -1,573 -993 -7,597 223 1,191 2,423 162 856 1,673 -569 -1,035 716 1,853
Percent of Open Interest Represented by Each Category of Trader
25.6 4.5 3.1 20.6 10.8 6.8 15.4 45.7 17.7 1.8 1.2 2.7 6.2 7.5
Number of Traders in Each Category Total Traders: 202
21 4 19 15 20 12 38 64 43 15 14 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,656
Positions
33 354 0 16,896 309 0 3,539 22,549 369 2,727 71 0 92 4
Changes from: December 27, 2016 Total Change is: 500
0 132 0 -197 -225 0 654 618 0 35 -16 0 8 -9
Percent of Open Interest Represented by Each Category of Trader
0.1 1.5 0.0 71.4 1.3 0.0 15.0 95.3 1.6 11.5 0.3 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 35
. . 0 11 . 0 9 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,984
Positions
2,375 9,408 0 10,738 0 0 836 5,424 0 261 0 0 774 152
Changes from: December 27, 2016 Total Change is: 669
0 0 0 88 0 -28 541 693 0 0 0 0 68 4
Percent of Open Interest Represented by Each Category of Trader
15.9 62.8 0.0 71.7 0.0 0.0 5.6 36.2 0.0 1.7 0.0 0.0 5.2 1.0
Number of Traders in Each Category Total Traders: 21
. . 0 10 0 0 . 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 6, 2017